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 2018 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 2018 1st 2018 2nd 2019 2nd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period 2019 1st Period 2018 2019 ______________ _________ ________ ________ ___________ _______ _________ ________ ________ ________ ______ ______ Fannie Mae 313586RC5 10/09/84 10/09/19 3.200 0.000 808.98 0.232575 0.256609 86.91 72.11 Sallie Mae 863871AM1 10/03/84 10/03/22 2.734 0.000 610.67 0.169512 0.186353 0.204308 63.39 69.63 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 2018 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ ABN Amro Bank N.V. 00079FHN5 01/13/05 01/13/20 100.000 VARIES 4.7500 0.132948 0.132785 0.132583 0.132375 0.132163 47.77 47.62 ALTERYX INC 02156BAA1 05/18/18 06/01/23 98.000 0.500 0.9072 0.010807 0.010859 0.010908 0.010958 2.41 3.92 Amgen Inc. 031162AK6 03/01/05 03/01/32 72.947 VARIES 4.4730 0.157232 0.160587 0.163999 0.167489 0.171056 58.02 60.51 Ares Capital Corporation 04010LAK9 07/19/13 01/15/19 98.500 4.375 4.6881 11.86 0.008114 0.008304 0.008498 3.02 0.12 Republic of Argentina 040114BD1 03/01/99 03/01/29 75.576 8.875 N/A 0.025145 0.025141 0.025137 0.025132 0.025127 9.05 9.05 Argentina, Republic 040114GB0 07/21/00 07/21/30 80.144 10.250 12.8670 37.68 0.014370 0.015295 0.016279 0.017326 0.018441 5.65 6.39 Republic of Argentina 040114GG9 06/19/01 06/19/18 75.375 0.000 N/A 0.147112 24.86 Republic of Argentina 040114GH7 06/19/01 06/19/31 75.250 0.000 N/A 0.608256 0.606209 0.610915 0.609042 0.610613 221.67 222.64 BRE Properties, Inc. 05564EBM7 04/04/14 01/15/23 94.166 3.375 4.1754 22.31 0.017713 0.018083 0.018460 0.018846 0.019239 6.57 6.84 Banco de Galicia 059538AR9 07/19/16 07/19/26 100.000 VARIES 8.7499 127.18 0.244295 0.244956 0.245647 0.246368 0.247121 88.28 88.80 Bank of America Corp. 06048WBD1 03/19/10 03/19/20 100.000 VARIES 5.5724 0.156531 0.156275 0.155972 0.155660 0.155231 56.25 56.02 Bank of America Corp. 06048WCB4 05/28/10 05/28/30 100.000 VARIES 5.5514 0.135269 0.135804 0.136353 0.136918 0.137499 48.83 49.23 Bank of America Corp. 06048WCC2 05/28/10 05/28/20 100.000 VARIES 5.2406 0.147122 0.146829 0.146496 0.146154 0.145866 52.89 52.66 Bank of America Corp. 06048WCJ7 06/24/10 06/24/30 100.000 VARIES 5.5092 0.141759 0.142078 0.142406 0.142744 0.143090 51.10 51.33 Bank of America Corp. 06048WCQ1 06/29/10 06/29/20 100.000 VARIES 5.5310 0.155315 0.154982 0.154634 0.154276 0.153961 55.85 55.60 Bank of America Corp. 06048WCS7 07/12/10 07/12/30 100.000 VARIES 5.8002 0.150509 0.150788 0.151075 0.151370 0.151674 54.33 54.54 Bank of America Corp. 06048WCU2 06/28/10 06/28/30 100.000 VARIES 5.8695 0.155213 0.155430 0.155653 0.155882 0.156118 55.92 56.08 Bank of America Corp. 06048WCY4 08/12/10 08/12/30 100.000 VARIES 5.3993 0.139718 0.139996 0.140280 0.140573 0.140873 50.43 50.64 Bank of America Corp. 06048WDG2 08/17/10 08/17/20 100.000 VARIES 2.4230 0.008346 0.008447 0.008550 0.008653 0.008758 3.05 3.12 Bank of America Corp. 06048WDK3 08/25/10 08/25/20 100.000 VARIES 2.3835 0.008628 0.008730 0.008834 0.008940 0.009046 3.15 3.23 Bank of America Corp. 06048WDM9 09/03/10 09/03/20 100.000 VARIES 2.5928 0.014214 0.014398 0.014584 0.014774 0.014965 5.19 5.33 Bank of America Corp. 06048WDQ0 10/01/10 10/01/20 100.000 VARIES 5.0520 0.140333 0.140333 0.140333 0.140333 0.140333 50.52 50.52 Bank of America Corp. 06048WDT4 09/23/10 09/23/30 100.000 VARIES 5.3199 0.138762 0.139007 0.139258 0.139516 0.139781 50.05 50.23 Bank of America Corp. 06048WDU1 09/08/10 09/08/20 100.000 VARIES 2.4734 0.015052 0.015238 0.015427 0.015618 0.015811 5.49 5.63 Bank of America Corp. 06048WDW7 09/28/10 09/28/20 100.000 VARIES 2.6605 0.015665 0.015873 0.016084 0.016298 0.016515 5.72 5.87 Bank of America Corp. 06048WDZ0 09/28/10 09/28/20 100.000 VARIES 2.4632 0.010923 0.011058 0.011194 0.011332 0.011472 3.98 4.08 Bank of America Corp. 06048WEB2 09/28/10 09/28/20 100.000 VARIES 2.6494 0.015642 0.015849 0.016059 0.016272 0.016487 5.71 5.86 Bank of America Corp. 06048WEE6 10/14/10 10/15/30 100.000 VARIES 5.2017 0.132833 0.133153 0.133480 0.133816 0.134161 47.93 48.17 Bank of America Corp. 06048WEJ5 11/19/10 11/19/30 100.000 VARIES 5.6999 0.146754 0.147061 0.147376 0.147700 0.148034 52.91 53.14 Bank of America Corp. 06048WEL0 11/18/10 11/18/20 100.000 VARIES 2.5529 0.013976 0.014154 0.014335 0.014518 0.014703 5.08 5.21 Bank of America Corp. 06048WEP1 11/19/10 11/19/20 100.000 VARIES 2.4292 0.019873 0.020115 0.020359 0.020606 0.020857 7.22 7.39 Bank of America Corp. 06048WEQ9 11/30/10 11/30/20 100.000 VARIES 1.9847 0.010070 0.010170 0.010271 0.010373 0.010476 3.65 3.72 Bank of America Corp. 06048WES5 12/01/10 12/01/20 100.000 VARIES 2.5893 0.010525 0.010661 0.010799 0.010939 0.011081 3.82 3.92 Bank of America Corp. 06048WET3 12/15/10 12/15/30 100.000 VARIES 5.9911 0.152146 0.152516 0.152898 0.153291 0.153695 54.85 55.13 Bank of America Corp. 06048WEX4 12/10/10 12/10/20 100.000 VARIES 2.5961 0.010441 0.010577 0.010714 0.010853 0.010994 3.79 3.89 Bank of America Corp. 06048WEY2 01/13/11 01/13/31 100.000 VARIES 5.1717 0.136855 0.137033 0.137214 0.137401 0.137592 49.36 49.49 Bank of America Corp. 06048WFA3 01/14/11 01/14/21 100.000 VARIES 5.4019 0.149647 0.149701 0.149756 0.149812 0.149870 53.90 53.94 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Bank of America Corp. 06048WFE5 02/18/11 02/18/21 100.000 VARIES 5.5089 0.152684 0.152729 0.152775 0.152822 0.152871 54.99 55.02 Bank of America Corp. 06048WFG0 02/24/11 02/24/31 100.000 VARIES 5.9293 0.159166 0.159303 0.159444 0.159589 0.159738 57.36 57.46 Bank of America Corp. 06048WFJ4 03/04/11 03/04/31 100.000 VARIES 5.6399 0.149772 0.149945 0.150124 0.150308 0.150496 53.99 54.12 Bank of America Corp. 06048WFK1 02/25/11 02/25/21 100.000 VARIES 5.2650 0.145764 0.145828 0.145894 0.145961 0.146030 52.50 52.55 Bank of America Corp. 06048WFM7 03/11/11 03/11/21 100.000 VARIES 5.0284 0.141131 0.140938 0.140741 0.140539 0.140332 50.73 50.59 Bank of America Corp. 06048WFT2 03/31/11 03/31/21 100.000 VARIES 5.2102 0.145404 0.145315 0.145223 0.145129 0.145032 52.31 52.25 Bank of America Corp. 06048WFU9 03/29/11 03/29/21 100.000 VARIES 2.3129 0.009814 0.009927 0.010042 0.010158 0.010276 3.57 3.66 Bank of America Corp. 06048WFW5 04/12/11 04/12/21 100.000 VARIES 5.3401 0.148850 0.148783 0.148713 0.148642 0.148568 53.56 53.51 Bank of America Corp. 06048WGC8 05/27/11 05/27/31 100.000 VARIES 5.1375 0.134757 0.134965 0.135178 0.135397 0.135621 48.56 48.72 Bank of America Corp. 06048WGE4 06/14/11 06/14/21 100.000 VARIES 2.2369 0.061115 0.061256 0.061399 0.061543 0.061689 22.03 22.13 Bank of America Corp. 06048WGF1 06/16/11 06/16/23 100.000 VARIES 4.8974 0.135913 0.135923 0.135933 0.135944 0.135955 48.93 48.94 Bank of America Corp. 06048WGG9 06/27/11 06/27/31 100.000 VARIES 5.5242 0.145314 0.145520 0.145733 0.145951 0.146175 52.35 52.50 Bank of America Corp. 06048WGN4 07/07/11 07/07/21 100.000 VARIES 5.1062 0.141914 0.141905 0.141896 0.141887 0.141878 51.08 51.08 Bank of America Corp. 06048WGP9 06/28/11 06/28/21 100.000 VARIES 2.3483 0.015425 0.015606 0.015790 0.015975 0.016163 5.59 5.72 Bank of America Corp. 06048WGQ7 07/14/11 07/14/31 100.000 VARIES 5.5582 0.146044 0.146245 0.146452 0.146664 0.146882 52.68 52.83 Bank of America Corp. 06048WGR5 07/14/11 07/14/23 100.000 VARIES 5.1475 0.142494 0.142529 0.142566 0.142603 0.142642 51.32 51.34 Bank of America Corp. 06048WGU8 07/14/11 07/14/26 100.000 VARIES 5.3900 0.144654 0.144877 0.145105 0.145340 0.145581 52.19 52.36 Bank of America Corp. 06048WGZ7 08/15/11 08/15/31 100.000 VARIES 5.2773 0.138364 0.138566 0.138774 0.138987 0.139206 49.90 50.06 Bank of America Corp. 06048WHA1 08/15/11 08/15/23 100.000 VARIES 4.7457 0.131499 0.131523 0.131547 0.131572 0.131598 47.35 47.37 Bank of America Corp. 06048WHF0 08/26/11 08/26/31 100.000 VARIES 5.0293 0.131034 0.131251 0.131473 0.131701 0.131935 47.27 47.43 Bank of America Corp. 06048WHN3 09/30/11 09/30/31 100.000 VARIES 5.3142 0.138136 0.138369 0.138607 0.138852 0.139104 49.81 49.99 Bank of America Corp. 06048WJA9 11/04/11 11/04/31 100.000 VARIES 5.9880 0.157867 0.158064 0.158268 0.158477 0.158693 56.89 57.04 Bank of America Corp. 06048WKG4 01/31/12 01/31/32 100.000 VARIES 5.8093 0.154143 0.154306 0.154474 0.154646 0.154823 55.57 55.69 Bank of America Corp. 06048WKR0 02/23/12 02/23/32 100.000 VARIES 5.1904 0.141951 0.142003 0.142057 0.142112 0.142169 51.13 51.16 Bank of America Corp. 06048WKU3 03/08/12 03/08/32 100.000 VARIES 5.6026 0.149744 0.149878 0.150016 0.150158 0.150304 53.96 54.06 Bank of America Corp. 06048WLF5 03/30/12 03/30/32 100.000 VARIES 5.3816 0.146138 0.146215 0.146295 0.146377 0.146462 52.64 52.70 Bank of America Corp. 06048WLN8 04/16/12 04/16/32 100.000 VARIES 5.1652 0.137561 0.137701 0.137844 0.137991 0.138142 49.57 49.67 Bank of America Corp. 06048WLQ1 04/16/12 04/16/30 100.000 VARIES 5.4874 0.146412 0.146583 0.146758 0.146938 0.147123 52.77 52.89 Bank of America Corp. 06048WLX6 05/04/12 05/04/32 100.000 VARIES 5.6986 0.150725 0.150896 0.151073 0.151254 0.151440 54.31 54.44 Bank of America Corp. 06048WNA4 08/22/12 08/22/19 100.000 VARIES 2.0566 0.010015 0.010118 0.010222 0.010327 3.65 2.38 Bank of America Corp. 06048WNB2 08/22/12 08/22/18 100.000 0.000 3.2065 0.104425 0.106099 24.42 Bank of America Corp. 06048WNH9 11/09/12 11/09/22 100.000 VARIES 1.6066 0.009067 0.009139 0.009213 0.009287 0.009361 3.28 3.34 Bank of America Corp. 06048WNK2 12/10/12 12/10/22 100.000 VARIES 1.4139 0.038020 0.038142 0.038264 0.038387 0.038511 13.71 13.80 Bank of America Corp. 06048WNZ9 07/11/13 07/11/33 100.000 VARIES 5.0043 0.132383 0.132521 0.132662 0.132806 0.132955 47.73 47.83 Bank of America Corp. 06048WPB0 08/06/13 08/06/33 100.000 VARIES 4.8453 0.128301 0.128433 0.128569 0.128708 0.128850 46.25 46.35 Bank of America Corp. 06048WPD6 08/30/13 08/30/33 100.000 VARIES 4.9958 0.131008 0.130421 0.131271 0.130689 0.130828 47.74 47.75 Bank of America Corp. 06048WPE4 09/23/13 09/23/33 100.000 VARIES 4.8735 0.128772 0.128910 0.129052 0.129198 0.129347 46.41 46.51 Bank of America Corp. 06048WPF1 10/10/13 10/10/33 100.000 VARIES 4.7034 0.124387 0.124520 0.124657 0.124797 0.124940 44.83 44.92 Bank of America Corp. 06048WPJ3 12/23/13 12/23/33 100.000 VARIES 4.8649 0.128842 0.128974 0.129109 0.129248 0.129390 46.41 46.51 Bank of America Corp. 06048WPM6 02/28/14 02/29/24 100.000 VARIES 3.7879 0.101277 0.099852 0.101742 0.100319 0.101663 36.76 36.86 Bank of America Corp. 06048WPN4 03/20/14 03/20/34 100.000 VARIES 4.4527 0.117365 0.117497 0.117631 0.117769 0.117910 42.30 42.40 Bank of America Corp. 06048WQJ2 02/20/15 02/20/18 109.390 0.250 1.4840 0.046529 2.28 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Bank of America Corp. 06048WRU6 09/30/15 09/30/30 100.000 VARIES 2.8047 0.018506 0.018014 0.017515 0.017009 0.016495 6.48 6.12 Bank of America Corp. 06048WRV4 10/30/15 10/30/25 100.000 VARIES 2.4485 0.008932 0.008667 0.008399 0.008502 0.008606 3.14 3.05 Bank of America Corp. 06048WTR1 10/28/16 10/28/26 100.000 VARIES 2.1950 3.48 0.007800 0.007459 0.007114 0.007192 0.007271 2.70 2.58 BANK OF AMERICA CORP 06048WUR9 08/25/17 08/25/29 100.000 VARIES 1.6609 1.09 0.008636 0.008311 0.007983 0.007652 0.007319 2.97 2.73 BANK OF AMERICA CORP 06048WUT5 08/28/17 08/28/27 100.000 VARIES 1.7157 1.35 0.010992 0.010645 0.010296 0.009943 0.009588 3.81 3.56 BANK OF AMERICA CORP 06048WVM9 01/30/18 01/30/28 100.000 VARIES 3.1591 0.011919 0.011273 0.010618 0.009952 3.85 3.74 BANK OF AMERICA CORP 06048WWA4 03/27/18 03/27/28 100.000 VARIES 3.7904 0.105290 0.105443 0.105599 0.105584 28.86 38.00 BANK OF AMERICA CORP 06048WWX4 06/13/18 06/13/28 100.000 VARIES 3.6250 0.016750 0.015732 0.014696 0.013641 3.30 5.44 BANK OF AMERICA CORP 06048WWY2 06/27/18 06/27/28 100.000 VARIES 3.6179 0.018803 0.018139 0.017462 0.016773 3.46 6.40 Bank of America Corp. 06051P760 04/05/12 04/02/18 100.000 0.000 3.7916 0.129449 11.78 Bank of America Corp. 06051R345 07/06/12 06/29/18 100.000 0.000 3.5615 0.120048 21.37 Bank of America Corp. 06051R527 08/02/12 07/27/18 100.000 0.000 3.0742 0.099426 0.100954 20.76 Bank of America Corp. 06051R774 05/03/12 04/27/18 100.000 0.000 3.9752 0.137023 15.89 Bank of America Corp. 06051R881 06/01/12 05/25/18 100.000 0.000 4.1954 0.146337 21.07 Bank of America Corp. 06052R666 02/03/11 02/02/18 100.000 0.000 4.4999 0.166906 5.17 Bank of America Corp. 06053D195 09/07/12 08/31/18 100.000 0.000 2.8935 0.092228 0.092037 22.28 Bank of America Corp. 06053D559 11/02/12 10/26/18 100.000 0.000 2.2130 0.068598 0.069357 20.37 Bank of America Corp. 06053D872 01/10/13 12/26/18 100.000 0.000 2.0976 0.064622 0.065299 23.06 Bank of America Corp. 06053E391 02/28/13 02/22/19 100.000 0.000 2.1320 0.065122 0.065816 0.066517 23.75 3.39 Bank of America Corp. 06053E599 04/05/13 03/29/19 100.000 0.000 2.2115 0.067797 0.068547 0.069305 24.68 6.10 Bank of America Corp. 06053E755 06/06/13 05/31/19 100.000 0.000 2.3276 0.071724 0.072559 0.073403 26.02 10.94 Bank of America Corp. 06053F638 10/04/13 09/24/19 100.000 0.000 2.9627 0.092497 0.093868 0.095258 0.096669 33.81 25.31 Bank of America Corp. 06053M427 09/05/14 08/27/21 100.000 0.000 2.9178 0.088353 0.089642 0.090949 0.092276 0.093622 32.36 33.31 Bank of America Corp. 06053M518 10/02/14 09/24/21 100.000 0.000 3.1046 0.094526 0.095993 0.097483 0.098996 0.100533 34.58 35.66 Bank of America Corp. 06053M534 11/06/14 10/29/21 100.000 0.000 2.9616 0.089801 0.091130 0.092480 0.093849 0.095239 32.73 33.71 Bank of America Corp. 06053M674 12/03/14 11/24/21 100.000 0.000 2.8708 0.086801 0.088047 0.089311 0.090593 0.091893 31.57 32.48 Bank of America Corp. 06053M864 02/12/15 02/26/27 100.000 0.000 3.3492 0.101220 0.102915 0.104638 0.106390 0.108172 37.17 38.43 Bank of America Corp. 06053U106 02/05/15 01/28/22 100.000 0.000 2.5377 0.075043 0.075995 0.076959 0.077936 0.078925 27.48 28.18 Bank of America Corp. 06053W169 04/02/15 03/25/22 100.000 0.000 2.7072 0.080388 0.081476 0.082579 0.083697 0.084830 29.35 30.15 Bank of America Corp. 06053W359 06/04/15 05/27/22 100.000 0.000 2.8843 0.086019 0.087259 0.088518 0.089794 0.091089 31.28 32.18 Bank of America Corp. 06053W458 07/02/15 06/24/22 100.000 0.000 3.1925 0.095922 0.097453 0.099008 0.100589 0.102195 34.83 35.95 Bank of America Corp. 06053W631 08/10/15 08/27/21 100.000 0.000 2.7830 0.081805 0.082944 0.084098 0.085268 0.086455 29.94 30.78 Bank of America Corp. 06053W649 08/10/15 08/26/22 100.000 0.000 3.0325 0.089582 0.090940 0.092319 0.093719 0.095140 32.84 33.84 Bank of America Corp. 06053W730 10/01/15 09/30/22 100.000 0.000 2.9206 0.085019 0.085790 0.087521 0.088313 0.089603 31.41 32.28 Bank of America Corp. 06053W888 10/23/15 10/28/22 100.000 0.000 2.9889 0.088136 0.089453 0.090789 0.092146 0.093523 32.13 33.10 Bank of America Corp. 06053Y330 12/02/15 11/30/18 100.000 0.000 1.8674 0.053241 0.053444 17.77 BANK OF NOVA SCOTIA 064159MB9 08/29/18 08/05/20 100.000 0.000 3.0786 0.085517 0.086658 0.087992 10.43 31.35 Barclays Bank PLC 067387HP8 02/28/14 02/29/20 100.000 0.000 2.6300 0.079610 0.079342 0.081718 0.081442 0.083420 29.27 29.99 Barclays Bank PLC 067387HW3 03/28/14 03/28/24 100.000 0.000 3.5500 0.111536 0.113516 0.115531 0.117582 0.119669 40.88 42.35 Barclays Bank PLC 067387HZ6 04/10/14 04/10/24 100.000 0.000 3.6100 0.113655 0.115706 0.117795 0.119921 0.122086 41.62 43.14 Barclays Bank PLC 06738JFL3 11/12/10 11/12/22 100.000 VARIES 3.8891 0.110386 0.110372 0.110358 0.110343 0.110328 39.74 39.72 Barclays Bank PLC 06738JHK3 09/30/10 09/30/20 100.000 VARIES 4.0513 0.115741 0.115308 0.114866 0.114339 0.113802 41.51 41.16 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06738JHL1 10/15/10 10/15/22 100.000 VARIES 4.2147 0.121867 0.121614 0.121356 0.120902 0.120439 43.79 43.54 Barclays Bank PLC 06738JJR6 10/07/10 10/07/20 100.000 VARIES 4.0417 0.115870 0.115370 0.114860 0.114262 0.113652 41.54 41.14 Barclays Bank PLC 06738JL28 03/24/11 03/24/21 100.000 VARIES 4.4416 0.126957 0.127155 0.127357 0.127563 0.127003 45.78 45.85 Barclays Bank PLC 06738JLF9 11/04/10 11/04/25** 100.000 VARIES 3.9434 0.000000 0.000000 0.000000 0.000000 0.000000 0.00** 0.00 Barclays Bank PLC 06738JLS1 10/21/10 10/21/20 100.000 VARIES 4.0317 0.115630 0.115151 0.114662 0.114061 0.113449 41.47 41.09 Barclays Bank PLC 06738JLX0 10/07/10 10/07/22 100.000 VARIES 4.2148 0.121914 0.121660 0.121400 0.120942 0.120475 43.80 43.54 Barclays Bank PLC 06738JMB7 08/19/10 08/19/22 100.000 VARIES 4.2846 318.77 0.121132 0.121049 0.120964 0.120878 0.120789 43.57 43.51 Barclays Bank PLC 06738KAM3 02/25/11 02/25/31 100.000 VARIES 5.5651 0.123991 0.124618 0.125640 0.126689 0.127768 44.96 45.69 Barclays Bank PLC 06738KBW0 02/09/11 02/09/21 100.000 VARIES 4.8413 0.136649 0.136418 0.136129 0.135833 0.135512 49.08 48.87 Barclays Bank PLC 06738KCN9 03/16/11 03/16/21 100.000 VARIES 4.8210 0.136087 0.135867 0.135582 0.135291 0.134962 48.90 48.69 Barclays Bank PLC 06738KEA5 03/09/11 03/09/21 100.000 VARIES 5.1731 0.151949 0.150859 0.149740 0.148592 0.147415 54.26 53.44 Barclays Bank PLC 06738KEM9 04/08/11 04/08/21 100.000 VARIES 5.0807 0.143956 0.143647 0.143245 0.142831 0.142413 51.71 51.42 Barclays Bank PLC 06738KHK0 05/12/11 05/12/21 100.000 VARIES 4.6809 0.132046 0.131861 0.131599 0.131332 0.131024 47.48 47.30 Barclays Bank PLC 06738KK75 01/25/12 01/25/19 100.000 0.000 4.4001 0.155280 0.158697 0.162188 57.59 3.89 Barclays Bank PLC 06738KLP4 06/28/11 06/28/23 100.000 VARIES 4.8717 0.139674 0.139446 0.139109 0.138764 0.138357 50.24 50.01 Barclays Bank PLC 06738KMV0 07/28/11 07/28/21 100.000 VARIES 4.8123 0.137189 0.136847 0.136497 0.136091 0.135675 49.22 48.94 Barclays Bank PLC 06738KN56 02/29/12 02/28/18 100.000 0.000 3.1971 0.105148 6.10 Barclays Bank PLC 06738KN98 02/29/12 02/28/22 100.000 VARIES 4.0104 0.111555 0.109704 0.111448 0.109556 0.110668 40.36 40.23 Barclays Bank PLC 06738KQ53 02/14/12 02/14/22 100.000 0.500 4.1087 0.139261 0.141837 0.144465 0.147148 0.149885 51.31 53.23 Barclays Bank PLC 06738KQS3 08/31/11 08/31/31 100.000 VARIES 6.1336 0.142445 0.141214 0.144698 0.144006 0.147324 52.04 53.01 Barclays Bank PLC 06738KQT1 08/05/11 08/05/21 100.000 VARIES 4.6124 0.133526 0.133100 0.132664 0.132031 0.131383 47.87 47.46 Barclays Bank PLC 06738KTB7 09/30/11 09/30/31 100.000 VARIES 5.4570 0.136177 0.137192 0.138235 0.139675 0.141155 49.39 50.29 Barclays Bank PLC 06738KVE8 09/29/11 09/30/31 100.000 VARIES 5.2986 0.134351 0.135189 0.136050 0.137091 0.138161 48.67 49.36 Barclays Bank PLC 06738KWX5 10/31/11 11/01/31 100.000 VARIES 4.5597 0.117526 0.116606 0.119574 0.118622 0.120958 42.85 43.55 BARCLAYS BANK PLC 06739FJA0 12/18/15 12/19/22 100.000 0.125 2.3109 47.85 0.067050 0.067784 0.068527 0.069279 0.070039 24.29 24.82 BARCLAYS BANK PLC 06739FJF9 03/11/16 03/13/23 100.000 0.125 2.2608 41.41 0.064842 0.065536 0.066237 0.066947 0.067664 23.62 24.13 Barclays Bank PLC 06739JYA5 09/30/09 09/30/19 100.000 VARIES 5.0571 0.135274 0.136337 0.137426 0.138932 49.09 37.24 Barclays Bank PLC 06740AC49 09/30/13 09/27/19 100.000 0.000 2.5800 0.078948 0.078663 0.080998 0.080706 28.96 21.73 Barclays Bank PLC 06740AE21 10/31/13 10/30/19 100.000 0.000 2.5111 0.076223 0.076758 0.078149 0.078698 28.04 23.70 Barclays Bank PLC 06740AF38 11/29/13 11/26/19 100.000 0.000 2.5599 0.078274 0.077983 0.080291 0.079993 28.59 26.36 Barclays Bank PLC 06740AH69 12/30/13 12/27/19 100.000 0.000 2.8199 0.086632 0.087373 0.089092 0.089854 31.77 32.21 Barclays Bank PLC 06740AL80 02/28/14 02/27/20 100.000 0.000 2.6775 0.079852 0.082262 0.082004 0.084480 0.084215 29.86 30.66 Barclays Bank PLC 06740ASJ9 02/29/12 02/28/22 100.000 VARIES 3.2529 0.093716 0.092152 0.093394 0.091585 0.092149 33.88 33.60 Barclays Bank PLC 06740AWF2 10/31/12 10/30/19 100.000 0.000 2.2609 0.069497 0.069898 0.071077 0.071488 25.54 21.54 Barclays Bank PLC 06740AYA1 02/28/13 02/27/20 100.000 0.000 2.1583 0.064594 0.066373 0.065995 0.067813 0.067427 24.08 24.60 Barclays Bank PLC 06740AYT0 04/30/13 04/29/20 100.000 0.000 2.0500 0.061729 0.062021 0.063001 0.063299 0.063948 22.67 23.11 Barclays Bank PLC 06740AZZ5 07/31/13 07/30/19 100.000 0.000 2.6012 0.078376 0.080711 0.080428 0.082824 29.35 17.32 Barclays Bank PLC 06740D558 02/04/15 08/03/22 100.000 0.000 2.2500 0.066091 0.066835 0.067587 0.068347 0.069116 24.15 24.69 Barclays Bank PLC 06740PBC9 06/24/10 06/26/18 100.000 0.000 4.9700 0.199561 34.92 Barclays Bank PLC 06740PBX3 07/06/10 07/06/20 100.000 VARIES 5.0547 0.149002 0.147753 0.146473 0.145070 0.143632 52.97 51.98 Barclays Bank PLC 06740PC38 11/29/10 11/29/30 100.000 VARIES 4.9296 0.105761 0.106462 0.107180 0.107916 0.108669 38.25 38.76 Barclays Bank PLC 06740PM37 11/30/10 11/30/20 100.000 VARIES 4.6824 0.134312 0.133740 0.133154 0.132446 0.131721 48.21 47.76 ----------------------------- ** These calculations may be revised. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06740PMM5 08/27/10 08/29/18 100.000 0.000 3.8101 0.135606 0.138949 33.15 Barclays Bank PLC 06740PMQ6 09/16/10 09/16/25 100.000 VARIES 4.4380 0.107212 0.107898 0.108599 0.109316 0.110049 38.87 39.38 Barclays Bank PLC 06740PMT0 08/26/10 08/26/20 100.000 VARIES 4.3098 0.125112 0.124378 0.123628 0.122681 0.121714 44.72 44.10 Barclays Bank PLC 06740PV29 12/30/10 12/30/30 100.000 VARIES 5.2624 0.126578 0.127647 0.128744 0.129870 0.131026 45.76 46.55 Barclays Bank PLC 06740PVH6 10/20/10 10/20/25 100.000 VARIES 4.6203 0.129307 0.129430 0.129555 0.129684 0.129815 46.59 46.68 Barclays Bank PLC 06740PVZ6 09/30/10 09/30/25 100.000 VARIES 4.7399 0.108119 0.109067 0.110037 0.111030 0.112047 39.27 39.98 Barclays Bank PLC 06740PX43 12/17/10 12/19/18 100.000 0.000 4.6600 0.178745 0.182910 62.95 Barclays Bank PLC 06740PX50 12/17/10 12/19/18 100.000 0.000 4.6600 0.178745 0.182910 62.95 Barclays Bank PLC 06740PYE0 12/30/10 12/30/30 100.000 VARIES 5.6003 0.124879 0.126582 0.128333 0.130133 0.131983 45.27 46.53 Barclays Bank PLC 06740PYG5 01/14/11 01/14/21 100.000 VARIES 4.9825 0.143143 0.142770 0.142190 0.141596 0.140865 51.31 50.86 Barclays Bank PLC 06740PZ33 01/27/11 01/27/31 100.000 VARIES 5.5228 0.134703 0.135145 0.135822 0.136517 0.137231 48.74 49.24 Barclays Bank PLC 06741JS59 05/20/14 05/20/21 100.000 0.000 2.7400 0.083716 0.084863 0.086026 0.087204 0.088399 30.44 31.28 Barclays Bank PLC 06741JV30 07/23/14 07/23/21 100.000 0.000 2.8400 0.085852 0.087071 0.088308 0.089562 0.090833 31.51 32.42 Barclays Bank PLC 06741JV89 08/18/14 08/18/21 100.000 0.000 2.8000 0.084544 0.085728 0.086928 0.088145 0.089379 30.97 31.84 Barclays Bank PLC 06741L427 03/02/12 03/05/18 100.000 0.000 3.2000 0.105874 6.78 Barclays Bank PLC 06741RGQ8 04/18/13 04/18/30 100.000 VARIES 3.0513 0.088375 0.088664 0.088851 0.089041 0.089234 31.90 32.05 Barclays Bank PLC 06741T2A4 11/29/13 11/29/18 100.000 0.000 2.1200 0.064072 0.064751 21.14 Barclays Bank PLC 06741T2W6 12/23/13 12/23/33 100.000 VARIES 4.3876 0.091194 0.091235 0.091278 0.091321 0.091366 32.84 32.87 Barclays Bank PLC 06741T3M7 12/27/13 12/27/28 100.000 VARIES 4.2827 0.094114 0.094346 0.094582 0.094824 0.095070 33.92 34.09 Barclays Bank PLC 06741T6B8 02/28/14 02/28/34 100.000 VARIES 4.0797 0.092003 0.088956 0.090612 0.089317 0.090487 32.85 32.82 Barclays Bank PLC 06741T6S1 03/28/14 03/28/34 100.000 VARIES 4.1532 0.090236 0.086341 0.082366 0.078308 0.075903 31.05 28.32 Barclays Bank PLC 06741T6U6 03/04/14 03/04/24 100.000 0.250 3.4337 0.106572 0.108283 0.110022 0.111792 0.113592 39.08 40.34 Barclays Bank PLC 06741TGD3 09/20/12 09/20/19 100.000 0.000 2.6499 0.083965 0.085078 0.086205 0.087347 30.65 22.53 Barclays Bank PLC 06741TL70 09/19/13 09/21/20 100.000 0.000 3.1924 0.100673 0.102280 0.103913 0.105572 0.107257 36.86 38.04 Barclays Bank PLC 06741TM79 09/27/13 09/27/19 100.000 0.000 2.7613 0.085594 0.086776 0.087974 0.089188 31.25 23.62 Barclays Bank PLC 06741TPR2 03/21/13 03/21/33 100.000 VARIES 3.9299 0.059718 0.060891 0.062087 0.063307 0.064551 21.95 22.82 Barclays Bank PLC 06741TRP4 03/28/13 03/28/33 100.000 VARIES 3.9300 0.059718 0.060891 0.062088 0.063308 0.064552 21.93 22.80 Barclays Bank PLC 06741TRR0 04/09/13 04/09/28 100.000 VARIES 3.5338 0.075381 0.075178 0.074972 0.074762 0.075823 27.07 27.02 Barclays Bank PLC 06741TRW9 04/30/13 04/30/20 100.000 0.000 2.1700 0.066426 0.067147 0.067875 0.068612 0.069356 24.13 24.66 Barclays Bank PLC 06741TSE8 04/19/13 04/19/33 100.000 VARIES 3.7861 0.072874 0.072226 0.071565 0.070893 0.071879 26.02 25.67 Barclays Bank PLC 06741TUA3 05/10/13 05/10/28 100.000 VARIES 3.2563 0.064436 0.065486 0.066552 0.067635 0.068737 23.49 24.27 Barclays Bank PLC 06741TUB1 05/03/13 05/03/33 100.000 VARIES 3.4200 0.056163 0.057123 0.058100 0.059094 0.060104 20.50 21.21 Barclays Bank PLC 06741TV38 10/31/13 10/31/18 100.000 0.000 2.1200 0.064071 0.064750 19.28 Barclays Bank PLC 06741TVK0 05/31/13 05/31/33 100.000 VARIES 3.5100 0.056856 0.057854 0.058869 0.059902 0.060954 20.71 21.44 Barclays Bank PLC 06741TWH6 06/17/13 06/17/33 100.000 VARIES 3.6856 0.063275 0.063121 0.062964 0.062804 0.063942 22.75 22.65 Barclays Bank PLC 06741TXA0 06/28/13 06/30/20 100.000 0.000 2.9922 0.095019 0.096440 0.097883 0.099347 0.100834 34.47 35.50 BARCLAYS BANK PLC 06741TXZ5 07/31/13 07/30/20 100.000 0.250 2.9327 136.67 0.090669 0.091896 0.093142 0.094406 0.095689 33.24 34.14 BARCLAYS BANK PLC 06741TYX9 07/24/13 07/24/28 100.000 VARIES 3.9848 150.14 0.076647 0.075691 0.075670 0.076368 0.077604 27.27 27.67 BARCLAYS BANK PLC 06741TZW0 08/15/13 08/15/33 100.000 VARIES 4.2320 151.29 0.074705 0.072871 0.071855 0.071462 0.071534 26.18 25.75 Barclays Bank PLC 06741TZX8 08/01/13 08/01/23 100.000 0.250 3.5547 0.112637 0.114515 0.116427 0.118373 0.120354 41.46 42.85 Barclays Bank PLC 06741U2A1 12/31/15 12/31/21 100.000 0.000 2.5800 0.075437 0.076410 0.077396 0.078394 0.079406 27.33 28.04 Barclays Bank PLC 06741UAU8 03/28/14 06/30/20 100.000 0.000 2.8996 0.089744 0.091045 0.092365 0.093704 0.095062 32.54 33.50 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06741UBA1 04/25/14 04/25/34 100.000 VARIES 3.4516 0.069841 0.065983 0.065846 0.065707 0.065565 24.18 23.66 Barclays Bank PLC 06741UBK9 04/30/14 04/30/29 100.000 VARIES 3.9399 0.094249 0.093321 0.093568 0.093820 0.094077 33.72 33.76 Barclays Bank PLC 06741UBX1 04/30/14 04/30/24 100.000 VARIES 3.4912 0.100310 0.100336 0.100221 0.100104 0.099897 36.11 36.04 Barclays Bank PLC 06741UDA9 05/30/14 05/30/34 100.000 VARIES 3.8795 0.086268 0.083526 0.083329 0.083128 0.082923 30.47 29.95 Barclays Bank PLC 06741UFK5 07/28/14 07/28/34 100.000 VARIES 3.8226 0.085541 0.081867 0.078122 0.074306 0.070417 29.00 26.26 Barclays Bank PLC 06741UFM1 07/31/14 07/31/34 100.000 VARIES 3.8919 0.090822 0.088924 0.086989 0.086668 0.086341 31.78 31.16 Barclays Bank PLC 06741UFY5 07/30/14 07/29/21 100.000 0.000 2.8200 0.085191 0.086393 0.087611 0.088846 0.090099 31.25 32.14 Barclays Bank PLC 06741UGX6 08/29/14 08/28/29 100.000 VARIES 3.7703 0.092780 0.091314 0.089821 0.089576 0.089327 32.77 32.23 Barclays Bank PLC 06741UJW5 09/29/14 09/29/34 100.000 VARIES 3.7464 0.089713 0.088115 0.086487 0.086254 0.086015 31.71 31.05 Barclays Bank PLC 06741UKP8 10/30/14 10/30/34 100.000 VARIES 3.5915 0.085373 0.085114 0.084851 0.084582 0.084309 30.66 30.46 Barclays Bank PLC 06741UMK7 12/04/14 12/06/21 100.000 0.000 2.6300 0.079024 0.080063 0.081116 0.082182 0.083263 28.69 29.45 Barclays Bank PLC 06741UQZ0 02/20/15 02/25/22 100.000 0.000 2.6399 0.078330 0.079364 0.080411 0.081473 0.082548 28.65 29.41 Barclays Bank PLC 06741UVZ4 05/19/15 02/18/20 100.000 0.000 2.2397 0.065407 0.066139 0.066880 0.067629 0.068386 23.87 24.41 Barclays Bank PLC 06741VAN2 09/30/16 09/29/23 100.000 0.000 2.2200 28.06 0.063039 0.063739 0.064447 0.065162 0.065885 22.95 23.46 Barclays Bank PLC 06741VAY8 09/30/16 09/30/21 100.000 0.000 2.0500 25.89 0.058118 0.058713 0.059315 0.059923 0.060537 21.14 21.57 Barclays Bank PLC 06741VCG5 10/31/16 10/31/23 100.000 0.000 2.5499 30.09 0.072649 0.073576 0.074514 0.075464 0.076426 26.43 27.11 Barclays Bank PLC 06741VCH3 10/31/16 10/29/21 100.000 0.000 2.2199 26.17 0.063037 0.063737 0.064445 0.065160 0.065883 22.91 23.42 Barclays Bank PLC 06741VDS8 11/28/16 11/24/23 100.000 0.000 3.0999 34.17 0.088769 0.090145 0.091542 0.092961 0.094401 32.31 33.32 Barclays Bank PLC 06741VE40 11/28/16 11/26/21 100.000 0.000 2.6500 29.17 0.075564 0.076565 0.077579 0.078607 0.079649 27.45 28.19 Barclays Bank PLC 06741VE65 11/28/16 11/26/21 100.000 0.000 2.6500 29.17 0.075564 0.076565 0.077579 0.078607 0.079649 27.45 28.19 Barclays Bank PLC 06741VEJ7 12/30/16 12/29/23 100.000 0.000 3.3400 33.78 0.095894 0.097495 0.099123 0.100779 0.102462 34.82 35.99 Barclays Bank PLC 06741VF64 12/30/16 06/30/20 100.000 0.000 2.6600 26.85 0.075869 0.076878 0.077900 0.078937 0.079986 27.50 28.23 Barclays Bank PLC 06741VFP2 12/30/16 12/30/21 100.000 0.000 2.9701 30.01 0.084970 0.086232 0.087512 0.088812 0.090131 30.82 31.74 Barclays Bank PLC 06741VFX5 12/30/16 12/31/21 100.000 0.000 2.9684 30.07 0.084459 0.084316 0.086985 0.086837 0.089094 30.80 31.72 Barclays Bank PLC 06741VG22 01/31/17 07/30/20 100.000 0.000 2.6421 24.41 0.072739 0.074921 0.074673 0.076914 0.076659 27.24 27.97 Barclays Bank PLC 06741VG30 01/27/17 01/25/23 100.000 0.000 3.1501 29.44 0.088865 0.090264 0.091686 0.093130 0.094597 32.68 33.72 Barclays Bank PLC 06741VG55 01/31/17 07/31/19 100.000 0.000 2.1999 20.33 0.061780 0.062459 0.063146 22.57 13.32 Barclays Bank PLC 06741VG63 01/31/17 01/31/22 100.000 0.000 2.9201 27.03 0.082298 0.083499 0.084718 0.085955 0.087210 30.21 31.10 Barclays Bank PLC 06741VHH8 01/27/17 01/27/27 100.000 VARIES 2.3799 3.24 0.009472 0.009048 0.008619 0.008185 0.008283 3.20 2.97 Barclays Bank PLC 06741VHQ8 02/10/17 02/08/23 100.000 0.000 3.1499 28.28 0.088861 0.090260 0.091682 0.093126 0.094593 32.65 33.68 Barclays Bank PLC 06741VJB9 02/02/17 02/03/21 100.000 0.000 2.7601 25.38 0.077732 0.078805 0.079892 0.080995 0.082113 28.50 29.29 Barclays Bank PLC 06741VJG8 03/03/17 09/03/19 100.000 0.000 2.4698 20.54 0.069454 0.070312 0.071180 0.072059 25.36 17.38 Barclays Bank PLC 06741VJH6 03/03/17 03/03/22 100.000 0.000 2.9401 24.48 0.082870 0.084088 0.085324 0.086578 0.087851 30.34 31.24 Barclays Bank PLC 06741VJJ2 02/28/17 08/28/23 100.000 0.000 3.1900 27.02 0.090024 0.091460 0.092919 0.094401 0.095906 33.02 34.08 Barclays Bank PLC 06741VJK9 02/28/17 08/27/20 100.000 0.000 2.6240 22.06 0.073830 0.074799 0.075780 0.076775 0.077782 27.00 27.71 Barclays Bank PLC 06741VLU4 03/31/17 09/29/20 100.000 0.000 2.6600 20.11 0.074868 0.075863 0.076872 0.077895 0.078931 27.32 28.05 Barclays Bank PLC 06741VLW0 03/31/17 03/28/24 100.000 0.000 3.2600 24.68 0.092014 0.093514 0.095038 0.096587 0.098161 33.68 34.78 Barclays Bank PLC 06741VLY6 03/31/17 09/29/23 100.000 0.000 3.2100 24.30 0.090591 0.092045 0.093523 0.095024 0.096549 33.14 34.22 Barclays Bank PLC 06741VLZ3 04/05/17 04/05/22 100.000 0.000 2.8900 21.45 0.081439 0.082616 0.083810 0.085021 0.086249 29.73 30.60 Barclays Bank PLC 06741VQP0 04/28/17 10/29/20 100.000 0.000 2.6001 17.61 0.073169 0.074121 0.075084 0.076060 0.077049 26.63 27.33 Barclays Bank PLC 06741VQQ8 04/28/17 04/25/24 100.000 0.000 3.0900 20.94 0.087138 0.088484 0.089851 0.091239 0.092649 31.79 32.78 Barclays Bank PLC 06741VQR6 04/28/17 10/30/23 100.000 0.000 3.1299 21.21 0.088318 0.089700 0.091104 0.092530 0.093978 32.21 33.23 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06741VQS4 05/03/17 05/03/22 100.000 0.000 2.9001 19.24 0.081725 0.082910 0.084113 0.085332 0.086570 29.77 30.64 Barclays Bank PLC 06741VTV4 05/31/17 11/30/20 100.000 0.000 2.5101 14.74 0.070599 0.071485 0.072382 0.073291 0.074210 25.63 26.28 Barclays Bank PLC 06741VTW2 05/31/17 05/30/24 100.000 0.000 3.0612 17.97 0.085850 0.085743 0.088498 0.088387 0.090726 31.40 32.35 Barclays Bank PLC 06741VU83 05/26/17 05/23/24 100.000 0.000 3.0400 18.20 0.085707 0.087009 0.088332 0.089675 0.091038 31.19 32.14 BARCLAYS BANK PLC 06741VUR1 05/19/17 05/19/27 100.000 VARIES 2.5708 2.57 0.011132 0.010597 0.010055 0.009505 0.009628 3.87 3.50 BARCLAYS BANK PLC 06741VXA5 06/30/17 06/27/24 100.000 0.000 2.9300 14.74 0.082562 0.083772 0.084999 0.086244 0.087508 29.95 30.83 BARCLAYS BANK PLC 06741VXB3 06/30/17 06/28/23 100.000 0.000 2.8299 14.23 0.079709 0.080837 0.081981 0.083141 0.084317 28.91 29.73 BARCLAYS BANK PLC 06741VXC1 06/30/17 12/31/20 100.000 0.000 2.4501 12.32 0.068892 0.069736 0.070590 0.071455 0.072330 24.95 25.57 BARCLAYS BANK PLC 06741VXF4 07/06/17 07/06/22 100.000 0.000 2.7400 13.32 0.076110 0.077153 0.078210 0.079281 0.080367 27.95 28.73 Barclays Bank PLC 06741WCC2 12/30/16 06/28/19 100.000 0.000 2.3902 24.11 0.067981 0.068793 0.069615 24.62 12.32 Barclays Bank PLC 06741WCJ7 06/05/17 06/03/22 100.000 0.000 2.6701 15.31 0.075148 0.076152 0.077168 0.078198 0.079242 27.29 28.02 BARCLAYS BANK PLC 06741WDG2 12/04/17 06/02/23 100.000 1.000 3.0301 2.27 0.084169 0.085444 0.085897 0.087198 0.087677 30.58 31.21 Barclays Bank PLC 06742B329 03/17/14 03/18/19 100.000 0.000 2.2100 0.066302 0.067034 0.067775 24.15 5.22 Barclays Bank PLC 06742B634 03/05/14 03/05/21 100.000 0.000 2.8400 0.087073 0.088309 0.089563 0.090835 0.092125 31.86 32.77 Barclays Bank PLC 06742W737 06/25/14 06/25/20 100.000 0.000 2.6600 0.081049 0.082127 0.083220 0.084327 0.085448 29.38 30.17 Barclays Bank PLC 06742W752 06/25/14 06/25/21 100.000 0.000 2.8300 0.086735 0.087962 0.089207 0.090469 0.091749 31.46 32.36 Barclays Bank PLC 06742W760 06/25/14 06/25/20 100.000 0.000 2.6600 0.081049 0.082127 0.083220 0.084327 0.085448 29.38 30.17 BARCLAYS BANK PLC 06744C3B5 09/29/17 09/30/24 100.000 0.000 3.1200 7.97 0.086674 0.088026 0.089399 0.090794 0.092210 31.69 32.69 BARCLAYS BANK PLC 06744C3C3 09/29/17 03/31/21 100.000 0.000 2.6100 6.67 0.072505 0.073451 0.074410 0.075381 0.076364 26.45 27.14 BARCLAYS BANK PLC 06744C3D1 10/04/17 10/05/22 100.000 0.000 2.7800 6.72 0.077228 0.078302 0.079390 0.080494 0.081612 28.18 28.97 BARCLAYS BANK PLC 06744C4C2 09/15/17 09/15/27 100.000 VARIES 2.4839 1.02 0.009665 0.009240 0.008810 0.008374 0.007933 3.31 3.00 BARCLAYS BANK PLC 06744C4X6 10/20/17 10/20/37 100.000 VARIES 3.4599 6.82 0.096109 0.094288 0.092435 0.092338 0.092293 34.01 33.25 BARCLAYS BANK PLC 06744C6M8 10/31/17 04/29/21 100.000 0.000 2.8100 4.76 0.078055 0.079146 0.080258 0.081385 0.082529 28.43 29.24 BARCLAYS BANK PLC 06744C6N6 10/31/17 10/31/24 100.000 0.000 3.2400 5.49 0.090000 0.091458 0.092940 0.094445 0.095975 32.84 33.91 BARCLAYS BANK PLC 06744C6P1 11/03/17 11/03/22 100.000 0.000 2.6500 4.27 0.073611 0.074586 0.075575 0.076576 0.077591 26.79 27.50 BARCLAYS BANK PLC 06744C7B1 10/27/17 10/24/24 100.000 0.000 3.2400 5.76 0.089999 0.091433 0.092914 0.094419 0.095949 32.85 33.92 BARCLAYS BANK PLC 06744C7C9 10/27/17 10/25/23 100.000 0.000 3.1300 5.56 0.086944 0.088289 0.089671 0.091074 0.092500 31.72 32.72 BARCLAYS BANK PLC 06744CAL5 07/31/17 07/31/24 100.000 0.000 3.0701 12.88 0.085279 0.086588 0.087917 0.089267 0.090637 31.33 32.30 BARCLAYS BANK PLC 06744CAM3 07/31/17 01/29/21 100.000 0.000 2.5600 10.74 0.071112 0.072018 0.072939 0.073873 0.074819 26.04 26.71 BARCLAYS BANK PLC 06744CAN1 08/03/17 08/04/22 100.000 0.000 2.6899 11.06 0.074725 0.075730 0.076749 0.077781 0.078827 27.38 28.12 BARCLAYS BANK PLC 06744CBB6 07/28/17 07/25/24 100.000 0.000 3.0200 12.84 0.083889 0.085135 0.086420 0.087725 0.089050 30.82 31.76 BARCLAYS BANK PLC 06744CBC4 07/28/17 07/27/22 100.000 0.000 2.6601 11.31 0.073891 0.074868 0.075864 0.076873 0.077896 27.08 27.81 BARCLAYS BANK PLC 06744CD65 10/25/17 10/24/24 100.000 0.000 3.2400 5.94 0.090000 0.091449 0.092931 0.094436 0.095966 32.86 33.93 BARCLAYS BANK PLC 06744CD73 10/25/17 10/24/24 100.000 0.000 3.2400 5.94 0.090000 0.091450 0.092931 0.094437 0.095967 32.86 33.93 BARCLAYS BANK PLC 06744CEV9 08/31/17 08/30/24 100.000 0.000 2.9100 9.78 0.080833 0.081996 0.083202 0.084399 0.085641 29.60 30.47 BARCLAYS BANK PLC 06744CEX5 08/31/17 02/26/21 100.000 0.000 2.4699 8.30 0.068608 0.069436 0.070294 0.071162 0.072041 25.06 25.68 BARCLAYS BANK PLC 06744CGK1 08/25/17 08/22/24 100.000 0.000 2.9600 10.36 0.082221 0.083418 0.084652 0.085905 0.087176 30.13 31.03 BARCLAYS BANK PLC 06744CHA2 08/17/17 08/19/21 100.000 0.000 2.5199 9.38 0.070007 0.070889 0.071783 0.072687 0.073603 25.60 26.24 BARCLAYS BANK PLC 06744CJQ5 11/27/17 11/21/24 100.000 0.000 3.1199 2.95 0.086665 0.087972 0.089344 0.090738 0.092154 31.54 32.53 BARCLAYS BANK PLC 06744CJR3 11/27/17 11/22/23 100.000 0.000 3.0299 2.86 0.084165 0.085405 0.086699 0.088012 0.089346 30.62 31.55 BARCLAYS BANK PLC 06744CJY8 11/30/17 05/28/21 100.000 0.000 2.8000 2.41 0.077777 0.078854 0.079958 0.081077 0.082212 28.27 29.06 BARCLAYS BANK PLC 06744CJZ5 11/30/17 11/29/24 100.000 0.000 3.1200 2.69 0.086666 0.088011 0.089384 0.090778 0.092194 31.53 32.52 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ BARCLAYS BANK PLC 06744CKH3 12/05/17 12/05/22 100.000 0.000 2.9000 2.09 0.080556 0.081724 0.082909 0.084111 0.085331 29.27 30.13 BARCLAYS BANK PLC 06744CKT7 12/05/17 12/05/22 100.000 0.000 2.9800 2.15 0.082778 0.084011 0.085263 0.086533 0.087823 30.09 30.99 BARCLAYS BANK PLC 06744CMQ1 12/27/17 12/30/22 100.000 0.000 3.0300 0.34 0.084188 0.085463 0.086758 0.088072 0.089407 30.54 31.47 BARCLAYS BANK PLC 06744CMR9 12/27/17 06/30/21 100.000 0.000 2.8799 0.32 0.080018 0.081170 0.082339 0.083524 0.084727 29.02 29.86 BARCLAYS BANK PLC 06744CN72 12/29/17 12/27/24 100.000 0.000 3.2100 0.18 0.089166 0.090581 0.092035 0.093512 0.095013 32.37 33.41 BARCLAYS BANK PLC 06744CN80 12/29/17 12/27/23 100.000 0.000 3.1400 0.17 0.087221 0.088576 0.089966 0.091379 0.092813 31.65 32.65 BARCLAYS BANK PLC 06744CP21 12/13/17 12/13/22 100.000 0.000 2.9000 1.45 0.080555 0.081723 0.082908 0.084111 0.085330 29.25 30.11 BARCLAYS BANK PLC 06744CPC9 01/05/18 01/06/23 100.000 1.300 3.0300 0.084166 0.085449 0.085649 0.086947 30.19 31.06 BARCLAYS BANK PLC 06744CPT2 12/28/17 12/23/20 100.000 0.000 2.8399 0.24 0.078886 0.079975 0.081111 0.082263 0.083431 28.61 29.43 BARCLAYS BANK PLC 06744CQA2 01/31/18 07/29/21 100.000 0.000 2.9600 0.082222 0.083432 0.084666 0.085919 27.40 30.64 BARCLAYS BANK PLC 06744CQB0 01/31/18 01/30/25 100.000 0.000 3.2700 0.090833 0.092318 0.093828 0.095362 30.29 33.97 BARCLAYS BANK PLC 06744CQE4 01/31/18 01/31/23 100.000 1.000 3.0900 0.085833 0.087160 0.087648 0.089002 28.61 31.74 BARCLAYS BANK PLC 06744CQJ3 02/05/18 02/03/23 100.000 1.000 3.3800 0.093888 0.095457 0.096131 0.097756 30.84 34.83 BARCLAYS BANK PLC 06744CQZ7 01/26/18 01/24/25 100.000 0.000 3.2700 0.090833 0.092301 0.093811 0.095344 30.66 33.98 BARCLAYS BANK PLC 06744CR29 01/26/18 01/24/24 100.000 0.000 3.2100 0.089166 0.090581 0.092035 0.093512 30.09 33.33 BARCLAYS BANK PLC 06744CRB9 12/29/17 06/30/23 100.000 0.000 3.0800 0.17 0.085563 0.086880 0.088218 0.089577 0.090956 31.04 32.01 BARCLAYS BANK PLC 06744CRJ2 01/10/18 01/07/21 100.000 0.000 2.8899 0.080276 0.081417 0.082593 0.083787 28.38 29.93 BARCLAYS BANK PLC 06744CSA0 01/26/18 01/26/23 100.000 VARIES 3.3198 0.092217 0.091442 0.090655 0.090735 30.77 32.67 BARCLAYS BANK PLC 06744CSB8 01/18/18 01/14/21 100.000 0.000 3.0399 0.084442 0.085697 0.086999 0.088322 29.17 31.52 BARCLAYS BANK PLC 06744CT50 01/26/18 01/26/28 100.000 VARIES 3.1964 0.011621 0.010985 0.010340 0.009684 3.79 3.64 BARCLAYS BANK PLC 06744CT76 02/02/18 02/02/23 100.000 VARIES 3.0901 0.085836 0.085016 0.083819 0.083852 28.12 30.22 BARCLAYS BANK PLC 06744CTC5 02/14/18 02/12/25 100.000 0.000 3.7700 0.104721 0.106673 0.108684 0.110733 33.47 39.33 BARCLAYS BANK PLC 06744CTD3 02/01/18 02/01/21 100.000 VARIES 3.2299 0.089720 0.089487 0.089250 0.089293 29.57 32.14 BARCLAYS BANK PLC 06744CTM3 03/05/18 03/05/25 100.000 VARIES 3.7200 0.103334 0.102673 0.101999 0.102408 30.51 36.81 BARCLAYS BANK PLC 06744CTR2 02/26/18 02/21/25 100.000 0.000 3.3199 0.092221 0.093709 0.095265 0.096846 28.32 34.42 BARCLAYS BANK PLC 06744CTS0 02/26/18 11/21/23 100.000 0.000 3.2994 0.091650 0.092364 0.093888 0.095437 0.097011 28.17 34.20 BARCLAYS BANK PLC 06744CU90 01/31/18 07/29/22 100.000 0.000 3.0600 0.085000 0.086293 0.087613 0.088954 28.33 31.71 BARCLAYS BANK PLC 06744CUA7 01/31/18 07/29/22 100.000 0.000 3.0600 0.085000 0.086293 0.087614 0.088954 28.33 31.71 BARCLAYS BANK PLC 06744CUB5 02/28/18 02/28/25 100.000 0.000 3.7300 0.103611 0.105543 0.107512 0.109517 31.63 38.84 BARCLAYS BANK PLC 06744CUC3 02/28/18 02/28/23 100.000 1.100 3.5359 0.098221 0.099957 0.100644 0.102423 29.97 36.41 BARCLAYS BANK PLC 06744CUD1 02/28/18 02/26/21 100.000 0.000 3.2938 0.091494 0.092984 0.094515 0.096072 27.91 34.14 BARCLAYS BANK PLC 06744CUP4 03/05/18 03/03/23 100.000 1.000 3.5700 0.099166 0.100916 0.101726 0.103542 29.56 36.79 BARCLAYS BANK PLC 06744CUQ2 03/05/18 03/03/23 100.000 0.000 3.5700 0.099166 0.100917 0.102718 0.104551 29.56 37.08 BARCLAYS BANK PLC 06744CUW9 02/28/18 02/26/38 100.000 VARIES 3.9197 0.108881 0.106116 0.103296 0.100420 32.65 36.99 BARCLAYS BANK PLC 06744CVE8 02/09/18 02/09/21 100.000 VARIES 3.1999 0.088885 0.088640 0.088392 0.088377 28.59 31.83 BARCLAYS BANK PLC 06744CVY4 02/14/18 02/14/23 100.000 0.000 3.5600 0.098889 0.100649 0.102441 0.104264 31.59 37.05 BARCLAYS BANK PLC 06744CWD9 02/16/18 02/16/21 100.000 VARIES 2.8899 0.080274 0.080029 0.079781 0.079788 25.25 28.73 BARCLAYS BANK PLC 06744CWE7 02/13/18 02/16/21 100.000 0.000 2.8899 0.080276 0.080296 0.081456 0.082633 0.083827 25.69 29.86 BARCLAYS BANK PLC 06744CWV9 02/21/18 02/19/21 100.000 0.000 2.8900 0.080277 0.081424 0.082600 0.083794 25.04 29.84 BARCLAYS BANK PLC 06744CWY3 02/22/18 02/22/21 100.000 VARIES 3.3299 0.092498 0.092419 0.092339 0.092282 28.57 33.24 BARCLAYS BANK PLC 06744CY62 03/29/18 03/28/23 100.000 0.000 3.5100 0.097500 0.099201 0.100942 0.102714 26.68 36.35 BARCLAYS BANK PLC 06744CY70 03/29/18 09/26/24 100.000 0.000 3.6400 0.101110 0.102919 0.104792 0.106700 27.67 37.75 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ BARCLAYS BANK PLC 06744CYD7 03/29/18 03/31/21 100.000 0.000 3.3000 0.091666 0.091674 0.093187 0.094724 0.096287 25.07 34.11 BARCLAYS BANK PLC 06744CYE5 04/03/18 04/05/23 100.000 0.000 3.5300 0.098055 0.098074 0.099805 0.101566 0.103359 26.43 36.55 BARCLAYS BANK PLC 06744CYF2 03/29/18 03/31/23 100.000 1.250 3.5081 0.097446 0.099156 0.099677 0.101425 26.66 36.00 BARCLAYS BANK PLC 06744CYT2 03/08/18 03/08/21 100.000 VARIES 3.3300 0.092500 0.092421 0.092341 0.092307 27.09 33.24 BARCLAYS BANK PLC 06744CYW5 03/09/18 03/09/28 100.000 VARIES 3.4394 0.014260 0.013431 0.012587 0.011729 4.07 4.49 BARCLAYS BANK PLC 06744CZF1 03/29/18 03/29/38 100.000 VARIES 3.8306 0.106404 0.103122 0.099777 0.100961 28.64 36.32 BARCLAYS BANK PLC 06744CZQ7 03/07/18 04/05/19 100.000 0.000 2.5590 0.071083 0.071224 0.072135 21.01 6.78 BARCLAYS BANK PLC 06746L125 09/14/17 09/16/21 100.000 0.000 2.5900 7.70 0.071954 0.072886 0.073830 0.074786 0.075754 26.27 26.95 BARCLAYS BANK PLC 06746M107 09/14/17 09/15/22 100.000 0.000 2.7800 8.26 0.077228 0.078301 0.079390 0.080493 0.081612 28.22 29.01 BARCLAYS BANK PLC 06746M206 09/14/17 09/14/23 100.000 0.000 2.9700 8.83 0.082500 0.083725 0.084968 0.086230 0.087511 30.18 31.09 BARCLAYS BANK PLC 06746M404 09/14/17 09/16/21 100.000 0.000 2.5900 7.70 0.071954 0.072886 0.073830 0.074786 0.075754 26.27 26.95 BARCLAYS BANK PLC 06746N451 01/03/18 01/03/25 100.000 0.000 3.2700 0.090833 0.092318 0.093828 0.095362 32.78 34.05 BARCLAYS BANK PLC 06746P795 02/05/18 02/03/23 100.000 0.000 3.3800 0.093888 0.095457 0.097070 0.098711 30.84 35.14 BARCLAYS BANK PLC 06746Q462 03/01/18 03/03/21 100.000 0.000 3.2599 0.090554 0.090570 0.092047 0.093547 0.095072 27.35 33.76 BARCLAYS BANK PLC 06746Q702 03/05/18 03/03/21 100.000 0.000 3.3199 0.092221 0.093735 0.095291 0.096872 27.48 34.39 BARCLAYS BANK PLC 06746R320 05/18/18 05/20/20 100.000 0.000 3.3899 0.094164 0.094182 0.095779 0.097402 0.099053 21.07 34.91 BARCLAYS BANK PLC 06746R338 06/01/18 05/27/22 100.000 0.000 3.5899 0.099720 0.101470 0.103291 0.105145 21.00 36.98 BARCLAYS BANK PLC 06746R841 05/03/18 05/06/21 100.000 0.000 3.4899 0.096942 0.096970 0.098662 0.100384 0.102136 23.17 36.02 BARCLAYS BANK PLC 06746T250 09/06/18 09/04/25 100.000 0.000 3.8400 0.106666 0.108691 0.110778 12.27 39.25 BARCLAYS BANK PLC 06746T805 07/05/18 07/03/25 100.000 0.000 3.8500 0.106944 0.108979 0.111077 18.82 39.60 BARCLAYS BANK PLC 06746X2A0 03/13/18 03/11/21 100.000 0.000 3.3499 0.093054 0.094595 0.096180 0.097791 26.97 34.69 BARCLAYS BANK PLC 06746X2B8 03/16/18 03/16/21 100.000 VARIES 3.2600 0.090556 0.090447 0.090337 0.090392 25.80 32.54 BARCLAYS BANK PLC 06746X2F9 03/21/18 03/22/21 100.000 0.000 3.3500 0.093063 0.094622 0.096207 0.097819 26.21 34.67 BARCLAYS BANK PLC 06746X3C5 03/28/18 03/29/21 100.000 0.000 3.3000 0.091674 0.093187 0.094724 0.096287 25.17 34.11 BARCLAYS BANK PLC 06746X3U5 04/30/18 04/30/21 100.000 0.000 3.4900 0.096944 0.098636 0.100357 0.102108 23.47 36.03 BARCLAYS BANK PLC 06746X3V3 04/30/18 04/30/25 100.000 0.000 3.8700 0.107500 0.109580 0.111701 0.113862 26.03 40.09 BARCLAYS BANK PLC 06746X3W1 04/30/18 04/28/23 100.000 1.250 3.7000 0.102778 0.104679 0.105331 0.107280 24.89 37.96 BARCLAYS BANK PLC 06746X3X9 05/03/18 05/03/23 100.000 0.000 3.7000 0.102778 0.104679 0.106616 0.108588 24.57 38.26 BARCLAYS BANK PLC 06746X4M2 05/03/18 05/03/23 100.000 0.000 3.7000 0.102778 0.104679 0.106616 0.108588 24.57 38.26 BARCLAYS BANK PLC 06746X4W0 04/27/18 04/25/23 100.000 0.000 3.7000 0.102777 0.104657 0.106593 0.108565 25.20 38.28 BARCLAYS BANK PLC 06746X4X8 04/27/18 07/25/24 100.000 0.000 3.8193 0.106091 0.107081 0.109126 0.111210 26.04 39.56 BARCLAYS BANK PLC 06746X5F6 04/30/18 04/30/21 100.000 0.000 3.4900 0.096944 0.098636 0.100357 0.102108 23.47 36.03 BARCLAYS BANK PLC 06746X5W9 04/11/18 04/09/21 100.000 0.000 3.3399 0.092776 0.094308 0.095883 0.097484 24.25 34.49 BARCLAYS BANK PLC 06746X6A6 04/25/18 04/25/28 100.000 VARIES 3.6446 0.016655 0.016063 0.015459 0.014845 4.06 5.59 BARCLAYS BANK PLC 06746X6Q1 04/30/18 04/28/23 100.000 0.000 3.7000 0.102777 0.104657 0.106593 0.108565 24.89 38.27 BARCLAYS BANK PLC 06746X6R9 04/30/18 04/30/21 100.000 VARIES 3.4902 0.096949 0.097429 0.097918 0.097759 23.39 35.18 BARCLAYS BANK PLC 06746X6S7 04/30/18 04/30/21 100.000 VARIES 3.4905 0.096959 0.097439 0.097928 0.098182 23.40 35.21 BARCLAYS BANK PLC 06746X6T5 05/03/18 04/29/21 100.000 0.000 3.4899 0.096941 0.098595 0.100316 0.102066 23.17 36.02 BARCLAYS BANK PLC 06746X6Z1 05/02/18 04/29/21 100.000 0.000 3.4999 0.097220 0.098893 0.100623 0.102384 23.34 36.13 BARCLAYS BANK PLC 06746X7B3 06/05/18 12/04/19 100.000 0.000 2.9599 0.082221 0.083431 0.084665 16.97 28.00 BARCLAYS BANK PLC 06746X7C1 05/30/18 05/27/21 100.000 0.000 3.3699 0.093610 0.095161 0.096764 0.098394 19.80 34.66 BARCLAYS BANK PLC 06746X7D9 05/10/18 05/08/20 100.000 0.000 3.3599 0.093331 0.094882 0.096476 0.098097 21.64 34.61 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ BARCLAYS BANK PLC 06746X7E7 05/30/18 05/30/23 100.000 1.000 3.6100 0.100278 0.102088 0.102928 0.104786 21.21 36.99 BARCLAYS BANK PLC 06746XA45 05/30/18 05/28/21 100.000 0.000 3.3700 0.093610 0.095170 0.096773 0.098404 19.80 34.66 BARCLAYS BANK PLC 06746XAE3 05/25/18 05/23/24 100.000 0.000 3.8000 0.105555 0.107538 0.109581 0.111663 22.88 39.24 BARCLAYS BANK PLC 06746XAF0 05/25/18 05/23/23 100.000 0.000 3.6900 0.102499 0.104369 0.106295 0.108256 22.21 38.07 BARCLAYS BANK PLC 06746XAM5 05/02/18 05/02/23 100.000 1.000 3.7100 0.103056 0.104967 0.105884 0.107848 24.74 38.12 BARCLAYS BANK PLC 06746XAV5 06/05/18 06/04/21 100.000 0.000 3.4600 0.096110 0.097764 0.099455 0.101176 19.84 35.59 BARCLAYS BANK PLC 06746XBF9 06/05/18 06/05/23 100.000 0.000 3.6901 0.102502 0.104393 0.106319 0.108280 21.16 38.03 BARCLAYS BANK PLC 06746XBJ1 05/09/18 05/06/21 100.000 0.000 3.5199 0.097775 0.099468 0.101218 0.103000 22.78 36.32 BARCLAYS BANK PLC 06746XBL6 05/30/18 05/31/23 100.000 1.750 3.6101 0.100279 0.102089 0.102177 0.104022 21.22 36.83 BARCLAYS BANK PLC 06746XBU6 05/16/18 05/13/21 100.000 0.000 3.5899 0.099720 0.101480 0.103301 0.105156 22.52 37.04 BARCLAYS BANK PLC 06746XBZ5 05/14/18 05/14/21 100.000 VARIES 3.5104 0.097511 0.098003 0.098505 0.098519 22.16 35.40 BARCLAYS BANK PLC 06746XCC5 05/25/18 05/21/26 100.000 0.000 3.9200 0.108888 0.110974 0.113149 0.115367 23.60 40.52 BARCLAYS BANK PLC 06746XCW1 05/30/18 05/30/23 100.000 VARIES 2.9247 0.007629 0.007741 0.007854 0.007969 1.61 2.81 BARCLAYS BANK PLC 06746XD34 06/29/18 06/27/24 100.000 0.000 3.8100 0.105832 0.107826 0.109880 0.111973 19.27 39.20 BARCLAYS BANK PLC 06746XD75 05/31/18 05/31/23 100.000 VARIES 3.1075 0.009348 0.009493 0.009640 0.009790 1.98 3.45 BARCLAYS BANK PLC 06746XDY6 07/05/18 01/03/20 100.000 0.000 3.3899 0.094163 0.095742 0.097364 16.57 34.75 BARCLAYS BANK PLC 06746XE41 06/29/18 06/29/23 100.000 1.750 3.7100 0.103057 0.104968 0.105112 0.107062 18.76 37.82 BARCLAYS BANK PLC 06746XE58 06/29/18 06/29/23 100.000 1.000 3.7100 0.103056 0.104967 0.105884 0.107848 18.76 37.96 BARCLAYS BANK PLC 06746XEC3 06/29/18 12/31/20 100.000 0.000 3.4500 0.095842 0.097496 0.099177 0.100888 17.44 35.40 BARCLAYS BANK PLC 06746XEK5 07/05/18 07/02/21 100.000 0.000 3.5099 0.097498 0.099180 0.100921 17.16 36.01 BARCLAYS BANK PLC 06746XEW9 07/05/18 12/31/19 100.000 0.000 3.3898 0.094162 0.095714 0.097336 16.57 34.65 BARCLAYS BANK PLC 06746XFD0 06/18/18 06/17/22 100.000 0.000 3.6600 0.101666 0.103516 0.105411 0.107340 19.65 37.66 BARCLAYS BANK PLC 06746XFE8 06/29/18 06/29/23 100.000 VARIES 3.3273 0.011314 0.011054 0.010790 0.010521 2.06 3.93 BARCLAYS BANK PLC 06746XFL2 06/29/18 06/29/28 100.000 VARIES 3.9404 0.109454 0.107780 0.106072 0.107853 19.92 38.49 BARCLAYS BANK PLC 06746XGT4 07/31/18 07/30/21 100.000 0.000 3.5100 0.097500 0.099211 0.100952 14.72 35.93 BARCLAYS BANK PLC 06746XGZ0 08/03/18 02/05/20 100.000 0.000 3.0199 0.083887 0.083901 0.085168 0.086454 12.42 30.81 BARCLAYS BANK PLC 06746XHH9 07/31/18 07/31/23 100.000 1.750 3.7399 0.103885 0.105784 0.105944 15.69 38.06 BARCLAYS BANK PLC 06746XHJ5 07/31/18 07/31/23 100.000 1.000 3.7400 0.103889 0.105832 0.106772 15.69 38.19 Barclays Bank PLC 06746XHK2 07/31/18 01/29/21 100.000 0.000 3.4500 0.095833 0.097477 0.099158 14.47 35.30 BARCLAYS BANK PLC 06746XHP1 08/03/18 08/04/21 100.000 0.000 3.5100 0.097508 0.099220 0.100961 14.43 35.92 BARCLAYS BANK PLC 06746XKF9 08/31/18 02/26/21 100.000 0.000 3.4999 0.097219 0.098882 0.100613 11.76 35.72 BARCLAYS BANK PLC 06746XKG7 08/31/18 08/27/20 100.000 0.000 3.4599 0.096109 0.097744 0.099435 11.63 35.31 BARCLAYS BANK PLC 06746XKU6 08/29/18 08/29/25 100.000 VARIES 3.8807 0.107797 0.106104 0.104390 13.15 38.08 BARCLAYS BANK PLC 06746XKV4 08/30/18 08/30/30 100.000 VARIES 3.9609 0.110025 0.107779 0.105512 13.31 38.65 BARCLAYS BANK PLC 06746XKX0 09/06/18 06/05/23 100.000 0.000 3.7091 0.103030 0.103975 0.105903 0.107867 11.87 37.88 BARCLAYS BANK PLC 06746XKZ5 09/06/18 09/03/21 100.000 0.000 3.5399 0.098331 0.100042 0.101813 11.31 36.12 BARCLAYS BANK PLC 06746XL50 08/31/18 08/31/21 100.000 0.000 3.5400 0.098333 0.100055 0.101845 11.90 36.14 BARCLAYS BANK PLC 06746XL68 09/06/18 03/04/20 100.000 0.000 3.1099 0.086386 0.087714 0.089078 9.93 31.65 BARCLAYS BANK PLC 06746XLB7 08/31/18 06/01/23 100.000 0.000 3.6892 0.102476 0.103432 0.105340 0.107283 12.43 37.69 BARCLAYS BANK PLC 06746XLE1 08/31/18 06/01/23 100.000 1.000 3.6891 0.102475 0.103431 0.104314 0.106238 12.43 37.48 BARCLAYS BANK PLC 06746XLJ0 08/31/18 03/03/21 100.000 0.000 3.5199 0.097775 0.097804 0.099525 0.101276 11.83 35.93 BARCLAYS BANK PLC 06746XM34 08/31/18 08/31/23 100.000 VARIES 3.7102 0.103060 0.101890 0.100689 12.47 36.61 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ BARCLAYS BANK PLC 06746XM42 09/04/18 08/31/21 100.000 0.000 3.5733 0.099257 0.100971 0.102795 11.61 36.47 BARCLAYS BANK PLC 06746XME0 08/31/18 08/31/23 100.000 0.000 3.7100 0.103056 0.104946 0.106914 12.47 37.91 BARCLAYS BANK PLC 06746XNG4 08/31/18 08/31/23 100.000 0.000 3.7100 0.103056 0.104946 0.106914 12.47 37.91 BARCLAYS BANK PLC 06746XQ22 09/17/18 09/17/30 100.000 VARIES 3.9600 0.110001 0.107229 0.104402 11.44 38.52 Bear Stearns Co., Inc. 073928G23 08/31/04 07/01/19 51.530 1.000 N/A 0.125736 0.129488 0.133353 0.137332 46.17 24.12 BellSouth 079867AS6 12/13/95 12/15/95 25.235 VARIES 6.8500 0.184751 0.184752 0.184753 0.184754 0.184755 66.51 66.51 Bexar County Housing 08837EAB7 09/28/05 04/01/22 39.225 0.000 5.7501 393.73 0.123760 0.127318 0.130978 0.134744 0.138618 45.84 48.52 BIOMARIN PHARMACEUTICAL 09061GAH4 08/11/17 08/01/24 98.000 0.599 0.8955 1.08 0.007740 0.007772 0.007807 0.007842 0.007877 2.80 2.83 BLACKSTONE MORTGAGE TRUS 09257WAC4 03/27/18 03/15/23 98.500 4.750 5.0956 0.007478 0.007655 0.007850 0.008050 2.07 2.83 BOFA FINANCE LLC 097097166 11/29/17 11/25/22 100.000 0.000 2.7075 2.41 0.075210 0.076205 0.077237 0.078283 0.079342 27.33 28.07 BOFA FINANCE LLC 09709TBQ3 11/16/17 11/16/37 100.000 VARIES 3.2571 4.07 0.090474 0.088328 0.086148 0.086231 0.086315 31.99 31.04 BOFA FINANCE LLC 09709TCD1 11/30/17 11/30/32 100.000 VARIES 3.2186 2.77 0.089404 0.087714 0.085996 0.086094 0.086193 31.78 30.98 BOFA FINANCE LLC 09709TDB4 02/28/18 02/28/38 100.000 VARIES 3.3959 0.094329 0.091922 0.089474 0.086984 28.29 32.04 BOFA FINANCE LLC 09709TDE8 02/28/18 02/28/25 100.000 VARIES 3.1547 0.087632 0.086823 0.086002 0.086126 26.45 31.02 BOFA FINANCE LLC 09709TDV0 03/29/18 03/29/38 100.000 VARIES 3.3791 0.093865 0.090758 0.087598 0.087717 25.25 31.82 BOFA FINANCE LLC 09709TDX6 03/20/18 03/20/28 100.000 VARIES 3.4393 0.095537 0.095537 0.095537 0.095537 26.85 34.39 BOFA FINANCE LLC 09709TEB3 04/06/18 10/06/21 100.000 VARIES 3.0586 0.084962 0.084775 0.084584 0.084658 22.50 30.47 BOFA FINANCE LLC 09709TED9 04/10/18 05/01/23 100.000 0.250 3.1425 0.087292 0.088701 0.089986 0.091291 22.87 32.32 BOFA FINANCE LLC 09709TEH0 04/27/18 10/27/21 100.000 VARIES 3.1825 0.088404 0.088263 0.088121 0.088176 21.56 31.74 BOFA FINANCE LLC 09709TFQ9 07/23/18 07/23/28 100.000 VARIES 3.7795 0.104986 0.103295 0.101573 16.59 36.95 City of Boston, MA 100853GH7 11/04/09 09/15/24 89.556 6.050 7.2063 43.81 0.019568 0.020273 0.021003 0.021760 0.022544 7.32 7.86 Burea County SD #84, IL 121012AP3 06/04/10 12/01/18 105.836 VARIES 5.1195 0.143414 0.142819 47.22 Burea County SD #84, IL 121012AQ1 06/04/10 12/01/19 106.299 VARIES 5.3693 0.151607 0.151016 0.150410 0.149787 54.44 49.52 Burea County SD #84, IL 121012AR9 06/04/10 12/01/20 104.349 VARIES 5.6693 0.159972 0.159585 0.159187 0.158779 0.158358 57.50 57.21 Burea County SD #84, IL 121012AS7 06/04/10 12/01/21 104.162 VARIES 5.9681 0.168877 0.168528 0.168169 0.167800 0.167419 60.71 60.45 Burea County SD #84, IL 121012AT5 06/04/10 12/01/22 104.788 VARIES 6.1676 0.175560 0.175191 0.174812 0.174421 0.174017 63.11 62.84 Bureau County SD #175, I 121088AQ1 09/15/10 12/01/18 106.252 VARIES 4.8320 0.135411 0.134824 44.58 Bureau County SD #175, I 121088AR9 09/15/10 12/01/19 107.871 VARIES 5.0816 0.143991 0.143309 0.142609 0.141892 51.67 46.93 Bureau County SD #175, I 121088AS7 09/15/10 12/01/20 108.435 VARIES 5.2818 0.151011 0.150341 0.149653 0.148947 0.148223 54.20 53.71 Bureau County SD #502, I 121133CK6 10/10/13 12/01/23 100.125 VARIES 4.9874 0.138628 0.138621 0.138615 0.138608 0.138601 49.90 49.90 Bureau County, SD #205, 121133CL4 10/10/13 12/01/29 100.148 VARIES 5.8866 0.163704 0.163699 0.163693 0.163687 0.163681 58.93 58.93 Bureau CNTYS SD #340, IL 121158BQ1 08/14/12 12/01/18 105.273 VARIES 2.9397 0.082386 0.082025 27.12 BUREAU LEE & WHITESIDE C 121158BR9 06/13/18 12/01/19 100.781 3.750 3.1440 0.088016 0.089307 0.090711 17.47 29.72 BUREAU LEE & WHITESIDE C 121158BS7 06/13/18 12/01/20 101.056 3.750 3.2652 0.091658 0.093055 0.094574 0.091129 18.19 33.72 BUREAU LEE & WHITESIDE C 121158BT5 06/13/18 12/01/21 101.945 4.000 3.3723 0.095498 0.097001 0.098636 0.094804 18.95 35.15 BUREAU LEE & WHITESIDE C 121158BU2 06/13/18 12/01/22 101.635 4.000 3.5768 0.100980 0.102665 0.104501 0.100541 20.04 37.23 CBIZ, Inc. 124805AA0 05/30/06 06/01/26 100.000 VARIES 8.9994 0.527292 0.546378 0.566323 0.587166 0.608790 194.43 208.90 CBIZ, Inc. 124805AB8 05/30/06 06/01/26 100.000 VARIES 8.9994 0.527292 0.546378 0.566323 0.587166 0.608790 194.43 208.90 Caesars Entertainment 127693AC3 02/15/13 02/15/20 97.500 9.000 9.4970 15.65 0.010948 0.011468 0.012013 0.012583 0.013181 4.18 4.59 Caesars Entertainment 127693AF6 02/15/13 02/15/20 97.500 9.000 9.4970 15.65 0.010948 0.011468 0.012013 0.012583 0.013181 4.18 4.59 Caesars Entertainment 127693AG4 02/15/13 02/15/20 97.500 9.000 9.4970 15.65 0.010948 0.011468 0.012013 0.012583 0.013181 4.18 4.59 CaesarsEntertainment 127693AH2 02/15/13 02/15/20 97.500 9.000 9.4970 15.65 0.010948 0.011468 0.012013 0.012583 0.013181 4.18 4.59 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ California Resources Cor 13057QAG2 12/16/15 12/15/22 63.250 8.000 17.2411 67.75 0.112280 0.121959 0.132473 0.143892 0.156297 42.49 50.13 Carol Stream PK DT, IL 143735LM8 07/15/08 10/01/27* 93.383 5.750 6.3511 22.98 0.008935 0.009218 2.45* Carol Stream, IL 143735TS7 12/30/11 11/01/18 74.017 0.000 4.4493 223.88 0.118270 0.120901 35.95 Carol Stream, IL 143735TT5 12/30/11 11/01/19 68.693 0.000 4.8493 229.03 0.122393 0.125360 0.128400 0.131513 44.96 39.08 Carol Stream, IL 143735TU2 12/30/11 11/01/20 63.533 0.000 5.1992 229.38 0.123811 0.127030 0.130332 0.133721 0.137197 45.54 47.94 Carol Stream, IL 143735TV0 12/30/11 11/01/21 59.208 0.000 5.3993 223.26 0.121194 0.124466 0.127826 0.131277 0.134821 44.62 47.06 Carol Stream, IL 143735TW8 12/30/11 11/01/22 54.964 0.000 5.5993 216.16 0.118009 0.121313 0.124709 0.128200 0.131790 43.48 45.95 Carol Stream, IL 143735TX6 12/30/11 11/01/23 50.827 0.000 5.7993 208.22 0.114316 0.117631 0.121042 0.124552 0.128163 42.15 44.63 Carol Stream, IL 143735TY4 12/30/11 11/01/24 46.530 0.000 6.0492 200.25 0.110719 0.114068 0.117518 0.121073 0.124735 40.87 43.38 Carol Stream, IL 143735TZ1 12/30/11 11/01/25 42.963 0.000 6.1994 190.31 0.105664 0.108940 0.112316 0.115798 0.119387 39.03 41.48 Carol Stream, IL 143735UA4 12/30/11 11/01/26 39.556 0.000 6.3493 180.22 0.100487 0.103677 0.106968 0.110364 0.113868 37.14 39.53 Carol Stream, IL 143735UB2 12/30/11 11/01/27 36.593 0.000 6.4493 169.83 0.094960 0.098023 0.101183 0.104446 0.107814 35.11 37.41 Carol Stream, IL 143735UC0 12/30/11 11/01/28 33.512 0.000 6.5994 159.84 0.089748 0.092709 0.095768 0.098928 0.102193 33.20 35.43 Carol Stream, IL 143735UD8 12/30/11 11/01/29 30.868 0.000 6.6994 149.89 0.084394 0.087221 0.090143 0.093162 0.096283 31.24 33.36 Carol Stream, IL 143735UE6 12/30/11 11/01/30 28.377 0.000 6.7995 140.25 0.079190 0.081882 0.084666 0.087544 0.090520 29.32 31.35 Carol Stream, IL 143735UF3 12/30/11 11/01/31 26.288 0.000 6.8495 131.07 0.074109 0.076647 0.079272 0.081987 0.084795 27.45 29.36 Centerpoint Energy, Inc. 15189T206 09/21/99 09/15/29 100.000 VARIES 9.9395 1.277109 1.337391 1.400669 1.467091 1.536815 483.71 530.63 Centrus Energy Corp. 15643UAA2 09/30/14 09/30/24 56.492 5.000 N/A 0.313512 0.331210 0.350082 0.370213 119.38 133.44 Champaign & Piatt CNTYS, 158087RN8 09/12/13 10/01/19 100.000 VARIES 3.7424 0.103970 0.103966 0.103963 0.103959 37.43 28.07 Champaign County, IL 158199AZ2 11/04/15 12/01/19 99.418 VARIES 2.3671 0.067486 0.067898 0.068316 0.068929 24.39 22.65 Champaign County, IL 158199BA6 11/04/15 12/01/23 124.115 VARIES N/A 0.127868 0.126105 0.124308 0.122475 0.120607 45.61 44.31 Champaign County, IL 158199BB4 11/04/15 12/01/26 98.267 VARIES 4.1631 0.113190 0.113060 0.112927 0.112791 0.112653 40.72 40.62 Cheniere Energy, Inc. 16411RAF6 11/28/14 05/28/21 100.000 0.000 N/A 0.156468 0.160282 0.164189 0.168191 0.172291 57.27 60.10 Cheniere Energy, Inc. 16411RAG4 03/09/15 03/15/45 80.000 4.250 5.6397 7.87 0.008317 0.008412 0.008793 0.008893 0.009245 3.10 3.28 Cheniere Energy, Inc. 16411RAH2 11/28/14 05/28/21 100.000 0.000 N/A 0.156468 0.160282 0.164189 0.168191 0.172291 57.27 60.10 Chesapeake Energy Corp. 165167CB1 05/27/08 12/15/38 100.000 VARIES 8.0008 0.400426 0.413945 0.428004 147.03 156.99 Chesapeake Energy Corp. 165167CQ8 12/23/15 12/15/22* 48.000 8.000 23.5159 79.67 0.140246 0.155880 48.55* Christian & Sangamon CNT 170592BE8 03/28/13 12/01/18 110.855 VARIES 2.4788 0.070221 0.069542 23.05 Christian & Sangamon CNT 170592BF5 03/28/13 12/01/19 110.619 VARIES 2.7793 0.079770 0.079142 0.078504 0.077858 28.57 25.79 Christian & Sangamon CNT 170592BG3 03/28/13 12/01/20 109.831 VARIES 3.0795 0.089000 0.088445 0.087882 0.087311 0.086731 31.91 31.50 Christian & Sangamon CNT 170592BH1 03/28/13 12/01/21 107.041 VARIES 3.3309 0.095685 0.095312 0.094933 0.094548 0.094157 34.36 34.08 Christian & Sangamon CNT 170592BJ7 03/28/13 12/01/22 99.442 VARIES 3.5341 0.097795 0.097830 0.097865 0.097901 0.097938 35.21 35.24 Christian & Sangamon CNT 170592BK4 03/28/13 12/01/23 99.390 VARIES 3.6841 0.101876 0.101910 0.101946 0.101981 0.102018 36.68 36.71 CHRISTIAN SHELBY & MONTG 170790DG1 06/06/17 12/01/18 102.037 3.500 2.0656 12.02 0.059134 0.059745 19.62 CHRISTIAN SHELBY & MONTG 170790DH9 06/06/17 12/01/19 103.005 3.500 2.2277 13.09 0.064429 0.065147 0.062654 0.062269 23.27 20.61 CHRISTIAN SHELBY & MONTG 170790DJ5 06/06/17 12/01/20 104.148 3.750 2.4806 14.74 0.072631 0.073531 0.070603 0.070187 0.069766 26.25 25.32 CHRISTIAN SHELBY & MONTG 170790DK2 06/06/17 12/01/21 101.259 3.000 2.6866 15.52 0.076554 0.077582 0.075297 0.075189 0.075080 27.71 27.08 Citigroup Inc. 17298C2B3 09/30/15 09/29/22 100.000 0.000 3.0163 0.088950 0.090292 0.091653 0.093036 0.094439 32.51 33.50 Citigroup Inc. 17298C2C1 09/30/15 09/29/22 100.000 0.000 3.0163 0.088950 0.090292 0.091653 0.093036 0.094439 32.51 33.50 Citigroup Inc. 17298C2N7 10/02/15 10/02/20 100.000 0.000 2.5622 0.074891 0.075851 0.076823 0.077807 0.078804 27.31 28.01 Citigroup Inc. 17298C2U1 11/03/15 05/04/21 100.000 0.250 2.7771 0.081129 0.082159 0.083203 0.084262 0.085336 29.51 30.27 Citigroup Inc. 17298C2Z0 10/30/15 11/01/22 100.000 0.000 2.9688 0.087482 0.088780 0.090098 0.091436 0.092793 31.88 32.84 ----------------------------- * Called in 2018; 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Citigroup Inc. 17298C3A4 10/30/15 11/01/22 100.000 0.000 2.9688 0.087482 0.088780 0.090098 0.091436 0.092793 31.88 32.84 Citigroup Inc. 17298C3F3 10/28/15 10/28/25 100.000 VARIES 2.3916 0.008856 0.008599 0.008340 0.008440 0.008541 3.11 3.03 Citigroup Inc. 17298C3R7 11/05/15 11/05/20 100.000 0.000 2.6408 0.077308 0.078328 0.079363 0.080411 0.081472 28.13 28.88 Citigroup Inc. 17298C3Z9 11/30/15 05/27/21 100.000 0.250 2.8050 0.081965 0.083018 0.084085 0.085166 0.086263 29.77 30.54 Citigroup Inc. 17298C4A3 11/30/15 11/30/22 100.000 0.000 3.0605 0.090339 0.091721 0.093125 0.094550 0.095996 32.86 33.87 Citigroup Inc. 17298C4B1 11/30/15 11/30/22 100.000 0.000 3.0605 0.090339 0.091721 0.093125 0.094550 0.095996 32.86 33.87 Citigroup Inc. 17298C4W5 12/31/15 01/05/23 100.000 0.000 3.1984 0.093218 0.094708 0.096223 0.097762 0.099325 34.36 35.46 Citigroup Inc. 17298C4Z8 12/28/15 06/25/21 100.000 0.250 2.8488 0.083317 0.084405 0.085508 0.086628 0.087763 30.20 31.00 Citigroup Inc. 17298C5L8 02/01/16 07/30/21 100.000 0.250 2.9080 56.81 0.084039 0.085160 0.086297 0.087451 0.088622 30.80 31.63 Citigroup Inc. 17298C5U8 01/29/16 01/31/23 100.000 0.000 3.1492 62.01 0.091692 0.093135 0.094602 0.096092 0.097605 33.71 34.78 Citigroup Inc. 17298C6K9 01/29/16 01/29/26 100.000 VARIES 2.4179 9.96 0.013806 0.013418 0.013026 0.012628 0.012781 4.78 4.58 Citigroup Inc. 17298C6X1 02/29/16 03/01/23 100.000 0.000 2.8956 54.23 0.083983 0.085199 0.086432 0.087684 0.088953 30.75 31.64 Citigroup Inc. 17298C6Y9 02/29/16 08/27/21 100.000 0.250 2.7865 52.06 0.080371 0.081394 0.082431 0.083483 0.084549 29.37 30.13 Citigroup Inc. 17298C6Z6 02/29/16 03/01/23 100.000 0.000 2.8956 54.23 0.083983 0.085199 0.086432 0.087684 0.088953 30.75 31.64 Citigroup Inc. 17298CAF5 05/15/15 05/15/30 100.000 VARIES 2.6421 0.010417 0.010144 0.009868 0.009589 0.009306 3.68 3.48 Citigroup Inc. 17298CAP3 05/28/15 05/26/22 100.000 0.000 3.0095 0.090063 0.091418 0.092794 0.094190 0.095607 32.76 33.76 Citigroup Inc. 17298CAQ1 05/28/15 05/26/22 100.000 0.000 3.0095 0.090063 0.091418 0.092794 0.094190 0.095607 32.76 33.76 Citigroup Inc. 17298CAR9 05/28/15 05/28/35 100.000 VARIES 4.3835 0.106171 0.104681 0.103158 0.101602 0.103184 37.85 36.86 Citigroup Inc. 17298CAT5 05/27/15 05/27/25 100.000 VARIES 2.5639 0.006916 0.006691 0.006777 0.006864 0.006952 2.44 2.46 Citigroup Inc. 17298CB56 04/04/16 10/05/21 100.000 0.250 2.6050 46.06 0.074955 0.075840 0.076738 0.077647 0.078568 27.30 27.95 Citigroup Inc. 17298CB64 04/04/16 04/05/21 100.000 0.000 2.4511 43.36 0.070626 0.071492 0.072368 0.073255 0.074153 25.73 26.37 Citigroup Inc. 17298CBM9 06/30/15 12/30/20 100.000 0.250 2.7900 0.082560 0.083615 0.084685 0.085769 0.086869 29.91 30.68 Citigroup Inc. 17298CBT4 06/30/15 06/30/22 100.000 0.000 3.2000 0.096231 0.097771 0.099335 0.100925 0.102540 34.92 36.05 Citigroup Inc. 17298CBV9 06/30/15 06/30/22 100.000 0.000 3.2000 0.096231 0.097771 0.099335 0.100925 0.102540 34.92 36.05 Citigroup Inc. 17298CDH8 09/02/15 03/04/21 100.000 0.300 1.6120 0.045970 0.046273 0.046579 0.046887 0.047198 16.68 16.90 Citigroup Inc. 17298CDJ4 08/31/15 08/31/22 100.000 0.000 3.1499 0.092626 0.092551 0.095567 0.095489 0.098059 34.16 35.17 Citigroup Inc. 17298CDK1 08/31/15 08/31/22 100.000 0.000 3.1499 0.092626 0.092551 0.095567 0.095489 0.098059 34.16 35.17 Citigroup Inc. 17298CDV7 10/02/15 04/01/21 100.000 0.250 2.6650 0.077670 0.078613 0.079568 0.080535 0.081516 28.30 28.99 CITIGROUP INC 17298CFQ6 12/01/17 12/01/27 100.000 VARIES 2.8600 0.40 0.013305 0.012920 0.012528 0.012132 0.011729 4.70 4.41 CITIGROUP INC 17298CFV5 01/22/18 01/22/28 100.000 VARIES 3.0673 0.012563 0.011899 0.011226 0.010542 4.15 3.95 Citigroup Inc. 1730T02B4 10/30/14 10/30/34 100.000 VARIES 4.5064 0.112511 0.112304 0.112093 0.112803 0.113529 40.44 40.57 Citigroup Inc. 1730T02D0 10/31/14 10/31/29 100.000 VARIES 4.0094 0.097429 0.096148 0.094840 0.095156 0.095479 34.69 34.24 CItigroup Inc. 1730T02E8 10/31/14 05/01/20 100.000 0.000 2.5468 0.076331 0.077303 0.078288 0.079285 0.080294 27.77 28.48 Citigroup Inc. 1730T02P3 10/31/14 10/31/34 100.000 VARIES 4.7455 0.120440 0.119317 0.118168 0.117597 0.117013 43.02 42.37 Citigroup Inc. 1730T02V0 11/26/14 11/26/34 100.000 VARIES 4.2546 0.100635 0.098815 0.096956 0.098329 0.099731 35.77 35.25 Citigroup Inc. 1730T02X6 11/26/14 11/26/29 100.000 VARIES 4.1216 0.106377 0.105770 0.105151 0.105008 0.104862 38.14 37.82 Citigroup Inc. 1730T03C1 11/28/14 05/29/20 100.000 0.000 2.6205 0.078709 0.079741 0.080785 0.081844 0.082916 28.59 29.34 Citigroup Inc. 1730T03G2 12/01/14 12/02/19 100.000 0.000 2.4381 0.072837 0.073725 0.074624 0.075533 26.43 24.86 Citigroup Funding, Inc. 1730T03J6 12/29/14 12/29/34 100.000 VARIES 4.3208 0.110277 0.110833 0.111401 0.111981 0.112574 39.80 40.21 Citigroup Inc. 1730T03V9 01/30/15 02/01/22 100.000 0.000 2.8404 0.084671 0.085873 0.087093 0.088330 0.089584 31.06 31.95 Citigroup Inc. 1730T03W7 01/30/15 01/30/35 100.000 VARIES 3.9694 0.100496 0.099439 0.101209 0.103014 0.104854 36.10 37.31 Citigroup Inc. 1730T03Z0 01/30/15 02/01/22 100.000 0.000 2.8404 0.084671 0.085873 0.087093 0.088330 0.089584 31.06 31.95 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Citigroup Inc. 1730T04J5 02/26/15 02/28/22 100.000 0.000 2.2326 0.065202 0.064855 0.066666 0.066311 0.067789 23.92 24.41 Citigroup Inc. 1730T04L0 02/26/15 02/28/22 100.000 0.000 2.2326 0.065202 0.064855 0.066666 0.066311 0.067789 23.92 24.41 Citigroup Inc. 1730T05X3 03/30/15 03/30/22 100.000 0.000 2.9238 0.087328 0.088605 0.089900 0.091214 0.092548 31.90 32.84 Citigroup Inc. 1730T05Y1 03/30/15 03/30/22 100.000 0.000 2.9238 0.087328 0.088605 0.089900 0.091214 0.092548 31.90 32.84 Citigroup Inc. 1730T06D6 03/27/15 03/27/25 100.000 VARIES 3.1775 0.091611 0.091644 0.091585 0.091525 0.091414 32.98 32.94 Citigroup Inc. 1730T06L8 03/23/15 03/23/22 100.000 0.000 2.8171 0.083922 0.085104 0.086302 0.087518 0.088751 30.66 31.53 Citigroup Inc. 1730T06V6 04/29/15 04/28/22 100.000 0.000 2.7395 0.081447 0.082563 0.083694 0.084840 0.086002 29.66 30.48 Citigroup Inc. 1730T06X2 04/29/15 04/28/22 100.000 0.000 2.7395 0.081447 0.082563 0.083694 0.084840 0.086002 29.66 30.48 Citigroup Inc. 1730T07D5 04/27/15 04/27/25 100.000 VARIES 2.3818 0.064902 0.064642 0.064742 0.064844 0.064946 23.31 23.34 Citigroup Inc. 1730T07K9 04/30/15 04/30/35 100.000 VARIES 4.1098 0.104871 0.104004 0.103541 0.103067 0.102584 37.52 37.13 Citigroup Inc. 1730T0A58 10/22/13 10/22/33 100.000 VARIES 4.6765 0.103984 0.103690 0.103389 0.103081 0.102765 37.34 37.12 Citigroup Inc. 1730T0A82 11/15/13 11/15/28 100.000 VARIES 4.5367 0.106278 0.106442 0.106610 0.106782 0.106958 38.30 38.43 Citigroup Inc. 1730T0A90 10/30/13 10/30/33 100.000 VARIES 4.6216 0.106375 0.106370 0.106365 0.106360 0.106355 38.29 38.29 Citigroup Funding, Inc. 1730T0AK5 05/15/06 05/15/36 11.570 0.000 7.3200 151.25 0.053777 0.055745 0.057785 0.059900 0.062092 19.90 21.38 Citigroup Inc. 1730T0B99 11/14/13 11/14/23 100.000 VARIES 4.0136 0.096578 0.097104 0.097640 0.098187 0.098744 34.91 35.30 Citigroup Funding, Inc. 1730T0BT5 02/14/07 02/14/37 100.000 VARIES 5.8404 0.156994 0.157068 0.157144 0.157222 0.157303 56.55 56.61 Citigroup Inc. 1730T0C23 11/12/13 11/12/33 100.000 VARIES 4.7621 0.109674 0.109227 0.108769 0.108301 0.107821 39.36 39.03 Citigroup Inc. 1730T0C56 11/26/13 11/26/33 100.000 VARIES 4.7711 0.110110 0.110261 0.110415 0.110573 0.110734 39.68 39.79 Citigroup Inc. 1730T0E88 01/29/14 01/29/29 100.000 VARIES 4.3351 0.100427 0.098374 0.098479 0.098586 0.098695 35.49 35.50 Citigroup Inc. 1730T0E96 01/29/14 01/29/34 100.000 VARIES 4.6111 0.102013 0.098828 0.098639 0.098446 0.098248 35.64 35.42 Citigroup Inc. 1730T0F38 01/31/14 08/01/19 100.000 0.000 2.5874 0.078645 0.079663 0.080693 0.081737 28.80 17.13 Citigroup Inc. 1730T0G78 02/19/14 02/19/34 100.000 VARIES 4.7124 0.109767 0.107869 0.108428 0.109002 0.109588 39.00 39.29 Citigroup Funding, Inc. 1730T0GY9 04/28/09 04/28/24 100.000 VARIES 8.1832 0.205897 0.207180 0.208515 0.209904 0.211350 74.52 75.49 Citigroup Inc. 1730T0H36 02/28/14 08/29/19 100.000 0.000 2.6154 0.078261 0.079720 0.080322 0.081819 29.09 19.55 Citigroup Funding, Inc. 1730T0HN2 04/29/10 04/29/30 100.000 VARIES 5.9942 0.140540 0.140891 0.141252 0.141624 0.142434 50.70 50.99 Citigroup Inc. 1730T0J83 02/28/14 02/28/19 100.000 VARIES 1.6995 0.046247 0.045694 0.046699 16.83 2.71 Citigroup Funding, Inc. 1730T0JH3 06/24/10 06/24/20 100.000 VARIES 5.3516 0.150351 0.149990 0.149647 0.149295 0.148979 54.06 53.80 Citigroup Inc. 1730T0K99 03/31/14 10/01/19 100.000 0.000 2.7121 0.082790 0.083913 0.085051 0.086204 30.21 23.17 Citigroup Funding, Inc. 1730T0KE8 09/09/10 09/09/20 100.000 VARIES 4.7846 0.139737 0.138815 0.137747 0.136654 0.135452 49.92 49.14 Citigroup Funding, Inc. 1730T0KT5 11/04/10 11/04/20 100.000 VARIES 2.4351 0.023122 0.023404 0.023689 0.023977 0.024269 8.41 8.61 Citigroup Funding, Inc. 1730T0KU2 11/04/10 11/04/20 100.000 VARIES 2.5365 0.025664 0.025990 0.026319 0.026653 0.026991 9.33 9.57 Citigroup Funding, Inc. 1730T0KV0 11/19/10 11/19/30 100.000 VARIES 5.1246 0.130720 0.131040 0.131368 0.131705 0.132051 47.14 47.38 Citigroup Funding, Inc. 1730T0KY4 11/19/10 11/19/20 100.000 VARIES 4.7109 0.130591 0.130492 0.130390 0.130557 0.130728 46.99 46.98 Citigroup Funding, Inc. 1730T0KZ1 11/09/10 11/09/30 100.000 VARIES 5.5699 0.125952 0.126805 0.127681 0.128728 0.129804 45.59 46.26 Citigroup Inc. 1730T0L23 03/28/14 03/28/29 100.000 VARIES 4.3743 0.104787 0.103625 0.103992 0.104367 0.104750 37.44 37.58 Citigroup Inc. 1730T0L31 03/28/14 03/28/34 100.000 VARIES 4.6422 0.109324 0.107469 0.107784 0.108106 0.108436 38.88 38.92 Citigroup Inc. 1730T0L49 03/10/14 03/10/19 100.000 VARIES 1.8994 0.051942 0.052181 0.052469 18.80 3.62 Citigroup Inc. 1730T0L64 03/12/14 03/12/34 100.000 VARIES 4.7152 0.106541 0.103490 0.103291 0.103087 0.102878 37.45 37.10 Citigroup Inc. 1730T0L72 03/28/14 03/28/21 100.000 VARIES 3.3141 0.091728 0.091735 0.091794 0.091853 0.091912 33.03 33.07 Citigroup Funding, Inc. 1730T0L98 03/21/14 03/21/24 100.000 VARIES 3.2460 0.077930 0.077711 0.078082 0.078458 0.079226 28.03 28.29 Citigroup Funding, Inc. 1730T0LB3 11/15/10 11/15/20 100.000 VARIES 2.2799 0.019305 0.019525 0.019748 0.019973 0.020200 7.01 7.17 Citigroup Inc. 1730T0M63 03/26/14 03/26/29 100.000 VARIES 4.3729 0.106948 0.105150 0.105164 0.105179 0.105194 38.01 37.86 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Citigroup Inc. 1730T0M97 04/30/14 10/30/19 100.000 0.000 2.7618 0.084447 0.085614 0.086796 0.087994 30.75 26.17 Citigroup Funding, Inc. 1730T0MA4 04/01/11 04/01/21 100.000 VARIES 5.0032 0.138875 0.138888 0.138902 0.138916 0.138931 50.00 50.01 Citigroup Funding, Inc. 1730T0ME6 04/26/11 04/26/21 100.000 VARIES 1.9785 0.018111 0.018290 0.018471 0.018654 0.018838 6.58 6.71 Citigroup Funding, Inc. 1730T0MQ9 06/29/11 06/27/18 100.000 0.000 3.9200 0.140112 24.66 Citigroup Funding, Inc. 1730T0MR7 06/20/11 06/20/21 100.000 VARIES 4.6546 0.129095 0.129122 0.129149 0.129176 0.129205 46.48 46.50 Citigroup Inc. 1730T0N39 04/29/14 04/29/29 100.000 VARIES 4.2731 0.101550 0.100297 0.100626 0.100962 0.101306 36.28 36.33 Citigroup Inc. 1730T0N62 04/29/14 04/29/34 100.000 VARIES 4.5423 0.105201 0.102856 0.103038 0.103224 0.103414 37.32 37.15 Citigroup Funding, Inc. 1730T0NM7 08/31/11 08/31/21 100.000 VARIES 2.3032 0.017422 0.017335 0.017826 0.017737 0.018138 6.39 6.53 Citigroup Inc. 1730T0P78 05/30/14 05/30/29 100.000 VARIES 4.1425 0.097420 0.096000 0.096146 0.096295 0.096447 34.78 34.65 Citigroup Inc. 1730T0P86 05/30/14 05/30/34 100.000 VARIES 4.4254 0.100829 0.098067 0.097911 0.097752 0.097590 35.71 35.21 Citigroup Inc. 1730T0R50 06/18/14 06/18/34 100.000 VARIES 4.4513 0.102947 0.100678 0.101249 0.101832 0.102428 36.63 36.57 Citigroup Inc. 1730T0R76 06/27/14 06/27/34 100.000 VARIES 4.4526 0.105272 0.103716 0.103792 0.103869 0.103948 37.61 37.38 Citigroup Inc. 1730T0R92 07/02/14 01/02/20 100.000 0.000 2.5296 0.075772 0.076730 0.077700 0.078683 0.079678 27.80 28.50 Citigroup Inc. 1730T0RN1 02/27/13 02/27/28 100.000 VARIES 3.2574 0.075967 0.075140 0.075285 0.075432 0.075582 27.11 27.17 Citigroup Inc. 1730T0S67 06/19/14 06/19/19 100.000 VARIES 0.8120 0.009111 0.009148 0.009185 3.29 1.54 Citigroup Inc. 1730T0SE0 03/27/13 03/27/18 100.000 VARIES 0.8305 0.008257 0.71 Citigroup Inc. 1730T0SM2 04/29/13 04/29/33 100.000 VARIES 3.4970 0.083520 0.083151 0.083667 0.084193 0.084728 30.01 30.28 Citigroup Inc. 1730T0SX8 04/22/13 04/22/23 100.000 VARIES 1.4141 0.007404 0.007456 0.007509 0.007562 0.007615 2.68 2.72 Citigroup Inc. 1730T0T58 06/27/14 06/27/34 100.000 VARIES 4.3618 0.106244 0.105509 0.105201 0.104886 0.104565 38.11 37.81 Citigroup Funding, Inc. 1730T0TK5 05/30/13 05/30/33 100.000 VARIES 4.1925 0.096966 0.096463 0.097320 0.098194 0.099086 34.83 35.25 Citigroup Inc. 1730T0TQ2 06/11/13 06/11/33 100.000 VARIES 4.2945 0.104303 0.103868 0.104464 0.105072 0.105693 37.47 37.74 Citigroup Inc. 1730T0TT6 06/28/13 06/28/33 100.000 VARIES 4.5398 0.106117 0.106668 0.107231 0.107807 0.109427 38.30 38.71 Citigroup Inc. 1730T0TZ2 06/27/13 06/27/33 100.000 VARIES 4.6405 0.112679 0.113094 0.113518 0.113952 0.115190 40.64 40.95 Citigroup Inc. 1730T0U23 07/31/14 01/31/20 100.000 0.000 2.5817 0.077451 0.078451 0.079464 0.080490 0.081529 28.37 29.10 Citigroup Inc. 1730T0U49 07/31/14 07/31/34 100.000 VARIES 4.3417 0.106658 0.105972 0.105270 0.105589 0.105915 38.06 38.05 Citigroup Inc. 1730T0U56 07/30/14 07/30/29 100.000 VARIES 4.2648 0.109552 0.108820 0.108073 0.107898 0.107720 39.08 38.82 Citigroup Inc. 1730T0U98 07/30/14 07/30/34 100.000 VARIES 4.5843 0.115527 0.114377 0.113200 0.112647 0.112080 41.03 40.48 Citigroup Inc. 1730T0UB3 07/09/13 07/09/33 100.000 VARIES 4.7565 0.117882 0.117936 0.117991 0.118941 0.119913 42.47 42.98 Citigroup Inc. 1730T0UG2 07/09/13 07/09/28 100.000 VARIES 4.4999 0.109364 0.109712 0.110067 0.110431 0.110803 39.55 39.82 Citigroup Inc. 1730T0UK3 07/30/13 07/30/33 100.000 VARIES 4.8333 0.113024 0.113006 0.112988 0.112969 0.112950 40.68 40.67 Citigroup Inc. 1730T0UP2 08/28/13 08/28/18 100.000 VARIES 0.9243 0.011348 0.011400 2.70 Citigroup Inc. 1730T0V71 08/28/14 02/29/20 100.000 0.000 2.4724 0.073538 0.073233 0.075367 0.075055 0.076818 27.01 27.63 Citigroup Inc. 1730T0V89 08/29/14 08/29/34 100.000 VARIES 4.6276 0.114502 0.114167 0.112562 0.112693 0.110976 41.49 40.91 Citigroup Inc. 1730T0VC0 09/27/13 09/27/20 100.000 VARIES 3.3025 0.092676 0.092595 0.092513 0.092334 0.092153 33.33 33.24 Citigroup Inc. 1730T0VD8 09/18/13 09/18/33 100.000 VARIES 5.1093 0.118133 0.118398 0.118670 0.118949 0.119235 42.63 42.83 Citigroup Inc. 1730T0VK2 10/08/13 10/08/23 100.000 VARIES 3.9667 0.097224 0.097665 0.098115 0.098573 0.099041 35.15 35.48 Citigroup Inc. 1730T0W21 08/28/14 08/28/34 100.000 VARIES 4.2433 0.108041 0.107844 0.107643 0.108026 0.108417 38.81 38.92 Citigroup Inc. 1730T0W70 08/28/14 08/30/19 100.000 0.000 2.4762 0.073250 0.073752 0.075075 0.075589 27.05 18.19 Citigroup Funding, Inc. 1730T0WF2 02/24/12 02/24/20 100.000 VARIES 2.8625 0.009560 0.009697 0.009836 0.009977 0.010119 3.50 3.60 Citigroup Funding, Inc. 1730T0WR6 03/30/12 03/30/22 100.000 VARIES 3.8303 0.107393 0.107436 0.107382 0.107328 0.107193 38.67 38.63 Citigroup Funding, Inc. 1730T0XG9 05/30/12 06/07/18 100.000 0.500 3.6728 0.121630 18.97 Citigroup Inc. 1730T0Y37 10/02/14 04/02/20 100.000 0.000 2.8849 0.087328 0.088588 0.089866 0.091162 0.092477 31.89 32.82 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Citigroup Funding, Inc. 1730T0YD5 08/30/12 03/02/18 100.000 0.750 2.7849 0.085752 5.23 Citigroup Inc. 1730T0Z28 10/07/14 10/07/21 100.000 1.000 3.1430 0.093143 0.094171 0.095214 0.096274 0.097350 33.89 34.65 CITIGROUP INC 1730T0Z85 10/08/14 10/07/21 100.000 1.000 3.0942 102.90 0.091554 0.092541 0.093543 0.094560 0.095593 33.30 34.03 Citigroup Funding, Inc. 1730T0ZJ1 11/27/12 11/27/22 100.000 VARIES 1.5729 0.016255 0.016383 0.016512 0.016641 0.016772 5.88 5.98 Citigroup Inc. 1730T3AV5 08/31/15 08/31/35 100.000 VARIES 4.4143 0.108863 0.103941 0.102394 0.100923 0.102238 38.03 37.08 Citigroup Inc. 1730T3AW3 08/31/15 08/31/35 100.000 VARIES 4.4100 0.110276 0.106110 0.105407 0.103597 0.104641 38.89 38.05 Citigroup Inc. 1730T3AX1 09/30/15 09/30/35 100.000 VARIES 4.3723 0.107329 0.105541 0.103714 0.101847 0.099939 37.99 36.66 Citigroup Inc. 1730T3AY9 10/30/15 10/30/35 100.000 VARIES 4.3036 0.105480 0.104071 0.102632 0.101161 0.099659 37.55 36.50 Citigroup Inc. 1730T3AZ6 11/30/15 11/30/35 100.000 VARIES 4.3523 0.107470 0.106581 0.105673 0.104745 0.103798 38.47 37.82 Citigroup Funding, Inc. 17318Q574 10/02/12 09/27/18 100.000 0.000 2.4948 0.078419 0.079398 21.04 Citigroup Inc. 17321F755 11/05/13 11/03/22 100.000 0.000 3.6500 0.117149 0.119287 0.121464 0.123681 0.125938 42.81 44.39 Citigroup Inc. 17323P140 03/03/16 09/01/23 100.000 0.000 3.0322 56.57 0.088102 0.089437 0.090793 0.092170 0.093567 32.28 33.27 Citigroup Inc. 17323P249 02/03/16 08/03/23 100.000 0.000 2.9606 57.79 0.085946 0.087219 0.088510 0.089820 0.091150 31.55 32.49 Citigroup Inc. 17323P314 11/24/15 11/26/21 100.000 0.000 2.8522 0.083857 0.085053 0.086266 0.087496 0.088744 30.49 31.36 Citigroup Inc. 17323P363 02/03/16 08/03/23 100.000 0.000 2.9606 57.79 0.085946 0.087219 0.088510 0.089820 0.091150 31.55 32.49 Citigroup Inc. 17323P496 01/05/16 07/06/23 100.000 0.000 3.1941 65.06 0.093054 0.094540 0.096050 0.097584 0.099142 34.29 35.40 Citigroup Inc. 17323Q643 10/05/15 04/04/23 100.000 0.000 3.1923 0.094464 0.095971 0.097503 0.099060 0.100641 34.54 35.65 Citigroup Inc. 17323Q692 09/18/15 03/20/23 100.000 0.000 3.1459 0.093032 0.094495 0.095982 0.097491 0.099025 34.05 35.13 Citigroup Global Markets 17324C2F2 04/29/16 10/29/21 100.000 0.250 N/A 44.55 0.075585 0.076486 0.077400 0.078325 0.079262 27.49 28.15 Citigroup Global Markets 17324C2G0 04/29/16 10/29/21 100.000 0.250 2.6262 44.55 0.075585 0.076486 0.077399 0.078324 0.079262 27.49 28.15 Citigroup Global Markets 17324C2J4 05/24/16 05/24/21 100.000 VARIES 2.5076 39.82 0.068500 0.068565 0.068685 0.068806 0.068983 24.68 24.76 Citigroup Global Markets 17324C2U9 04/28/16 04/28/31 100.000 VARIES 4.2285 70.67 0.116791 0.116559 0.116508 0.116455 0.116402 41.99 41.93 Citigroup Global Markets 17324C2W5 04/28/16 04/28/26 100.000 VARIES 3.4898 58.85 0.097032 0.096929 0.097535 0.097078 0.097213 35.43 35.50 Citigroup Global Markets 17324C2Z8 04/29/16 04/30/21 100.000 0.000 2.4478 41.54 0.070526 0.071389 0.072263 0.073147 0.074042 25.65 26.28 Citigroup Global Markets 17324C3D6 05/31/16 12/01/21 100.000 0.400 2.6323 42.27 0.075604 0.076453 0.077313 0.078184 0.079067 27.42 28.04 Citigroup Global Markets 17324C3E4 05/27/16 05/27/21 100.000 0.000 2.5425 41.12 0.073353 0.074285 0.075229 0.076186 0.077154 26.64 27.32 Citigroup Global Markets 17324C3Y0 07/05/16 01/03/22 100.000 0.400 2.3787 35.77 0.067383 0.068052 0.068729 0.069415 0.070108 24.62 25.11 Citigroup Global Markets 17324C3Z7 07/05/16 07/02/21 100.000 0.000 2.2351 33.65 0.063469 0.064178 0.064895 0.065620 0.066354 23.23 23.75 Citigroup Global Markets 17324C6F8 06/27/16 06/27/36 100.000 VARIES 4.1314 62.10 0.112956 0.112329 0.111894 0.111449 0.110994 40.55 40.20 Citigroup Global Markets 17324C6L5 08/30/16 08/30/21 100.000 0.000 2.1695 29.36 0.060902 0.061226 0.062231 0.062562 0.063241 22.45 22.90 Citigroup Global Markets 17324C6M3 08/02/16 02/02/22 100.000 0.300 2.3124 33.00 0.065534 0.066195 0.066864 0.067541 0.068225 23.91 24.40 Citigroup Global Markets 17324CA55 09/02/16 03/03/22 100.000 0.300 2.2650 30.40 0.064163 0.064796 0.065435 0.066082 0.066736 23.36 23.83 Citigroup Global Markets 17324CAQ9 09/30/16 03/31/22 100.000 0.250 2.2317 28.18 0.063227 0.063855 0.064490 0.065132 0.065782 22.99 23.45 Citigroup Global Markets 17324CBD7 11/02/16 05/03/22 100.000 0.250 2.4155 28.33 0.068563 0.069307 0.070060 0.070823 0.071594 24.90 25.45 Citigroup Global Markets 17324CBN5 11/02/16 11/02/21 100.000 0.000 2.3120 27.13 0.065715 0.066474 0.067243 0.068020 0.068806 23.88 24.44 Citigroup Global Markets 17324CC53 11/28/16 05/26/22 100.000 0.250 2.7754 30.54 0.079044 0.080045 0.081059 0.082087 0.083130 28.71 29.44 Citigroup Global Markets 17324CCV6 12/13/16 12/13/46 100.000 VARIES 0.8469 4.88 0.012995 0.013050 0.013105 0.013161 0.013216 4.69 4.73 Citigroup Global Markets 17324CD29 12/28/16 06/27/22 100.000 0.500 3.0613 31.07 0.087224 0.088347 0.089487 0.090644 0.091819 31.61 32.43 Citigroup Global Markets 17324CD52 12/09/16 12/09/36 100.000 0.000 4.5664 48.30 0.125484 0.124780 0.124059 0.123568 0.123065 45.02 44.55 Citigroup Global Markets 17324CDA1 12/30/16 01/02/24 100.000 0.000 3.3300 33.67 0.094058 0.095624 0.097216 0.098834 0.100480 34.71 35.87 Citigroup Global Markets 17324CDP8 01/30/17 07/28/22 100.000 0.500 3.0985 28.66 0.087175 0.088311 0.089464 0.090635 0.091824 31.94 32.78 Citigroup Global Markets 17324CDY9 01/31/17 01/31/24 100.000 0.000 3.3783 31.30 0.095425 0.097037 0.098676 0.100343 0.102038 35.13 36.33 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Citigroup Global Markets 17324CED4 02/16/17 02/16/27 100.000 VARIES 2.9107 4.65 0.014523 0.014076 0.013623 0.013163 0.012696 5.03 4.70 Citigroup Global Markets 17324CEW2 02/28/17 08/26/22 100.000 0.750 2.9987 25.19 0.084214 0.085164 0.086129 0.087108 0.088101 30.73 31.43 Citigroup Global Markets 17324CFE1 03/10/17 03/10/27 100.000 VARIES 2.9100 3.56 0.012025 0.011655 0.011280 0.010899 0.010513 4.18 3.91 Citigroup Global Markets 17324CGS9 04/28/17 10/28/22 100.000 0.750 2.9296 19.83 0.082265 0.083164 0.084077 0.085004 0.085944 29.89 30.55 Citigroup Global Markets 17324CHQ2 05/03/17 05/03/27 100.000 VARIES 2.7384 2.87 0.011739 0.011296 0.010847 0.010391 0.009930 4.09 3.77 Citigroup Global Markets 17324CHX7 05/31/17 05/31/22 100.000 0.000 2.7124 15.93 0.076367 0.077402 0.078452 0.079516 0.080594 27.74 28.50 Citigroup Global Markets 17324CHZ2 04/28/17 04/28/27 100.000 VARIES 2.7213 2.22 0.008817 0.008370 0.007917 0.007458 0.007559 3.04 2.74 Citigroup Global Markets 17324CJ64 04/28/17 04/28/27 100.000 VARIES 2.8252 3.60 0.014494 0.014060 0.013620 0.013173 0.012720 5.08 4.77 CITIGROUP GLOBAL MARKETS 17324CJF4 06/01/17 12/01/22 100.000 0.750 2.8210 16.48 0.079173 0.079995 0.080830 0.081676 0.082534 28.70 29.30 Citigroup Global Markets 17324CJG2 05/15/17 05/15/37 100.000 5.695 4.4659 28.00 0.123292 0.122512 0.121716 0.120901 0.120311 44.17 43.61 CITIGROUP GLOBAL MARKETS 17324CJR8 06/30/17 12/30/22 100.000 0.600 2.7880 14.02 0.078291 0.079151 0.080022 0.080905 0.081800 28.34 28.97 CITIGROUP GLOBAL MARKETS 17324CKB1 07/06/17 07/06/27 100.000 VARIES 2.8475 2.84 0.016235 0.015766 0.015291 0.014808 0.014319 5.59 5.25 CITIGROUP GLOBAL MARKETS 17324CKF2 07/03/17 07/01/22 100.000 0.000 2.7294 13.50 0.076840 0.077889 0.078951 0.080029 27.85 28.62 CITIGROUP GLOBAL MARKETS 17324CKS4 07/28/17 01/30/23 100.000 0.500 2.8926 12.29 0.080350 0.081324 0.082300 0.083289 0.084293 29.40 30.11 CITIGROUP GLOBAL MARKETS 17324CKX3 08/01/17 08/01/22 100.000 0.000 2.7885 11.62 0.077458 0.078538 0.079633 0.080743 0.081869 28.41 29.20 CITIGROUP GLOBAL MARKETS 17324CLA2 08/02/17 08/02/27 100.000 VARIES 2.7689 2.09 0.013998 0.013603 0.013203 0.012798 0.012387 4.85 4.56 CITIGROUP GLOBAL MARKETS 17324CLB0 09/01/17 03/03/23 100.000 0.500 2.7655 9.22 0.076818 0.077698 0.078580 0.079475 0.080382 28.02 28.66 CITIGROUP GLOBAL MARKETS 17324CLG9 09/01/17 09/01/22 100.000 0.000 2.6788 8.93 0.074410 0.075407 0.076417 0.077440 0.078477 27.21 27.94 CITIGROUP GLOBAL MARKETS 17324CLR5 08/17/17 08/17/27 100.000 VARIES 2.6967 1.96 0.014604 0.014202 0.013794 0.013381 0.012962 5.08 4.78 CITIGROUP GLOBAL MARKETS 17324CLU8 08/25/17 08/25/29 100.000 VARIES 2.5876 1.02 0.008129 0.007677 0.007219 0.006756 0.006286 2.73 2.40 CITIGROUP GLOBAL MARKETS 17324CM86 09/29/17 09/29/22 100.000 0.000 2.7794 7.10 0.077206 0.078279 0.079366 0.080469 0.081588 28.19 28.97 CITIGROUP GLOBAL MARKETS 17324CMJ2 09/21/17 09/21/27 100.000 VARIES 2.7273 1.46 0.014619 0.014212 0.013800 0.013382 0.012958 5.11 4.81 CITIGROUP GLOBAL MARKETS 17324CMP8 10/30/17 10/28/22 100.000 0.000 2.7828 4.72 0.077301 0.078365 0.079455 0.080561 0.081682 28.16 28.94 CITIGROUP GLOBAL MARKETS 17324CMQ6 10/31/17 05/01/23 100.000 0.750 2.8328 4.80 0.078688 0.079512 0.080344 0.081186 0.082041 28.58 29.18 CITIGROUP GLOBAL MARKETS 17324CN28 10/12/17 10/12/22 100.000 0.000 2.8215 6.19 0.078375 0.079480 0.080602 0.081739 0.082892 28.59 29.40 CITIGROUP GLOBAL MARKETS 17324CNA0 10/31/17 10/31/22 100.000 0.000 2.7777 4.71 0.077160 0.078231 0.079318 0.080419 0.081536 28.10 28.89 CITIGROUP GLOBAL MARKETS 17324CNH5 12/04/17 12/02/22 100.000 0.000 2.8697 2.15 0.079715 0.080846 0.082006 0.083183 0.084376 28.97 29.80 CITIGROUP GLOBAL MARKETS 17324CNJ1 12/04/17 06/02/23 100.000 0.750 2.9364 2.20 0.081565 0.082447 0.083352 0.084270 0.085201 29.57 30.23 CITIGROUP GLOBAL MARKETS 17324CPJ9 12/26/17 12/23/22 100.000 0.000 2.9644 0.41 0.082345 0.083545 0.084783 0.086040 0.087315 29.88 30.77 CITIGROUP GLOBAL MARKETS 17324CQ74 12/20/17 06/21/23 100.000 0.000 2.9374 0.90 0.081601 0.082799 0.084015 0.085249 0.086501 29.62 30.49 CITIGROUP GLOBAL MARKETS 17324CQ90 01/30/18 01/30/23 100.000 0.000 3.1864 0.088511 0.089921 0.091354 0.092809 29.51 33.07 CITIGROUP GLOBAL MARKETS 17324CZZ2 08/31/17 02/28/23 100.000 0.000 2.7931 9.39 0.077585 0.078657 0.079755 0.080869 0.081998 28.39 29.19 Citigroup Global Markets 17324P156 05/05/16 11/03/23 100.000 0.000 2.9324 49.40 0.085077 0.086324 0.087590 0.088874 0.090177 31.00 31.91 Citigroup Global Markets 17324P248 06/03/16 12/05/23 100.000 0.000 2.8709 46.02 0.083246 0.084440 0.085653 0.086882 0.088129 30.25 31.12 Citigroup Global Markets 17324P396 08/03/16 02/05/24 100.000 0.000 2.5904 37.00 0.073843 0.074800 0.075768 0.076750 0.077744 27.04 27.74 Citigroup Global Markets 17324P784 10/05/16 04/03/24 100.000 0.000 2.6555 33.24 0.075723 0.076729 0.077747 0.078780 0.079826 27.62 28.36 Citigroup Global Markets 17325E242 01/05/17 07/03/24 100.000 0.000 3.3441 33.34 0.094429 0.096008 0.097613 0.099245 0.100905 34.85 36.02 Citigroup Global Market 17325E275 03/03/17 03/03/22 100.000 0.000 3.0465 25.37 0.085913 0.087222 0.088550 0.089899 0.091269 31.48 32.44 Citigroup Global Markets 17325E408 03/01/17 03/01/22 100.000 0.000 2.8923 24.24 0.081504 0.082683 0.083879 0.085092 0.086322 29.84 30.71 Citigroup Global Markets 17325E804 04/12/17 12/12/24 100.000 0.000 3.3138 23.97 0.094091 0.095650 0.097235 0.098846 0.100483 34.21 35.36 Citigroup Global Markets 17325K156 05/24/17 05/24/22 100.000 0.000 2.7177 16.42 0.076516 0.077556 0.078610 0.079678 0.080761 27.81 28.57 CITIGROUP GLOBAL MARKETS 17325K263 07/06/17 01/03/24 100.000 0.000 3.1136 15.14 0.086490 0.087814 0.089181 0.090569 0.091979 31.85 32.85 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ CITIGROUP GLOBAL MARKETS 17325K511 09/14/17 09/15/22 100.000 0.000 2.7285 8.11 0.075798 0.076832 0.077880 0.078943 0.080020 27.69 28.45 CITIGROUP GLOBAL MARKETS 17325K776 08/03/17 02/05/24 100.000 0.000 3.0276 12.45 0.084113 0.085386 0.086679 0.087991 0.089323 30.88 31.83 CITIGROUP GLOBAL MARKETS 17325K792 09/14/17 09/14/23 100.000 0.000 2.8890 8.59 0.080251 0.081411 0.082587 0.083780 0.084990 29.35 30.20 CITIGROUP GLOBAL MARKETS 17326E365 12/06/17 12/06/22 100.000 0.000 2.9046 2.02 0.080684 0.081856 0.083045 0.084251 0.085474 29.32 30.17 CITIGROUP GLOBAL MARKETS 17326E530 01/03/18 01/04/23 100.000 0.000 2.9118 0.080889 0.082067 0.083261 0.084474 29.17 30.19 Clark CNTY SCH DIST, NV 181059QF6 07/08/10 06/15/24 91.490 5.510 6.4445 36.38 0.017188 0.017742 0.018313 0.018903 0.019512 6.31 6.72 Clark CNTY SCH DIST, NV 181059QG4 07/08/10 06/15/20 94.976 5.510 6.1946 34.87 0.016327 0.016833 0.017354 0.017892 0.018446 5.99 6.36 Clark CNTY SCH DIST, NV 181059QH2 07/08/10 06/15/20 94.976 5.510 6.1946 34.87 0.016327 0.016833 0.017354 0.017892 0.018446 5.99 6.36 Clinton Counties, IL 187327AX9 09/10/15 12/01/18 100.000 VARIES 2.4410 0.067812 0.067809 22.38 Clinton & Wash CNTYS, IL 187327AY7 09/30/16 12/01/21 110.588 4.750 2.5511 35.09 0.076753 0.076049 0.075336 0.074614 0.073882 27.46 26.95 Clinton & Wash CNTYS, IL 187327AZ4 09/30/16 12/01/20 99.603 2.200 2.3004 28.72 0.063715 0.063745 0.063775 0.063806 0.063837 22.94 22.97 Clinton & Wash CNTYS, IL 187327BA8 09/30/16 12/01/22 112.683 5.000 2.7510 38.56 0.084394 0.083645 0.082885 0.082115 0.081334 30.20 29.65 Kaskaskia Community Coll 187350EW9 02/19/16 12/01/18 105.525 4.000 1.9513 37.93 0.055298 0.054754 18.15 Kaskaskia Community Coll 187350EX7 02/19/16 12/01/19 106.497 4.000 2.2011 43.27 0.063283 0.062756 0.062224 0.061686 22.66 20.44 Coles Counties, IL 193792ER5 11/26/13 12/01/18 99.308 VARIES N/A 0.087373 0.087436 28.84 Coles Counties, IL 193792ET1 11/26/13 12/01/20 99.346 VARIES N/A 0.106821 0.106872 0.106924 0.106977 0.107031 38.47 38.51 Coles Counties, IL 193792EU8 11/26/13 12/01/21 105.395 VARIES 4.2404 0.121048 0.120670 0.120283 0.119889 0.119486 43.49 43.21 Coles Counties, IL 193792EV6 11/26/13 12/01/22 104.771 VARIES 4.3909 0.125272 0.124973 0.124667 0.124355 0.124036 45.03 44.81 Coles Counties, IL 193792EW4 11/26/13 12/01/23 99.115 VARIES 4.5919 0.126612 0.126681 0.126751 0.126824 0.126897 45.60 45.65 Coles Counties, IL 193792EX2 11/26/13 12/01/23 99.043 VARIES 4.7528 0.130980 0.131056 0.131134 0.131214 0.131296 47.17 47.23 Coles Counties, IL 193792EY0 11/26/13 12/01/23 98.985 VARIES 4.9628 0.136703 0.136786 0.136872 0.136960 0.137050 49.23 49.29 Coles Counties, IL 193792EZ7 11/26/13 12/01/23 98.936 VARIES 5.1717 0.142399 0.142490 0.142583 0.142679 0.142777 51.29 51.35 Coles Counties, IL 193792FA1 11/26/13 12/01/23 98.886 VARIES 5.3302 0.146706 0.146803 0.146903 0.147006 0.147111 52.84 52.91 Coles Counties, IL 193792FB9 11/26/13 12/01/23 99.347 VARIES 5.4215 0.149671 0.149738 0.149806 0.149876 0.149948 53.90 53.95 Coles Counties, IL 193792FC7 11/26/13 12/01/23 99.318 VARIES 5.5264 0.152532 0.152602 0.152674 0.152747 0.152823 54.93 54.98 Coles & Cumberland CNTYS 193792FD5 11/26/13 12/01/23 99.293 VARIES 5.6308 0.155381 0.155455 0.155530 0.155607 0.155687 55.95 56.01 Coles Counties, IL 193792FE3 11/26/13 12/01/23 99.301 VARIES 5.9329 0.163711 0.163788 0.163868 0.163949 0.164034 58.95 59.01 Coles Counties, IL 193792FF0 11/26/13 12/01/23 99.314 VARIES 6.2344 0.172027 0.172107 0.172190 0.172276 0.172364 61.95 62.01 Coles Counties, IL 193792FG8 11/26/13 12/01/23 99.331 VARIES 6.5352 0.180330 0.180414 0.180500 0.180589 0.180680 64.94 65.00 Coles Counties, IL 193792FH6 11/26/13 12/01/23 118.448 VARIES 6.4777 0.201765 0.200248 0.198682 0.197064 0.195395 72.27 71.14 Comcast Corporation 200300507 10/15/99 10/15/29 100.000 2.000 10.5154 1.551950 1.630626 1.713439 1.800606 1.892356 585.14 646.13 Comcast Corporation 200300606 11/15/99 11/15/29 100.000 2.000 10.3811 1.494882 1.569590 1.648177 1.730843 1.817799 558.66 616.03 Compucredit Corporation 20478NAA8 05/27/05 05/30/25 100.000 VARIES 9.1299 0.557639 0.568453 0.599008 0.610953 0.640591 206.85 222.17 Compucredit Corporation 20478NAB6 05/27/05 05/30/25 100.000 VARIES 9.1299 0.557639 0.568453 0.599008 0.610953 0.640591 206.85 222.17 CompuCredit Corporation 20478NAC4 11/23/05 11/15/35 100.000 5.786 N/A 0.396777 0.413417 0.416997 0.434847 0.438975 150.95 158.82 CompuCredit Corporation 20478NAD2 11/23/05 11/15/35 100.000 5.786 N/A 0.396777 0.413417 0.416997 0.434847 0.438975 150.95 158.82 Convergys Corporation 212485AE6 10/13/09 09/15/29 114.396 VARIES 14.1017 1.008789 1.068656 1.132744 1.201350 1.274794 387.08 435.19 Cook County, Illinois 213309KT3 04/28/05 12/01/18 46.339 0.000 5.7396 486.11 0.150662 0.154986 50.50 Cook County, Illinois 213309KU0 04/28/05 12/01/19 43.603 0.000 5.7697 460.73 0.143036 0.147163 0.151408 0.155776 52.49 50.75 Cook County, Illinois 213309KV8 04/28/05 12/01/20 40.881 0.000 5.8197 437.17 0.136100 0.140061 0.144136 0.148330 0.152647 49.95 52.90 COOK CNTY ILL SCH DIST N 214183KP9 06/15/10 06/01/30 25.818 0.000 6.8998 172.58 0.082088 0.084920 0.087850 0.090881 0.094016 30.23 32.36 COOK CNTY ILL SCH DIST N 214183KR5 06/15/10 12/01/26 33.796 0.000 6.6998 217.74 0.102844 0.106289 0.109849 0.113529 0.117332 37.85 40.43 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ COOK CNTY ILL SCH DIST N 214183KS3 06/15/10 12/01/27 31.375 0.000 6.7498 204.02 0.096535 0.099793 0.103161 0.106643 0.110242 35.54 37.98 COOK CNTY ILL SCH DIST N 214183KT1 06/15/10 12/01/28 29.098 0.000 6.7998 190.98 0.090521 0.093599 0.096781 0.100072 0.103474 33.33 35.63 COOK CNTY ILL SCH DIST N 214183KU8 06/15/10 12/01/29 26.961 0.000 6.8498 178.58 0.084795 0.087700 0.090703 0.093810 0.097023 31.23 33.40 Cook County, IL SD #89 214201GF6 12/13/07 12/01/18 52.014 0.000 6.0498 426.75 0.158328 0.163117 53.11 Cook County, IL SD #89 214201GG4 12/13/07 12/01/19 48.439 0.000 6.1498 406.06 0.151337 0.155991 0.160787 0.165731 55.60 53.95 Cook County, IL SD #89 214201GH2 12/13/07 12/01/20 45.022 0.000 6.2498 385.53 0.144339 0.148850 0.153501 0.158298 0.163244 53.05 56.42 Cook County, IL SD #89 214201GJ8 12/13/07 12/01/21 41.765 0.000 6.3499 365.23 0.137363 0.141724 0.146224 0.150867 0.155656 50.50 53.76 Cook County, IL SD #89 214201GK5 12/13/07 12/01/22 38.951 0.000 6.3998 344.19 0.129740 0.133891 0.138176 0.142597 0.147160 47.71 50.81 Cook County, IL SD #89 214201GL3 12/13/07 12/01/23 36.291 0.000 6.4499 324.02 0.122414 0.126362 0.130437 0.134644 0.138986 45.02 47.97 Cook County, IL SD #89 214201GM1 12/13/07 12/01/24 33.947 0.000 6.4699 304.35 0.115085 0.118808 0.122651 0.126619 0.130715 42.33 45.11 Cook County, IL SD #89 214201GP4 11/29/10 12/15/24 34.234 0.000 7.7796 245.80 0.126659 0.131585 0.136704 0.142021 0.147546 46.64 50.34 Cook County, IL SD #89 214201GQ2 11/29/10 12/15/25 30.724 0.000 7.9997 228.58 0.118645 0.123390 0.128326 0.133458 0.138796 43.72 47.29 Cook County, IL SD #89 214201GR0 11/29/10 12/15/26 109.444 VARIES 7.6950 0.228203 0.227631 0.227038 0.226422 0.225782 82.03 81.60 Cook County, IL SD #89 214201GS8 11/29/10 12/15/26 27.332 0.000 8.2497 211.53 0.110702 0.115269 0.120023 0.124974 0.130129 40.82 44.26 Cook County, Illinois 214471HQ0 12/30/02 12/01/22 21.989 0.000 7.7497 468.27 0.147189 0.152893 0.158817 0.164971 0.171363 54.36 58.66 Cook County, IL SD #123 214651KA8 10/15/07 12/01/18 51.240 0.000 6.0992 434.07 0.159543 0.164409 53.53 Cook County, IL SD #123 214651KB6 10/15/07 12/01/19 48.025 0.000 6.1393 410.37 0.151110 0.155748 0.160529 0.165457 55.52 53.86 Cook County, IL SD #123 214651KC4 10/15/07 12/01/20 44.691 0.000 6.2294 389.32 0.143953 0.148437 0.153061 0.157828 0.162744 52.90 56.25 Cook County, IL SD #123 214651KD2 10/15/07 12/01/21 41.802 0.000 6.2695 367.26 0.136047 0.140311 0.144710 0.149246 0.153924 50.00 53.19 Cook County, IL SD #123 214651KE0 10/15/07 12/01/22 39.242 0.000 6.2794 345.50 0.128044 0.132064 0.136210 0.140487 0.144898 47.06 50.07 Cook County, IL SD #123 214651KF7 10/15/07 12/01/23 36.831 0.000 6.2895 324.96 0.120490 0.124279 0.128187 0.132218 0.136376 44.29 47.12 Cook County, IL SD #123 214651KG5 10/15/07 12/01/24 34.562 0.000 6.2995 305.59 0.113357 0.116928 0.120611 0.124410 0.128328 41.67 44.34 Cook County, IL SD #123 214651KH3 10/15/07 12/01/25 32.426 0.000 6.3096 287.31 0.106627 0.109991 0.113461 0.117041 0.120733 39.20 41.71 Cook County, IL SD #123 214651KJ9 10/15/07 12/01/26 30.417 0.000 6.3195 270.07 0.100276 0.103444 0.106713 0.110084 0.113563 36.86 39.23 Cook County, IL SD #123 214651KK6 10/15/07 06/01/27 29.429 0.000 6.3296 261.85 0.097269 0.100347 0.103523 0.106799 0.110179 35.76 38.06 Cook County, Illinois 214723CV8 09/07/05 12/01/19 46.971 0.000 5.3794 433.60 0.134377 0.137991 0.141703 0.145514 49.25 47.45 Cook County, Illinois 214723CW6 09/07/05 12/01/20 44.082 0.000 5.4495 414.08 0.128826 0.132336 0.135942 0.139646 0.143451 47.22 49.83 Cook County, Illinois 214723CX4 09/07/05 12/01/21 41.315 0.000 5.5195 394.85 0.123314 0.126717 0.130214 0.133807 0.137500 45.21 47.74 Cook County, Illinois 214723CY2 09/07/05 12/01/22 38.734 0.000 5.5795 375.65 0.117704 0.120988 0.124363 0.127832 0.131399 43.16 45.61 Cook County, Illinois 214723CZ9 09/07/05 12/01/23 36.271 0.000 5.6396 356.93 0.112208 0.115372 0.118625 0.121970 0.125410 41.16 43.51 Cook County, Illinois 214723DA3 09/07/05 12/01/24 33.990 0.000 5.6895 338.53 0.106714 0.109750 0.112872 0.116083 0.119385 39.15 41.41 Cook County, SD #133, IL 214813CA3 06/26/12 12/15/20 97.998 5.000 5.2964 12.01 0.007038 0.007225 0.007416 0.007612 0.007814 2.57 2.71 Cook County, IL SD #148 215075FA5 07/09/08 12/01/27 94.524 6.000 6.5008 0.013333 0.013775 0.014231 0.014702 0.015189 4.91 5.24 Cook County, IL SD #153 215183GP3 05/14/08 12/15/18 51.329 0.000 6.3995 428.33 0.166911 0.172252 58.38 Cook County, IL SD #153 215183GQ1 05/14/08 12/15/19 47.338 0.000 6.5594 408.08 0.160141 0.165393 0.170817 0.176419 58.77 59.77 Cook County, IL 215219FN1 06/30/03 12/01/18 44.637 0.000 5.2998 506.86 0.139714 0.143417 46.77 Cook County, Illinois 215219FP6 06/30/03 12/01/19 41.690 0.000 5.3998 486.06 0.134833 0.138473 0.142212 0.146052 49.42 47.62 Cook County, Illinois 215219FQ4 06/30/03 12/01/20 39.193 0.000 5.4498 462.97 0.128832 0.132343 0.135949 0.139654 0.143459 47.23 49.83 Cook County, Illinois 215219FR2 06/30/03 12/01/21 36.482 0.000 5.5497 442.25 0.123843 0.127280 0.130812 0.134442 0.138172 45.41 47.97 Cook County, Illinois 215219FS0 06/30/03 12/01/22 33.892 0.000 5.6497 421.51 0.118780 0.122136 0.125586 0.129134 0.132781 43.57 46.07 Cook County, Illinois 215219GD2 06/02/05 12/01/18 49.294 0.000 5.3101 460.20 0.139971 0.143688 46.86 Cook County, Illinois 215219GE0 06/02/05 12/01/19 46.448 0.000 5.3601 439.15 0.133945 0.137535 0.141221 0.145005 49.08 47.28 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Cook County, Illinois 215219GF7 06/02/05 12/01/20 43.922 0.000 5.3801 417.37 0.127444 0.130872 0.134393 0.138008 0.141721 46.71 49.25 Cook County, Illinois 215219GG5 06/02/05 12/01/21 41.054 0.000 5.4700 398.98 0.122444 0.125793 0.129233 0.132768 0.136399 44.89 47.38 Cook County, Illinois 215219GH3 06/02/05 12/01/22 38.699 0.000 5.5000 378.90 0.116478 0.119681 0.122972 0.126354 0.129828 42.70 45.08 Cook County Illinios 215219GQ3 06/02/05 12/01/23 36.261 0.000 5.5601 360.33 0.111141 0.114231 0.117406 0.120670 0.124025 40.75 43.05 Cook County Illinois 215219GR1 06/02/05 12/01/24 34.002 0.000 5.6101 342.04 0.105795 0.108762 0.111813 0.114950 0.118174 38.80 41.01 Cook County, IL 215219HD1 06/29/06 12/01/18 47.405 0.000 6.0996 472.42 0.159553 0.164419 53.53 Cook County, IL 215219HE9 06/29/06 12/01/19 44.524 0.000 6.1197 445.71 0.150685 0.155295 0.160047 0.164944 55.36 53.70 Cook County, IL 215219HF6 06/29/06 12/01/20 41.744 0.000 6.1497 420.68 0.142440 0.146820 0.151334 0.155988 0.160784 52.33 55.60 Cook County, IL 215219HG4 06/29/06 12/01/21 39.173 0.000 6.1697 396.53 0.134401 0.138547 0.142821 0.147227 0.151768 49.38 52.48 Cook County, IL 215219HH2 06/29/06 12/01/22 36.688 0.000 6.1997 373.85 0.126907 0.130841 0.134897 0.139078 0.143389 46.63 49.57 Cook County, IL 215219HJ8 06/29/06 12/01/23 34.398 0.000 6.2198 352.07 0.119638 0.123358 0.127194 0.131150 0.135229 43.97 46.74 Cook County, IL 215219HK5 06/29/06 12/01/24 32.181 0.000 6.2498 331.57 0.112843 0.116369 0.120006 0.123756 0.127623 41.47 44.11 Cook County, IL 215219HL3 06/29/06 12/01/25 30.147 0.000 6.2697 311.97 0.106282 0.109613 0.113050 0.116594 0.120249 39.06 41.55 Cook County, IL 215219HM1 06/29/06 06/01/26 29.062 0.000 6.2997 302.73 0.103288 0.106542 0.109897 0.113359 0.116930 37.97 40.40 Cook County, IL 215219JM9 06/29/06 12/01/18 47.405 0.000 6.0996 472.42 0.159553 0.164419 53.53 Cook County, IL 215219JN7 06/29/06 12/01/19 44.524 0.000 6.1197 445.71 0.150685 0.155295 0.160047 0.164944 55.36 53.70 Cook County, IL SD # 155 215219JR8 10/08/09 12/01/23 39.094 0.000 6.7493 284.31 0.125889 0.130138 0.134529 0.139069 0.143763 46.34 49.52 Cook County, IL SD #155 215219JS6 10/08/09 12/01/24 36.316 0.000 6.7994 266.61 0.118276 0.122297 0.126455 0.130754 0.135199 43.55 46.56 Cook County, IL SD#155 215219JT4 10/08/09 12/01/25 33.703 0.000 6.8494 249.76 0.111010 0.114811 0.118743 0.122810 0.127016 40.88 43.73 Cook County, IL SD #155 215219JU1 10/08/09 12/01/26 31.248 0.000 6.8993 233.74 0.104083 0.107674 0.111388 0.115231 0.119206 38.34 41.03 Cook County, IL SD #155 215219JV9 10/08/09 12/01/27 28.691 0.000 6.9993 218.62 0.097718 0.101138 0.104677 0.108341 0.112132 36.00 38.57 Cook County, IL SD #155 215219JW7 10/08/09 12/01/28 26.292 0.000 7.0995 204.05 0.091547 0.094797 0.098162 0.101646 0.105255 33.74 36.18 Cook County, IL SD #155 215219JX5 10/08/09 06/01/29 25.151 0.000 7.1494 196.97 0.088539 0.091704 0.094982 0.098377 0.101894 32.64 35.01 Cook County SD #162, IL 215291LJ2 06/30/11 12/01/18 69.321 0.000 4.9996 262.57 0.132186 0.135491 44.22 Cook County SD #162, IL 215291LK9 06/30/11 12/01/19 64.641 0.000 5.2495 259.09 0.131464 0.134914 0.138455 0.142089 48.16 46.34 Cook County SD #162, IL 215291LL7 06/30/11 12/01/20 59.985 0.000 5.4995 253.84 0.129818 0.133388 0.137055 0.140824 0.144696 47.59 50.25 Cook County SD #162, IL 215291LM5 06/30/11 12/01/21 55.395 0.000 5.7496 247.00 0.127310 0.130970 0.134735 0.138609 0.142593 46.71 49.44 Cook County SD #162, IL 215291LP8 06/30/11 12/01/23 47.270 0.000 6.1247 227.16 0.118462 0.122090 0.125829 0.129682 0.133653 43.52 46.23 Cook County SD #162, IL 215291LQ6 06/30/11 12/01/24 43.785 0.000 6.2495 215.54 0.112840 0.116366 0.120002 0.123752 0.127619 41.47 44.10 Cook County SD #162, IL 215291LT0 06/30/11 12/01/27 33.620 0.000 6.7497 181.57 0.096535 0.099793 0.103161 0.106642 0.110241 35.54 37.98 Cook County SD #162, IL 215291LU7 06/30/11 12/01/28 30.805 0.000 6.8747 170.11 0.090792 0.093913 0.097141 0.100480 0.103934 33.44 35.78 Cook County SD #162, IL 215291LV5 06/30/11 12/01/29 28.410 0.000 6.9497 158.97 0.085041 0.087996 0.091054 0.094218 0.097491 31.33 33.54 Cook County SD #162, IL 215291LW3 06/30/11 12/01/30 26.286 0.000 6.9997 148.38 0.079496 0.082278 0.085158 0.088138 0.091223 29.29 31.38 Corvallie, Benton County 2208855P8 03/12/02 01/01/19 31.935 0.000 6.9092 614.98 0.179318 0.185513 65.67 Corvallie, Benton County 2208855Q6 03/12/02 01/01/20 29.582 0.000 6.9592 576.31 0.168593 0.174459 0.180529 0.186811 61.75 66.12 Corvallie, Benton County 2208855R4 03/12/02 01/01/21 27.475 0.000 6.9894 539.00 0.157989 0.163510 0.169224 0.175138 57.87 61.99 Corvallie, Benton County 2208855S2 03/12/02 01/01/22 25.504 0.000 7.0194 503.80 0.147961 0.153154 0.158529 0.164093 54.20 58.07 Corvallie, Benton County 2208855T0 03/12/02 01/01/23 23.613 0.000 7.0594 470.76 0.138617 0.143510 0.148575 0.153819 50.78 54.43 Crawford CNTY, IL 224759EW6 10/30/14 12/01/18 114.429 VARIES 2.0510 0.059047 0.058015 19.30 Crawford CNTY, IL 224759EX4 10/30/14 12/01/19 115.947 VARIES 2.4008 0.071025 0.069960 0.068882 0.067792 25.31 22.53 Crawford CNTY, IL 224759EY2 10/30/14 12/01/20 99.160 VARIES 2.6504 0.073304 0.073355 0.073407 0.073459 0.073512 26.40 26.44 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Crawford CNTY, IL 224759EZ9 10/30/14 12/01/21 99.043 VARIES 2.9004 0.080111 0.080165 0.080220 0.080276 0.080332 28.85 28.89 Crawford CNTY, IL 224759FB1 10/30/14 12/01/23** 98.821 VARIES 3.1502 0.086793 0.086847 0.086902 0.086959 0.087016 31.26** 31.30 Credit Suisse USA, Inc. 22539T431 03/05/15 02/25/22 100.000 0.000 1.9373 0.056441 0.056988 0.057540 0.058098 0.058660 20.56 20.96 Credit Suisse USA, Inc. 22539TAB6 02/22/17 02/19/20 100.000 0.000 1.7619 15.18 0.049364 0.049799 0.050238 0.050680 0.051127 17.96 18.28 Credit Suisse USA, Inc. 22541HCW0 06/23/11 06/22/18 100.000 VARIES 3.6402 0.127824 21.86 Credit Suisse USA, Inc. 22541HDC3 01/18/13 01/21/20 100.000 0.000 1.3161 0.038784 0.039039 0.039296 0.039555 0.039815 14.09 14.28 Credit Suisse USA, Inc. 22542DFF2 02/28/17 02/28/24 103.000 0.125 2.1990 19.14 0.063569 0.064230 0.064898 0.065574 0.066256 23.17 23.65 Credit Suisse USA, Inc. 22545F136 01/02/15 12/28/21 100.000 0.000 2.1699 0.064293 0.064990 0.065695 0.066408 0.067129 23.28 23.78 Credit Suisse USA, Inc. 22546EB94 10/28/10 10/28/30 100.000 VARIES 4.9714 0.111445 0.111177 0.110904 0.110626 0.110342 40.04 39.84 Credit Suisse USA, Inc. 22546VMW3 10/30/15 10/31/25 100.000 1.500 2.5533 0.072048 0.071258 0.072835 0.072042 0.073237 26.20 26.46 Credit Suisse USA, Inc. 22546VP42 10/29/15 10/29/21 100.000 0.000 1.6599 0.047659 0.048054 0.048453 0.048855 0.049261 17.28 17.57 Credit Suisse USA, Inc. 22546VPQ3 11/30/15 11/28/25 100.000 1.500 2.5442 0.072172 0.072560 0.072953 0.073351 0.073754 26.08 26.36 Credit Suisse USA, Inc. 22546VPR1 11/30/15 11/28/23 100.000 0.000 1.9529 0.056392 0.056943 0.057499 0.058061 0.058627 20.44 20.84 Credit Suisse USA, Inc. 22546VPW0 11/30/15 05/30/23 100.000 0.000 1.9020 0.054872 0.055394 0.055921 0.056453 0.056990 19.88 20.26 Credit Suisse USA, Inc. 22546VQM1 11/24/15 11/19/20 100.000 0.000 1.6255 0.046628 0.047007 0.047389 0.047774 0.048163 16.89 17.16 Credit Suisse USA, Inc. 22546VR73 12/31/15 07/02/20 100.000 0.000 1.6700 0.047565 0.047963 0.048363 0.048767 0.049174 17.34 17.63 Credit Suisse USA, Inc. 22546VRL2 12/23/15 12/23/25 100.000 VARIES 2.4835 0.007833 0.007930 0.008029 0.008128 0.008229 2.84 2.91 Credit Suisse USA, Inc. 22546VRM0 12/28/15 12/27/22 100.000 0.500 1.9028 0.054357 0.054742 0.055131 0.055523 0.055919 19.64 19.92 Credit Suisse USA, Inc. 22546VTS5 01/29/16 01/29/21 100.000 0.000 1.7999 35.05 0.051360 0.051822 0.052289 0.052759 0.053234 18.71 19.05 Credit Suisse USA, Inc. 22546VTT3 01/29/16 07/30/20 100.000 0.000 1.8000 35.05 0.051363 0.051826 0.052292 0.052763 0.053238 18.71 19.05 Credit Suisse USA, Inc. 22546VTU0 02/05/16 11/01/19 100.000 0.000 1.8097 34.95 0.051870 0.052339 0.052813 0.053291 18.81 15.93 Credit Suisse USA, Inc. 22546VU79 01/22/16 04/22/21 100.000 0.000 1.7997 35.42 0.051585 0.052049 0.052518 0.052990 0.053467 18.72 19.06 Credit Suisse USA, Inc. 22546VUX2 02/10/16 02/10/26 100.000 VARIES 2.2723 11.73 0.016542 0.016105 0.015663 0.015216 0.015389 5.75 5.52 Credit Suisse USA, Inc. 22546VW77 02/26/16 02/26/21 100.000 0.000 1.8101 33.85 0.051657 0.052125 0.052597 0.053073 0.053553 18.80 19.14 Credit Suisse USA, Inc. 22546VY91 03/28/16 03/25/21 100.000 0.000 1.4700 26.10 0.041736 0.042043 0.042352 0.042663 0.042977 15.14 15.36 Credit Suisse USA, Inc. 22546VYY6 03/18/16 03/18/21 100.000 VARIES 1.9748 5.73 0.008681 0.008767 0.008854 0.008941 0.009029 3.16 3.22 Credit Suisse USA, Inc. 22547QER3 12/27/13 12/28/21 100.000 0.000 2.6361 0.081316 0.082388 0.083474 0.084574 0.085689 29.47 30.26 Credit Suisse USA, Inc. 22547QQF6 07/08/14 07/08/19 100.000 0.000 1.7800 0.052144 0.052608 0.053076 0.053549 19.02 10.01 Credit Suisse USA, Inc. 22547QXM3 01/30/15 01/29/21 100.000 0.000 1.5402 0.044454 0.044796 0.045141 0.045488 0.045839 16.17 16.42 Credit Suisse USA, Inc. 22547QY83 12/29/14 06/28/22 100.000 0.000 2.2049 0.065409 0.066130 0.066859 0.067596 0.068341 23.68 24.21 Credit Suisse USA, Inc. 22547QZ66 12/31/14 12/31/20 100.000 0.000 1.9589 0.057692 0.058258 0.058828 0.059404 0.059986 20.87 21.28 Credit Suisse USA, Inc. 22547QZ82 12/12/14 12/14/22 100.000 0.000 2.1598 0.063995 0.064687 0.065385 0.066091 0.066805 23.19 23.69 Credit Suisse USA, Inc. 22547W5D1 02/07/14 02/05/21 100.000 0.000 2.0912 0.062470 0.063123 0.063783 0.064450 0.065124 22.80 23.28 Credit Suisse USA, Inc. 22547WKH5 06/12/15 06/14/22 100.000 0.000 2.2646 0.066556 0.067310 0.068072 0.068843 0.069622 24.12 24.67 Credit Suisse USA, Inc. 22547WPN7 12/29/15 12/29/22 100.000 0.000 1.9233 0.055510 0.056044 0.056583 0.057127 0.057676 20.08 20.47 Creditt Suisse 22547WQ22 02/11/16 02/10/23 100.000 0.000 1.8032 34.50 0.051454 0.051918 0.052386 0.052858 0.053335 18.74 19.08 Credit Suisse USA, Inc. 22547WQ89 04/27/16 05/01/23 100.000 0.000 1.5175 25.69 0.043125 0.043453 0.043782 0.044115 0.044449 15.62 15.86 Credit Suisse USA, Inc. 22547WQA4 06/20/16 06/16/21 100.000 0.000 1.8619 28.78 0.053167 0.053662 0.054162 0.054666 0.055175 19.24 19.60 Credit Suisse USA, Inc. 22547WQB2 06/23/16 06/21/21 100.000 0.000 2.0800 32.06 0.058938 0.059225 0.060170 0.060464 0.061092 21.58 22.03 Credit Suisse USA, Inc. 22547WQE6 08/12/16 08/14/23 100.000 VARIES N/A 5.27 0.010685 0.010803 0.010922 0.010877 0.010832 3.90 3.91 Credit Suisse USA, Inc. 22548Q2Q7 04/28/16 04/28/26 100.000 VARIES 2.7488 15.93 0.025025 0.024227 0.023418 0.022597 0.022908 8.76 8.25 Credit Suisse USA, Inc. 22548Q3E3 04/14/16 04/14/26 100.000 VARIES 2.5023 10.07 0.014963 0.014168 0.014346 0.014525 0.014707 5.20 5.22 ----------------------------- ** These calculations may be revised. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Credit Suisse USA, Inc. 22548Q5R2 05/27/16 05/27/21 100.000 0.000 2.5650 41.49 0.074026 0.074976 0.075937 0.076911 0.077898 26.89 27.58 Credit Suisse USA, Inc. 22548Q6L4 05/20/16 05/20/31 100.000 VARIES 3.7259 60.13 0.103501 0.103502 0.103501 0.103499 0.103498 37.26 37.26 Credit Suisse USA, Inc. 22548QHX6 09/28/16 09/26/24 100.000 0.000 1.3289 16.81 0.037405 0.037653 0.037903 0.038155 0.038409 13.56 13.74 Credit Suisse USA, Inc. 22548QKG9 10/28/16 10/30/23 100.000 0.000 1.6003 18.91 0.045172 0.045533 0.045898 0.046265 0.046635 16.37 16.63 Credit Suisse USA, Inc. 22548QL37 10/20/16 10/20/26 100.000 VARIES 2.2705 8.00 0.018002 0.017544 0.017081 0.016613 0.016139 6.33 6.00 Credit Suisse USA, Inc. 22548QN35 11/28/16 11/28/23 100.000 0.000 1.9557 21.48 0.055393 0.055934 0.056481 0.057034 0.057591 20.07 20.47 Credit Suisse USA, Inc. 22548QV28 02/09/17 03/09/18 100.000 0.000 1.2460 11.18 0.034863 2.37 Credit Suisse USA, Inc. 22548X2E9 12/05/16 12/05/23 100.000 0.125 2.0339 21.93 0.057580 0.058130 0.058686 0.059248 0.059815 20.86 21.26 CREDIT SUISSE AG (NASSAU 22549E606 04/05/18 04/05/23 100.000 0.000 3.4300 0.095278 0.096912 0.098574 0.100265 25.48 35.48 CREDIT SUISSE AG NASSAU 22549K2A4 06/23/17 06/24/24 100.000 0.500 1.9627 10.25 0.054926 0.055329 0.055737 0.056147 0.056563 19.85 20.14 CREDIT SUISSE AG (NASSAU 22549M137 05/03/18 05/06/25 100.000 0.000 3.7900 0.105278 0.105311 0.107307 0.109340 0.111412 25.17 39.22 CREDIT SUISSE AG (LONDON 22549M780 08/03/18 08/03/22 100.000 0.000 2.9664 0.082399 0.083621 0.084861 12.20 30.25 Credit Suisse USA, Inc. 2254M0CR5 02/18/11 02/18/21 100.000 VARIES 2.0492 0.011321 0.011437 0.011554 0.011673 0.011792 4.13 4.21 Credit Suisse USA, Inc. 2254M0HP4 09/06/11 09/06/18** 100.000 VARIES 1.6150 0.000000 0.000000 0.00** CREDIT SUISSE AG (NASSAU 22550BMY6 10/31/17 04/28/23 100.000 0.000 2.2940 3.89 0.063723 0.064446 0.065185 0.065933 0.066689 23.16 23.70 CREDIT SUISSE AG (LONDON 22550WEK9 02/27/18 03/04/19 100.000 0.000 2.4802 0.068894 0.068927 0.069782 21.05 4.40 CREDIT SUISSE AG, (NASSA 22550WHJ9 03/07/18 03/07/23 100.000 0.000 3.2901 0.091390 0.092894 0.094422 0.095975 27.04 34.07 CREDIT SUISSE AG, (NASSA 22550WHK6 03/08/18 03/05/21 100.000 0.000 3.0200 0.083890 0.085136 0.086421 0.087726 24.72 31.18 CREDIT SUISSE AG (LONDON 22550WNS2 04/18/18 04/18/23 100.000 0.000 3.4700 0.096388 0.098060 0.099761 0.101492 24.51 35.86 CREDIT SUISSE AG (LONDON 22550WP43 04/30/18 04/28/23 100.000 0.000 3.5000 0.097224 0.098906 0.100637 0.102398 23.54 36.14 CREDIT SUISSE AG (LONDON 22550WR82 05/30/18 11/29/22 100.000 0.000 2.8700 0.079724 0.080861 0.082022 0.083199 16.86 29.39 CREDIT SUISSE AG (LONDON 22550WRD1 06/05/18 06/03/21 100.000 0.000 2.8999 0.080554 0.081709 0.082893 0.084095 16.63 29.70 CREDIT SUISSE AG (NASSAU 22550WTN7 05/21/18 05/21/20 100.000 0.000 2.8198 0.078328 0.079432 0.080552 0.081688 17.28 28.89 CREDIT SUISSE AG (NASSAU 22550WTR8 05/21/18 11/21/19 100.000 0.000 2.6903 0.074731 0.075736 0.076755 16.48 24.42 CREDIT SUISSE AG (NASSAU 22550WUG0 05/31/18 05/29/20 100.000 0.000 2.6997 0.074993 0.076000 0.077026 0.078065 15.86 27.61 CREDIT SUISSE AG (NASSAU 22550WUH8 05/31/18 11/29/19 100.000 0.000 2.5997 0.072213 0.073146 0.074097 15.27 24.16 CREDIT SUISSE AG (LONDON 22550WVQ7 07/05/18 07/02/21 100.000 0.000 2.8699 0.079721 0.080846 0.082006 14.03 29.31 CREDIT SUISSE AG (LONDON 22550WX77 06/29/18 12/31/20 100.000 0.000 2.7629 0.076753 0.077814 0.078889 0.079979 13.97 28.21 CREDIT SUISSE AG (LONDON 22550WXB8 06/29/18 12/31/19 100.000 0.000 2.7649 0.076809 0.077871 0.078948 13.98 28.15 CREDIT SUISSE AG (LONDON 22550WY76 07/02/18 07/02/20 100.000 0.000 2.7699 0.076942 0.078008 0.079088 13.77 28.28 CREDIT SUISSE AG (LONDON 22550WYM3 08/03/18 08/04/21 100.000 0.000 2.9399 0.081669 0.082870 0.084088 12.09 29.97 CREDIT SUISSE AG (LONDON 22550WZX8 07/27/18 01/28/21 100.000 0.000 2.9400 0.081673 0.082873 0.084091 12.58 29.99 CREDIT SUISSE AG (LONDON 22551L2C3 09/06/18 09/03/21 100.000 0.000 2.8600 0.079444 0.080561 0.081713 9.14 29.07 CREDIT SUISSE AG (LONDON 22551L2R0 08/31/18 03/04/21 100.000 0.000 2.8797 0.079992 0.080018 0.081170 0.082339 9.68 29.29 CREDIT SUISSE AG (LONDON 22551L3J7 08/20/18 08/20/20 100.000 0.000 2.8198 0.078328 0.079432 0.080552 10.26 28.69 CREDIT SUISSE AG (LONDON 22551L3R9 08/10/18 08/12/25 100.000 0.000 2.9800 0.082777 0.082791 0.084025 0.085277 11.67 30.37 CREDIT SUISSE AG (LONDON 22551L4K3 08/31/18 08/31/20 100.000 0.000 2.8500 0.079167 0.080282 0.081439 9.58 28.98 CREDIT SUISSE AG (LONDON 22551L6Z8 09/28/18 03/30/21 100.000 0.000 3.0401 0.084447 0.084461 0.085745 0.087048 7.85 30.87 City of Crest Hill, IL 225903BX0 12/01/10 05/01/23 94.618 4.800 5.4005 26.32 0.012443 0.012779 0.013124 0.013478 0.013842 4.58 4.83 DEUTSCHE BANK AG NEW YOR 251526BU2 06/01/18 08/20/20 97.791 2.950 3.9995 0.026698 0.026932 0.027471 0.028020 5.64 9.94 DEUTSCHE BANK AG 251526BV0 06/01/18 01/13/21 97.629 3.125 4.0894 0.024095 0.024210 0.024705 0.025210 5.08 8.97 DEUTSCHE BANK AG NEW YOR 251526BW8 06/01/18 05/12/21 97.843 3.375 4.1601 0.019316 0.019675 0.020085 0.020503 4.07 7.20 ----------------------------- ** These calculations may be revised. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ DEUTSCHE BANK AG (LONDON 251526BY4 06/01/18 05/30/24 95.400 3.700 4.5860 0.018752 0.019180 0.019619 0.020069 3.95 7.01 DEUTSCHE BANK AG 251526BZ1 06/01/18 01/13/26 95.724 4.100 4.7762 0.013111 0.013184 0.013499 0.013821 2.77 4.91 Deutsche Bank AG 25152R2S1 07/31/15 07/31/25 100.000 VARIES 3.0783 74.35 0.085208 0.085318 0.085430 0.085492 0.085554 30.73 30.78 Deutsche Bank AG 25152R5G4 05/26/16 05/26/26 100.000 VARIES 3.0802 48.77 0.083548 0.082857 0.082154 0.081441 0.081793 29.90 29.43 Deutsche Bank AG 25152R6M0 09/07/16 09/08/26 100.000 VARIES 3.0640 40.07 0.083747 0.083051 0.082345 0.081627 0.080899 29.87 29.35 Deutsche Bank AG 25152RAT0 12/20/12 12/20/22 100.000 0.000 1.6453 0.049606 0.050014 0.050426 0.050840 0.051259 17.94 18.24 Deutsche Bank AG 25152RUV3 01/31/13 01/31/33 100.000 VARIES 2.3745 0.059152 0.059020 0.059256 0.059495 0.059736 21.29 21.45 Deutsche Bank AG 25152RUY7 03/15/13 03/15/33 100.000 VARIES 2.5035 0.061849 0.061753 0.062024 0.062298 0.062576 22.27 22.44 Deutsche Bank AG 25152RUZ4 03/28/13 03/28/18 100.000 VARIES 1.5000 0.041811 3.64 Deutsche Bank AG 25152RVB6 05/23/13 05/23/18 100.000 VARIES 1.6238 0.045276 6.43 Deutsche Bank AG 25152RVD2 06/28/13 06/28/33 100.000 VARIES 2.0551 0.051405 0.051415 0.051671 0.051931 0.052192 18.51 18.65 Deutsche Bank AG 25152RVT7 03/31/14 03/31/34 100.000 VARIES 1.1016 0.025646 0.025667 0.025809 0.025951 0.026094 9.25 9.34 Deutsche Bank AG 25152RXB4 06/30/14 06/30/34 100.000 VARIES 1.0463 0.024683 0.024641 0.024747 0.024853 0.024983 8.88 8.93 Deutsche Bank AG 25152RXC2 08/28/14 08/28/34 100.000 VARIES 0.8844 0.021171 0.021251 0.021331 0.021426 0.021520 7.66 7.72 Deutsche Bank AG 25152RXE8 09/30/14 09/30/29 100.000 VARIES 1.1689 0.028743 0.028730 0.028717 0.028812 0.028907 10.34 10.37 DEUTSCHE BANK AG (LONDON 25155MBP5 06/15/17 12/15/22 98.650 3.000 3.2702 1.23 0.006382 0.006486 0.006592 0.006700 0.006809 2.32 2.40 DEUTSCHE BANK AG (LONDON 25155MDP3 09/08/17 09/08/22 98.750 2.500 2.7694 0.74 0.006523 0.006613 0.006705 0.006797 0.006891 2.38 2.45 DEUTSCHE BANK AG (LONDON 25155MFV8 11/24/17 11/24/20 99.175 2.350 2.6378 0.27 0.007391 0.007488 0.007587 0.007687 0.007789 2.69 2.76 DEUTSCHE BANK AG (LONDON 25155MHY0 02/08/18 08/08/21 99.050 3.000 3.2896 0.007176 0.007294 0.007414 0.007536 2.33 2.68 DEUTSCHE BANK AG (LONDON 25155MJV4 02/23/18 02/23/21 99.175 3.000 3.2911 0.007331 0.007451 0.007574 0.007698 2.27 2.74 DEUTSCHE BANK AG (LONDON 25155MJZ5 02/28/18 02/27/20 100.000 0.000 1.5246 0.042351 0.042672 0.042998 0.043325 12.87 15.50 DEUTSCHE BANK AG (LONDON 25155MKA8 03/07/18 03/05/20 100.000 0.000 1.6423 0.045620 0.045991 0.046369 0.046749 13.46 16.71 DEUTSCHE BANK AG (LONDON 25155MKM2 03/13/18 05/01/23 100.000 1.000 3.7501 0.104168 0.104550 0.105990 0.107456 0.108950 30.18 38.60 DEUTSCHE BANK AG (LONDON 25155MKN0 03/29/18 03/29/20 99.450 3.000 3.2864 0.007453 0.007576 0.007700 0.007827 2.04 2.77 DEUTSCHE BANK AG (LONDON 25155MKU4 04/23/18 05/01/23 103.000 1.000 3.9232 0.112248 0.113979 0.115670 0.117394 27.94 41.54 DEUTSCHE BANK AG (LONDON 25155MKV2 04/25/18 04/25/20 99.450 3.150 3.4369 0.007445 0.007573 0.007703 0.007835 1.84 2.77 DEUTSCHE BANK AG (LONDON 25155MKZ3 05/10/18 05/10/21 99.175 3.500 3.7935 0.007285 0.007423 0.007564 0.007707 1.69 2.71 DEUTSCHE BANK AG (LONDON 25155MLE9 05/24/18 02/24/20 99.575 3.000 3.2517 0.006607 0.006714 0.006823 0.006934 1.44 2.44 Deutsche Bank AG London 25155MLG4 07/19/18 07/19/20 99.450 3.500 3.7881 0.007425 0.007566 0.007709 1.20 2.74 Deutsche Bank AG 2515A1NH0 04/27/16 04/25/19 100.000 0.000 2.6296 44.83 0.075952 0.076950 0.077962 27.66 8.89 Deutsche Bank AG 2515A1NS6 05/04/16 05/07/19 100.000 0.000 2.4160 40.65 0.069586 0.070427 0.071277 25.29 8.98 Deutsche Bank AG 2515A1PE5 05/06/11 05/06/19 100.000 VARIES 4.4257 0.124750 0.124158 0.123554 44.74 15.44 Downtown Dallas Dev Auth 261149BL1 11/07/07 08/15/18 52.073 0.000 6.1490 442.37 0.160769 0.165712 36.90 Downtown Dallas Dev Auth 261149BM9 11/07/07 08/15/19 48.734 0.000 6.1990 418.45 0.152403 0.157126 0.161996 0.167017 57.02 37.19 Downtown Dallas Dev Auth 261149BN7 11/07/07 08/15/20 45.395 0.000 6.2791 396.46 0.144892 0.149441 0.154133 0.158972 0.163963 54.24 57.70 DuPage County SD #12, IL 262777CW3 06/28/12 01/01/19 100.000 VARIES 2.6969 0.074917 0.074915 26.97 DU PAGE CNTY ILL SCH DIS 262777CX1 06/28/12 01/01/20 100.000 2.900 2.8969 159.80 0.080473 0.080472 0.080471 0.080469 28.97 28.97 DuPage County SD #12, IL 262777CY9 06/28/12 01/01/21 100.000 VARIES 3.2464 0.090188 0.090186 0.090185 0.090183 32.47 32.47 DuPage County SD #12, IL 262777CZ6 06/28/12 01/01/22 100.000 VARIES 3.7456 0.104061 0.104059 0.104057 0.104055 37.46 37.46 East Orange NJ 274137WT1 04/14/03 04/01/22 29.893 0.000 6.4699 464.08 0.134944 0.139309 0.143816 0.148468 0.153271 50.16 53.46 East Orange NJ 274137WU8 04/14/03 04/01/23 27.886 0.000 6.5000 435.98 0.127005 0.131132 0.135394 0.139795 0.144338 47.22 50.34 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ East Orange NJ 274137WV6 04/14/03 04/01/24 26.105 0.000 6.5100 409.09 0.119243 0.123125 0.127133 0.131271 0.135544 44.34 47.27 East Orange NJ 274137WW4 04/14/03 04/01/25 24.381 0.000 6.5300 383.86 0.112025 0.115683 0.119460 0.123360 0.127388 41.66 44.42 East Orange NJ 274137WX2 04/14/03 04/01/26 22.763 0.000 6.5499 360.05 0.105200 0.108645 0.112203 0.115878 0.119673 39.12 41.73 East Orange NJ 274137WY0 04/14/03 04/01/27 21.292 0.000 6.5600 337.58 0.098695 0.101932 0.105275 0.108728 0.112295 36.71 39.15 East Orange NJ 274137WZ7 04/14/03 04/01/28 19.913 0.000 6.5700 316.45 0.092572 0.095613 0.098754 0.101998 0.105349 34.43 36.73 Eclipse Resources Corp. 27890GAA8 07/06/15 07/15/23 97.903 8.875 9.2509 4.96 0.006069 0.006350 0.006644 0.006951 0.007273 2.33 2.55 Eclipse Resources Corp. 27890GAB6 07/06/15 07/15/23 97.903 8.875 9.2509 4.96 0.006069 0.006350 0.006644 0.006951 0.007273 2.33 2.55 Euronet Worldwide, Inc. 298736AG4 10/30/14 10/01/44 100.000 VARIES 6.9991 0.228410 0.234945 0.241709 0.248709 0.255955 84.60 89.56 Euronet Worldwide, Inc. 298736AH2 10/30/14 10/01/44 100.000 VARIES 6.9991 0.228410 0.234945 0.241709 0.248709 0.255955 84.60 89.56 EUROPEAN INVT BK 298785DW3 03/10/16 03/10/21 44.672 0.000 5.4450 395.79 0.125324 0.128736 0.132240 0.135841 0.139539 46.50 49.06 Exelon Corporation 30161NAE1 06/17/14 06/01/24 100.000 VARIES 4.8846 0.145221 0.144589 0.143941 0.143278 0.142598 52.13 51.66 Federal Home Loan 3128X0AZ2 10/03/02 01/02/34 19.160 0.000 5.3582 237.45 0.062203 0.063869 0.065580 0.067337 0.069141 23.30 24.56 Federal Home Loan 3128X2ST3 01/30/04 04/01/18 48.064 0.000 5.2374 506.60 0.141771 12.76 Federal Home Loan 3128X2SU0 01/30/04 10/01/18 46.530 0.000 5.2835 496.42 0.139306 0.142986 38.28 Federal Home Loan 3128X2SV8 01/30/04 04/01/19 45.040 0.000 5.3273 486.07 0.136758 0.140401 0.144140 50.55 12.97 Federal Home Loan 3128X2SW6 01/30/04 10/01/19 43.600 0.000 5.3679 475.55 0.134120 0.137720 0.141416 0.145212 49.59 38.87 Federal Home Loan 3128X2SX4 01/30/04 04/01/20 42.215 0.000 5.4047 464.86 0.131392 0.134943 0.138589 0.142335 0.146181 48.59 51.25 Federal Home Loan 3128X2SY2 01/30/04 10/01/20 40.880 0.000 5.4384 454.09 0.128606 0.132103 0.135695 0.139385 0.143175 47.57 50.19 Federal Home Loan 3128X52H0 04/03/07 04/02/37 21.177 0.000 5.2422 157.52 0.053086 0.054478 0.055905 0.057371 0.058875 19.61 20.65 Federal Home Loan 3128X5LK2 10/02/06 10/02/34 24.784 0.000 5.0446 186.23 0.060076 0.061591 0.063145 0.064737 0.066370 22.17 23.31 Freddie Mac 3128X6HU3 07/20/07 09/28/18 54.270 0.000 5.5370 417.69 0.145631 0.149663 39.61 Freddie Mac 3128X6WP7 12/21/07 12/21/37 22.860 0.000 4.9803 145.78 0.051721 0.053009 0.054329 0.055682 0.057068 18.88 19.83 Freddie Mac 3128X74S0 11/04/08 11/15/38 26.387 0.000 4.4860 132.29 0.049085 0.050186 0.051311 0.052462 0.053639 17.97 18.79 Freddie Mac 3128X75U4 11/24/08 11/15/38 27.529 0.000 4.3499 132.03 0.048945 0.050010 0.051098 0.052209 0.053344 17.91 18.70 Freddie Mac 3128X7N59 06/30/08 06/30/38 21.820 0.000 5.1394 135.21 0.050446 0.051742 0.053072 0.054436 0.055835 18.40 19.35 Freddie Mac 3128X8DG4 12/29/08 02/15/39 40.774 0.000 2.9999 125.42 0.043931 0.044590 0.045259 0.045938 0.046627 16.11 16.60 Freddie Mac 3128X9MF4 11/10/09 09/15/36 29.930 0.000 4.5439 132.24 0.053750 0.054971 0.056220 0.057497 0.058804 19.83 20.74 Freddie Mac 3128X9MG2 11/10/09 12/15/36 29.600 0.000 4.5434 130.75 0.053749 0.054970 0.056219 0.057496 0.058802 19.61 20.51 Federal Home Loan 312902LX5 12/17/99 12/17/29 14.255 0.000 6.6001 317.39 0.084108 0.086883 0.089750 0.092712 0.095772 30.86 32.93 Federal Home Loan 312902VG1 04/25/00 01/04/21 25.643 0.000 6.6857 564.08 0.147531 0.152463 0.157559 0.162826 0.168270 55.77 59.57 Federal Home Loan 312902VH9 04/25/00 01/04/22 24.042 0.000 6.6796 528.05 0.138050 0.142661 0.147426 0.152349 0.157437 52.19 55.73 Federal Home Loan 312902VJ5 04/25/00 01/04/23 22.536 0.000 6.6749 494.40 0.129214 0.133526 0.137983 0.142588 0.147347 48.85 52.16 Federal Home Loan 312902VK2 04/25/00 01/04/24 21.145 0.000 6.6664 462.90 0.120913 0.124943 0.129108 0.133411 0.137858 45.70 48.80 Federal Home Loan 312902VL0 04/25/00 01/04/25 20.007 0.000 6.6235 433.32 0.112860 0.116598 0.120459 0.124448 0.128570 42.65 45.52 Federal Home Loan 312902VM8 04/25/00 01/04/26 18.780 0.000 6.6160 405.98 39.93 42.62 Federal Home Loan 312902VN6 04/25/00 01/04/27 17.654 0.000 6.6034 380.43 0.098952 0.102219 0.105594 0.109080 0.112682 37.39 39.90 Federal Home Loan 312902VV8 04/25/00 01/04/18 31.141 0.000 6.7035 688.05 0.180169 0.54 Federal Home Loan 312902VW6 04/25/00 01/04/19 29.163 0.000 6.7018 644.07 0.168634 0.174284 0.180124 63.76 0.54 Federal Home Loan 312902VX4 04/25/00 01/04/20 27.313 0.000 6.6998 602.91 0.157836 0.163124 0.168588 0.174236 0.180072 59.68 63.74 Federal Home Loan Banks 3130A0MR8 01/22/14 01/22/21 100.000 VARIES 2.3229 0.066665 0.066672 0.066498 0.066321 0.065974 23.97 23.82 Federal Home Loan Banks 3130A0N63 01/23/14 01/23/20 100.000 VARIES 1.9612 0.055671 0.055606 0.055398 0.055188 0.054834 19.99 19.82 Federal Home Loan Banks 3130A1DD7 03/26/14 03/26/21 100.000 VARIES 2.2862 0.065627 0.065641 0.065470 0.065298 0.064946 23.61 23.49 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Federal Home Loan Banks 3130A1DV7 03/26/14 03/26/21 100.000 VARIES 2.3282 0.066831 0.066839 0.066666 0.066492 0.066134 24.04 23.92 Federal Home Loan Banks 3130A2SV9 08/27/14 08/28/19 100.000 VARIES 1.7926 0.049315 0.049434 0.049553 0.049674 17.80 11.77 Federal Home Loan Banks 3130A2YR1 09/26/14 09/26/19 100.000 VARIES 1.7204 0.047329 0.047443 0.047557 0.047672 17.08 12.62 Federal Home Loan Banks 3130A4EV0 03/18/15 03/18/20 100.000 VARIES 1.7026 0.046772 0.046874 0.046978 0.047082 0.047187 16.88 16.95 Federal Home Loan Banks 3130A4JD5 03/30/15 03/30/20 100.000 VARIES 1.6373 0.045052 0.045136 0.045221 0.045307 0.045394 16.25 16.31 Federal Home Loan Banks 3130A4LE0 04/02/15 04/02/20 100.000 VARIES 1.6894 0.046426 0.046524 0.046624 0.046725 0.046826 16.75 16.82 Federal Home Loan Banks 3130A5CB3 05/27/15 05/27/20 100.000 VARIES 1.6122 0.044386 0.044464 0.044543 0.044622 0.044702 16.00 16.06 Federal Home Loan Banks 3130A5LZ0 06/30/15 06/30/20 100.000 VARIES 1.7431 0.047838 0.047952 0.048067 0.048183 0.048301 17.24 17.33 Federal Home Loan Banks 3130A5M22 06/26/15 06/25/20 100.000 VARIES 1.7664 0.048509 0.048619 0.048729 0.048841 0.048953 17.48 17.56 FEDERAL HOME LOAN BANKS 3130AA4B1 12/02/16 12/02/21 100.000 VARIES 1.6625 4.38 0.010838 0.010871 0.010903 0.010994 0.011085 3.91 3.95 FEDERAL HOME LOAN BANKS 3130AAFH6 12/30/16 12/30/21 100.000 VARIES 1.8755 4.95 0.013442 0.013406 0.013369 0.013396 0.013424 4.83 4.82 FEDERAL HOME LOAN BANKS 3130AAFM5 12/28/16 12/28/21 100.000 VARIES 1.8759 4.75 0.012756 0.012654 0.012603 0.012617 0.012735 4.57 4.54 FEDERAL HOME LOAN BANKS 3130ACGH1 10/06/17 10/06/22 100.000 VARIES 1.8634 0.84 0.009925 0.009563 0.009450 0.009506 0.009570 3.47 3.42 FEDERAL HOME LOAN BANKS 3130ACGS7 10/12/17 10/12/22 100.000 VARIES 1.8634 0.78 0.009925 0.009563 0.009450 0.009506 0.009570 3.47 3.42 FEDERAL HOME LOAN BANKS 3130ACK86 10/18/17 10/18/22 100.000 VARIES 1.9419 0.88 0.012068 0.011561 0.011504 0.011548 0.011610 4.21 4.16 FEDERAL HOME LOAN BANKS 3130ACWV2 12/13/17 12/13/22 100.000 VARIES 2.0961 0.22 0.012124 0.011620 0.011539 0.011595 0.011667 4.26 4.17 FEDERAL HOME LOAN BANKS 3130ADK43 02/15/18 02/15/23 100.000 VARIES 2.3937 0.010636 0.010137 0.010113 0.010151 3.29 3.65 FEDERAL HOME LOAN BANKS 3130ADZD7 04/26/18 04/26/23 100.000 VARIES 2.6456 0.017580 0.016959 0.016862 0.016902 4.27 6.08 FEDERAL HOME LOAN BANKS 3130ADZG0 05/01/18 05/01/23 100.000 VARIES 2.6152 0.016714 0.016044 0.015936 0.015963 3.97 5.75 FEDERAL HOME LOAN BANKS 3130AE2L3 05/02/18 05/02/23 100.000 VARIES 2.6421 0.017414 0.016701 0.016599 0.016635 4.12 5.99 FEDERAL HOME LOAN BANKS 3130AE3M0 04/26/18 04/26/23 100.000 VARIES 2.6421 0.017414 0.016701 0.016599 0.016635 4.22 5.99 Federal Home Loan Banks 3133836A4 05/22/13 05/22/19 100.000 VARIES 1.0916 0.030190 0.030234 0.030277 10.88 4.27 Federal Home Loan Banks 313383JM4 06/27/13 06/27/19 100.000 VARIES 1.3129 0.036299 0.036355 0.036412 13.08 6.41 Federal Home Loan 3134A1FK1 11/20/96 09/03/19 20.641 0.000 7.0454 684.37 0.170397 0.176399 0.182613 0.189046 63.86 45.35 Federal Home Loan 3134A1H60 10/22/97 06/03/24 16.813 0.000 6.8127 482.27 0.122434 0.126604 0.130917 0.135376 0.139988 45.06 48.19 Federal Home Loan 3134A1HU7 12/27/96 12/02/19 19.720 0.000 7.2067 675.81 0.173756 0.180017 0.186504 0.193224 64.05 62.94 Federal Home Loan 3134A1MY3 02/12/97 02/01/20 19.238 0.000 7.3061 668.84 0.169618 0.175815 0.182237 0.188894 0.195795 64.07 68.84 Federal Home Loan 3134A1NA4 02/12/97 01/02/19 20.877 0.000 7.2858 721.99 0.181783 0.188406 0.195269 69.05 0.20 Federal Home Loan 3134A2G77 12/28/98 11/15/28 20.230 0.000 5.4199 356.84 0.083601 0.085867 0.088194 0.090584 0.093039 30.72 32.40 Federal Home Loan 3134A2HG6 06/30/98 12/11/25 19.896 0.000 5.9700 427.73 0.103583 0.106675 0.109859 0.113138 0.116515 37.97 40.27 Federal Home Loan 3134A3D29 09/09/99 08/15/27 14.928 0.000 6.9258 370.15 0.097381 0.100753 0.104242 0.107852 0.111587 36.60 39.18 Federal Home Loan 3134A3ZU3 08/02/99 12/14/29 15.469 0.000 6.2411 325.04 0.082923 0.085510 0.088179 0.090930 0.093768 30.41 32.33 Freddie Mac 3134G6NP4 04/16/15 02/01/18 97.254 0.000 0.9998 26.63 0.027634 0.83 Freddie Mac 3134G6RX3 04/08/15 07/13/18 96.583 0.000 1.0679 28.51 0.029351 0.029508 5.66 Freddie Mac 3134G6X81 05/20/15 08/30/18 96.333 0.000 1.1426 29.19 0.031034 0.031041 7.48 Freddie Mac 3134G9D61 06/30/16 06/30/21 100.000 VARIES 1.3050 19.55 0.036050 0.036059 0.036068 0.036077 0.036108 12.98 12.99 Freddie Mac 3134G9E37 06/30/16 06/30/21 100.000 VARIES 1.3050 19.55 0.036050 0.036059 0.036068 0.036077 0.036108 12.98 12.99 Freddie Mac 3134G9XE2 06/30/16 06/30/21 100.000 VARIES 1.3816 20.70 0.038114 0.038089 0.038113 0.038136 0.038184 13.72 13.72 Freddie Mac 3134G9XF9 06/30/16 06/30/21 100.000 VARIES 1.4307 21.44 0.039524 0.039534 0.039543 0.039553 0.039563 14.23 14.24 Freddie Mac 3134G9XL6 06/29/16 06/29/21 100.000 VARIES 1.3915 20.89 0.038398 0.038380 0.038396 0.038412 0.038457 13.82 13.83 Freddie Mac 3134G9XM4 06/30/16 06/30/21 100.000 VARIES 1.3945 20.89 0.038453 0.038431 0.038457 0.038483 0.038533 13.84 13.85 Freddie Mac 3134G9XP7 06/30/16 06/30/21 100.000 VARIES 1.4321 21.46 0.039438 0.039472 0.039506 0.039540 0.039575 14.20 14.23 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3134G9XQ5 06/30/16 06/30/21 100.000 VARIES 1.3945 20.89 0.038453 0.038431 0.038457 0.038483 0.038533 13.84 13.85 Freddie Mac 3134G9XT9 06/30/16 06/30/21 100.000 VARIES 1.4689 22.01 0.040561 0.040563 0.040575 0.040588 0.040600 14.60 14.61 Freddie Mac 3134G9XV4 06/30/16 06/30/21 100.000 VARIES 1.3872 20.76 0.038238 0.038238 0.038263 0.038287 0.038336 13.77 13.78 Freddie Mac 3134G9XX0 06/30/16 06/30/21 100.000 VARIES 1.5060 22.58 0.041626 0.041625 0.041625 0.041625 0.041624 14.99 14.98 Freddie Mac 3134GAN34 01/27/17 01/27/22 100.000 VARIES 1.9668 18.18 0.054214 0.053791 0.053842 0.053893 0.054014 19.38 19.42 Freddie Mac 3134GAQC1 09/30/16 09/30/21 100.000 VARIES 1.3157 16.43 0.036296 0.036306 0.036317 0.036345 0.036374 13.07 13.08 Freddie Mac 3134GAQE7 09/30/16 09/30/21 100.000 VARIES 1.3432 16.79 0.037111 0.037080 0.037073 0.037089 0.037104 13.35 13.35 Freddie Mac 3134GAQK3 09/30/16 09/30/21 100.000 VARIES 1.2929 16.15 0.035664 0.035679 0.035694 0.035723 0.035752 12.84 12.86 Freddie Mac 3134GAZM9 12/02/16 12/02/21 100.000 VARIES 1.5258 16.43 0.041931 0.041986 0.042042 0.042098 0.042154 15.11 15.15 Freddie Mac 3134GAZX5 12/02/16 12/02/21 100.000 VARIES 1.5968 17.19 0.043848 0.043910 0.043972 0.044035 0.044098 15.80 15.84 Freddie Mac 3134GBBQ4 03/28/17 03/28/22 100.000 VARIES 2.0636 15.60 0.056822 0.056548 0.056487 0.056554 0.056679 20.38 20.37 Freddie Mac 3134GBCA8 03/28/17 03/28/22 100.000 VARIES 2.0949 15.83 0.057564 0.057207 0.057224 0.057358 0.057493 20.63 20.65 Freddie Mac 3134GBER9 04/18/17 04/18/22 100.000 VARIES 1.9672 13.78 0.054020 0.053868 0.053886 0.053903 0.054024 19.41 19.41 Freddie Mac 3134GBFY3 04/19/17 04/19/22 100.000 VARIES 1.9997 13.95 0.054909 0.054729 0.054776 0.054824 0.054942 19.73 19.74 Freddie Mac 3134GBML3 05/16/17 05/16/22 100.000 VARIES 1.9154 11.94 0.052585 0.052490 0.052527 0.052564 0.052669 18.91 18.92 Freddie Mac 3134GBNR9 05/24/17 05/24/22 100.000 VARIES 1.8958 11.41 0.052058 0.051992 0.052024 0.052056 0.052155 18.73 18.74 FEDERAL HOME LOAN MORTGA 3134GBP22 10/11/17 10/11/22 100.000 VARIES 1.8895 0.85 0.010632 0.010190 0.010172 0.010202 0.010249 3.71 3.67 Freddie Mac 3134GBQD7 05/24/17 05/24/22 100.000 VARIES 1.9445 11.70 0.053337 0.053235 0.053205 0.053317 0.053431 19.18 19.18 FEDERAL HOME LOAN MORTGA 3134GSDR3 02/27/18 08/27/21 100.000 VARIES 2.0623 0.001737 0.31 FEDERAL HOME LOAN MORTGA 3134GSJM8 04/26/18 04/26/23 100.000 VARIES 2.6776 0.018513 0.017922 0.017789 0.017702 4.50 6.41 FEDERAL HOME LOAN MORTGA 3134GSJU0 04/26/18 04/26/23 100.000 VARIES 2.6456 0.017580 0.016959 0.016862 0.016902 4.27 6.08 FEDERAL HOME LOAN MORTGA 3134GSJV8 04/26/18 04/26/23 100.000 VARIES 2.6456 0.017580 0.016959 0.016862 0.016902 4.27 6.08 FEDERAL HOME LOAN MORTGA 3134GSJW6 05/01/18 05/01/23 100.000 VARIES 2.6152 0.016714 0.016044 0.015936 0.015963 3.97 5.75 FEDERAL HOME LOAN MORTGA 3134GSKQ7 04/26/18 04/26/23 100.000 VARIES 2.7684 0.018089 0.017232 0.017131 0.017195 4.38 6.18 FEDERAL HOME LOAN MORTGA 3134GSLQ6 05/23/18 05/23/23 100.000 VARIES 2.7881 0.018610 0.017668 0.017542 0.017632 4.02 6.34 FEDERAL HOME LOAN MORTGA 3134GSMC6 05/23/18 05/23/23 100.000 VARIES 2.8141 0.022107 0.021045 0.020900 0.020999 4.78 7.55 Federal National 3136F1EQ9 12/27/01 03/17/31 16.751 0.000 6.2082 278.42 0.075546 0.077891 0.080309 0.082802 0.085372 28.11 29.89 Federal National 3136F3LA2 04/04/03 10/03/33 20.285 0.000 5.2999 235.79 0.063751 0.065440 0.067174 0.068954 0.070782 23.56 24.82 Federal National 3136F3ZC3 06/09/03 12/15/33 23.674 0.000 N/A 0.062970 0.064483 0.066032 0.067619 0.069244 22.99 24.11 Federal National 3136F4R55 01/07/04 12/15/34 18.268 0.000 5.5708 211.24 0.060806 0.062500 0.064241 0.066030 0.067869 22.25 23.51 Federal National 3136F7NM5 11/15/05 11/15/30 26.938 0.000 5.3159 239.63 0.074657 0.076641 0.078678 0.080769 0.082916 27.42 28.90 Fannie Mae 3136G1SZ3 08/15/13 07/01/18 95.481 0.000 0.9502 40.46 0.026271 4.73 Fannie Mae 3136G1ZJ1 03/21/14 01/26/19** 97.874 0.000 N/A 0.000000 0.000000 0.000000 0.00** 0.00 Forney Independent SD, T 3464242U7 02/18/14 08/15/39 16.888 0.000 7.1001 52.37 0.042496 0.044005 0.045567 0.047184 0.048859 15.99 17.14 Forney Independent SD, T 3464242V5 02/18/14 08/15/40 15.550 0.000 7.1501 48.60 0.039471 0.040882 0.042343 0.043857 0.045425 14.85 15.94 Forney Independent SD, T 3464242W3 02/18/14 08/15/41 14.304 0.000 7.2001 45.06 0.036623 0.037942 0.039308 0.040723 0.042189 13.79 14.80 Forney Independent SD, T 3464242X1 02/18/14 08/15/42 13.145 0.000 7.2501 41.73 0.033947 0.035178 0.036453 0.037774 0.039144 12.78 13.73 Forney Independent SD, T 3464242Y9 02/18/14 08/15/43 12.068 0.000 7.3002 38.61 0.031434 0.032582 0.033771 0.035004 0.036281 11.84 12.72 Forney Independent SD, T 3464242Z6 02/18/14 08/15/44 11.069 0.000 7.3502 35.69 0.029079 0.030147 0.031255 0.032404 0.033595 10.96 11.78 Forney Independent SD, T 3464243A0 02/18/14 08/15/45 10.143 0.000 7.4002 32.95 0.026872 0.027867 0.028898 0.029967 0.031076 10.13 10.89 Forney Independent SD, T 3464243B8 02/18/14 08/15/46 9.141 0.000 7.5003 30.15 0.024628 0.025552 0.026510 0.027504 0.028535 9.29 10.00 Forney Independent SD, T 3464243C6 02/18/14 08/15/47 8.223 0.000 7.6001 27.53 0.022525 0.023381 0.024269 0.025192 0.026149 8.50 9.16 ----------------------------- ** These calculations may be revised. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Forney Independent SD, T 3464243D4 02/18/14 08/15/48 7.382 0.000 7.7003 25.08 0.020557 0.021349 0.022171 0.023024 0.023911 7.76 8.37 Forney Independent SD, T 3464243E2 02/18/14 08/15/49 6.615 0.000 7.8003 22.81 0.018723 0.019453 0.020212 0.021000 0.021819 7.07 7.64 Forney Independent SD, T 3464243F9 02/18/14 08/15/50 6.021 0.000 7.8503 20.91 0.017180 0.017854 0.018555 0.019283 0.020040 6.49 7.01 Forney Independent SD, T 3464243G7 02/18/14 08/15/51 5.475 0.000 7.9003 19.15 0.015748 0.016370 0.017017 0.017689 0.018388 5.95 6.43 Forney Independent SD, T 3464243H5 02/18/14 08/15/52 4.974 0.000 7.9503 17.52 0.014422 0.014995 0.015591 0.016211 0.016855 5.45 5.90 Forney Independent SD, T 3464243J1 02/18/14 08/15/53 4.514 0.000 8.0005 16.02 0.013193 0.013721 0.014269 0.014840 0.015434 4.99 5.40 Forney Independent SD, T 346424X90 08/27/13 08/15/38 17.946 0.000 7.0000 62.56 0.045846 0.047451 0.049111 0.050830 0.052609 17.24 18.47 Forney Independent SD, T 346424Y24 08/27/13 08/15/39 16.544 0.000 7.0499 58.14 0.042648 0.044151 0.045708 0.047319 0.048987 16.04 17.19 Forney Independent SD, T 346424Y32 08/27/13 08/15/40 15.436 0.000 7.0501 54.25 0.039793 0.041195 0.042647 0.044151 0.045707 14.97 16.04 Forney Independent SD, T 346424Y40 08/27/13 08/15/41 14.210 0.000 7.0999 50.34 0.036962 0.038274 0.039633 0.041040 0.042496 13.91 14.91 Forney Independent SD, T 346424Y57 08/27/13 08/15/42 13.252 0.000 7.1001 46.95 0.034471 0.035694 0.036961 0.038274 0.039632 12.97 13.91 Forney Independent SD, T 346424Y65 08/27/13 08/15/43 12.359 0.000 7.1000 43.78 0.032148 0.033289 0.034471 0.035694 0.036961 12.09 12.97 Franklin CNTYS, IL 352415EH2 09/30/16 12/01/18 102.407 3.750 2.6021 33.24 0.073093 0.072689 24.05 Franklin CNTYS, IL 352415EJ8 09/30/16 12/01/19 102.706 3.750 2.8512 36.56 0.080575 0.080238 0.079897 0.079551 28.93 26.30 Franklin CNTYS, IL 352415EK5 09/30/16 12/01/20 104.461 4.250 3.1014 40.42 0.088963 0.088512 0.088054 0.087589 0.087116 31.92 31.59 Franklin CNTYS, IL 352415EL3 09/30/16 12/01/21 106.144 4.500 3.2012 42.38 0.093225 0.092717 0.092200 0.091675 0.091142 33.44 33.07 College District #534 IL 360395FJ1 07/22/10 12/01/18 103.358 VARIES 4.9260 0.137460 0.137151 45.31 College District #534 IL 360395FK8 07/22/10 12/01/19 103.249 VARIES 5.2256 0.146310 0.146032 0.145747 0.145455 52.60 48.04 College District #534 IL 360395FL6 07/22/10 12/01/20 101.888 VARIES 5.4261 0.151649 0.151505 0.151357 0.151206 0.151050 54.56 54.45 FULTON MC DONOUGH & SCHU 360406BT8 09/19/17 12/01/19 100.000 2.500 2.4872 7.06 0.069433 0.070296 0.069098 0.069093 25.14 22.80 GCI LIBERTY INC 36164VAA5 06/18/18 09/30/46 100.000 1.750 6.9511 0.193086 0.195931 0.201052 0.206350 37.52 72.41 GS Finance Corp. 362273AG9 12/17/15 06/19/23 100.000 0.000 2.9199 0.085962 0.087217 0.088490 0.089782 0.091093 31.20 32.12 GS FIN CORP 362273BK9 07/06/17 07/08/24 100.000 0.250 2.8998 14.08 0.080462 0.081528 0.082610 0.083707 0.084820 29.53 30.32 GS FINANCE CORP 36253M679 09/14/17 09/16/21 100.000 0.000 2.2324 6.64 0.062019 0.062712 0.063412 0.064119 0.064835 22.60 23.11 GS FINANCE CORP 36253M687 09/14/17 09/15/22 100.000 0.000 2.3683 7.04 0.065789 0.066568 0.067357 0.068154 0.068961 23.99 24.56 GS FINANCE CORP 36253M695 09/14/17 09/14/23 100.000 0.000 2.6628 7.91 0.073966 0.074950 0.075948 0.076959 0.077984 27.02 27.74 GS FINANCE CORP 36253M703 09/14/17 09/15/22 100.000 0.000 2.3683 7.04 0.065789 0.066568 0.067357 0.068154 0.068961 23.99 24.56 GS FINANCE CORP 36253M711 09/14/17 09/14/23 100.000 0.000 2.6628 7.91 0.073966 0.074950 0.075948 0.076959 0.077984 27.02 27.74 GS FINANCE CORP 36254F582 02/05/18 02/05/25 100.000 0.000 3.4781 0.096615 0.098295 0.100004 0.101743 31.74 36.20 GS FINANCE CORP 36254G804 06/07/18 12/09/19 100.000 VARIES 2.3245 0.065000 0.064556 0.064000 0.063389 13.17 21.51 GS FIN CORP MEDIUM TERM 36255H2A5 06/22/18 06/23/25 100.000 0.500 4.0576 0.112723 0.114728 0.116774 0.118862 21.32 41.70 General Cable Corp. 369300AL2 12/18/09 11/15/29 100.000 VARIES 12.5014 0.705046 0.741303 0.779827 0.820758 0.864248 263.78 291.99 Goldman Sachs Group, Inc 38141GGV0 10/30/12 10/30/27 100.000 VARIES 4.6427 0.116769 0.116993 0.117221 0.117455 0.117694 42.10 42.27 Goldman Sachs Group, Inc 38141GGX6 11/30/12 12/04/19 100.000 0.000 3.2000 0.104218 0.105885 0.107579 0.109301 37.91 36.13 Goldman Sachs Group, Inc 38141GHQ0 11/19/12 11/19/27 100.000 VARIES 4.0948 0.103551 0.103747 0.103946 0.104150 0.104358 37.33 37.47 Goldman Sachs Group, Inc 38141GKC7 12/31/12 01/02/20 100.000 0.000 2.8000 0.088157 0.089391 0.090643 0.091912 0.093199 32.40 33.32 Goldman Sachs Group, Inc 38141GLQ5 01/31/13 02/03/20 100.000 0.000 3.2298 0.103660 0.105334 0.107035 0.108763 0.110520 38.12 39.36 Goldman Sachs Group, Inc 38141GMD3 01/23/13 01/23/28 100.000 VARIES 4.3421 0.107449 0.106940 0.107150 0.107364 0.107584 38.54 38.68 Goldman Sachs Group, Inc 38141GMG6 01/25/13 01/24/20* 100.000 0.000 3.1499 0.100700 0.102286 2.52* Goldman Sachs Group, Inc 38141GMR2 02/11/13 02/11/28 100.000 VARIES 4.2924 0.106414 0.106026 0.106272 0.106523 0.106779 38.22 38.37 Goldman Sachs Group, Inc 38141GNB6 02/28/13 03/02/20 100.000 0.000 2.9677 0.094138 0.095535 0.096953 0.098392 0.099852 34.48 35.51 Goldman Sachs Group, Inc 38141GPC2 02/28/13 02/29/28 100.000 VARIES 4.2915 0.104089 0.101755 0.103529 0.101928 0.103138 37.49 37.45 ----------------------------- * Called in 2018; 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Goldman Sachs Group, Inc 38141GPU2 03/06/13 03/06/28 100.000 VARIES 4.1925 0.102871 0.102358 0.102484 0.102613 0.102745 36.90 36.95 Goldman Sachs Group, Inc 38141GPV0 03/28/13 03/31/20 100.000 0.000 3.1234 0.099770 0.101329 0.102911 0.104518 0.106150 36.48 37.63 Goldman Sachs Group, Inc 38141GPW8 03/06/13 03/06/18 100.000 VARIES 1.3286 0.008124 0.53 Goldman Sachs Group, Inc 38141GQL1 03/22/13 03/22/28 100.000 VARIES 4.6902 0.116759 0.116711 0.116661 0.116611 0.117040 42.01 42.03 Goldman Sachs Group, Inc 38141GQW7 03/27/13 03/27/28 100.000 VARIES 4.6888 0.116547 0.116524 0.116501 0.116477 0.116920 41.95 41.98 Goldman Sachs Group, Inc 38141GRR7 04/30/13 04/30/20 100.000 0.000 2.8401 0.089566 0.090838 0.092128 0.093436 0.094763 32.63 33.56 Goldman Sachs Group, Inc 38141GSM7 04/30/13 04/30/28 100.000 VARIES 4.3925 0.110549 0.110172 0.110369 0.110570 0.110776 39.72 39.79 Goldman Sachs Group, Inc 38141GSQ8 04/30/13 04/30/20 100.000 VARIES 1.6755 0.003993 0.004026 0.004060 0.004094 0.004129 1.45 1.47 Goldman Sachs Group, Inc 38141GST2 05/31/13 06/03/21 100.000 0.000 3.4201 0.110698 0.112591 0.114517 0.116475 0.118467 40.30 41.69 Goldman Sachs Group, Inc 38141GTV6 05/21/13 05/21/20 100.000 VARIES 2.7012 0.076966 0.076769 0.076402 0.076030 0.075535 27.65 27.40 Goldman Sachs Group, Inc 38141GTW4 05/30/13 05/30/28 100.000 VARIES 4.3920 0.109571 0.109243 0.109498 0.109758 0.110023 39.38 39.48 Goldman Sachs Group, Inc 38141GTZ7 05/23/13 05/23/28 100.000 VARIES 4.4916 0.111288 0.110916 0.111196 0.111481 0.111774 39.99 40.10 Goldman Sachs Group, Inc 38141GUF9 06/06/13 06/06/28 100.000 VARIES 4.4921 0.112208 0.111944 0.112233 0.112529 0.112832 40.35 40.47 Goldman Sachs Group, Inc 38141GWH3 05/31/17 05/31/27 100.000 4.250 3.6188 2.64 0.012261 0.011938 0.011609 0.011275 0.010934 4.34 4.10 Goldman Sachs Group, Inc 38143AGB5 01/31/12 01/31/19 100.000 0.000 2.2999 0.070874 0.072877 0.072514 26.48 2.18 Goldman Sachs Bank USA 38143AJG1 02/29/12 02/28/19 100.000 0.000 2.2001 0.068549 0.068173 0.070066 25.14 4.06 Goldman Sachs Group, Inc 38143ALM5 03/30/12 04/01/19 100.000 0.000 2.2483 0.069858 0.070257 0.071437 25.72 6.43 Goldman Sachs Group, Inc 38143APY5 04/30/12 04/30/19 100.000 0.000 2.2499 0.070289 0.069921 0.071879 25.69 8.55 Goldman Sachs Group, Inc 38143ARV9 05/31/12 05/31/19 100.000 0.000 2.2497 0.069898 0.070298 0.071480 25.64 10.72 Goldman Sachs Group, Inc 38143AUA1 06/29/12 07/01/19 100.000 0.000 2.1501 0.066818 0.066435 0.068262 24.32 12.36 Goldman Sachs Group, Inc 38143AWH4 07/31/12 07/31/19 100.000 0.000 2.1500 0.065016 0.066804 0.066422 0.068248 24.27 14.35 Goldman Sachs Group, Inc 38143AYM1 08/31/12 09/03/19 100.000 0.000 2.1004 0.064424 0.064039 0.065784 0.065391 23.61 16.04 GOLDMAN SACHS BANK USA 38143AYN9 08/30/12 08/30/19 100.000 0.250 2.0895 116.77 0.062763 0.063352 0.063937 0.064539 23.16 15.52 Goldman Sachs Group, Inc 38143U2A8 04/30/12 01/31/18 100.000 0.000 4.2502 0.147237 4.27 Goldman Sachs Group, Inc 38143U4D0 07/31/12 02/01/18 100.000 0.000 3.8502 0.129431 3.88 Goldman Sachs Group, Inc 38143U5H0 08/31/12 09/04/18 100.000 0.000 3.4599 0.114133 0.116107 28.09 Goldman Sachs Group, Inc 38143U6M8 08/31/12 08/31/18 100.000 0.000 3.5003 0.115013 0.115117 27.85 Goldman Sachs Group, Inc 38143U6V8 09/28/12 12/31/18 100.000 0.000 3.1502 0.102559 0.102476 37.32 Goldman Sachs Group, Inc 38143U7M7 11/02/12 11/01/19 100.000 0.000 3.0102 0.097081 0.098542 0.100025 0.101531 35.39 30.28 Goldman Sachs Group, Inc 38143ULN9 08/06/10 08/06/20 100.000 VARIES 2.8170 0.021073 0.021369 0.021670 0.021976 0.022285 7.73 7.95 Goldman Sachs Group, Inc 38143ULV1 08/26/10 08/26/20 100.000 VARIES 2.6793 0.023167 0.023477 0.023792 0.024110 0.024433 8.47 8.70 Goldman Sachs Group, Inc 38143UMA6 08/20/10 08/20/20 100.000 VARIES 2.6781 0.014519 0.014713 0.014910 0.015110 0.015312 5.31 5.46 Goldman Sachs Group, Inc 38143UMH1 09/08/10 09/08/20 100.000 VARIES 2.6543 0.024596 0.024922 0.025253 0.025588 0.025928 8.99 9.23 Goldman Sachs Group, Inc 38143UMJ7 09/10/10 09/10/20 100.000 VARIES 2.6625 0.015769 0.015979 0.016191 0.016407 0.016625 5.76 5.92 Goldman Sachs Group, Inc 38143UMU2 09/21/10 09/21/20 100.000 VARIES 2.7709 0.021148 0.021441 0.021739 0.022040 0.022345 7.73 7.94 Goldman Sachs Group, Inc 38143UNT4 10/29/10 10/29/20 100.000 VARIES 2.0302 0.019401 0.019598 0.019797 0.019998 0.020201 7.04 7.19 Goldman Sachs Group, Inc 38143UNU1 10/29/10 10/29/20 100.000 VARIES 2.3764 0.024280 0.024568 0.024860 0.025156 0.025455 8.83 9.04 Goldman Sachs Group, Inc 38143UQP9 12/22/10 12/22/20 100.000 VARIES 2.3885 0.024226 0.024515 0.024808 0.025105 0.025404 8.78 8.99 Goldman Sachs Group, Inc 38143UQZ7 01/31/11 01/31/18 100.000 VARIES 1.9815 0.018636 0.54 Goldman Sachs Group, Inc 38143US77 03/30/12 01/03/18 100.000 0.000 4.1998 0.145165 0.29 Goldman Sachs Group, Inc 38143USM4 03/18/11 03/18/21 100.000 VARIES 5.2914 0.151161 0.150767 0.150236 0.149691 0.149031 54.25 53.86 Goldman Sachs Group, Inc 38143UTN1 04/13/11 04/13/21 100.000 VARIES 5.2208 0.147858 0.147530 0.147126 0.146712 0.146306 53.11 52.83 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Goldman Sachs Group, Inc 38143UUA7 04/29/11 04/29/21 100.000 VARIES 2.1672 0.016569 0.016749 0.016930 0.017114 0.017299 6.02 6.15 Goldman Sachs Group, Inc 38143UUY5 07/20/11 07/20/21 100.000 0.000 5.1298 0.193103 0.198056 0.203136 0.208346 0.213690 72.02 75.77 Goldman Sachs Group, Inc 38143UVG3 06/07/11 06/07/21 100.000 VARIES 2.2754 0.017231 0.017427 0.017625 0.017826 0.018029 6.25 6.39 Goldman Sachs Group. Inc 381470JN4 08/30/13 09/02/20 100.000 0.000 3.8498 0.124586 0.126984 0.129428 0.131919 0.134459 45.86 47.64 Goldman Sachs Group, Inc 38147Q2D7 04/30/14 05/03/21 100.000 0.000 3.0002 0.092517 0.093905 0.095313 0.096743 0.098194 33.72 34.74 Goldman Sachs Group, Inc 38147Q2G0 04/30/14 11/02/21 100.000 0.000 3.1299 0.096943 0.098460 0.100001 0.101566 0.103156 35.35 36.47 Goldman Sachs Group, Inc 38147Q2H8 04/14/14 04/14/29 100.000 VARIES 4.5255 0.111096 0.110242 0.110442 0.110646 0.110855 39.79 39.83 Goldman Sachs Group, Inc 38147Q2Z8 04/21/14 04/21/29 100.000 VARIES 4.5486 0.118148 0.117517 0.117575 0.117635 0.117696 42.38 42.35 Goldman Sachs Group, Inc 38147Q4M5 05/30/14 12/02/21 100.000 0.000 3.0000 0.092502 0.093890 0.095298 0.096728 0.098179 33.63 34.65 Goldman Sachs Group, Inc 38147Q5E2 12/13/13 12/13/28 100.000 VARIES 4.9491 0.116881 0.116913 0.116947 0.116981 0.117016 42.08 42.11 Goldman Sachs Group, Inc 38147Q5K8 05/30/14 09/02/20 100.000 0.000 2.5499 0.076923 0.077904 0.078897 0.079903 0.080922 28.10 28.83 Goldman Sachs Group, Inc 38147Q5M4 05/21/14 05/21/29 100.000 VARIES 4.4103 0.111111 0.110713 0.110925 0.111142 0.111364 39.92 39.99 Goldman Sachs Group, Inc 38147Q6M3 05/28/14 05/28/19 100.000 0.000 2.3798 0.071813 0.072668 0.073533 26.06 10.81 Goldman Sachs Group, Inc 38147Q7D2 06/30/14 12/30/21 100.000 0.000 3.0001 0.092490 0.093877 0.095286 0.096715 0.098166 33.55 34.56 Goldman Sachs Group, Inc 38147QA89 06/26/14 06/26/29 100.000 VARIES 4.3665 0.112113 0.111792 0.111923 0.112058 0.112195 40.30 40.32 Goldman Sachs Group, Inc 38147QAK2 01/10/14 01/10/29 100.000 VARIES 4.9699 0.120033 0.118253 0.118268 0.118284 0.118300 42.59 42.58 Goldman Sachs Group, Inc 38147QAS5 06/28/13 12/31/20 100.000 0.000 3.9899 0.132424 0.135066 0.137761 0.140509 0.143312 48.15 50.09 Goldman Sachs Group, Inc 38147QB39 06/18/14 06/17/21 100.000 0.000 3.2500 0.101051 0.102693 0.104362 0.106058 0.107781 36.72 37.92 Goldman Sachs Group, Inc 38147QBB1 01/31/14 02/03/21 100.000 0.000 3.2502 0.101095 0.102738 0.104408 0.106105 0.107829 37.18 38.40 Goldman Sachs Group, Inc 38147QBC9 06/30/14 06/30/29 100.000 VARIES 4.3157 0.109685 0.109388 0.109545 0.109705 0.109869 39.43 39.47 Goldman Sachs Group, Inc 38147QC20 10/25/13 10/25/28 100.000 VARIES 4.8590 0.119580 0.119717 0.119857 0.120000 0.120147 43.09 43.19 Goldman Sachs Group, Inc 38147QC46 07/31/14 08/03/21 100.000 0.000 3.1497 0.096116 0.097630 0.099168 0.100729 0.102316 35.33 36.45 Goldman Sachs Group, Inc 38147QCN4 06/19/13 06/19/28 100.000 VARIES 4.6926 0.118670 0.118442 0.118694 0.118953 0.119217 42.68 42.78 Goldman Sachs Group, Inc 38147QDF0 01/23/14 01/23/29 100.000 VARIES 4.9794 0.123538 0.122749 0.123153 0.123567 0.123990 44.27 44.54 Goldman Sachs Group, Inc 38147QDL7 08/18/14 08/18/29 100.000 VARIES 4.3047 0.109122 0.108794 0.108459 0.108585 0.108714 39.14 39.10 Goldman Sachs Group, Inc 38147QDV5 08/29/14 09/01/21 100.000 0.000 3.0001 0.091139 0.092506 0.093894 0.095302 0.096732 33.39 34.40 Goldman Sachs Group, Inc 38147QES1 07/31/13 08/03/20 100.000 0.000 3.9198 0.127214 0.129707 0.132249 0.134841 0.137483 46.99 48.85 Goldman Sachs Group, Inc 38147QEX0 01/24/14 01/24/29 100.000 VARIES 4.8384 0.116857 0.115347 0.115411 0.115476 0.115542 41.57 41.58 Goldman Sachs Group, Inc 38147QFG6 09/15/14 09/15/29 100.000 VARIES 4.2975 0.111611 0.111378 0.111139 0.111211 0.111285 40.09 40.04 Goldman Sachs Group, Inc 38147QFL5 09/30/14 09/30/21 100.000 0.000 3.0002 0.091126 0.092493 0.093880 0.095289 0.096718 33.30 34.31 Goldman Sachs Group, Inc 38147QGA8 07/22/13 07/22/28 100.000 VARIES 4.9007 0.123402 0.123212 0.123017 0.123355 0.123702 44.33 44.46 Goldman Sachs Group, Inc 38147QGP5 02/05/14 02/05/29 100.000 VARIES 4.7103 0.117322 0.116611 0.116833 0.117061 0.117295 42.04 42.17 Goldman Sachs Group, Inc 38147QGV2 09/23/14 12/19/19 100.000 0.000 2.8659 0.087296 0.088547 0.089816 0.091103 31.68 31.49 Goldman Sachs Group, Inc 38147QH58 10/10/14 02/10/22 100.000 0.000 3.4944 0.107081 0.108952 0.110855 0.112792 0.114763 39.42 40.81 Goldman Sachs Group, Inc 38147QH74 10/10/14 02/10/22 100.000 0.000 3.4944 0.107081 0.108952 0.110855 0.112792 0.114763 39.42 40.81 Goldman Sachs Group, Inc 38147QHH2 10/08/14 02/06/20 100.000 0.000 2.7916 0.083869 0.085039 0.086226 0.087430 0.088650 30.75 31.61 Goldman Sachs Group, Inc 38147QHL3 09/30/14 09/30/29 100.000 VARIES 4.2677 0.111390 0.111259 0.111127 0.111236 0.111348 40.05 40.05 Goldman Sachs Group, Inc 38147QHS8 08/02/13 08/02/28 100.000 VARIES 4.8903 0.122920 0.122757 0.122591 0.122971 0.123361 44.17 44.32 Goldman Sachs Group, Inc 38147QHT6 02/28/14 03/03/21 100.000 0.000 3.0001 0.092513 0.093900 0.095309 0.096739 0.098190 33.88 34.91 GOLDMAN SACHS GROUP INC 38147QHU3 10/30/14 11/01/21 100.000 2.000 3.0152 96.90 0.086413 0.086878 0.087350 0.087830 0.088316 31.25 31.59 Goldman Sachs Group, Inc 38147QHX7 02/28/14 08/31/21 100.000 0.000 3.1500 0.097075 0.096996 0.100157 0.100076 0.102769 35.80 36.86 Goldman Sachs Group, Inc 38147QHY5 10/30/14 11/01/21 100.000 0.000 3.0012 0.091167 0.092535 0.093924 0.095333 0.096764 33.23 34.24 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Goldman Sachs Group, Inc 38147QJU1 10/16/14 10/16/29 100.000 VARIES 3.7998 0.097305 0.097225 0.097142 0.097225 0.097310 35.00 35.00 Goldman Sachs Group, Inc 38147QJW7 08/12/13 08/10/18 100.000 0.000 2.6999 0.083478 0.084605 18.48 Goldman Sachs Group, Inc 38147QK21 11/13/13 11/13/28 100.000 VARIES 4.9004 0.119957 0.120156 0.120359 0.120568 0.120782 43.24 43.39 Goldman Sachs Group, Inc 38147QLJ3 08/15/13 08/15/28 100.000 VARIES 4.8879 0.119687 0.119145 0.118591 0.118818 0.119051 42.84 42.80 Goldman Sachs Group, Inc 38147QLV6 11/28/14 05/27/22 100.000 0.000 3.1503 0.096103 0.097617 0.099154 0.100716 0.102302 34.97 36.08 Goldman Sachs Group, Inc 38147QLX2 02/19/14 02/19/21 100.000 0.000 3.4636 0.108499 0.110378 0.112290 0.114234 0.116212 39.90 41.29 Goldman Sachs Group, Inc 38147QM60 11/29/13 12/01/20 100.000 0.000 3.0003 0.093902 0.095311 0.096740 0.098192 0.099665 34.14 35.18 Goldman Sachs Group, Inc 38147QM78 11/21/14 11/21/29 100.000 VARIES 3.9468 0.101469 0.101358 0.101245 0.101418 0.101594 36.50 36.49 Goldman Sachs Group, Inc 38147QMB9 02/24/14 02/24/29 100.000 VARIES 4.6770 0.114752 0.113451 0.113509 0.113569 0.113630 40.92 40.89 Goldman Sachs Group, Inc 38147QMC7 11/26/14 05/26/22 100.000 0.000 3.1499 0.096097 0.097611 0.099148 0.100710 0.102296 34.97 36.08 Goldman Sachs Group, Inc 38147QME3 08/12/13 08/12/20 100.000 0.000 3.9699 0.129054 0.131616 0.134228 0.136893 0.139610 47.64 49.55 Goldman Sachs Group, Inc 38147QMF0 02/13/14 02/16/21 100.000 0.000 3.4814 0.109156 0.111056 0.112989 0.114956 0.116957 40.16 41.57 Goldman Sachs Group, Inc 38147QMJ2 08/15/13 08/15/28 100.000 VARIES 4.8904 0.122860 0.122558 0.122250 0.122492 0.122740 44.09 44.12 Goldman Sachs Group, Inc 38147QNU6 12/30/14 06/29/22 100.000 0.000 2.9500 0.089462 0.090781 0.092121 0.093479 0.094858 32.45 33.41 Goldman Sachs Group, Inc 38147QNV4 12/10/14 12/10/18 100.000 0.000 2.2404 0.066536 0.067281 22.69 Goldman Sachs Group, Inc 38147QNY8 12/29/14 06/28/22 100.000 0.000 2.9499 0.089458 0.090778 0.092117 0.093475 0.094854 32.45 33.41 GOLDMAN SACHS GROUP INC 38147QNZ5 11/28/14 11/29/19 100.000 1.000 2.5062 79.03 0.072868 0.073433 0.074005 0.074584 26.37 24.38 Goldman Sachs Group, Inc 38147QPN0 08/30/13 08/30/23 100.000 VARIES 4.5507 0.127360 0.126591 0.127211 0.126347 0.126174 46.33 46.15 Goldman Sachs Group, Inc 38147QQ25 11/13/13 11/13/23 100.000 VARIES 4.2199 0.107503 0.108041 0.108591 0.109152 0.109725 38.85 39.25 Goldman Sachs Group, Inc 38147QQJ8 09/05/13 09/05/28 100.000 VARIES 5.0554 0.122363 0.121929 0.121484 0.121838 0.122201 43.87 43.88 Goldman Sachs Group, Inc 38147QQM1 01/30/15 08/01/22 100.000 0.000 2.4699 0.072956 0.073857 0.074769 0.075693 0.076628 26.70 27.36 Goldman Sachs Group, Inc 38147QQR0 01/30/15 08/01/22 100.000 0.000 2.5001 0.073902 0.074826 0.075761 0.076708 0.077667 27.05 27.73 Goldman Sachs Group, Inc 38147QQV1 01/29/15 07/29/22 100.000 0.000 2.4698 0.072949 0.073850 0.074762 0.075685 0.076619 26.70 27.36 Goldman Sachs Group, Inc 38147QRT5 03/12/14 03/12/29 100.000 VARIES 4.6444 0.122613 0.122053 0.122055 0.122057 0.122059 43.98 43.94 Goldman Sachs Group, Inc 38147QS31 01/30/15 01/30/30 100.000 VARIES 3.6879 0.098031 0.098047 0.098249 0.098455 0.098664 35.33 35.47 Goldman Sachs Group, Inc 38147QSE7 09/30/13 10/01/20 100.000 0.000 3.6700 0.117919 0.120083 0.122286 0.124530 0.126816 43.23 44.83 Goldman Sachs Group, Inc 38147QST4 03/19/14 03/19/29 100.000 VARIES 4.6202 0.115439 0.114810 0.115032 0.115260 0.115492 41.40 41.50 Goldman Sachs Group, Inc 38147QT89 02/27/15 02/28/23 100.000 0.000 2.9999 0.089282 0.089143 0.091980 0.091838 0.094239 32.89 33.82 Goldman Sachs Group, Inc 38147QT97 02/26/15 02/28/23 100.000 0.000 3.0001 0.089297 0.089159 0.091996 0.091854 0.094256 32.90 33.83 Goldman Sachs Group, Inc 38147QTP1 03/31/14 09/30/21 100.000 0.000 3.1501 0.097618 0.099156 0.100717 0.102304 0.103915 35.70 36.83 Goldman Sachs Group, Inc 38147QTT3 03/31/14 04/01/21 100.000 0.000 2.9998 0.092487 0.093875 0.095283 0.096712 0.098162 33.80 34.82 Goldman Sachs Group, Inc 38147QTV8 02/27/15 08/29/22 100.000 0.000 3.0000 0.088308 0.090125 0.090977 0.092849 0.093217 32.90 33.83 Goldman Sachs Group, Inc 38147QTX4 03/21/14 03/21/29 100.000 VARIES 4.6241 0.112463 0.111874 0.112203 0.112539 0.112884 40.35 40.52 Goldman Sachs Group, Inc 38147QUR5 02/27/15 02/27/30 100.000 VARIES 3.6524 0.096454 0.096441 0.096649 0.096861 0.097077 34.75 34.88 Goldman Sachs Group, Inc 38147QUW4 09/20/13 09/20/28 100.000 VARIES 5.0884 0.126462 0.125966 0.125456 0.125666 0.125882 45.34 45.25 Goldman Sachs Group, Inc 38147QV45 02/27/15 02/27/30 100.000 VARIES 3.4811 0.090921 0.090786 0.090867 0.090950 0.091033 32.70 32.75 Goldman Sachs Group, Inc 38147QV78 03/30/15 03/30/23 100.000 0.000 2.8001 0.083380 0.084548 0.085731 0.086932 0.088149 30.44 31.30 Goldman Sachs Group, Inc 38147QV86 02/27/15 02/28/25 100.000 0.000 2.9501 0.087692 0.087535 0.090299 0.090137 0.092471 32.30 33.20 Goldman Sachs Group, Inc 38147QV94 03/27/15 03/27/23 100.000 0.000 3.1002 0.093000 0.094441 0.095905 0.097392 0.098902 34.01 35.08 Goldman sachs Group, Inc 38147QVJ2 09/27/13 09/27/19 100.000 0.000 3.0000 0.093875 0.095283 0.096713 0.098163 34.32 25.99 Goldman Sachs Group, Inc 38147QVM5 03/31/15 09/29/22 100.000 0.000 2.8501 0.084967 0.086178 0.087406 0.088652 0.089915 31.03 31.92 Goldman Sachs Group, Inc 38147QVU7 03/12/15 03/12/21 100.000 0.000 2.7499 0.081783 0.082908 0.084048 0.085203 0.086375 29.89 30.72 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Goldman Sachs Group, Inc 38147QW77 03/31/15 04/01/21 100.000 0.000 2.1498 0.062999 0.063676 0.064361 0.065052 0.065752 22.92 23.42 Goldman Sachs Group, Inc 38147QWX0 03/31/14 03/31/29 100.000 VARIES 4.5514 0.115400 0.115072 0.115330 0.115593 0.115863 41.48 41.61 Goldman Sachs Group, Inc 38147QXA9 10/31/13 11/03/20 100.000 0.000 3.3503 0.105732 0.105750 0.109304 0.109323 0.112376 38.81 40.08 Goldman Sachs Group, Inc 38147QXD3 04/24/15 04/24/23 100.000 0.000 3.0000 0.089775 0.091122 0.092489 0.093876 0.095284 32.74 33.73 Goldman Sachs Group, Inc 38147QXF8 03/31/14 03/31/29 100.000 VARIES 4.5507 0.112017 0.111185 0.111365 0.111549 0.111738 40.12 40.16 Goldman Sachs Group, Inc 38147QXK7 03/28/14 06/30/20 100.000 0.000 2.7499 0.084639 0.085803 0.086982 0.088178 0.089391 30.68 31.53 Goldman Sachs Group, Inc 38147QXQ4 03/27/15 09/27/22 100.000 0.000 2.9999 0.089769 0.091116 0.092483 0.093870 0.095278 32.81 33.81 Goldman Sachs Group, Inc 38147QXX9 03/31/15 03/31/25 100.000 VARIES 3.3914 0.093942 0.093887 0.094035 0.094185 0.094278 33.82 33.90 Goldman Sachs Group, Inc 38147QXY7 04/30/15 05/02/23 100.000 0.000 2.5999 0.077048 0.078049 0.079064 0.080092 0.081133 28.04 28.77 Goldman Sachs Group, Inc 38147QY34 04/30/15 11/02/22 100.000 0.000 3.0000 0.089788 0.091135 0.092502 0.093890 0.095298 32.73 33.72 Goldman Sachs Group, Inc 38147QY59 04/03/15 04/03/20 100.000 VARIES 2.4873 0.069576 0.069559 0.069470 0.069380 0.069237 25.04 24.97 Goldman Sachs Group, Inc 38147QYN0 10/17/13 10/17/23 100.000 VARIES 3.9815 0.112506 0.112515 0.112524 0.112434 0.112342 40.51 40.48 Goldman Sachs Group, Inc 38147QYV2 05/08/15 05/08/23 100.000 0.000 2.9999 0.089772 0.091118 0.092485 0.093872 0.095281 32.70 33.69 Goldman Sachs Group, Inc 38147QZ25 12/31/13 12/31/20 100.000 0.000 3.1012 0.097429 0.098939 0.100473 0.102031 0.103613 35.35 36.45 Goldman Sachs Group, Inc 38147QZQ2 06/01/15 05/30/23 100.000 0.000 3.1502 0.094609 0.096099 0.097613 0.099150 0.100712 34.42 35.51 Goldman Sachs Group, Inc 38147QZR0 04/30/15 04/30/30 100.000 VARIES 3.7833 0.010278 0.009988 0.010027 0.009737 0.009713 3.68 3.59 Goldman Sachs Group, Inc 38148T2C2 05/29/15 06/01/23 100.000 0.000 3.2499 0.097871 0.099461 0.101077 0.102720 0.104389 35.62 36.78 Goldman Sachs Group, Inc 38148T2E8 05/07/15 05/07/25 100.000 VARIES 3.7599 0.015546 0.015839 0.015893 0.015948 0.015927 5.67 5.73 Goldman Sachs Group, Inc 38148T2H1 05/29/15 12/01/22 100.000 0.000 3.1002 0.093018 0.094460 0.095924 0.097411 0.098921 33.83 34.89 Goldman Sachs Group, Inc 38148T2V0 05/11/15 05/11/30 100.000 VARIES 3.7443 0.098403 0.097928 0.097443 0.096949 0.096852 35.29 34.96 Goldman Sachs Group, Inc 38148T3L1 05/29/15 05/30/25 100.000 0.000 3.5000 0.106041 0.107897 0.109785 0.111706 0.113661 38.62 39.99 Goldman Sachs Group, Inc 38148T3N7 06/10/15 06/10/25 100.000 VARIES 3.9250 0.012909 0.013062 0.013217 0.013376 0.013332 4.68 4.79 Goldman Sachs Group, Inc 38148T3V9 06/30/15 06/29/23 100.000 0.000 3.3498 0.101099 0.102792 0.104514 0.106265 0.108044 36.71 37.95 Goldman Sachs Group, Inc 38148T3Z0 06/05/15 06/05/20 100.000 0.000 2.4000 0.070763 0.071612 0.072471 0.073341 0.074221 25.67 26.29 Goldman Sachs Group, Inc 38148T4E6 06/30/15 12/30/22 100.000 0.000 3.2498 0.097849 0.099439 0.101055 0.102697 0.104366 35.52 36.68 Goldman Sachs Group, Inc 38148T4F3 06/26/15 06/26/23 100.000 0.000 3.2500 0.097854 0.099444 0.101060 0.102703 0.104372 35.53 36.69 Goldman Sachs Group, Inc 38148T4Y2 06/15/15 06/15/25 100.000 VARIES 4.3491 0.116801 0.116868 0.117135 0.117408 0.117743 42.07 42.23 Goldman Sachs Group, Inc 38148T5T2 07/07/15 07/07/23 100.000 0.000 3.3501 0.099452 0.101118 0.102812 0.104534 0.106285 36.69 37.93 Goldman Sachs Group, Inc 38148T5U9 07/07/15 07/08/25 100.000 0.000 3.6499 0.109005 0.110994 0.113020 0.115082 0.117183 40.29 41.78 Goldman Sachs Group, Inc 38148T6A2 06/26/15 06/28/18 100.000 0.000 2.2506 0.066123 11.70 Goldman Sachs Group, Inc 38148T6B0 06/26/15 06/27/19 100.000 0.000 2.5500 0.075472 0.076435 0.077409 27.35 13.62 Goldman Sachs Group, Inc 38148T6Q7 07/31/15 01/31/23 100.000 0.000 3.2500 0.096291 0.097856 0.099446 0.101062 0.102704 35.42 36.58 Goldman Sachs Group, Inc 38148T6S3 07/31/15 02/02/23 100.000 0.000 3.2489 0.096272 0.097836 0.099425 0.101040 0.102681 35.41 36.57 Goldman Sachs Group, Inc 38148T7B9 07/30/15 08/01/23 100.000 0.000 3.3498 0.099452 0.101118 0.102811 0.104533 0.106284 36.61 37.84 Goldman Sachs Group, Inc 38148T7C7 07/31/15 02/02/23 100.000 0.000 3.2489 0.096272 0.097836 0.099425 0.101040 0.102681 35.41 36.57 Goldman Sachs Group, Inc 38148TA58 07/31/15 07/31/20 100.000 0.000 2.5002 0.072987 0.073900 0.074824 0.075759 0.076706 26.72 27.39 Goldman Sachs Group, Inc 38148TAE9 07/31/15 07/31/25 100.000 0.000 3.7000 0.110597 0.112643 0.114727 0.116850 0.119012 40.81 42.33 Goldman Sachs Group, Inc 38148TAG4 07/22/15 07/21/22 100.000 0.000 3.1500 0.093135 0.094602 0.096092 0.097606 0.099143 34.27 35.35 Goldman Sachs Group, Inc 38148TAK5 07/29/15 07/29/27 100.000 VARIES 3.9238 0.010018 0.009973 0.009927 0.010122 0.010321 3.58 3.67 Goldman Sachs Group, Inc 38148TAY5 08/04/15 08/04/21 100.000 0.000 2.8500 0.083777 0.084971 0.086181 0.087409 0.088655 30.73 31.61 Goldman Sachs Group, Inc 38148TB57 08/31/15 03/02/23 100.000 0.000 3.1988 0.094695 0.096210 0.097748 0.099312 0.100900 34.73 35.85 Goldman Sachs Group, Inc 38148TB65 08/31/15 08/29/25 100.000 0.000 3.5990 0.107355 0.109287 0.111253 0.113255 0.115293 39.47 40.90 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Goldman Sachs Group, Inc 38148TB73 08/31/15 03/02/23 100.000 0.000 3.1988 0.094695 0.096210 0.097748 0.099312 0.100900 34.73 35.85 Goldman Sachs Group, Inc 38148TB81 08/28/15 08/30/23 100.000 0.000 3.3014 0.096853 0.097913 0.100077 0.101173 0.102843 35.95 37.07 Goldman Sachs Group, Inc 38148TBA6 08/28/15 02/28/23 100.000 0.000 3.1965 0.094108 0.094053 0.097140 0.097083 0.099719 34.71 35.76 Goldman Sachs Group, Inc 38148TBN8 08/26/15 08/26/25 100.000 VARIES 3.9131 0.008648 0.008818 0.008990 0.009102 0.009217 3.19 3.29 Goldman Sachs Group, Inc 38148TCH0 09/02/15 09/03/25 100.000 2.000 3.6202 0.103894 0.104769 0.105660 0.106566 0.107490 37.77 38.42 Goldman Sachs Group, Inc 38148TD63 09/25/15 09/25/23 100.000 0.000 3.2499 0.096287 0.097851 0.099441 0.101057 0.102699 35.25 36.40 Goldman Sachs Group, Inc 38148TD89 09/30/15 07/03/23 100.000 0.000 3.2490 0.095515 0.097066 0.098643 0.100245 0.101874 35.22 36.38 Goldman Sachs Group, Inc 38148TD97 09/30/15 09/28/23 100.000 0.000 3.2992 0.097825 0.099439 0.101079 0.102747 0.104442 35.81 37.00 Goldman Sachs Group, Inc 38148TDA4 09/30/15 09/30/25 100.000 0.000 3.6001 0.107400 0.109333 0.111301 0.113304 0.115344 39.37 40.80 Goldman Schs Group, Inc. 38148TDB2 09/29/15 09/28/23 100.000 0.000 3.3000 0.097860 0.099474 0.101116 0.102784 0.104480 35.82 37.01 Goldman Sachs Group, Inc 38148TDE6 09/08/15 09/07/22 100.000 0.000 3.1000 0.091567 0.092986 0.094427 0.095891 0.097377 33.55 34.59 Goldman Sachs Group, Inc 38148TEP0 09/30/15 09/30/25 100.000 VARIES 3.7872 0.010096 0.010287 0.010482 0.010622 0.010765 3.70 3.82 Goldman Sachs Group, Inc 38148TF46 09/24/15 09/24/22 100.000 VARIES 3.2799 0.096300 0.097651 0.099025 0.100421 0.101840 35.18 36.17 Goldman Sachs Group, Inc 38148TFK0 10/30/15 10/30/23 100.000 0.000 3.1502 0.093150 0.094617 0.096107 0.097621 0.099159 33.98 35.06 Goldman Sachs Group, Inc 38148TFN4 10/30/15 11/01/23 100.000 0.000 3.1491 0.093123 0.094589 0.096079 0.097591 0.099128 33.97 35.04 Goldman Sachs Group, Inc 38148TFP9 10/30/15 10/30/25 100.000 0.000 3.4498 0.102614 0.104384 0.106184 0.108016 0.109879 37.48 38.78 Goldman Sachs Group, Inc 38148TFV6 10/29/15 10/31/23 100.000 0.000 3.1500 0.093161 0.094629 0.096119 0.097633 0.099171 33.98 35.06 Goldman Sachs Group, Inc 38148TGL7 10/30/15 10/30/25 100.000 VARIES 3.6654 0.008222 0.008285 0.008350 0.008503 0.008659 2.98 3.05 Goldman Sachs Group, Inc 38148TGM5 10/22/15 10/22/27 100.000 VARIES 3.9047 0.012887 0.012684 0.012478 0.012722 0.012970 4.57 4.57 Goldman Sachs Group, Inc 38148TGT0 11/30/15 11/28/25 100.000 0.000 3.4490 0.102568 0.104337 0.106136 0.107967 0.109828 37.36 38.66 Goldman Sachs Group, Inc 38148TGX1 11/10/15 11/10/26 100.000 VARIES 3.8760 0.010503 0.010489 0.010475 0.010678 0.010885 3.78 3.83 Goldman Sachs Group, Inc 38148TGZ6 11/27/15 11/29/23 100.000 0.000 3.1499 0.093158 0.094626 0.096116 0.097630 0.099167 33.90 34.97 Goldman Sachs Group, Inc 38148TH44 11/30/15 11/28/23 100.000 0.000 3.1488 0.093091 0.094556 0.096045 0.097557 0.099093 33.87 34.95 GOLDMAN SACHS GROUP INC 38148THG7 11/10/15 11/10/21 100.000 1.750 2.8620 61.87 0.081306 0.081774 0.082249 0.082730 0.083218 29.40 29.75 Goldman Sachs Group, Inc 38148THX0 11/18/15 11/18/25 100.000 VARIES 3.7095 0.007568 0.007684 0.007802 0.007947 0.008094 2.76 2.85 Goldman Sachs Group, Inc 38148TJ26 11/30/15 11/29/23 100.000 0.000 3.1489 0.093102 0.094567 0.096056 0.097569 0.099105 33.87 34.95 Goldman Sachs Group, Inc 38148TJ59 11/27/15 11/27/30 100.000 VARIES 3.8941 0.103154 0.102752 0.102343 0.101926 0.101501 37.04 36.74 Goldman Sachs Group, Inc 38148TJN0 12/31/15 07/03/24 100.000 0.000 3.2988 0.096270 0.097858 0.099472 0.101113 0.102781 35.51 36.69 Goldman Sachs Group, Inc 38148TJP5 12/31/15 01/02/26 100.000 0.000 3.4990 0.102407 0.104198 0.106021 0.107876 0.109763 37.84 39.17 Goldman Sachs Group, Inc 38148TJU4 12/29/15 12/29/23 100.000 0.000 3.0000 0.088448 0.089775 0.091122 0.092489 0.093876 32.09 33.06 Goldman Sachs Group, Inc 38148TJY6 12/28/15 12/26/23 100.000 0.000 3.2000 0.094699 0.096214 0.097753 0.099317 0.100906 34.38 35.49 Goldman Sachs Group, Inc 38148TLJ6 02/16/16 02/16/26 100.000 VARIES 3.7570 12.22 0.017890 0.017756 0.017619 0.017480 0.017809 6.38 6.34 Goldman Sachs Group, Inc 38148TNV7 09/29/16 09/29/26 100.000 VARIES 2.3290 2.05 0.003991 0.004037 0.004084 0.004132 0.004180 1.45 1.49 Goldman Sachs Group, Inc 38148TP94 11/18/16 11/18/26 100.000 VARIES 2.2302 3.39 0.007331 0.007413 0.007495 0.007579 0.007663 2.66 2.72 Goldman Sachs Group, Inc 38150A2F1 02/21/17 02/21/27 100.000 VARIES 3.8872 33.47 0.107917 0.107855 0.107792 0.107727 0.107856 38.82 38.80 Goldman Sachs Group, Inc 38150A2Z7 04/28/17 04/28/27 100.000 VARIES 3.6989 2.62 0.010676 0.010519 0.010358 0.010195 0.010029 3.80 3.68 Goldman Sachs Group, Inc 38150A3C7 05/19/17 05/19/27 100.000 VARIES 3.6688 2.43 0.010723 0.010447 0.010167 0.009881 0.009590 3.79 3.58 GOLDMAN SACHS GROUP INC 38150A3E3 05/31/17 05/31/37 100.000 0.000 4.1400 24.34 0.117379 0.119809 0.122289 0.124820 0.127404 42.85 44.64 GOLDMAN SACHS GROUP INC 38150A3S2 07/10/17 07/10/27 100.000 VARIES 3.6160 17.18 0.100444 0.100000 0.099548 0.099088 0.099101 35.93 35.68 GOLDMAN SACHS GROUP INC 38150A3U7 08/02/17 08/02/27 100.000 VARIES 3.5643 14.75 0.099007 0.098792 0.098572 0.098349 0.098121 35.54 35.38 GOLDMAN SACHS GROUP INC 38150A3Z6 08/15/17 08/15/24 100.000 VARIES 3.1510 11.90 0.087526 0.087482 0.087437 0.087648 0.087811 31.49 31.57 GOLDMAN SACHS GROUP INC 38150A4K8 09/22/17 09/22/27 100.000 VARIES 3.5451 9.75 0.098475 0.098251 0.098023 0.097791 0.097555 35.37 35.20 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ GOLDMAN SACHS GROUP INC 38150A4M4 10/06/17 10/06/27 100.000 VARIES 3.5757 8.44 0.099324 0.098616 0.097896 0.098207 0.098475 35.51 35.35 GOLDMAN SACHS GROUP INC 38150A4P7 09/29/17 09/29/27 100.000 VARIES 3.6040 9.21 0.100110 0.099912 0.099710 0.099505 0.099296 35.97 35.82 GOLDMAN SACHS GROUP INC 38150A4Q5 09/29/17 09/29/27 100.000 VARIES 3.6048 9.21 0.100134 0.099610 0.099076 0.098533 0.097980 35.86 35.47 GOLDMAN SACHS GROUP INC 38150A5G6 12/01/17 12/01/27 100.000 VARIES 3.5339 2.94 0.098163 0.098082 0.097999 0.097914 0.097828 35.32 35.26 GOLDMAN SACHS GROUP INC 38150A5K7 12/12/17 12/12/27 100.000 VARIES 2.7977 0.20 0.010770 0.010244 0.009711 0.009171 0.008623 3.76 3.38 GOLDMAN SACHS GROUP INC 38150A5R2 01/31/18 01/31/28 100.000 VARIES 3.1064 0.010455 0.009897 0.009331 0.008755 3.38 3.29 GOLDMAN SACHS GROUP INC 38150A6K6 03/28/18 03/28/28 100.000 VARIES 3.3846 0.016238 0.015695 0.015142 0.014581 4.38 5.45 GOLDMAN SACHS GROUP INC 38150AAC9 06/13/18 06/13/28 100.000 VARIES 3.7824 0.021179 0.019846 0.018487 0.017103 4.17 6.85 GOLDMAN SACHS GROUP INC 38150AAG0 06/19/18 06/19/30 100.000 VARIES 3.7644 0.011510 0.010639 0.009752 0.008848 2.20 3.65 GOLDMAN SACHS GROUP INC 38150ABH7 09/26/18 09/26/28 100.000 VARIES 3.7555 0.009874 0.009256 0.008626 0.94 3.32 Goodrich Petroleum Corp. 382410AR9 10/12/16 08/30/19 74.590 0.000 24.6087 247.32 0.619543 0.691972 0.781384 0.872733 259.46 205.03 Goodrich Petroleum Corp. 382410AT5 10/12/16 08/30/19 74.590 0.000 24.6243 246.95 0.612700 0.699542 0.772861 0.872761 259.53 204.54 Goodrich Petroleum Corp. 382410AU2 10/12/16 08/30/19 74.590 0.000 24.6087 247.32 0.619543 0.691972 0.781384 0.872733 259.46 205.03 Great Plains Energy, Inc 391164AF7 03/22/12 06/15/22 103.480 VARIES 4.8564 0.135743 0.134768 0.135269 0.134285 0.134035 49.36 49.17 Greene & Scott CUNTS, IL 394290CD0 06/01/16 12/01/18 104.620 VARIES 1.8303 30.54 0.051805 0.051325 17.01 Greene & Scott CUNTS, IL 394290CE8 06/01/16 12/01/19 107.218 VARIES N/A 35.64 0.060270 0.059668 0.059061 0.058447 21.55 19.38 Grundy Counties, IL 400186AG7 06/30/16 12/01/18 100.000 VARIES 2.2360 33.94 0.062120 0.062116 20.50 Grundy CNTY SD #72-C, IL 400292BG2 11/01/12 12/01/18 108.347 VARIES 2.7441 0.077350 0.076792 25.43 Grundy CNTY SD #72-C, IL 400292BH0 11/01/12 12/01/19 107.921 VARIES 2.9942 0.085186 0.084694 0.084195 0.083688 30.55 27.69 GS Finance Corp. 40054CAB0 12/31/15 01/03/23 100.000 0.000 2.7988 0.081074 0.082209 0.083359 0.084526 0.085709 29.80 30.64 GS Finance Corp. 40054CAD6 01/29/16 07/31/24 100.000 0.000 3.3498 66.06 0.097822 0.099460 0.101126 0.102820 0.104542 36.01 37.23 GS Finance Corp. 40054CAE4 01/29/16 01/29/26 100.000 0.000 3.6001 71.02 0.105500 0.107400 0.109333 0.111301 0.113304 38.90 40.32 GS Finance Corp. 40054CAF1 01/29/16 01/29/24 100.000 0.000 3.0501 59.93 0.088662 0.090014 0.091387 0.092781 0.094196 32.58 33.58 GF Finance Corp. 40054CAM6 01/28/16 07/28/23 100.000 0.000 2.9500 58.01 0.085624 0.086887 0.088168 0.089469 0.090789 31.44 32.38 GS Finance Corp. 40054CBT0 02/18/16 02/17/22 100.000 0.000 2.8500 54.35 0.082594 0.083771 0.084965 0.086176 0.087404 30.26 31.13 GS Finance Corp. 40054CBU7 02/26/16 02/28/23 100.000 0.000 2.7500 51.79 0.079161 0.078941 0.081353 0.081127 0.083146 29.12 29.87 GS Finance Corp. 40054CCB8 02/29/16 02/29/24 100.000 0.000 3.3000 62.10 0.095749 0.095742 0.098935 0.098927 0.101665 35.34 36.45 GS Finance Corp. 40054K2A3 02/29/16 02/27/26 100.000 0.000 3.6002 67.75 0.105472 0.107370 0.109303 0.111271 0.113274 38.79 40.20 GS Finance Corp. 40054K2B1 02/29/16 03/01/22 100.000 0.000 2.8998 54.42 0.083647 0.083476 0.086090 0.085914 0.088117 30.80 31.64 GS Finance Corp. 40054K2C9 02/29/16 08/29/19 100.000 0.000 2.2479 42.04 0.063513 0.064579 0.064948 0.066039 23.56 15.79 GS Finance Corp. 40054K2H8 02/26/16 08/28/23 100.000 0.000 3.2000 60.43 0.093240 0.094732 0.096248 0.097788 0.099352 34.20 35.31 GS Finance Corp. 40054K7D2 04/29/16 05/01/23 100.000 0.000 2.8501 48.49 0.082617 0.083794 0.084989 0.086200 0.087428 30.10 30.96 GS Finance Corp. 40054K7G5 04/29/16 07/30/20 100.000 0.000 2.1997 37.28 0.062802 0.063493 0.064191 0.064897 0.065611 22.94 23.45 GS Finance Corp. 40054K7H3 04/29/16 04/29/22 100.000 0.000 2.6000 44.16 0.075075 0.076051 0.077040 0.078041 0.079056 27.32 28.04 GS Finance Corp. 40054K7J9 04/29/16 05/01/24 100.000 0.000 3.0000 51.08 0.087155 0.088463 0.089790 0.091136 0.092503 31.77 32.73 GS Finance Corp. 40054K7K6 04/29/16 04/30/26 100.000 0.000 3.2999 56.29 0.096285 0.097874 0.099489 0.101130 0.102799 35.14 36.31 GS Finance Corp. 40054K7L4 04/28/16 04/30/24 100.000 0.000 3.0000 51.17 0.087155 0.088463 0.089790 0.091136 0.092503 31.77 32.73 GS Finance Corp. 40054KA89 04/29/16 05/10/23* 100.000 0.000 2.8500 48.49 0.082673 10.66* GS Finance Corp. 40054KAB2 04/29/16 04/27/23 100.000 1.250 2.8316 47.81 0.080542 0.081190 0.081848 0.082516 0.083192 29.20 29.67 GS Finance Corp. 40054KAE6 04/28/16 01/28/22 100.000 0.000 2.5498 43.38 0.073110 0.074042 0.074986 0.075942 0.076910 26.77 27.46 GS Finance Corp. 40054KAG1 04/29/16 04/30/20 100.000 0.000 2.1495 36.41 0.061658 0.062321 0.062991 0.063668 0.064352 22.40 22.88 GS Finance Corp. 40054KB21 04/28/16 04/28/26 100.000 VARIES 3.2494 53.95 0.088550 0.088218 0.088136 0.088052 0.088153 31.79 31.71 ----------------------------- * Called in 2018; 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ GS Finance Corp. 40054KB62 05/31/16 05/31/23 100.000 0.000 2.8999 46.74 0.084108 0.085327 0.086565 0.087820 0.089093 30.57 31.47 GS Finance Corp. 40054KB70 05/31/16 05/28/21 100.000 0.000 2.4003 38.58 0.069095 0.069925 0.070764 0.071613 0.072473 25.08 25.68 GS Finance Corp. 40054KBA3 05/27/16 05/30/24 100.000 0.000 2.8998 46.99 0.084124 0.085343 0.086581 0.087836 0.089109 30.58 31.47 GS Finance Corp. 40054KBP0 05/27/16 05/30/23 100.000 0.000 2.8998 47.06 0.083659 0.083488 0.086102 0.085926 0.088130 30.58 31.46 GS Finance Corp. 40054KBQ8 05/31/16 12/01/20 100.000 0.000 2.3000 36.95 0.066122 0.066882 0.067651 0.068429 0.069216 23.99 24.54 GS Finance Corp. 40054KBR6 05/31/16 08/30/22 100.000 0.000 N/A 43.56 0.075925 0.078226 0.077990 0.080354 0.080112 28.39 29.16 GS Finance Corp. 40054KBS4 05/31/16 05/31/24 100.000 0.000 3.0499 49.20 0.088656 0.090008 0.091381 0.092774 0.094189 32.24 33.23 GS Finance Corp. 40054KBT2 05/31/16 05/29/26 100.000 0.000 3.2989 53.29 0.096237 0.097824 0.099438 0.101078 0.102745 35.03 36.20 GS FINANCE CORP 40054KBW5 05/31/16 05/29/23 100.000 1.250 2.9093 46.57 0.082848 0.083548 0.084258 0.084978 0.085709 30.00 30.51 GS Finance Corp. 40054KD29 06/29/16 06/27/24 100.000 0.000 2.7999 42.75 0.081076 0.082211 0.083362 0.084529 0.085712 29.40 30.23 GS Finance Corp. 40054KD78 06/02/16 06/01/20 100.000 0.000 2.2001 35.20 0.063148 0.063843 0.064545 0.065255 0.065973 22.90 23.41 GS Finance Corp. 40054KD86 06/24/16 06/26/23 100.000 0.000 2.6499 40.81 0.076583 0.077598 0.078626 0.079668 0.080723 27.76 28.50 GS Finance Corp. 40054KD94 06/30/16 09/30/22 100.000 0.000 2.4488 37.29 0.070124 0.070983 0.071852 0.072731 0.073622 25.56 26.19 GS Finance Corp. 40054KDA1 06/03/16 06/05/23 100.000 0.000 3.0002 48.12 0.087161 0.088469 0.089796 0.091143 0.092510 31.68 32.64 GS Finance Corp. 40054KDD5 06/30/16 12/31/20 100.000 0.000 1.9909 30.22 0.056970 0.057537 0.058109 0.058688 0.059272 20.61 21.02 GS Finance Corp. 40054KDE3 06/30/16 07/02/24 100.000 0.000 2.7499 41.90 0.078513 0.079592 0.080687 0.081796 0.082921 28.85 29.65 GS Finance Corp. 40054KDF0 06/30/16 07/02/26 100.000 0.000 3.0000 45.77 0.085867 0.087155 0.088462 0.089789 0.091136 31.61 32.56 GS FINANCE CORP 40054KDJ2 06/30/16 06/28/23 100.000 1.250 2.6041 39.40 0.073813 0.074322 0.074838 0.075360 0.075889 26.67 27.04 GS Finance Corp. 40054KDK9 06/30/16 07/01/21 100.000 0.000 2.1388 32.49 0.061002 0.060649 0.062313 0.061953 22.20 22.68 GS Finance Corp. 40054KDL7 06/30/16 09/30/22 100.000 0.000 2.4488 37.29 0.070124 0.070983 0.071852 0.072731 0.073622 25.56 26.19 GS Finance Corp. 40054KDM5 06/30/16 07/12/23 100.000 0.000 2.6003 39.60 0.074185 0.075149 0.076126 0.077116 0.078119 27.21 27.92 GS Finance Corp. 40054KDT0 06/09/16 06/09/23 100.000 0.000 2.9998 47.59 0.087134 0.088441 0.089768 0.091114 0.092481 31.66 32.62 GS FINANCE CORP 40054KDV5 06/17/16 06/15/23 100.000 2.000 2.6630 41.12 0.074705 0.074960 0.075219 0.075481 0.075746 26.95 27.13 GS Finance Corp. 40054KDX1 06/30/16 07/02/20 100.000 0.000 1.9105 28.99 0.054095 0.054611 0.055133 0.055660 0.056191 19.75 20.13 GS Finance Corp. 40054KEY8 07/29/16 05/01/23 100.000 0.000 2.4799 35.71 0.071054 0.071935 0.072827 0.073730 0.074644 25.84 26.49 GS Finance Corp. 40054KEZ5 07/29/16 04/29/21 100.000 0.000 2.0500 29.46 0.058415 0.059013 0.059618 0.060229 0.060847 21.21 21.65 GS Finance Corp. 40054KF27 07/29/16 05/01/25 100.000 0.000 2.7700 39.95 0.079651 0.080754 0.081872 0.083006 0.084156 29.01 29.82 GS Finance Corp. 40054KF35 07/29/16 07/30/26 100.000 0.000 2.9298 42.25 0.083792 0.085020 0.086265 0.087529 0.088811 30.76 31.67 GS Finance Corp. 40054KF43 07/29/16 07/29/21 100.000 0.000 2.1200 30.49 0.058836 0.060445 0.060089 0.061733 0.061370 21.96 22.43 GS Finance Corp. 40054KF50 07/29/16 08/09/23 100.000 0.000 2.5301 36.42 0.072120 0.073032 0.073956 0.074892 0.075839 26.39 27.06 GS Finance Corp. 40054KF84 07/29/16 07/31/23 100.000 0.000 2.6502 38.24 0.075592 0.076594 0.077609 0.078637 0.079679 27.70 28.44 GS Finance Corp. 40054KFB7 07/28/16 07/30/24 100.000 0.000 2.6502 38.24 0.075592 0.076594 0.077609 0.078637 0.079679 27.70 28.44 GS Finance Corp. 40054KFC5 07/26/16 07/24/20 100.000 0.000 2.0961 30.29 0.059445 0.060068 0.060698 0.061334 0.061977 21.71 22.17 GS Finance Corp. 40054KGJ9 08/31/16 06/01/21 100.000 0.000 1.9502 26.29 0.055506 0.056047 0.056594 0.057145 0.057703 20.11 20.51 GS Finance Corp. 40054KGK6 08/31/16 06/01/22 100.000 0.000 2.1998 29.69 0.062805 0.063496 0.064194 0.064900 0.065614 22.78 23.28 GS Finance Corp. 40054KGL4 08/31/16 06/01/23 100.000 0.000 2.3999 32.42 0.068688 0.069513 0.070347 0.071191 0.072045 24.93 25.53 GS Finance Corp. 40054KGM2 08/31/16 05/30/25 100.000 0.000 2.6499 35.83 0.076072 0.077080 0.078102 0.079136 0.080185 27.63 28.37 GS Finance Corp. 40054KGN0 08/31/16 09/12/23 100.000 0.000 2.4502 33.10 0.069795 0.070650 0.071515 0.072392 0.073278 25.47 26.10 GS Finance Corp. 40054KGP5 08/31/16 08/31/26 100.000 0.000 2.8001 37.98 0.079533 0.079331 0.081775 0.081568 0.083619 29.27 30.04 GS Finance Corp. 40054KGQ3 08/31/16 08/31/21 100.000 0.000 2.0001 27.03 0.056363 0.055999 0.057496 0.057124 0.058330 20.64 21.02 GS Finance Corp. 40054KGR1 08/04/16 08/06/26 100.000 0.000 2.8502 40.68 0.081459 0.082620 0.083797 0.084991 0.086202 29.87 30.73 GS Finance Corp. 40054KGT7 08/26/16 08/28/23 100.000 0.000 2.5001 34.06 0.071205 0.072095 0.072996 0.073909 0.074833 26.01 26.67 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ GS Finance Corp. 40054KH41 08/30/16 08/29/24 100.000 0.000 2.5993 35.20 0.072872 0.074225 0.074779 0.076167 0.076318 27.08 27.74 GS Finance Corp. 40054KHR0 08/24/16 08/24/26 100.000 0.000 2.8998 39.74 0.082902 0.084104 0.085324 0.086561 0.087816 30.37 31.26 GS Finance Corp. 40054KJ72 09/30/16 10/02/23 100.000 0.000 2.6002 32.92 0.074130 0.075093 0.076070 0.077059 0.078060 27.03 27.74 GS Finance Corp. 40054KJA5 09/30/16 09/30/21 100.000 0.000 2.0998 26.53 0.059558 0.060183 0.060815 0.061454 0.062099 21.67 22.13 GS Finance Corp. 40054KJB3 09/30/16 06/30/22 100.000 0.000 2.1888 27.66 0.062478 0.063162 0.063853 0.064552 0.065258 22.62 23.11 GS Finance Corp. 40054KJC1 09/30/16 10/02/23 100.000 0.000 2.5002 31.64 0.071208 0.072099 0.073000 0.073912 0.074836 25.95 26.61 GS Finance Corp. 40054KJD9 09/30/16 10/02/25 100.000 0.000 2.8001 35.48 0.079986 0.081106 0.082241 0.083393 0.084560 29.20 30.02 GS Finance Corp. 40054KJE7 09/30/16 10/01/26 100.000 0.000 3.0000 38.04 0.085860 0.087148 0.088455 0.089782 0.091129 31.37 32.32 GS Finance Corp. 40054KJF4 09/30/16 09/30/21 100.000 0.000 2.0998 26.53 0.059558 0.060183 0.060815 0.061454 0.062099 21.67 22.13 GS Finance Corp. 40054KJG2 09/30/16 10/12/23 100.000 0.000 2.5000 31.64 0.071252 0.072143 0.073044 0.073958 0.074882 25.95 26.61 GS Finance Corp. 40054KJJ6 09/29/16 10/01/24 100.000 0.000 2.7000 34.27 0.077051 0.078092 0.079146 0.080214 0.081297 28.11 28.88 GS Finance Corp. 40054KJY3 09/30/16 10/01/20 100.000 0.000 1.8997 23.98 0.053780 0.054291 0.054806 0.055327 0.055852 19.55 19.92 GS Finance Corp. 40054KL87 10/28/16 10/30/24 100.000 0.000 2.7498 32.63 0.078510 0.079589 0.080684 0.081793 0.082917 28.59 29.38 GS Finance Corp. 40054KLC8 10/31/16 11/09/23 100.000 0.000 2.6003 30.70 0.074169 0.075133 0.076110 0.077099 0.078102 26.98 27.68 GS Finance Corp. 40054KLF1 10/31/16 07/29/21 100.000 0.000 2.1986 25.92 0.062080 0.062763 0.063453 0.064150 0.064855 22.68 23.18 GS Finance Corp. 40054KLG9 10/31/16 10/31/22 100.000 0.000 2.4001 28.31 0.068279 0.069098 0.069927 0.070766 0.071616 24.83 25.43 GS Finance Corp. 40054KLJ3 10/28/16 10/30/23 100.000 0.000 2.5999 30.84 0.074119 0.075082 0.076059 0.077047 0.078049 26.97 27.68 GS Finance Corp. 40054KLQ7 10/31/16 10/31/23 100.000 0.000 2.6000 30.69 0.074113 0.075076 0.076052 0.077041 0.078043 26.97 27.68 GS Finance Corp. 40054KLR5 10/31/16 10/29/26 100.000 0.000 2.9991 35.45 0.085820 0.087107 0.088413 0.089739 0.091084 31.29 32.23 GS Finance Corp. 40054KLS3 10/31/16 07/29/21 100.000 0.000 2.1986 25.92 0.062080 0.062763 0.063453 0.064150 0.064855 22.68 23.18 GS Finance Corp. 40054KNC6 11/28/16 11/28/23 100.000 0.000 3.0998 34.17 0.088795 0.090171 0.091569 0.092988 0.094429 32.31 33.31 GS Finance Corp. 40054KNF9 11/28/16 11/28/23 100.000 0.000 3.0601 33.73 0.087624 0.088964 0.090325 0.091707 0.093111 31.87 32.86 GS Finance Corp. 40054KNH5 11/28/16 11/27/26 100.000 0.000 3.4699 38.29 0.099751 0.101482 0.103243 0.105034 0.106856 36.34 37.61 GS Finance Corp. 40054KNK8 11/28/16 08/27/20 100.000 0.000 2.0498 22.54 0.057814 0.058407 0.059006 0.059610 0.060221 21.07 21.50 GS Finance Corp. 40054KNL6 11/28/16 08/26/21 100.000 0.000 2.5402 27.98 0.071902 0.072815 0.073740 0.074677 0.075625 26.28 26.95 GS Finance Corp. 40054KNU6 11/28/16 11/27/24 100.000 0.000 3.2301 35.62 0.092638 0.094134 0.095654 0.097199 0.098769 33.72 34.82 GS Finance Corp. 40054KNV4 11/28/16 11/28/22 100.000 0.000 2.8500 31.39 0.081439 0.082600 0.083777 0.084971 0.086181 29.60 30.45 GS Finance Corp. 40054KP67 11/28/16 11/26/21 100.000 0.000 2.6201 28.84 0.074689 0.075667 0.076659 0.077663 0.078680 27.13 27.85 GS Finance Corp. 40054KPR1 11/25/16 11/26/24 100.000 0.000 3.2499 36.12 0.093241 0.094756 0.096296 0.097861 0.099451 33.95 35.06 GS Finance Corp. 40054KQH2 12/30/16 01/03/25 100.000 0.000 3.3999 34.39 0.096074 0.097707 0.099368 0.101058 0.102776 35.47 36.68 GS Finance Corp. 40054KQQ2 12/30/16 07/01/24 100.000 0.000 3.4000 34.39 0.097692 0.099353 0.101042 0.102759 35.47 36.68 GS Finance Corp. 40054KQU3 12/30/16 12/31/26 100.000 0.000 3.6499 37.04 0.105130 0.107049 0.109003 0.110992 0.113017 38.20 39.60 GS Finance Corp. 40054KQV1 12/30/16 07/02/24 100.000 0.000 3.3199 33.57 0.093768 0.095324 0.096907 0.098515 0.100150 34.60 35.76 GS Finance Corp. 40054KQW9 12/30/16 12/30/22 100.000 0.000 3.0500 30.82 0.087327 0.088659 0.090011 0.091384 0.092777 31.68 32.65 GS Finance Corp. 40054KQX7 12/30/16 10/01/20 100.000 0.000 2.5001 25.27 0.070761 0.071646 0.072541 0.073448 0.074366 25.79 26.44 GS Finance Corp. 40054KR32 12/30/16 01/11/24* 100.000 0.000 3.2499 32.87 0.091833 0.92* GS Finance Corp. 40054KR40 12/30/16 01/10/22* 100.000 0.000 2.8000 28.29 0.078927 0.080032 0.79* GS Finance Corp. 40054KR57 12/30/16 01/12/27* 100.000 0.000 3.6748 37.21 0.104082 1.14* GS Finance Corp. 40054KR65 12/21/16 12/21/23 100.000 0.000 3.2002 33.18 0.091761 0.093230 0.094721 0.096237 0.097777 33.33 34.40 GS Finance Corp. 40054KS23 12/21/16 12/21/23 100.000 0.000 3.2002 33.18 0.091761 0.093230 0.094721 0.096237 0.097777 33.33 34.40 GS Finance Corp. 40054KSF4 12/28/16 12/27/19 100.000 0.000 2.2301 22.62 0.063332 0.064038 0.064752 0.065474 22.93 23.18 GS Finance Corp. 40054KSG2 12/28/16 12/27/19 100.000 0.000 2.2301 22.62 0.063332 0.064038 0.064752 0.065474 22.93 23.18 ----------------------------- * Called in 2018; 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ GS Finance Corp. 40054KSN7 01/30/17 01/30/25 100.000 0.000 3.3999 31.50 0.096047 0.097680 0.099341 0.101029 0.102747 35.37 36.58 GS Finance Corp. 40054KT48 01/31/17 01/29/27 100.000 0.000 3.6999 34.31 0.104666 0.106602 0.108574 0.110583 0.112629 38.62 40.06 GS Finance Corp. 40054KT55 01/31/17 01/31/24 100.000 0.000 3.2500 30.10 0.091744 0.093234 0.094749 0.096289 0.097854 33.75 34.86 GS Finance Corp. 40054KT63 01/31/17 07/29/22 100.000 0.000 2.9200 27.03 0.082289 0.083491 0.084710 0.085946 0.087201 30.21 31.10 GS Finance Corp. 40054KT71 01/31/17 10/29/20 100.000 0.000 2.4502 22.68 0.069312 0.070161 0.071021 0.071891 0.072771 25.21 25.83 GS Finance Corp. 40054KT89 01/31/17 02/09/24* 100.000 0.000 3.2499 30.11 0.091815 3.58* GS Finance Corp. 40054KT97 01/31/17 02/09/22* 100.000 0.000 2.8000 25.92 0.078921 3.08* GS Finance Corp. 40054KTA4 01/31/17 02/09/27* 100.000 0.000 3.7000 34.32 0.104775 4.09* GS Finance Corp. 40054KTB2 01/27/17 01/29/24 100.000 0.000 3.1998 29.91 0.090322 0.091767 0.093235 0.094727 0.096242 33.22 34.29 GS Finance Corp. 40054KTD8 01/30/17 01/30/24 100.000 0.000 3.2500 30.10 0.091744 0.093234 0.094749 0.096289 0.097854 33.75 34.86 GS Finance Corp. 40054KTP1 01/31/17 01/26/23 100.000 1.250 3.0595 28.25 0.085738 0.086519 0.087311 0.088115 0.088932 31.25 31.83 GS Finance Corp. 40054KUL8 01/30/17 07/30/24 100.000 0.000 3.3302 30.85 0.094047 0.095613 0.097205 0.098824 0.100469 34.62 35.78 GS Finance Corp. 40054KUQ7 02/01/17 06/02/22 100.000 0.000 2.8998 26.78 0.082514 0.083710 0.084924 0.086155 0.087405 29.99 30.87 GS Finance Corp. 40054KV29 02/27/17 08/26/24 100.000 0.000 3.2501 27.63 0.091738 0.093229 0.094744 0.096284 0.097848 33.67 34.77 GS Finance Corp. 40054KVB9 02/27/17 02/27/25 100.000 0.000 3.3001 28.06 0.093183 0.094721 0.096284 0.097872 0.099487 34.21 35.35 GS Finance Corp. 40054KVC7 02/27/17 02/27/24 100.000 0.000 3.1501 26.77 0.088882 0.090282 0.091704 0.093148 0.094615 32.60 33.63 GS Finance Corp. 40054KVN3 02/28/17 03/08/24* 100.000 0.000 3.1002 26.09 0.087512 0.088869 5.86* GS Finance Corp. 40054KVQ6 02/28/17 03/09/27* 100.000 0.000 3.5002 29.48 0.099015 6.63* GS Finance Corp. 40054KVS2 02/28/17 02/28/24 100.000 0.000 3.0999 26.26 0.087443 0.088799 0.090175 0.091573 0.092992 32.06 33.06 GS Finance Corp. 40054KVT0 02/28/17 08/26/22 100.000 0.000 2.6997 22.70 0.075982 0.077008 0.078047 0.079101 0.080168 27.80 28.55 GS Finance Corp. 40054KVU7 02/28/17 11/27/20 100.000 0.000 2.3002 19.33 0.064988 0.065735 0.066492 0.067256 0.068030 23.58 24.13 GS Finance Corp. 40054KW77 02/28/17 02/26/23 100.000 1.250 2.9063 24.56 0.079622 0.081616 0.080958 0.082994 0.082334 29.59 30.09 GS Finance Corp. 40054KWL6 02/17/17 08/19/24 100.000 0.000 3.2499 28.55 0.091759 0.093250 0.094765 0.096305 0.097870 33.70 34.80 GS Finance Corp. 40054KWQ5 02/15/17 01/07/19 100.000 0.000 1.9703 17.37 0.055155 0.055699 0.056248 20.14 0.34 GS Finance Corp. 40054KXL5 02/28/17 08/29/22 100.000 0.000 2.0900 17.66 0.057701 0.058625 0.058914 0.059856 0.059824 21.38 21.79 GS Finance Corp. 40054KXX9 03/30/17 04/01/25 100.000 0.000 3.3001 24.98 0.093192 0.094730 0.096293 0.097882 0.099497 34.10 35.24 GS Finance Corp. 40054KXY7 03/30/17 04/01/24 100.000 0.000 3.1002 23.46 0.087459 0.088814 0.090191 0.091589 0.093009 31.97 32.97 GS Finance Corp. 40054KYD2 03/31/17 12/31/20 100.000 0.000 2.3766 17.96 0.067198 0.067997 0.068805 0.069623 0.070450 24.34 24.92 GS Finance Corp. 40054KYE0 03/31/17 10/03/22 100.000 0.000 2.7999 21.18 0.078882 0.079986 0.081106 0.082241 0.083392 28.79 29.60 GS Finance Corp. 40054KYF7 03/31/17 04/02/24 100.000 0.000 3.1000 23.46 0.087460 0.088816 0.090193 0.091591 0.093010 31.97 32.97 GS Finance Corp. 40054KYH3 03/31/17 03/31/23 100.000 1.250 2.9099 21.97 0.081500 0.082181 0.082871 0.083572 0.084282 29.59 30.09 GS Finance Corp. 40054KYJ9 03/31/17 03/31/25 100.000 0.000 3.2999 24.98 0.093177 0.094715 0.096278 0.097866 0.099481 34.10 35.24 GS Finance Corp. 40054KYX8 03/31/17 04/11/24* 100.000 0.000 3.1001 23.46 0.087531 8.75* GS Finance Corp. 40054KYY6 03/31/17 04/11/22* 100.000 0.000 2.7002 20.42 0.076082 7.61* GS Finance Corp. 40054KYZ3 03/31/17 04/12/27* 100.000 0.000 3.5501 26.89 0.100482 10.15* GS Finance Corp. 40054L2S2 03/27/17 03/28/22 100.000 1.000 2.7411 20.93 0.076808 0.077480 0.078161 0.078852 0.079552 27.90 28.39 GS Finance Corp. 40054L2W3 03/30/17 09/30/22 100.000 0.000 2.8001 21.18 0.078869 0.079973 0.081092 0.082228 0.083379 28.79 29.61 GS Finance Corp. 40054L3B8 03/31/17 04/11/24* 100.000 0.000 3.1001 23.46 0.087531 8.75* GS Finance Corp. 40054L3C6 03/31/17 04/11/24* 100.000 0.000 3.1001 23.46 0.087531 8.75* GS Finance Corp. 40054L3Q5 04/28/17 01/28/21 100.000 0.000 2.3002 15.58 0.064263 0.065002 0.065750 0.066506 0.067271 23.50 24.04 GS Finance Corp. 40054L3R3 04/28/17 10/28/22 100.000 0.000 2.7000 18.29 0.076012 0.077038 0.078078 0.079132 0.080201 27.68 28.43 GS Finance Corp. 40054L3S1 04/28/17 04/30/24 100.000 0.000 3.0498 20.67 0.086022 0.087334 0.088666 0.090018 0.091391 31.37 32.33 ----------------------------- * Called in 2018; 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ GS Finance Corp. 40054L3U6 04/27/17 04/29/25 100.000 0.000 3.3000 22.46 0.093195 0.094733 0.096296 0.097885 0.099500 34.02 35.15 GS Finance Corp. 40054L3Y8 04/28/17 04/28/25 100.000 0.000 3.3000 22.37 0.093180 0.094718 0.096281 0.097869 0.099484 34.02 35.15 GS Finance Corp. 40054L4B7 04/28/17 04/24/23 100.000 1.250 2.8079 18.99 0.078592 0.079208 0.079832 0.080466 0.081108 28.49 28.94 GS Finance Corp. 40054L4C5 04/25/17 04/25/24 100.000 0.000 3.0999 21.27 0.087443 0.088799 0.090175 0.091573 0.092992 31.90 32.90 GS Finance Corp. 40054L4L5 04/28/17 01/30/24 100.000 0.000 3.0000 20.35 0.083973 0.085233 0.086512 0.087809 0.089126 30.84 31.77 GS Finance Corp. 40054L5R1 04/28/17 05/09/24* 100.000 0.000 3.0500 20.67 0.086094 11.02* GS Finance Corp. 40054L5T7 04/28/17 05/10/27* 100.000 0.000 3.4501 23.40 0.097600 12.59* GS Finance Corp. 40054L6F6 04/13/17 04/13/37 100.000 VARIES 4.2970 30.58 0.116555 0.113688 0.113393 0.113091 0.112784 41.20 40.72 GS Finance Corp. 40054L6L3 04/24/17 05/03/24* 100.000 0.000 3.1000 21.36 0.087514 10.68* GS Finance Corp. 40054L6N9 04/24/17 05/03/24* 100.000 0.000 3.1000 21.36 0.087514 10.68* GS Finance Corp. 40054L6R0 04/28/17 05/10/27* 100.000 0.000 3.4501 23.40 0.097600 12.59* GS Finance Corp. 40054L6W9 05/09/17 05/07/21 100.000 0.000 2.1501 13.89 0.060359 0.061008 0.061663 0.062326 0.062996 21.92 22.39 GS Finance Corp. 40054LA53 04/28/17 10/31/24 100.000 0.000 3.1210 21.15 0.088064 0.089438 0.090834 0.092251 0.093691 32.12 33.13 GS Finance Corp. 40054LA95 05/08/17 05/10/21 100.000 0.000 2.3697 15.38 0.066615 0.067404 0.068203 0.069011 0.069829 24.20 24.78 GS Finance Corp. 40054LAE4 03/20/17 09/20/22 100.000 0.000 2.9898 23.46 0.084292 0.085552 0.086831 0.088129 0.089447 30.83 31.76 GS Finance Corp. 40054LAM6 05/31/17 11/30/22 100.000 0.000 2.6502 15.56 0.074591 0.075579 0.076581 0.077596 0.078624 27.09 27.82 GS Finance Corp. 40054LAN4 03/31/17 03/31/32 100.000 VARIES 4.1214 30.87 0.112803 0.111088 0.109338 0.107551 0.107378 39.99 38.86 GS Finance Corp. 40054LAP9 05/31/17 05/31/24 100.000 0.000 2.9498 17.33 0.083148 0.084374 0.085619 0.086882 0.088163 30.23 31.13 GS Finance Corp. 40054LAQ7 05/30/17 05/30/25 100.000 0.000 3.1002 18.21 0.087450 0.088806 0.090182 0.091580 0.093000 31.81 32.80 GS Finance Corp. 40054LAR5 05/30/17 11/29/22 100.000 0.000 2.6501 15.56 0.074583 0.075571 0.076572 0.077587 0.078615 27.09 27.81 GS Finance Corp. 40054LBG8 05/31/17 03/02/21 100.000 0.000 2.2248 13.08 0.062152 0.062844 0.063543 0.064250 0.064964 22.66 23.17 GS Finance Corp. 40054LBJ2 05/31/17 06/11/24 100.000 0.000 2.9497 17.33 0.083221 0.084448 0.085694 0.086958 0.088240 30.23 31.13 GS Finance Corp. 40054LBK9 05/31/17 06/09/27* 100.000 0.000 3.3999 19.98 0.096130 0.097764 15.48* GS Finance Corp. 40054LBL7 05/31/17 05/26/23 100.000 1.250 2.7568 16.18 0.077141 0.077726 0.078318 0.078919 0.079529 27.92 28.35 GS Finance Corp. 40054LBV5 05/31/17 05/31/24 100.000 0.000 2.9498 17.33 0.083148 0.084374 0.085619 0.086882 0.088163 30.23 31.13 GS Finance Corp. 40054LCA0 05/18/17 05/19/22 100.000 0.000 2.5602 15.90 0.072031 0.072953 0.073887 0.074833 0.075791 26.18 26.85 GS Finance Corp. 40054LCJ1 05/18/17 05/20/24 100.000 0.000 3.0299 18.82 0.085455 0.086749 0.088064 0.089398 0.090752 31.10 32.05 GS FINANCE CORP 40054LEE0 06/30/17 07/02/24 100.000 0.000 2.8998 14.58 0.080564 0.081732 0.082917 0.084119 0.085339 29.63 30.50 GS FINANCE CORP 40054LEF7 06/30/17 03/30/23 100.000 0.000 2.6506 13.37 0.074117 0.075099 0.076095 0.077103 0.078125 27.04 27.76 GS FINANCE CORP 40054LEM2 06/29/17 07/01/25 100.000 0.000 3.0998 15.67 0.087454 0.088809 0.090186 0.091584 31.73 32.72 GS FINANCE CORP 40054LEN0 06/29/17 06/29/23 100.000 0.000 2.6999 13.65 0.076010 0.077036 0.078076 0.079130 0.080198 27.55 28.30 GS FINANCE CORP 40054LER1 06/30/17 04/01/21 100.000 0.000 2.2248 11.22 0.062146 0.062838 0.063536 0.064243 0.064958 22.62 23.13 GS FINANCE CORP 40054LEX8 06/30/17 07/12/24* 100.000 0.000 2.9000 14.59 0.080633 0.081802 15.61* GS FINANCE CORP 40054LEY6 06/30/17 07/13/27* 100.000 0.000 3.3500 16.86 0.093169 0.094730 18.07* GS FINANCE CORP 40054LFC3 06/30/17 07/02/24 100.000 0.000 2.8998 14.58 0.080564 0.081732 0.082917 0.084119 0.085339 29.63 30.50 GS FINANCE CORP 40054LFP4 06/30/17 06/26/23 100.000 1.250 2.7083 13.62 0.075757 0.076313 0.076876 0.077447 0.078025 27.38 27.78 GS FINANCE CORP 40054LG99 06/29/17 12/31/18 100.000 0.000 1.8996 9.60 0.053271 0.053777 19.22 GS FINANCE CORP 40054LGG3 06/30/17 06/30/25 100.000 0.000 3.0999 15.59 0.087442 0.088797 0.090173 0.091571 0.092990 31.73 32.72 GS FINANCE CORP 40054LH23 07/31/17 07/31/24 100.000 0.000 2.9499 12.37 0.081943 0.083151 0.084378 0.085622 0.086885 30.08 30.98 GS FINANCE CORP 40054LH31 07/31/17 05/01/23 100.000 0.000 2.6501 11.15 0.074107 0.075089 0.076084 0.077093 0.078114 26.97 27.69 GS FINANCE CORP 40054LHH0 07/28/17 07/28/23 100.000 0.000 2.7502 11.69 0.076394 0.077444 0.078509 0.079589 0.080683 28.01 28.79 GS FINANCE CORP 40054LHJ6 07/28/17 07/30/25 100.000 0.000 3.0997 13.18 0.086116 0.087451 0.088806 0.090183 0.091580 31.65 32.64 ----------------------------- * Called in 2018; 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ GS FINANCE CORP 40054LJ39 07/31/17 08/09/24 100.000 0.000 2.9498 12.38 0.081998 0.083208 0.084435 0.085680 0.086944 30.08 30.98 GS FINANCE CORP 40054LJ47 07/31/17 08/09/24 100.000 0.000 2.9498 12.38 0.081998 0.083208 0.084435 0.085680 0.086944 30.08 30.98 GS FINANCE CORP 40054LJ54 07/31/17 08/09/27 100.000 0.000 3.3497 14.06 0.093127 0.094686 0.096272 0.097885 0.099524 34.25 35.41 GS FINANCE CORP 40054LJA3 07/31/17 08/09/24 100.000 0.000 2.9498 12.38 0.081998 0.083208 0.084435 0.085680 0.086944 30.08 30.98 GS FINANCE CORP 40054LJJ4 07/31/17 07/31/24 100.000 0.000 2.9499 12.37 0.081943 0.083151 0.084378 0.085622 0.086885 30.08 30.98 GS FINANCE CORP 40054LJP0 07/31/17 07/31/24 100.000 0.000 2.9499 12.37 0.081943 0.083151 0.084378 0.085622 0.086885 30.08 30.98 GS FINANCE CORP 40054LKQ6 07/31/17 07/26/23 100.000 1.250 2.7589 11.57 0.076635 0.077190 0.077776 0.078370 0.078972 27.87 28.29 GS FINANCE CORP 40054LKV5 07/28/17 07/28/25 100.000 0.000 3.1002 13.18 0.086115 0.087450 0.088806 0.090182 0.091580 31.65 32.64 GS FINANCE CORP 40054LL85 07/27/17 04/29/21 100.000 0.000 2.2251 9.54 0.062159 0.062851 0.063550 0.064257 0.064972 22.59 23.09 GS FINANCE CORP 40054LLF9 07/28/17 07/30/24 100.000 0.000 2.9497 12.54 0.081949 0.083158 0.084384 0.085629 0.086892 30.09 30.98 GS FINANCE CORP 40054LLJ1 07/31/17 08/09/24 100.000 0.000 2.9498 12.38 0.081998 0.083208 0.084435 0.085680 0.086944 30.08 30.98 GS FINANCE CORP 40054LLP7 08/03/17 08/03/32 100.000 VARIES 3.5509 14.60 0.098637 0.097429 0.096199 0.095028 0.094073 34.93 34.11 GS FINANCE CORP 40054LLU6 08/16/17 08/26/24 100.000 0.000 2.9499 11.07 0.082008 0.083218 0.084445 0.085690 0.086954 30.05 30.94 GS FINANCE CORP 40054LME1 08/30/17 08/28/25 100.000 0.000 3.0491 10.25 0.084696 0.085973 0.087284 0.088615 0.089966 31.04 31.99 GS FINANCE CORP 40054LMF8 08/30/17 08/30/23 100.000 0.000 2.7001 9.08 0.075001 0.076003 0.077040 0.078069 0.079134 27.43 28.18 GS FINANCE CORP 40054LMZ4 08/31/17 09/03/24 100.000 0.000 2.9002 9.75 0.080580 0.081749 0.082934 0.084137 0.085357 29.50 30.36 GS FINANCE CORP 40054LN26 08/31/17 06/02/23 100.000 0.000 2.6505 8.92 0.074123 0.075106 0.076101 0.077110 0.078132 26.92 27.64 GS FINANCE CORP 40054LN34 08/31/17 09/12/24 100.000 0.000 2.8996 9.75 0.080623 0.081792 0.082978 0.084181 0.085402 29.49 30.35 GS FINANCE CORP 40054LN42 08/31/17 09/12/24 100.000 0.000 2.8996 9.75 0.080623 0.081792 0.082978 0.084181 0.085402 29.49 30.35 GS FINANCE CORP 40054LN59 08/31/17 09/12/24 100.000 0.000 2.8996 9.75 0.080623 0.081792 0.082978 0.084181 0.085402 29.49 30.35 GS FINANCE CORP 40054LN67 08/31/17 09/14/27 100.000 0.000 2.9002 9.76 0.080652 0.081822 0.083008 0.084212 0.085433 29.50 30.36 GS FINANCE CORP 40054LN75 08/31/17 08/28/23 100.000 1.250 2.7089 9.10 0.075247 0.075768 0.076324 0.076887 0.077458 27.32 27.72 GS FINANCE CORP 40054LNK6 08/31/17 09/03/24 100.000 0.000 2.9002 9.75 0.080580 0.081749 0.082934 0.084137 0.085357 29.50 30.36 GS FINANCE CORP 40054LNL4 08/31/17 09/03/24 100.000 0.000 2.9002 9.75 0.080580 0.081749 0.082934 0.084137 0.085357 29.50 30.36 GS FINANCE CORP 40054LPA6 08/18/17 08/20/20 100.000 0.000 1.9994 7.39 0.055546 0.056101 0.056662 0.057228 0.057801 20.24 20.65 GS FINANCE CORP 40054LQJ6 09/05/17 09/02/21 100.000 0.000 2.2497 7.25 0.062492 0.063184 0.063894 0.064613 0.065340 22.79 23.30 GS FINANCE CORP 40054LQQ0 09/15/17 09/26/24 100.000 0.000 2.8003 8.25 0.077853 0.078943 0.080048 0.081169 0.082306 28.43 29.23 GS FINANCE CORP 40054LQS6 09/15/17 06/15/23 100.000 0.000 2.5996 7.66 0.072679 0.073624 0.074581 0.075550 0.076532 26.36 27.05 GS FINANCE CORP 40054LQU1 09/28/17 09/30/25 100.000 0.000 3.1000 8.01 0.086125 0.087460 0.088815 0.090192 0.091590 31.49 32.47 GS FINANCE CORP 40054LQZ0 09/28/17 09/28/23 100.000 0.000 2.7500 7.10 0.076390 0.077440 0.078505 0.079584 0.080679 27.89 28.66 GS FINANCE CORP 40054LR89 09/29/17 10/10/24 100.000 0.000 2.9500 7.54 0.082018 0.083228 0.084455 0.085701 0.086965 29.94 30.83 GS FINANCE CORP 40054LR97 09/29/17 10/10/24 100.000 0.000 2.9500 7.54 0.082018 0.083228 0.084455 0.085701 0.086965 29.94 30.83 GS FINANCE CORP 40054LRA4 09/29/17 10/10/24 100.000 0.000 2.9500 7.54 0.082018 0.083228 0.084455 0.085701 0.086965 29.94 30.83 GS FINANCE CORP 40054LRB2 09/29/17 10/12/27 100.000 0.000 3.3500 8.57 0.093169 0.094730 0.096317 0.097930 0.099571 34.07 35.22 GS FINANCE CORP 40054LRL0 09/28/17 10/11/22 100.000 0.000 2.5499 6.59 0.070896 0.071800 0.072715 0.073643 0.074581 25.83 26.49 GS FINANCE CORP 40054LS21 09/29/17 10/01/24 100.000 0.000 2.9500 7.54 0.081959 0.083168 0.084395 0.085640 0.086903 29.94 30.83 GS FINANCE CORP 40054LS39 09/29/17 06/29/23 100.000 0.000 2.6502 6.77 0.074104 0.075086 0.076081 0.077089 0.078111 26.86 27.57 GS FINANCE CORP 40054LS47 09/29/17 10/01/24 100.000 0.000 2.9500 7.54 0.081959 0.083168 0.084395 0.085640 0.086903 29.94 30.83 GS FINANCE CORP 40054LSS4 09/29/17 09/26/24 100.000 1.500 2.9596 7.56 0.082212 0.082792 0.083400 0.084018 0.084645 29.81 30.25 GS FINANCE CORP 40054LST2 09/29/17 09/29/22 100.000 0.000 2.5498 6.52 0.070829 0.071732 0.072646 0.073572 0.074510 25.83 26.49 GS FINANCE CORP 40054LSU9 09/29/17 10/01/24 100.000 0.000 2.9500 7.54 0.081959 0.083168 0.084395 0.085640 0.086903 29.94 30.83 GS FINANCE CORP 40054LSV7 09/13/17 09/12/24 100.000 0.000 2.8499 8.55 0.079164 0.080285 0.081429 0.082590 0.083767 28.95 29.78 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ GS FINANCE CORP 40054LSZ8 09/20/17 09/22/25 100.000 0.000 3.0502 8.56 0.084742 0.086034 0.087346 0.088678 0.090031 31.00 31.95 GS FINANCE CORP 40054LTA2 09/29/17 09/30/24 100.000 0.000 2.9501 7.54 0.081953 0.083161 0.084388 0.085633 0.086896 29.94 30.83 GS FINANCE CORP 40054LTJ3 09/29/17 12/29/21 100.000 0.000 2.3500 6.01 0.065662 0.066434 0.067214 0.068004 0.068803 23.78 24.34 GS FINANCE CORP 40054LTR5 09/25/17 09/25/23 100.000 0.000 2.7000 7.20 0.075001 0.076014 0.077040 0.078080 0.079134 27.38 28.12 GS FINANCE CORP 40054LUA0 10/13/17 10/25/24 100.000 0.000 2.9399 6.38 0.081743 0.082945 0.084164 0.085401 0.086657 29.80 30.69 GS FINANCE CORP 40054LUF9 10/30/17 10/30/25 100.000 0.000 3.1001 5.25 0.086113 0.087447 0.088803 0.090179 0.091577 31.40 32.39 GS FINANCE CORP 40054LUG7 10/30/17 10/30/24 100.000 0.000 3.0002 5.08 0.083338 0.084588 0.085857 0.087145 0.088452 30.38 31.30 GS FINANCE CORP 40054LUM4 09/29/17 03/31/23 100.000 0.000 2.6512 6.78 0.073650 0.074626 0.075615 0.076618 0.077633 26.87 27.59 GS FINANCE CORP 40054LUT9 10/31/17 07/31/23 100.000 0.000 2.7496 4.66 0.076377 0.076902 0.077959 0.079031 0.080117 27.83 28.58 GS FINANCE CORP 40054LUU6 10/31/17 10/31/24 100.000 0.000 2.9999 5.08 0.083331 0.084581 0.085850 0.087138 0.088445 30.38 31.30 GS FINANCE CORP 40054LV76 10/31/17 11/12/24 100.000 0.000 3.0000 5.09 0.083417 0.084669 0.085939 0.087228 0.088536 30.38 31.30 GS FINANCE CORP 40054LV84 10/31/17 11/12/24 100.000 0.000 3.0000 5.09 0.083417 0.084669 0.085939 0.087228 0.088536 30.38 31.30 GS FINANCE CORP 40054LV92 10/31/17 11/12/24 100.000 0.000 3.0000 5.09 0.083417 0.084669 0.085939 0.087228 0.088536 30.38 31.30 GS FINANCE CORP 40054LVA9 10/31/17 11/09/27 100.000 0.000 3.3500 5.68 0.093133 0.094693 0.096279 0.097891 0.099531 33.97 35.12 GS FINANCE CORP 40054LVS0 10/31/17 10/31/24 100.000 0.000 2.9999 5.08 0.083331 0.084581 0.085850 0.087138 0.088445 30.38 31.30 GS FINANCE CORP 40054LVX9 10/31/17 10/31/22 100.000 0.000 2.6001 4.41 0.072225 0.073164 0.074115 0.075078 0.076055 26.29 26.97 GS FINANCE CORP 40054LW67 10/30/17 11/08/22 100.000 0.000 2.6000 4.41 0.072263 0.073202 0.074154 0.075118 0.076094 26.28 26.97 GS FINANCE CORP 40054LWJ9 11/03/17 08/05/20 100.000 0.000 2.1495 3.46 0.059708 0.060036 0.060682 0.061334 0.061993 21.70 22.15 GS FINANCE CORP 40054LWV2 10/25/17 04/25/23 100.000 0.000 2.6502 4.86 0.073615 0.074591 0.075579 0.076581 0.077596 26.81 27.52 GS FINANCE CORP 40054LXN9 10/31/17 10/31/24 100.000 0.000 2.9999 5.08 0.083331 0.084581 0.085850 0.087138 0.088445 30.38 31.30 GS FINANCE CORP 40054LXR0 10/31/17 11/10/27 100.000 0.000 3.3499 5.68 0.093139 0.094699 0.096285 0.097898 0.099538 33.97 35.12 GS FINANCE CORP 40054LXT6 10/31/17 11/12/24 100.000 0.000 3.0000 5.09 0.083417 0.084669 0.085939 0.087228 0.088536 30.38 31.30 GS FINANCE CORP 40054LY57 11/09/17 05/11/23 100.000 0.000 2.5499 3.68 0.070841 0.071744 0.072659 0.073586 0.074524 25.76 26.42 GS FINANCE CORP 40054LYB4 10/31/17 05/02/19 100.000 0.000 1.6997 2.88 0.047219 0.047620 0.048025 17.12 5.81 GS FINANCE CORP 40054LYD0 11/15/17 11/25/24 100.000 0.000 2.9499 3.77 0.082008 0.083218 0.084445 0.085690 0.086954 29.83 30.71 GS FINANCE CORP 40054LZ72 11/30/17 12/03/24 100.000 0.000 2.9998 2.58 0.083350 0.084600 0.085869 0.087157 0.088464 30.30 31.22 GS FINANCE CORP 40054LZ80 11/30/17 12/03/24 100.000 0.000 2.9998 2.58 0.083350 0.084600 0.085869 0.087157 0.088464 30.30 31.22 GS FINANCE CORP 40054LZ98 11/30/17 12/03/24 100.000 0.000 2.9998 2.58 0.083350 0.084600 0.085869 0.087157 0.088464 30.30 31.22 GS FINANCE CORP 40054LZB3 11/30/17 08/31/23 100.000 0.000 2.7995 2.41 0.077765 0.078297 0.079405 0.080504 0.081644 28.29 29.06 GS FINANCE CORP 40054LZC1 11/30/17 12/03/24 100.000 0.000 2.9998 2.58 0.083350 0.084600 0.085869 0.087157 0.088464 30.30 31.22 GS FINANCE CORP 40054LZE7 11/30/17 12/03/25 100.000 0.000 3.1001 2.67 0.086135 0.087470 0.088826 0.090203 0.091601 31.32 32.30 GS FINANCE CORP 40054LZQ0 11/30/17 12/12/24 100.000 0.000 2.9999 2.58 0.083414 0.084665 0.085935 0.087224 0.088533 30.30 31.22 GS FINANCE CORP 40054LZR8 11/30/17 12/12/24* 100.000 0.000 2.9999 2.58 0.083414 0.084665 28.58* GS FINANCE CORP 40054LZS6 11/30/17 12/12/24 100.000 0.000 2.9999 2.58 0.083414 0.084665 0.085935 0.087224 0.088533 30.30 31.22 GS FINANCE CORP 40054LZT4 11/30/17 12/12/24 100.000 0.000 2.9999 2.58 0.083414 0.084665 0.085935 0.087224 0.088533 30.30 31.22 GS FINANCE CORP 40054LZU1 11/30/17 12/12/24 100.000 0.000 2.9999 2.58 0.083414 0.084665 0.085935 0.087224 0.088533 30.30 31.22 GS FINANCE CORP 40054LZV9 11/30/17 12/13/27 100.000 0.000 3.3000 2.84 0.091776 0.093290 0.094829 0.096394 0.097985 33.37 34.48 GS FINANCE CORP 40055A2G1 12/05/17 12/03/20 100.000 0.000 2.2502 1.63 0.062504 0.063200 0.063911 0.064630 0.065357 22.67 23.18 GS FINANCE CORP 40055A2P1 11/10/17 11/10/21 100.000 0.000 2.4000 3.40 0.066667 0.067467 0.068276 0.069095 0.069925 24.23 24.81 GS FINANCE CORP 40055A2Z9 11/30/17 12/12/22 100.000 0.000 2.6499 2.28 0.073674 0.074651 0.075640 0.076642 0.077657 26.74 27.45 GS FINANCE CORP 40055A3B1 11/30/17 05/31/23 100.000 0.000 2.7000 2.32 0.075000 0.076012 0.077038 0.078078 0.079132 27.25 27.99 GS FINANCE CORP 40055A3G0 12/05/17 12/05/22 100.000 0.000 2.6501 1.91 0.073613 0.074588 0.075577 0.076578 0.077593 26.73 27.44 ----------------------------- * Called in 2018; 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ GS FINANCE CORP 40055A3P0 11/30/17 05/31/23 100.000 0.000 2.7499 2.37 0.076385 0.077435 0.078500 0.079579 0.080673 27.75 28.52 GS FINANCE CORP 40055A3U9 11/22/17 05/31/23 100.000 0.000 2.7513 2.98 0.076471 0.077523 0.078589 0.079670 0.080766 27.78 28.55 GS FINANCE CORP 40055A3Y1 11/28/17 12/10/24* 100.000 0.000 3.0999 2.84 0.086197 0.087533 29.20* GS FINANCE CORP 40055A4B0 11/27/17 05/27/25 100.000 0.000 3.1501 2.98 0.087503 0.088881 0.090281 0.091703 0.093147 31.84 32.85 GS FINANCE CORP 40055A4C8 11/30/17 12/12/24 100.000 0.000 2.9999 2.58 0.083414 0.084665 0.085935 0.087224 0.088533 30.30 31.22 GS FINANCE CORP 40055A4D6 11/30/17 12/13/27 100.000 0.000 3.3000 2.84 0.091776 0.093290 0.094829 0.096394 0.097985 33.37 34.48 GS FINANCE CORP 40055A4K0 11/27/17 11/24/25 100.000 0.000 3.2000 3.02 0.088889 0.090288 0.091732 0.093200 0.094691 32.36 33.40 GS FINANCE CORP 40055A4N4 11/24/17 11/26/21 100.000 0.000 2.5000 2.57 0.069454 0.070323 0.071202 0.072092 0.072993 25.22 25.86 GS FINANCE CORP 40055A4T1 12/05/17 12/05/32 100.000 VARIES 3.7436 2.70 0.103990 0.102297 0.100572 0.101092 0.101576 37.04 36.33 GS FINANCE CORP 40055A5G8 12/26/17 12/26/24 100.000 0.000 3.0002 0.42 0.083338 0.084588 0.085857 0.087145 0.088452 30.24 31.15 GS FINANCE CORP 40055A5H6 12/26/17 12/26/24 100.000 0.000 3.0002 0.42 0.083338 0.084588 0.085857 0.087145 0.088452 30.24 31.15 GS FINANCE CORP 40055A5L7 12/26/17 01/07/25 100.000 0.000 2.9999 0.42 0.083332 0.083408 0.084659 0.085929 0.087218 30.24 31.15 GS FINANCE CORP 40055A5M5 12/26/17 01/07/25 100.000 0.000 2.9999 0.42 0.083332 0.083408 0.084659 0.085929 0.087218 30.24 31.15 GS FINANCE CORP 40055A5T0 12/13/17 12/23/24 100.000 0.000 3.0499 1.53 0.084792 0.086085 0.087397 0.088730 0.090083 30.78 31.72 GS FINANCE CORP 40055A5W3 12/26/17 12/26/24 100.000 0.000 3.0002 0.42 0.083338 0.084588 0.085857 0.087145 0.088452 30.24 31.15 GS FINANCE CORP 40055A6D4 12/06/17 12/02/20 100.000 0.000 2.2499 1.56 0.062498 0.063185 0.063896 0.064615 0.065341 22.66 23.17 GS FINANCE CORP 40055A6F9 12/27/17 01/08/25 100.000 0.000 2.9998 0.33 0.083329 0.083405 0.084656 0.085926 0.087214 30.24 31.15 GS FINANCE CORP 40055A6H5 12/27/17 01/08/25 100.000 0.000 2.9998 0.33 0.083329 0.083405 0.084656 0.085926 0.087214 30.24 31.15 GS FINANCE CORP 40055A6J1 12/27/17 01/04/28 100.000 0.000 3.2999 0.37 0.091665 0.091724 0.093237 0.094776 0.096340 33.29 34.39 GS FINANCE CORP 40055A6K8 12/27/17 01/08/25 100.000 0.000 2.9998 0.33 0.083329 0.083405 0.084656 0.085926 0.087214 30.24 31.15 GS FINANCE CORP 40055A7J0 12/26/17 01/05/23 100.000 0.000 2.6999 0.37 0.074997 0.075048 0.076061 0.077088 0.078129 27.20 27.93 GS FINANCE CORP 40055AAD9 01/03/18 01/03/23 100.000 0.000 2.6999 0.074998 0.076011 0.077037 0.078077 27.03 27.92 GS FINANCE CORP 40055ABF3 12/19/17 06/19/25 100.000 0.000 3.1000 1.03 0.086110 0.087445 0.088801 0.090177 0.091575 31.27 32.25 GS FINANCE CORP 40055AC54 01/31/18 01/30/25 100.000 0.000 3.4101 0.094724 0.096339 0.097981 0.099652 31.60 35.48 GS FINANCE CORP 40055AC62 01/31/18 02/11/25 100.000 0.000 3.4199 0.094996 0.095095 0.096721 0.098375 0.100057 31.70 35.58 GS FINANCE CORP 40055AC70 01/31/18 02/11/25 100.000 0.000 3.4199 0.094996 0.095095 0.096721 0.098375 0.100057 31.70 35.58 GS FINANCE CORP 40055AC88 01/31/18 01/30/25 100.000 0.000 3.4101 0.094724 0.096339 0.097981 0.099652 31.60 35.48 GS FINANCE CORP 40055ACE5 01/18/18 01/29/25 100.000 0.000 3.3498 0.093051 0.093146 0.094706 0.096292 0.097905 32.19 34.87 GS FINANCE CORP 40055ACF2 01/18/18 01/29/25 100.000 0.000 3.3498 0.093051 0.093146 0.094706 0.096292 0.097905 32.19 34.87 GS FINANCE CORP 40055ACK1 01/31/18 10/31/23 100.000 0.000 3.2433 0.090092 0.090822 0.092295 0.093792 0.095313 30.09 33.68 GS FINANCE CORP 40055ACL9 01/31/18 01/30/25 100.000 0.000 3.3896 0.094156 0.095752 0.097375 0.099025 31.41 35.26 GS FINANCE CORP 40055ACW5 01/30/18 01/29/26 100.000 0.000 3.4733 0.096482 0.098148 0.099852 0.101586 32.19 36.16 GS FINANCE CORP 40055AD20 01/30/18 02/08/23 100.000 0.000 3.1499 0.087498 0.087560 0.088939 0.090340 0.091762 29.18 32.67 GS FINANCE CORP 40055ADC8 01/31/18 02/11/25 100.000 0.000 3.4199 0.094996 0.095095 0.096721 0.098375 0.100057 31.70 35.58 GS FINANCE CORP 40055ADD6 01/31/18 02/11/25 100.000 0.000 3.4199 0.094996 0.095095 0.096721 0.098375 0.100057 31.70 35.58 GS FINANCE CORP 40055ADF1 01/31/18 02/11/25 100.000 0.000 3.4199 0.094996 0.095095 0.096721 0.098375 0.100057 31.70 35.58 GS FINANCE CORP 40055ADG9 01/31/18 02/11/28 100.000 0.000 3.6599 0.101665 0.101778 0.103641 0.105538 0.107469 33.95 38.19 GS FINANCE CORP 40055ADK0 01/31/18 02/11/25 100.000 0.000 3.4199 0.094996 0.095095 0.096721 0.098375 0.100057 31.70 35.58 GS FINANCE CORP 40055ADU8 02/05/18 02/03/23 100.000 0.000 3.2054 0.089038 0.090449 0.091899 0.093372 29.24 33.26 GS FINANCE CORP 40055ADV6 02/05/18 11/04/20 100.000 0.000 2.5502 0.070840 0.071287 0.072196 0.073116 0.074049 23.25 26.26 GS FINANCE CORP 40055AE78 02/05/18 02/03/23 100.000 0.000 3.2054 0.089038 0.090449 0.091899 0.093372 29.24 33.26 GS FINANCE CORP 40055AES2 01/29/18 02/07/25 100.000 0.000 3.4299 0.095275 0.095348 0.096983 0.098646 0.100338 31.89 35.70 ----------------------------- * Called in 2018; 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ GS FINANCE CORP 40055AF51 01/31/18 02/11/28 100.000 0.000 3.6599 0.101665 0.101778 0.103641 0.105538 0.107469 33.95 38.19 GS FINANCE CORP 40055AGK7 02/16/18 02/28/25 100.000 0.000 3.6799 0.102219 0.102345 0.104228 0.106146 0.108099 32.47 38.34 GS FINANCE CORP 40055AGL5 02/16/18 02/28/25 100.000 0.000 3.6799 0.102219 0.102345 0.104228 0.106146 0.108099 32.47 38.34 GS FINANCE CORP 40055AGZ4 01/31/18 02/12/25 100.000 0.000 3.4499 0.095830 0.095941 0.097595 0.099279 0.100991 31.99 35.91 GS FINANCE CORP 40055AHC4 02/28/18 03/11/25 100.000 0.000 3.6869 0.102415 0.102551 0.104442 0.106367 0.108328 31.28 38.37 GS FINANCE CORP 40055AHD2 02/28/18 03/11/25 100.000 0.000 3.6869 0.102415 0.102551 0.104442 0.106367 0.108328 31.28 38.37 GS FINANCE CORP 40055AHE0 02/28/18 02/27/25 100.000 0.000 3.6753 0.102092 0.103958 0.105868 0.107813 31.17 38.25 GS FINANCE CORP 40055AHF7 02/28/18 02/27/25 100.000 0.000 3.6753 0.102092 0.103958 0.105868 0.107813 31.17 38.25 GS FINANCE CORP 40055AHG5 02/28/18 02/27/25 100.000 0.000 3.7053 0.102925 0.104821 0.106763 0.108741 31.42 38.57 GS FINANCE CORP 40055AHH3 02/28/18 03/11/25 100.000 0.000 3.6869 0.102415 0.102551 0.104442 0.106367 0.108328 31.28 38.37 GS FINANCE CORP 40055AHJ9 02/28/18 03/11/25 100.000 0.000 3.6869 0.102415 0.102551 0.104442 0.106367 0.108328 31.28 38.37 GS FINANCE CORP 40055AHK6 02/28/18 03/10/28 100.000 0.000 3.9678 0.110216 0.110362 0.112551 0.114784 0.117061 33.68 41.42 GS FINANCE CORP 40055AHL4 02/28/18 03/11/25 100.000 0.000 3.6869 0.102415 0.102551 0.104442 0.106367 0.108328 31.28 38.37 GS FINANCE CORP 40055AHM2 02/28/18 03/11/25 100.000 0.000 3.6869 0.102415 0.102551 0.104442 0.106367 0.108328 31.28 38.37 GS FINANCE CORP 40055AHN0 02/28/18 11/29/23 100.000 0.000 3.5414 0.098373 0.099253 0.101011 0.102799 0.104619 30.05 36.80 GOLDMAN SACHS GROUP INC 40055AHP5 03/05/18 03/03/23 100.000 0.000 3.4453 0.095704 0.097334 0.099011 0.100716 28.52 35.74 GS FINANCE CORP 40055AHQ3 03/05/18 12/03/20 100.000 0.000 2.7636 0.076766 0.077284 0.078352 0.079435 0.080532 22.86 28.46 GS FINANCE CORP 40055AHU4 02/28/18 03/11/25 100.000 0.000 3.6869 0.102415 0.102551 0.104442 0.106367 0.108328 31.28 38.37 GS FINANCE CORP 40055AHV2 02/16/18 02/28/25 100.000 0.000 3.6799 0.102219 0.102345 0.104228 0.106146 0.108099 32.47 38.34 GOLDMAN SACHS GROUP INC 40055AJF5 03/05/18 03/03/23 100.000 0.000 3.4453 0.095704 0.097334 0.099011 0.100716 28.52 35.74 GS FINANCE CORP 40055AJG3 02/22/18 06/22/26 100.000 0.000 3.8739 0.107607 0.108997 0.111108 0.113260 0.115454 33.53 40.43 GS FINANCE CORP 40055AJN8 02/27/18 03/08/23 100.000 0.000 3.4252 0.095144 0.095244 0.096875 0.098534 0.100222 29.14 35.55 GS FINANCE CORP 40055AJS7 02/28/18 08/31/23 100.000 0.000 3.4583 0.096063 0.097742 0.099414 0.101152 29.31 35.90 GS FINANCE CORP 40055AJY4 02/27/18 02/26/26 100.000 0.000 3.8056 0.105710 0.107710 0.109760 0.111848 32.39 39.66 GS FINANCE CORP 40055AK89 02/27/18 02/27/25 100.000 0.000 3.7200 0.103334 0.105256 0.107213 0.109208 31.65 38.73 GS FINANCE CORP 40055AKQ9 02/28/18 03/10/28 100.000 0.000 3.9678 0.110216 0.110362 0.112551 0.114784 0.117061 33.68 41.42 GS FINANCE CORP 40055AL21 02/14/18 02/14/23 100.000 0.000 3.3099 0.091942 0.093463 0.095010 0.096582 29.35 34.35 GS FINANCE CORP 40055ALA3 02/20/18 02/20/25 100.000 0.000 3.7500 0.104167 0.106120 0.108110 0.110137 32.65 39.09 GS FINANCE CORP 40055ALT2 02/23/18 03/23/19 100.000 0.000 2.6942 0.074840 0.075008 0.076019 23.20 6.23 GS FINANCE CORP 40055ALY1 02/28/18 08/28/25 100.000 0.000 3.7368 0.103801 0.105741 0.107716 0.109729 31.69 38.91 GS FINANCE CORP 40055AM20 02/26/18 02/26/23 100.000 VARIES 3.4615 0.096154 0.095774 0.095387 0.095713 29.28 34.40 GS FINANCE CORP 40055AMP9 02/26/18 03/05/25 100.000 0.000 3.7000 0.102779 0.102874 0.104777 0.106715 0.108690 31.60 38.52 GS FINANCE CORP 40055AMU8 02/28/18 03/10/28 100.000 0.000 3.9678 0.110216 0.110362 0.112551 0.114784 0.117061 33.68 41.42 GS FINANCE CORP 40055AMV6 02/28/18 03/10/28 100.000 0.000 3.9678 0.110216 0.110362 0.112551 0.114784 0.117061 33.68 41.42 GS FINANCE CORP 40055AMX2 02/28/18 03/10/28 100.000 0.000 3.9678 0.110216 0.110362 0.112551 0.114784 0.117061 33.68 41.42 GS FINANCE CORP 40055AMZ7 02/28/18 12/02/20 100.000 0.000 2.7985 0.077735 0.078303 0.079399 0.080510 0.081636 23.70 28.85 GS FINANCE CORP 40055ANA1 02/28/18 03/12/25 100.000 0.000 3.6670 0.101861 0.102006 0.103876 0.105781 0.107720 31.11 38.16 GS FINANCE CORP 40055ANE3 03/16/18 03/27/25 100.000 0.000 3.8098 0.105829 0.105952 0.107971 0.110027 0.112123 30.38 39.63 GS FINANCE CORP 40055ANF0 03/16/18 03/27/25 100.000 0.000 3.8098 0.105829 0.105952 0.107971 0.110027 0.112123 30.38 39.63 GS FINANCE CORP 40055ANM5 03/16/18 03/27/25 100.000 0.000 3.8098 0.105829 0.105952 0.107971 0.110027 0.112123 30.38 39.63 GS FINANCE CORP 40055APD3 03/29/18 03/30/23 100.000 0.000 3.6000 0.100009 0.101809 0.103642 0.105507 27.37 37.32 GS FINANCE CORP 40055APE1 03/29/18 10/01/25 100.000 0.000 3.9000 0.108335 0.108358 0.110471 0.112625 0.114821 29.66 40.55 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ GS FINANCE CORP 40055APF8 03/29/18 12/31/24 100.000 0.000 3.8275 0.106320 0.107349 0.109403 0.111497 0.113631 29.11 39.77 GS FINANCE CORP 40055APG6 04/05/18 04/17/23 100.000 0.000 3.4899 0.096943 0.097056 0.098749 0.100472 0.102226 25.94 36.12 GS FINANCE CORP 40055APL5 03/29/18 04/09/25 100.000 0.000 3.8700 0.107500 0.107615 0.109697 0.111820 0.113984 29.44 40.22 GS FINANCE CORP 40055APM3 03/29/18 04/09/25 100.000 0.000 3.8700 0.107500 0.107615 0.109697 0.111820 0.113984 29.44 40.22 GS FINANCE CORP 40055APN1 03/29/18 04/09/25 100.000 0.000 3.8700 0.107500 0.107615 0.109697 0.111820 0.113984 29.44 40.22 GS FINANCE CORP 40055APP6 03/29/18 04/09/25 100.000 0.000 3.8700 0.107500 0.107615 0.109697 0.111820 0.113984 29.44 40.22 GS FINANCE CORP 40055APR2 03/29/18 04/10/28 100.000 0.000 4.0900 0.113612 0.113754 0.116080 0.118454 0.120876 31.13 42.60 GS FINANCE CORP 40055APU5 03/29/18 10/10/25 100.000 0.000 3.9000 0.108334 0.108463 0.110578 0.112734 0.114933 29.67 40.55 GS FINANCE CORP 40055APV3 03/29/18 04/09/25 100.000 0.000 3.8700 0.107500 0.107615 0.109697 0.111820 0.113984 29.44 40.22 GS FINANCE CORP 40055APW1 03/29/18 12/31/20 100.000 0.000 2.9975 0.083264 0.083895 0.085152 0.086429 0.087724 22.76 30.89 GS FINANCE CORP 40055AQA8 03/28/18 03/27/25 100.000 0.000 3.8492 0.106922 0.108968 0.111065 0.113203 29.38 40.00 GS FINANCE CORP 40055AQB6 03/28/18 03/26/26 100.000 0.000 3.9333 0.109259 0.111383 0.113574 0.115808 30.03 40.91 GS FINANCE CORP 40055AQE0 03/29/18 03/31/25 100.000 0.000 3.8700 0.107501 0.107513 0.109593 0.111714 0.113875 29.43 40.22 GS FINANCE CORP 40055AQK6 03/29/18 04/09/25 100.000 0.000 3.8700 0.107500 0.107615 0.109697 0.111820 0.113984 29.44 40.22 GS FINANCE CORP 40055AQL4 03/29/18 04/09/25 100.000 0.000 3.8700 0.107500 0.107615 0.109697 0.111820 0.113984 29.44 40.22 GS FINANCE CORP 40055AQM2 03/29/18 04/09/25 100.000 0.000 3.8700 0.107500 0.107615 0.109697 0.111820 0.113984 29.44 40.22 GS FINANCE CORP 40055AQP5 03/29/18 04/10/28 100.000 0.000 4.0900 0.113612 0.113754 0.116080 0.118454 0.120876 31.13 42.60 GS FINANCE CORP 40055AQZ3 03/14/18 03/25/25 100.000 0.000 3.7899 0.105276 0.105398 0.107395 0.109430 0.111504 30.44 39.42 GS FINANCE CORP 40055AR25 03/14/18 03/25/25 100.000 0.000 3.7899 0.105276 0.105398 0.107395 0.109430 0.111504 30.44 39.42 GS FINANCE CORP 40055ARD1 04/02/18 04/02/20 100.000 0.000 2.1535 0.059819 0.060463 0.061114 0.061772 16.15 22.00 GS FINANCE CORP 40055ARE9 04/02/18 03/31/23 100.000 0.000 3.5367 0.098241 0.099959 0.101727 0.103525 26.58 36.63 GS FINANCE CORP 40055ARR0 03/21/18 03/20/25 100.000 0.000 3.7991 0.105531 0.107525 0.109567 0.111648 29.75 39.49 GS FINANCE CORP 40055ART6 03/21/18 03/21/24 100.000 0.000 3.6850 0.102361 0.104247 0.106168 0.108124 28.85 38.26 GS FINANCE CORP 40055ARV1 03/21/18 03/20/25 100.000 0.000 3.7991 0.105531 0.107525 0.109567 0.111648 29.75 39.49 GS FINANCE CORP 40055ARW9 03/29/18 04/10/28 100.000 0.000 4.0900 0.113612 0.113754 0.116080 0.118454 0.120876 31.13 42.60 GS FINANCE CORP 40055ATH0 04/17/18 04/28/25 100.000 0.000 3.7800 0.105001 0.105122 0.107109 0.109133 0.111196 26.82 39.18 GS FINANCE CORP 40055ATJ6 04/17/18 04/28/25 100.000 0.000 3.7800 0.105001 0.105122 0.107109 0.109133 0.111196 26.82 39.18 GS FINANCE CORP 40055ATK3 04/17/18 04/28/25 100.000 0.000 3.7800 0.105001 0.105122 0.107109 0.109133 0.111196 26.82 39.18 GS FINANCE CORP 40055ATU1 04/02/18 10/03/24 100.000 0.000 3.7376 0.103832 0.105772 0.107749 0.109762 28.10 38.78 GS FINANCE CORP 40055ATX5 04/30/18 04/30/25 100.000 0.000 4.0400 0.112224 0.114491 0.116803 0.119163 27.18 41.92 GS FINANCE CORP 40055AU21 03/29/18 03/31/21 100.000 0.000 3.2700 0.090835 0.090843 0.092328 0.093838 0.095372 24.84 33.79 GS FINANCE CORP 40055AU39 04/30/18 05/09/25 100.000 0.000 4.0400 0.112222 0.112335 0.114604 0.116919 0.119281 27.19 41.92 GS FINANCE CORP 40055AU47 04/30/18 05/09/25 100.000 0.000 4.0400 0.112222 0.112335 0.114604 0.116919 0.119281 27.19 41.92 GS FINANCE CORP 40055AU54 04/30/18 05/09/28 100.000 0.000 4.3200 0.120000 0.120129 0.122724 0.125375 0.128083 29.08 44.94 GS FINANCE CORP 40055AU70 04/30/18 05/09/25 100.000 0.000 4.0400 0.112222 0.112335 0.114604 0.116919 0.119281 27.19 41.92 GS FINANCE CORP 40055AU88 04/30/18 05/09/25 100.000 0.000 4.0400 0.112222 0.112335 0.114604 0.116919 0.119281 27.19 41.92 GS FINANCE CORP 40055AUA3 04/30/18 05/09/25 100.000 0.000 4.0400 0.112222 0.112335 0.114604 0.116919 0.119281 27.19 41.92 GS FINANCE CORP 40055AUB1 04/30/18 05/09/25 100.000 0.000 4.0400 0.112222 0.112335 0.114604 0.116919 0.119281 27.19 41.92 GS FINANCE CORP 40055AUC9 04/30/18 05/09/28 100.000 0.000 4.3200 0.120000 0.120129 0.122724 0.125375 0.128083 29.08 44.94 GS FINANCE CORP 40055AUD7 04/30/18 05/09/25 100.000 0.000 4.0400 0.112222 0.112335 0.114604 0.116919 0.119281 27.19 41.92 GS FINANCE CORP 40055AUP0 04/30/18 11/10/25 100.000 0.000 4.0867 0.113519 0.113648 0.115970 0.118340 0.120758 27.51 42.42 GS FINANCE CORP 40055AUQ8 04/30/18 11/10/25 100.000 0.000 4.0867 0.113519 0.113648 0.115970 0.118340 0.120758 27.51 42.42 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ GS FINANCE CORP 40055AV79 04/03/18 04/01/21 100.000 0.000 3.1404 0.087233 0.088588 0.089979 0.091392 23.50 32.39 GS FINANCE CORP 40055AVN4 04/30/18 01/30/23 100.000 0.000 3.6788 0.102189 0.103129 0.105026 0.106957 24.77 38.05 GS FINANCE CORP 40055AVQ7 04/30/18 01/30/25 100.000 0.000 4.0014 0.111149 0.112261 0.114507 0.116798 26.95 41.50 GS FINANCE CORP 40055AVR5 04/30/18 10/30/25 100.000 0.000 4.0867 0.113518 0.115838 0.118205 0.120620 27.50 42.42 GS FINANCE CORP 40055AW37 04/27/18 04/29/26 100.000 0.000 4.0867 0.113518 0.113544 0.115864 0.118232 0.120648 27.85 42.43 GS FINANCE CORP 40055AW45 04/27/18 04/29/24 100.000 0.000 3.8501 0.106946 0.106969 0.109028 0.111127 0.113266 26.23 39.89 GS FINANCE CORP 40055AW52 04/30/18 10/31/23 100.000 0.000 3.7750 0.104860 0.106839 0.108856 0.110911 25.39 39.07 GS FINANCE CORP 40055AWC7 05/07/18 05/16/23 100.000 0.000 3.7100 0.103055 0.103151 0.105064 0.107013 0.108998 24.22 38.35 GS FINANCE CORP 40055AWD5 04/30/18 05/09/28 100.000 0.000 4.3200 0.120000 0.120129 0.122724 0.125375 0.128083 29.08 44.94 GS FINANCE CORP 40055AWP8 05/03/18 05/04/23 100.000 0.000 3.6800 0.102233 0.104114 0.106029 0.107980 24.44 38.05 GS FINANCE CORP 40055AWU7 05/03/18 05/04/23 100.000 0.000 3.6800 0.102233 0.104114 0.106029 0.107980 24.44 38.05 GS FINANCE CORP 40055AX44 05/03/18 05/05/20 100.000 0.000 2.1991 0.061086 0.061093 0.061765 0.062444 0.063131 14.58 22.43 GS FINANCE CORP 40055AXA0 04/11/18 04/09/21 100.000 0.000 3.1014 0.086151 0.087473 0.088829 0.090206 22.51 31.96 GS FINANCE CORP 40055AXH5 04/26/18 05/22/19 100.000 0.000 2.5150 0.069860 0.069987 0.070867 17.18 9.99 GS FINANCE CORP 40055AXU6 04/18/18 04/15/21 100.000 0.000 3.1207 0.086687 0.088017 0.089391 0.090785 22.03 32.14 GS FINANCE CORP 40055AYK7 04/26/18 05/07/25 100.000 0.000 3.9700 0.110277 0.110411 0.112603 0.114838 0.117117 27.17 41.18 GS FINANCE CORP 40055AYL5 04/26/18 05/07/25 100.000 0.000 3.9700 0.110277 0.110411 0.112603 0.114838 0.117117 27.17 41.18 GS FINANCE CORP 40055AYR2 04/26/18 10/28/25 100.000 0.000 4.0117 0.111437 0.111462 0.113698 0.115978 0.118305 27.45 41.63 GS FINANCE CORP 40055AYT8 05/17/18 05/29/25 100.000 0.000 3.9900 0.110834 0.110982 0.113196 0.115454 0.117757 24.93 41.30 GS FINANCE CORP 40055AYU5 05/17/18 05/29/25 100.000 0.000 3.9900 0.110834 0.110982 0.113196 0.115454 0.117757 24.93 41.30 GS FINANCE CORP 40055AYW1 05/17/18 05/29/25 100.000 0.000 3.9900 0.110834 0.110982 0.113196 0.115454 0.117757 24.93 41.30 GS FINANCE CORP 40055AZ67 05/09/18 05/08/25 100.000 0.000 3.9777 0.110492 0.112678 0.114919 0.117204 25.75 41.21 GS FINANCE CORP 40055AZG5 05/02/18 05/15/28 100.000 0.000 4.2400 0.117777 0.117957 0.120458 0.123012 0.125620 28.30 44.06 GS FINANCE CORP 40055AZL4 05/30/18 05/30/25 100.000 0.000 4.0099 0.111387 0.113621 0.115899 0.118223 23.57 41.46 GS FINANCE CORP 40055AZM2 05/30/18 05/30/25 100.000 0.000 4.0099 0.111387 0.113621 0.115899 0.118223 23.57 41.46 GS FINANCE CORP 40055AZN0 05/23/18 05/23/33 100.000 6.250 4.5052 0.125145 0.124052 0.122935 0.121792 27.24 44.37 GS FINANCE CORP 40055AZP5 05/17/18 05/30/28 100.000 0.000 4.2500 0.118055 0.118236 0.120749 0.123315 0.125935 26.56 44.09 GS FINANCE CORP 40055AZX8 05/29/18 05/29/24 100.000 0.000 3.9300 0.109167 0.111312 0.113499 0.115730 23.21 40.61 GS FINANCE CORP 40055AZY6 05/29/18 05/29/26 100.000 0.000 4.1267 0.114630 0.116995 0.119409 0.121873 24.38 42.71 GS FINANCE CORP 40055Q2D3 05/30/18 05/30/23 100.000 VARIES 2.7000 0.075001 0.074138 0.073264 0.073605 15.80 26.52 GS FINANCE CORP 40055Q2P6 05/25/18 05/30/23 100.000 0.000 3.7700 0.104722 0.104776 0.106751 0.108764 0.110814 22.69 38.92 GS FINANCE CORP 40055Q2R2 05/04/18 05/02/24 100.000 1.450 3.8675 0.107431 0.109486 0.110045 0.112173 25.58 39.67 GS FINANCE CORP 40055Q2V3 05/25/18 05/28/25 100.000 0.000 4.0600 0.112778 0.112816 0.115106 0.117443 0.119827 24.44 42.01 GS FINANCE CORP 40055Q2W1 05/17/18 05/29/25 100.000 0.000 3.9900 0.110834 0.110982 0.113196 0.115454 0.117757 24.93 41.30 GS FINANCE CORP 40055Q2X9 05/17/18 05/29/25 100.000 0.000 3.9900 0.110834 0.110982 0.113196 0.115454 0.117757 24.93 41.30 GS FINANCE CORP 40055Q3C4 05/30/18 02/27/25 100.000 0.000 3.9600 0.110000 0.111052 0.113251 0.115493 23.34 40.93 GS FINANCE CORP 40055Q3E0 05/30/18 03/01/23 100.000 0.000 3.6601 0.101668 0.102609 0.104487 0.106399 21.56 37.73 GS FINANCE CORP 40055Q3F7 05/30/18 05/30/28 100.000 0.000 4.3000 0.119445 0.122013 0.124636 0.127316 25.28 44.56 GS FINANCE CORP 40055Q3G5 05/30/18 06/10/25 100.000 0.000 4.0101 0.111390 0.111514 0.113750 0.116031 0.118357 23.58 41.46 GS FINANCE CORP 40055Q3H3 05/30/18 06/10/25 100.000 0.000 4.0101 0.111390 0.111514 0.113750 0.116031 0.118357 23.58 41.46 GS FINANCE CORP 40055Q3J9 05/30/18 06/08/28 100.000 0.000 4.3000 0.119444 0.119559 0.122129 0.124755 0.127437 25.29 44.56 GS FINANCE CORP 40055Q3K6 05/30/18 06/10/25 100.000 0.000 4.0101 0.111390 0.111514 0.113750 0.116031 0.118357 23.58 41.46 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ GS FINANCE CORP 40055Q3L4 05/30/18 06/10/25 100.000 0.000 4.0101 0.111390 0.111514 0.113750 0.116031 0.118357 23.58 41.46 GS FINANCE CORP 40055Q3M2 05/30/18 06/10/25 100.000 0.000 4.0101 0.111390 0.111514 0.113750 0.116031 0.118357 23.58 41.46 GS FINANCE CORP 40055Q3N0 05/30/18 06/08/28 100.000 0.000 4.3000 0.119444 0.119559 0.122129 0.124755 0.127437 25.29 44.56 GS FINANCE CORP 40055Q3P5 05/30/18 06/10/25 100.000 0.000 4.0101 0.111390 0.111514 0.113750 0.116031 0.118357 23.58 41.46 GS FINANCE CORP 40055Q3R1 05/30/18 11/28/25 100.000 0.000 4.0503 0.112509 0.114762 0.117087 0.119458 23.81 41.89 GS FINANCE CORP 40055Q3S9 05/30/18 06/08/28 100.000 0.000 4.3000 0.119444 0.119559 0.122129 0.124755 0.127437 25.29 44.56 GS FINANCE CORP 40055Q3U4 05/30/18 12/11/25 100.000 0.000 4.0583 0.112732 0.112872 0.115162 0.117499 0.119883 23.86 41.97 GS FINANCE CORP 40055Q3V2 05/30/18 06/12/28 100.000 0.000 4.3000 0.119444 0.119615 0.122187 0.124814 0.127498 25.29 44.56 GS FINANCE CORP 40055Q4M1 05/30/18 06/10/25 100.000 0.000 4.0101 0.111390 0.111514 0.113750 0.116031 0.118357 23.58 41.46 GS FINANCE CORP 40055Q4W9 06/06/18 06/19/23 100.000 0.000 3.7000 0.102777 0.102915 0.104818 0.106758 0.108733 21.12 38.13 GS FINANCE CORP 40055Q5H1 06/05/18 06/05/23 100.000 0.000 3.6299 0.100831 0.102661 0.104524 0.106421 20.82 37.39 GS FINANCE CORP 40055Q5L2 06/05/18 06/05/23 100.000 0.000 3.6299 0.100831 0.102661 0.104524 0.106421 20.82 37.39 GS FINANCE CORP 40055Q5N8 06/05/18 06/04/20 100.000 0.000 2.3298 0.064717 0.065467 0.066230 0.067001 13.35 23.75 GS FINANCE CORP 40055Q6F4 05/29/18 06/07/23 100.000 0.000 3.7299 0.103609 0.103695 0.105629 0.107599 0.109606 22.03 38.48 GS FINANCE CORP 40055Q6X5 05/25/18 11/25/26 100.000 0.000 4.2450 0.117918 0.120420 0.122976 0.125587 25.56 44.00 GS FINANCE CORP 40055QA28 05/31/18 06/12/25 100.000 0.000 3.8600 0.107222 0.107360 0.109432 0.111545 0.113697 22.69 39.86 GS FINANCE CORP 40055QA51 05/24/18 06/05/25 100.000 0.000 4.0800 0.113335 0.113476 0.115791 0.118153 0.120563 24.68 42.23 GS FINANCE CORP 40055QA69 05/24/18 08/26/25 100.000 0.000 4.1042 0.114004 0.115200 0.117564 0.119976 24.89 42.49 GS FINANCE CORP 40055QAB8 06/04/18 06/13/25 100.000 0.000 3.9400 0.109444 0.109552 0.111710 0.113911 0.116155 22.72 40.69 GS FINANCE CORP 40055QAD4 06/04/18 06/13/25 100.000 0.000 3.9400 0.109444 0.109552 0.111710 0.113911 0.116155 22.72 40.69 GS FINANCE CORP 40055QAH5 05/31/18 05/27/21 100.000 0.000 3.2181 0.089391 0.090806 0.092267 0.093751 18.91 33.05 GS FINANCE CORP 40055QAJ1 05/31/18 05/28/21 100.000 0.000 3.2182 0.089394 0.090816 0.092278 0.093763 18.91 33.05 GS FINANCE CORP 40055QAK8 05/31/18 06/12/25 100.000 0.000 3.8600 0.107222 0.107360 0.109432 0.111545 0.113697 22.69 39.86 GS FINANCE CORP 40055QAR3 06/15/18 06/26/25 100.000 0.000 4.0700 0.113055 0.113196 0.115500 0.117850 0.120248 22.20 42.03 GS FINANCE CORP 40055QAS1 06/15/18 06/26/25 100.000 0.000 4.0700 0.113055 0.113196 0.115500 0.117850 0.120248 22.20 42.03 GS FINANCE CORP 40055QAU6 06/15/18 06/26/25 100.000 0.000 4.0700 0.113055 0.113196 0.115500 0.117850 0.120248 22.20 42.03 GS FINANCE CORP 40055QAV4 06/15/18 06/26/25 100.000 0.000 4.0700 0.113055 0.113196 0.115500 0.117850 0.120248 22.20 42.03 GS FINANCE CORP 40055QAZ5 06/01/18 06/12/25 100.000 0.000 3.8600 0.107222 0.107349 0.109421 0.111533 0.113685 22.58 39.85 GS FINANCE CORP 40055QB84 06/29/18 07/11/25 100.000 0.000 4.0800 0.113335 0.113489 0.115804 0.118166 20.65 42.07 GS FINANCE CORP 40055QB92 06/29/18 07/11/25 100.000 0.000 4.0800 0.113335 0.113489 0.115804 0.118166 20.65 42.07 GS FINANCE CORP 40055QBA9 06/29/18 07/11/25 100.000 0.000 4.0800 0.113335 0.113489 0.115804 0.118166 20.65 42.07 GS FINANCE CORP 40055QBB7 06/29/18 07/11/25 100.000 0.000 4.0800 0.113335 0.113489 0.115804 0.118166 20.65 42.07 GS FINANCE CORP 40055QBF8 06/29/18 07/01/25 100.000 0.000 4.1000 0.113890 0.113916 0.116251 0.118635 20.73 42.28 GS FINANCE CORP 40055QBG6 06/29/18 07/03/23 100.000 0.000 3.7800 0.105001 0.105045 0.107030 0.109053 19.12 38.89 GS FINANCE CORP 40055QBK7 06/08/18 10/08/26 100.000 0.000 4.1144 0.114288 0.115856 0.118239 0.120672 23.33 42.54 GS FINANCE CORP 40055QBU5 06/29/18 07/01/24 100.000 0.000 3.9250 0.109027 0.109050 0.111190 0.113373 19.85 40.42 GS FINANCE CORP 40055QC42 06/29/18 07/01/26 100.000 0.000 4.1733 0.115926 0.115953 0.118372 0.120842 21.10 43.06 GS FINANCE CORP 40055QC59 06/05/18 06/13/28 100.000 0.000 4.2300 0.117499 0.117610 0.120097 0.122637 0.125231 24.27 43.78 GS FINANCE CORP 40055QCH3 06/29/18 07/11/28 100.000 0.000 4.3600 0.121111 0.121287 0.123932 0.126633 22.07 45.05 GS FINANCE CORP 40055QCJ9 06/29/18 07/11/28 100.000 0.000 4.3600 0.121111 0.121287 0.123932 0.126633 22.07 45.05 GS FINANCE CORP 40055QCK6 06/29/18 07/11/28 100.000 0.000 4.3600 0.121111 0.121287 0.123932 0.126633 22.07 45.05 GS FINANCE CORP 40055QCL4 06/29/18 07/11/25 100.000 0.000 4.0800 0.113335 0.113489 0.115804 0.118166 20.65 42.07 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ GS FINANCE CORP 40055QCM2 06/29/18 03/30/23 100.000 0.000 3.7238 0.103438 0.104412 0.106356 0.108336 18.91 38.30 GS FINANCE CORP 40055QCN0 06/29/18 12/31/25 100.000 0.000 4.1267 0.114644 0.117010 0.119424 0.121889 20.87 42.56 GS FINANCE CORP 40055QCQ3 06/29/18 03/31/21 100.000 0.000 3.1168 0.086579 0.087261 0.088621 0.090002 15.82 31.91 GS FINANCE CORP 40055QCS9 06/29/18 03/31/25 100.000 0.000 4.0414 0.112260 0.113407 0.115698 0.118036 20.54 41.66 GS FINANCE CORP 40055QCU4 06/29/18 07/11/25 100.000 0.000 4.0800 0.113335 0.113489 0.115804 0.118166 20.65 42.07 GS FINANCE CORP 40055QCV2 06/29/18 06/29/23 100.000 0.000 3.7700 0.104722 0.106696 0.108707 0.110756 19.06 38.78 GS FINANCE CORP 40055QCW0 06/29/18 06/29/23 100.000 0.000 3.7700 0.104722 0.106696 0.108707 0.110756 19.06 38.78 GS FINANCE CORP 40055QD66 06/29/18 07/11/25 100.000 0.000 4.0800 0.113335 0.113489 0.115804 0.118166 20.65 42.07 GS FINANCE CORP 40055QDT6 06/29/18 07/11/28 100.000 0.000 4.3600 0.121111 0.121287 0.123932 0.126633 22.07 45.05 GS FINANCE CORP 40055QDU3 06/29/18 07/11/28 100.000 0.000 4.3600 0.121111 0.121287 0.123932 0.126633 22.07 45.05 GS FINANCE CORP 40055QDW9 06/28/18 06/28/23 100.000 VARIES 3.2000 0.088890 0.088090 0.087277 0.087817 16.26 31.57 GS FINANCE CORP 40055QE24 06/20/18 09/18/20 100.000 0.000 2.4557 0.068215 0.068624 0.069467 0.070320 13.07 25.03 GS FINANCE CORP 40055QE40 06/29/18 12/29/23 100.000 0.000 3.7950 0.105417 0.107417 0.109456 0.111533 19.19 39.05 GS FINANCE CORP 40055QE81 06/20/18 03/22/21 100.000 1.000 3.1243 0.086786 0.087685 0.088621 0.089572 16.59 31.76 GS FINANCE CORP 40055QEC2 07/05/18 07/02/20 100.000 0.000 2.3698 0.065827 0.066594 0.067383 11.59 24.11 GS FINANCE CORP 40055QED0 07/05/18 07/05/23 100.000 0.000 3.7500 0.104168 0.106121 0.108111 18.33 38.55 GS FINANCE CORP 40055QEJ7 07/05/18 10/04/21 100.000 0.000 3.4201 0.095002 0.095805 0.097443 0.099110 16.79 35.07 GS FINANCE CORP 40055QEK4 07/05/18 07/18/23 100.000 0.000 3.7500 0.104167 0.104308 0.106264 0.108257 18.36 38.55 GS FINANCE CORP 40055QEU2 07/06/18 07/18/23 100.000 0.000 3.7600 0.104445 0.104576 0.106542 0.108545 18.30 38.65 GS FINANCE CORP 40055QFR8 06/20/18 06/18/21 100.000 0.000 3.3057 0.091824 0.093325 0.094868 0.096436 17.56 33.92 GS FINANCE CORP 40055QFW7 06/29/18 07/10/26 100.000 0.000 4.1733 0.115925 0.116073 0.118495 0.120968 21.12 43.06 GS FINANCE CORP 40055QFZ0 06/27/18 07/11/28 100.000 0.000 4.3800 0.121666 0.121873 0.124542 0.127270 22.42 45.27 GS FINANCE CORP 40055QGB2 06/29/18 12/31/25 100.000 0.000 4.1267 0.114644 0.117010 0.119424 0.121889 20.87 42.56 GS FINANCE CORP 40055QGE6 06/27/18 06/27/23 100.000 5.000 3.5005 0.097237 0.096508 0.095766 0.096505 17.89 34.61 GS FINANCE CORP 40055QGV8 07/17/18 07/28/25 100.000 0.000 4.0100 0.111388 0.111525 0.113761 0.116042 18.29 41.24 GS FINANCE CORP 40055QGW6 07/17/18 07/28/25 100.000 0.000 4.0100 0.111388 0.111525 0.113761 0.116042 18.29 41.24 GS FINANCE CORP 40055QGX4 07/17/18 07/28/25 100.000 0.000 4.0100 0.111388 0.111525 0.113761 0.116042 18.29 41.24 GS FINANCE CORP 40055QGY2 07/17/18 07/28/25 100.000 0.000 4.0100 0.111388 0.111525 0.113761 0.116042 18.29 41.24 GS FINANCE CORP 40055QHK1 06/28/18 07/10/25 100.000 0.000 4.0800 0.113335 0.113489 0.115804 0.118166 20.77 42.07 GS FINANCE CORP 40055QK68 08/06/18 08/04/23 100.000 0.000 3.7554 0.104316 0.106253 0.108249 15.13 38.48 GS FINANCE CORP 40055QKC5 07/27/18 08/23/23 100.000 0.000 3.7600 0.104444 0.104728 0.106697 0.108703 16.12 38.57 GS FINANCE CORP 40055QKF8 07/17/18 07/26/28 100.000 0.000 4.2500 0.118055 0.118180 0.120692 0.123256 19.38 43.78 GS FINANCE CORP 40055QKK7 07/27/18 08/25/25 100.000 0.000 4.0300 0.111944 0.112295 0.114557 0.116866 17.28 41.41 GS Finance Corp. 40055QLK6 07/31/18 08/11/25 100.000 0.000 4.0600 0.112779 0.112919 0.115211 0.117550 17.05 41.71 GS FINANCE CORP 40055QLN0 08/06/18 08/15/23 100.000 0.000 3.8000 0.105554 0.105655 0.107662 0.109707 15.32 38.95 GS FINANCE CORP 40055QMS8 07/17/18 01/12/21 100.000 1.200 2.7520 0.076446 0.077010 0.077611 12.54 27.82 GS FINANCE CORP 40055QMW9 07/27/18 07/29/25 100.000 0.000 4.0300 0.111943 0.111968 0.114224 0.116526 17.24 41.41 GS FINANCE CORP 40055QRL8 08/08/18 08/05/21 100.000 0.000 3.2862 0.091285 0.092760 0.094284 13.05 33.57 GS FINANCE CORP 40055QRV6 08/08/18 08/19/25 100.000 0.000 4.0000 0.111111 0.111246 0.113471 0.115741 15.91 41.04 GS FINANCE CORP 40055QSB9 08/08/18 02/06/26 100.000 0.000 4.0319 0.111997 0.114229 0.116532 16.02 41.38 GS FINANCE CORP 40055QSC7 08/08/18 02/06/26 100.000 0.000 4.0319 0.111997 0.114229 0.116532 16.02 41.38 GS FINANCE CORP 40055QSU7 08/09/18 08/13/25 100.000 0.000 3.9699 0.110276 0.110325 0.112515 0.114748 15.67 40.72 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ GS FINANCE CORP 40055QUH3 09/18/18 09/30/26 100.000 0.000 4.1333 0.114814 0.114972 0.117348 0.119773 11.84 42.25 GS FINANCE CORP 40055QUP5 09/19/18 09/30/25 100.000 0.000 4.0500 0.112499 0.112639 0.114920 0.117247 11.49 41.38 GS FINANCE CORP 40055QUQ3 09/19/18 09/30/25 100.000 0.000 4.0500 0.112499 0.112639 0.114920 0.117247 11.49 41.38 GS FINANCE CORP 40055QUR1 09/19/18 09/30/25 100.000 0.000 4.0500 0.112499 0.112639 0.114920 0.117247 11.49 41.38 GS FINANCE CORP 40055QUS9 09/19/18 09/30/25 100.000 0.000 4.0500 0.112499 0.112639 0.114920 0.117247 11.49 41.38 GS FINANCE CORP 40055QYQ9 09/14/18 03/16/21 100.000 0.000 2.8918 0.080329 0.080342 0.081504 0.082682 8.60 29.38 HSBC USA Inc. 4042K0P66 02/26/10 02/26/20 100.000 VARIES 4.3500 0.120833 0.120833 0.120833 0.120833 0.120833 43.50 43.50 HSBC USA, Inc. 4042K14V2 09/28/12 09/28/18 100.000 0.000 2.1876 0.067752 0.068493 18.22 HSBC USA, Inc. 4042K14W0 09/28/12 09/28/18 100.000 0.000 2.1876 0.067752 0.068493 18.22 HSBC USA, Inc. 4042K15X7 10/31/12 10/31/18 100.000 0.000 2.0693 0.063711 0.064370 19.17 HSBC USA, Inc. 4042K15Y5 10/31/12 10/31/18 100.000 0.000 2.2258 0.069062 0.069830 20.79 HSBC USA, Inc. 4042K1B28 03/27/12 03/27/19 100.000 0.000 3.6762 0.124771 0.127064 0.129400 45.77 11.13 HSBC USA, Inc. 4042K1BQ5 01/24/11 01/24/18 100.000 0.000 3.6480 0.128176 2.95 HSBC USA, Inc. 4042K1D59 04/05/12 04/05/18 100.000 0.000 3.2442 0.107565 10.11 HSBC USA, Inc. 4042K1E58 04/26/12 10/26/18 100.000 0.000 3.3064 0.109997 0.111816 32.78 HSBC USA, Inc. 4042K1FE8 03/24/11 03/24/18 100.000 VARIES 3.9709 0.110324 9.16 HSBC USA, Inc. 4042K1GG2 05/04/11 05/04/18 100.000 VARIES 3.6984 0.102705 12.63 HSBC USA, Inc. 4042K1HX4 06/10/11 06/10/19 100.000 VARIES 3.5774 0.099272 0.099305 0.099338 35.75 15.79 HSBC USA, Inc. 4042K1JT1 06/13/11 06/13/18 100.000 VARIES 3.3850 0.093867 15.21 HSBC USA, Inc. 4042K1K77 05/29/12 11/28/18 100.000 0.000 3.0538 0.100207 0.101737 33.04 HSBC USA, Inc. 4042K1TC7 11/30/11 11/30/21 100.000 VARIES 4.1953 0.114337 0.114593 0.114853 0.115119 0.115391 41.22 41.41 HSBC USA, Inc. 4042K1TZ6 12/20/11 12/20/21 100.000 VARIES 4.3009 0.117718 0.117921 0.118129 0.118341 0.118557 42.42 42.57 HSBC USA, Inc. 4042K1U43 06/29/12 06/29/18 100.000 0.000 2.6049 0.083427 14.85 HSBC USA, Inc. 4042K1XC2 02/29/12 03/01/18 100.000 0.000 3.1255 0.102974 6.18 HSBC USA, Inc. 4042K1Z30 08/30/12 08/30/18 100.000 0.000 2.4720 0.076789 0.077313 18.60 HSBC USA, Inc. 4042K1Z48 08/30/12 02/28/18 100.000 0.000 2.2077 0.068067 3.95 HSBC USA, Inc. 4042K1Z63 08/08/12 08/08/19 100.000 0.000 2.6152 0.082724 0.083805 0.084901 0.086011 30.29 18.62 HSBC USA, Inc. 4042K1ZE6 04/04/12 04/04/18 100.000 0.000 3.2440 0.107559 10.00 HSBC USA, Inc. 4042K1ZK2 04/02/12 04/02/19 100.000 0.000 3.4237 0.114625 0.116587 0.118583 41.97 10.79 HSBC USA, Inc. 40432X2M2 11/27/12 11/27/18 100.000 0.000 2.0105 0.061723 0.062344 20.23 HSBC USA, Inc. 40432X2N0 11/27/12 11/27/18 100.000 0.000 2.1492 0.066433 0.067147 21.79 HSBC USA, Inc. 40432X3T6 11/26/12 11/25/19 100.000 0.000 2.2777 0.070850 0.071657 0.072473 0.073298 25.71 23.63 HSBC USA, Inc. 40432X4M0 12/24/12 12/24/18 100.000 0.000 2.0972 0.064661 0.065339 22.95 HSBC USA, Inc. 40432X4N8 12/26/12 12/26/18 100.000 0.000 2.0971 0.064656 0.065334 23.07 HSBC USA, Inc. 40432X5F4 12/21/12 12/21/22 100.000 VARIES 1.3476 0.010845 0.010919 0.010992 0.011066 0.011141 3.92 3.97 HSBC USA, Inc. 40432X5M9 01/29/13 01/29/19 100.000 0.000 2.1342 0.065225 0.065921 0.066625 23.82 1.87 HSBC USA, Inc. 40432X5N7 01/30/13 01/30/19 100.000 0.000 2.1342 0.065225 0.065921 0.066625 23.82 1.93 HSBC USA, Inc. 40432X5T4 01/15/13 01/15/43 100.000 0.000 4.5776 0.155880 0.159448 0.163097 0.166830 0.170649 57.96 60.64 HSBC USA, Inc. 40432X5Z0 01/04/13 12/24/18 100.000 0.000 2.0804 0.064052 0.064718 22.73 HSBC USA, Inc. 40432X7E5 01/29/13 01/29/43 100.000 0.000 4.6460 0.158687 0.162373 0.166145 0.170005 0.173954 58.92 61.69 HSBC USA, Inc. 40432XAC5 02/26/13 02/26/19 100.000 0.000 2.2386 0.068735 0.069504 0.070282 25.08 3.87 HSBC USA, Inc. 40432XAD3 02/27/13 02/27/19 100.000 0.000 2.2386 0.068735 0.069504 0.070282 25.07 3.94 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ HSBC USA, Inc. 40432XBQ3 02/28/13 08/28/18 100.000 0.000 1.9404 0.058792 0.059362 14.04 HSBC USA, Inc. 40432XCD1 03/28/13 03/28/19 100.000 0.000 2.2311 0.068481 0.069245 0.070017 24.93 6.09 HSBC USA, Inc. 40432XGU9 06/26/13 06/26/19 100.000 0.000 2.6969 0.084511 0.085651 0.086806 30.64 15.19 HSBC USA, Inc. 40432XGZ8 07/08/13 07/08/20 100.000 VARIES 1.3420 0.007259 0.007308 0.007357 0.007406 0.007456 2.64 2.67 HSBC USA, Inc. 40432XHX2 07/23/13 07/23/18 100.000 0.000 2.1558 0.065245 0.065949 13.31 HSBC USA, Inc. 40432XHZ7 07/26/13 07/26/23 100.000 VARIES 1.5824 0.007896 0.007958 0.008021 0.008085 0.008149 2.87 2.92 HSBC USA, Inc. 40432XJY8 08/23/13 08/23/23 98.875 VARIES 1.6689 0.010282 0.010367 0.010454 0.010541 0.010629 3.74 3.80 HSBC USA, Inc. 40432XKQ3 09/26/13 09/26/23 100.000 VARIES 3.9579 0.109517 0.109549 0.109581 0.109614 0.109648 39.44 39.46 HSBC USA, Inc. 40432XKX8 09/12/13 09/12/23 98.875 VARIES 1.6700 0.010308 0.010394 0.010481 0.010569 0.010657 3.75 3.81 HSBC USA, Inc. 40432XLT6 09/30/13 10/02/23 100.000 VARIES 1.5394 0.007332 0.007388 0.007445 0.007502 0.007560 2.66 2.70 HSBC USA, Inc. 40432XNT4 12/04/13 12/04/28 100.000 VARIES 3.4249 0.089940 0.090136 0.090336 0.090540 0.090746 32.42 32.57 HSBC USA, Inc. 40432XQU8 12/31/13 07/01/19 100.000 0.000 2.4757 0.075887 0.076826 0.077777 27.49 14.00 HSBC USA, Inc. 40432XZ79 05/21/14 05/21/29 100.000 VARIES 3.9810 0.106726 0.106860 0.106996 0.107135 0.107277 38.46 38.55 HSBC USA, Inc. 40433BEJ3 06/27/14 06/27/29 100.000 VARIES 4.0230 0.108861 0.108961 0.109063 0.109167 0.109274 39.21 39.28 HSBC USA, Inc. 40433BH50 03/31/15 03/31/20 100.000 0.000 2.5279 0.074770 0.075715 0.076672 0.077641 0.078622 27.26 27.95 HSBC USA, Inc. 40433BKW7 08/28/14 08/30/19 100.000 0.000 2.1922 0.064303 0.064653 0.065721 0.066078 23.71 15.90 HSBC USA, Inc. 40433BN61 04/08/15 04/08/20 100.000 0.000 1.6949 0.049109 0.049525 0.049945 0.050368 0.050795 17.82 18.13 HSBC USA, Inc. 40433BNR5 09/29/14 09/30/19 100.000 0.000 2.3492 0.069996 0.070818 0.071650 0.072492 25.50 19.43 HSBC USA, Inc. 40433BUB2 12/03/14 12/04/23 100.000 0.000 2.9962 0.091002 0.092366 0.093750 0.095154 0.096580 33.08 34.08 HSBC USA, Inc. 40433U3P9 04/26/17 10/26/18 100.000 0.000 1.8371 12.53 0.051499 0.051972 15.28 HSBC USA, Inc. 40433UFF8 12/31/15 01/02/24 100.000 0.000 1.6730 0.047653 0.048051 0.048453 0.048859 0.049267 17.37 17.66 HSBC USA, Inc. 40433UQV1 07/29/16 07/31/23 100.000 0.000 2.6252 37.88 0.074859 0.075841 0.076837 0.077845 0.078867 27.42 28.15 HSBC USA, Inc. 40433UQZ2 07/29/16 07/31/23 100.000 0.000 2.6252 37.88 0.074860 0.075842 0.076838 0.077846 0.078868 27.43 28.15 HSBC USA, Inc. 40433USA5 08/31/16 08/31/23 100.000 0.000 2.6052 35.31 0.073854 0.073597 0.075791 0.075526 0.077351 27.15 27.81 HSBC USA, Inc. 40433USB3 08/31/16 08/31/23 100.000 0.000 2.6052 35.31 0.073854 0.073597 0.075791 0.075526 0.077351 27.15 27.81 HSBC USA, Inc. 40433UTZ9 09/30/16 10/02/23 100.000 0.000 2.3972 30.32 0.068203 0.069020 0.069848 0.070685 0.071532 24.85 25.45 HSBC USA, Inc. 40433UUA2 09/30/16 10/02/23 100.000 0.000 2.3972 30.32 0.068203 0.069020 0.069848 0.070685 0.071532 24.85 25.45 HSBC USA, Inc. 40433UVZ6 10/31/16 10/31/23 100.000 0.000 2.6044 30.74 0.074241 0.075208 0.076187 0.077179 0.078184 27.02 27.73 HSBC USA, Inc. 40433UW44 03/08/17 03/06/20 100.000 0.000 2.5296 20.69 0.071147 0.072046 0.072958 0.073881 0.074815 25.98 26.64 HSBC USA, Inc. 40433UWA0 10/31/16 10/31/23 100.000 0.000 2.6044 30.74 0.074240 0.075207 0.076186 0.077178 0.078183 27.02 27.73 HSBC USA, Inc. 40433UZY5 11/10/16 11/10/22 100.000 0.000 2.5056 28.85 0.071354 0.072248 0.073153 0.074070 0.074997 25.94 26.59 HSBC USA, Inc. 40433X316 08/12/13 08/14/23 100.000 0.000 3.8455 0.124428 0.126820 0.129259 0.131744 0.134277 45.89 47.67 HSBC USA, Inc. 40434B131 04/03/14 03/26/21 100.000 0.000 3.2029 0.099375 0.100966 0.102583 0.104226 0.105895 36.37 37.54 HSBC USA, Inc. 40434B545 02/06/14 01/29/21 100.000 0.000 3.0855 0.095349 0.096820 0.098313 0.099830 0.101370 35.04 36.13 HSBC USA, Inc. 40434B610 12/26/13 06/28/21 100.000 0.000 3.3585 0.106605 0.108395 0.110215 0.112066 0.113948 38.71 40.02 HSBC USA, Inc. 40434B636 12/31/13 01/04/21 100.000 0.000 3.4305 0.107381 0.109222 0.111096 0.113002 0.114940 39.65 41.02 HSBC USA, Inc. 40434B867 12/03/13 11/25/20 100.000 0.000 3.1083 0.097611 0.099128 0.100669 0.102233 0.103822 35.52 36.64 HSBC USA, Inc. 40434C188 07/31/14 07/30/21 100.000 0.000 2.8870 0.085490 0.088162 0.087976 0.090725 0.090535 32.07 33.01 HSBC USA, Inc. 40434C386 06/16/14 12/16/22 100.000 0.000 3.2386 0.100667 0.102297 0.103954 0.105637 0.107348 36.58 37.78 HSBC USA, Inc. 40434C659 06/05/14 05/28/21 100.000 0.000 2.9290 0.090027 0.091345 0.092683 0.094040 0.095418 32.73 33.70 HSBC USA, Inc. 40434E127 03/03/16 02/24/23 100.000 0.000 2.1215 39.34 0.060793 0.061438 0.062089 0.062748 0.063413 22.17 22.64 HSBC USA, Inc. 40434E267 02/04/16 01/27/23 100.000 0.000 1.8122 35.03 0.051703 0.052171 0.052644 0.053121 0.053602 18.84 19.19 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ HSBC USA, Inc. 40434G775 04/30/15 05/02/22 100.000 0.000 2.2886 0.067302 0.068072 0.068851 0.069639 0.070436 24.46 25.02 HSBC USA, Inc. 40434K354 12/30/15 12/23/22 100.000 0.000 1.6731 0.048034 0.048436 0.048841 0.049250 0.049662 17.37 17.66 HSBC USA, Inc. 40434N283 06/03/16 05/26/23 100.000 0.000 2.4858 39.76 0.071623 0.072513 0.073414 0.074327 0.075251 26.01 26.66 HSBC USA, Inc. 40434V293 09/02/16 08/25/23 100.000 0.000 2.5349 34.10 0.072175 0.073090 0.074017 0.074955 0.075905 26.38 27.05 HSBC USA, Inc. 40434V780 07/13/16 06/30/23 100.000 0.000 2.5156 37.42 0.072487 0.073399 0.074322 0.075257 0.076203 26.26 26.93 HSBC USA, Inc. 40435B247 12/30/16 12/22/23 100.000 0.000 3.3412 33.80 0.095869 0.097470 0.099099 0.100754 0.102437 34.83 36.00 HSBC USA, Inc. 40435B304 10/06/16 09/29/23 100.000 0.000 2.5061 31.29 0.071334 0.072228 0.073133 0.074049 0.074977 26.01 26.66 HSBC USA INC 40435F2S5 09/28/18 09/28/20 100.000 0.000 3.3672 0.093535 0.095109 0.096711 8.70 34.25 HSBC USA INC 40435F3C9 09/19/18 09/16/20 100.000 0.000 3.3285 0.092457 0.093970 0.095534 9.43 33.88 HSBC USA INC 40435F3H8 09/27/18 09/29/25 100.000 0.000 3.8667 0.107408 0.107431 0.109508 0.111626 10.10 39.44 HSBC USA INC 40435F4Z7 09/28/18 02/28/20 100.000 0.000 3.0916 0.085879 0.086985 0.088330 7.99 31.42 HSBC USA INC 40435F5A1 10/03/18 09/30/20 100.000 0.000 3.3473 0.092981 0.094511 0.096093 8.18 34.03 HSBC USA INC 40435F5B9 10/03/18 09/30/21 100.000 0.000 3.5071 0.097419 0.099098 0.100836 8.57 35.68 HSBC USA INC 40435FA64 05/31/18 06/01/21 100.000 0.000 3.2917 0.091444 0.092950 0.094479 0.096034 19.34 33.83 HSBC USA INC 40435FAQ0 07/03/17 07/01/22 100.000 0.000 2.5570 12.64 0.071924 0.072844 0.073775 0.074718 26.06 26.73 HSBC USA INC 40435FB48 05/24/18 05/27/25 100.000 0.000 2.6745 0.074292 0.074309 0.075303 0.076310 0.077330 16.16 27.36 HSBC USA INC 40435FBA4 07/27/17 07/27/20 100.000 0.000 2.1741 9.30 0.060390 0.061047 0.061710 0.062381 0.063059 22.06 22.54 HSBC USA INC 40435FBB2 07/27/17 07/27/22 100.000 0.000 2.6657 11.40 0.074047 0.075034 0.076034 0.077048 0.078075 27.14 27.87 HSBC USA INC 40435FCC9 07/28/17 07/29/24 100.000 0.000 3.0414 12.93 0.084490 0.085775 0.087079 0.088403 0.089748 31.04 31.99 HSBC USA INC 40435FCZ8 09/06/17 09/08/20 100.000 0.000 2.0146 6.44 0.055968 0.056532 0.057101 0.057676 0.058257 20.38 20.79 HSBC USA INC 40435FF69 05/30/18 06/01/21 100.000 0.000 3.2353 0.089870 0.089878 0.091332 0.092809 0.094310 19.01 33.23 HSBC USA INC 40435FG35 06/29/18 06/30/25 100.000 0.000 3.7007 0.102808 0.104710 0.106647 0.108621 18.71 38.05 HSBC USA INC 40435FG43 06/29/18 06/29/23 100.000 0.000 3.5351 0.098197 0.099933 0.101699 0.103497 17.88 36.30 HSBC USA INC 40435FGU5 11/03/17 11/03/20 100.000 0.000 2.2992 3.70 0.063866 0.064600 0.065343 0.066094 0.066853 23.21 23.75 HSBC USA INC 40435FHY6 10/12/17 10/12/22 100.000 0.000 2.6944 5.91 0.074846 0.075854 0.076876 0.077912 0.078961 27.29 28.03 HSBC USA INC 40435FJ99 07/27/18 07/28/25 100.000 0.000 3.7400 0.103899 0.105842 0.107821 16.00 38.35 HSBC USA INC 40435FJB4 10/31/17 04/28/23 100.000 0.000 2.7712 4.70 0.076978 0.078033 0.079114 0.080210 0.081321 28.04 28.82 HSBC USA INC 40435FJL2 10/25/17 10/25/24 100.000 0.000 3.0894 5.66 0.085816 0.087142 0.088488 0.089855 0.091243 31.31 32.28 HSBC USA INC 40435FJQ1 10/30/17 10/30/24 100.000 0.500 3.1256 5.30 0.086822 0.088178 0.089122 0.090515 0.091496 31.64 32.48 HSBC USA INC 40435FK22 07/27/18 07/27/23 100.000 0.000 3.5941 0.099837 0.101631 0.103457 15.37 36.82 HSBC USA INC 40435FKC0 12/05/17 12/07/20 100.000 0.000 2.3474 1.70 0.065213 0.065979 0.066753 0.067537 0.068329 23.65 24.21 HSBC USA INC 40435FM87 07/31/18 07/31/20 100.000 0.000 3.2411 0.090031 0.091490 0.092972 13.59 33.12 HSBC USA INC 40435FM95 08/03/18 08/03/20 100.000 0.000 3.2410 0.090029 0.091488 0.092970 13.32 33.11 HSBC USA INC 40435FMM6 12/26/17 12/28/20 100.000 0.000 2.4968 0.35 0.069365 0.070231 0.071107 0.071995 0.072894 25.13 25.76 HSBC USA INC 40435FPB7 12/19/17 12/21/20 100.000 0.000 2.4181 0.81 0.067178 0.067990 0.068812 0.069644 0.070486 24.35 24.94 HSBC USA INC 40435FPC5 12/18/17 06/18/25 100.000 0.000 2.0994 0.76 0.058318 0.058930 0.059548 0.060173 0.060805 21.12 21.57 HSBC USA INC 40435FPK7 12/27/17 12/29/25 100.000 0.000 3.2733 0.36 0.090940 0.092429 0.093941 0.095479 0.097042 33.01 34.10 HSBC USA INC 40435FPX9 02/05/18 02/05/21 100.000 0.000 2.7928 0.077579 0.078662 0.079761 0.080874 25.45 28.84 HSBC USA INC 40435FPY7 01/31/18 01/31/25 100.000 0.000 3.4220 0.095057 0.096683 0.098338 0.100020 31.71 35.61 HSBC USA INC 40435FQZ3 12/29/17 12/31/24 100.000 0.000 2.1006 0.12 0.058354 0.058967 0.059586 0.060212 0.060845 21.12 21.57 HSBC USA INC 40435FRS8 02/02/18 02/02/23 100.000 VARIES 3.1727 0.088132 0.087987 0.087841 0.087875 28.97 31.63 HSBC USA INC 40435FTA5 02/28/18 02/28/25 100.000 0.000 3.5313 0.098091 0.099823 0.101586 0.103379 29.93 36.69 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ HSBC USA INC 40435FTN7 02/08/18 02/09/23 100.000 0.000 3.1077 0.086333 0.087674 0.089036 0.090420 28.08 32.20 HSBC USA INC 40435FTR8 02/13/18 02/13/23 100.000 VARIES 3.1734 0.088150 0.088006 0.087860 0.087894 28.01 31.64 HSBC USA INC 40435FVW4 03/06/18 03/06/26 100.000 0.000 3.5803 0.099453 0.101234 0.103046 0.104891 29.54 37.19 HSBC USA INC 40435FXS1 04/30/18 05/01/23 100.000 0.000 3.7905 0.105302 0.107298 0.109331 0.111404 25.50 39.24 HSBC USA INC 40435FZ26 09/28/18 09/29/25 100.000 0.000 3.8667 0.107420 0.109497 0.111614 9.99 39.43 HSBC USA INC 40435FZ34 09/28/18 09/28/23 100.000 0.000 3.7109 0.103081 0.104994 0.106942 9.59 37.81 HSBC USA INC 40435FZN0 05/02/18 05/02/23 100.000 0.000 3.6133 0.100368 0.102182 0.104028 0.105907 24.09 37.34 HSBC USA INC 40435G279 09/14/17 09/15/22 100.000 0.000 1.9322 5.74 0.053675 0.054194 0.054718 0.055246 0.055780 19.53 19.91 HSBC USA INC 40435G287 09/14/17 09/16/21 100.000 0.000 1.9325 5.74 0.053685 0.054204 0.054728 0.055257 0.055791 19.53 19.91 HSBC USA INC 40435G295 09/14/17 09/14/23 100.000 0.000 1.9320 5.74 0.053666 0.054184 0.054708 0.055236 0.055770 19.52 19.90 HSBC USA INC 40435G725 08/31/17 08/30/24 100.000 0.000 2.8720 9.65 0.079779 0.080912 0.082087 0.083252 0.084461 29.21 30.05 Hancock County SD 316,IL 409792DL9 05/01/14 12/01/18 107.805 VARIES 2.1842 0.061756 0.061217 20.28 Hancock County SD 316,IL 409792DM7 05/01/14 12/01/19 106.961 VARIES 2.6340 0.075102 0.074628 0.074147 0.073661 26.92 24.38 Hancock County SD 316,IL 409792DN5 05/01/14 12/01/20 105.881 VARIES 3.2317 0.092362 0.091947 0.091525 0.091096 0.090661 33.15 32.85 Harrisburg, PA 414738NZ3 12/28/95 04/01/18 20.535 0.000 7.2394 777.18 0.194069 17.47 Harrisburg, PA 414738PA6 12/28/95 04/01/19 19.125 0.000 7.2394 723.84 0.180749 0.187291 0.194071 67.45 17.47 Helix Energy Solutions 42330PAG2 03/12/12 03/15/32* 100.000 VARIES 7.5037 0.267571 0.274223 32.97* City of Hoboken 434110QH8 08/28/03 04/01/27 19.107 0.000 7.1398 331.62 0.101846 0.105482 0.109248 0.113148 0.117187 37.99 40.75 City of Hoboken 434110QJ4 08/28/03 04/01/28 17.813 0.000 7.1397 309.16 0.094946 0.098335 0.101846 0.105481 0.109247 35.41 37.99 City of Hoboken 434110QK1 08/28/03 04/01/29 16.606 0.000 7.1397 288.21 0.088514 0.091674 0.094946 0.098336 0.101846 33.01 35.41 City of Hoboken 434110QL9 08/28/03 04/01/30 15.481 0.000 7.1397 268.69 0.082517 0.085463 0.088514 0.091674 0.094946 30.78 33.01 City of Hoboken 434110QM7 08/28/03 04/01/31 14.432 0.000 7.1398 250.48 0.076927 0.079673 0.082517 0.085463 0.088514 28.69 30.78 City of Hoboken 434110QN5 08/28/03 04/01/32 13.454 0.000 7.1398 233.51 0.071715 0.074275 0.076927 0.079673 0.082517 26.75 28.69 City of Hoboken 434110QP0 08/28/03 04/01/33 12.543 0.000 7.1397 217.69 0.066857 0.069243 0.071715 0.074275 0.076927 24.94 26.75 Hovnanian Enterpiress 442488BL5 11/01/11 11/01/21 53.000 5.000 13.8062 214.69 0.143405 0.153305 0.163887 0.175201 0.187295 54.64 62.44 Hovnanian Enterpirses 442488BM3 11/01/11 11/01/21 42.000 2.000 12.1926 0.231908 0.242659 0.254065 0.266167 0.279007 86.75 95.14 K. HOVNANIAN ENTERPRISES 442488CH3 02/01/18 02/01/40 48.820 5.000 11.3861 0.015520 0.016403 0.017337 0.018324 5.25 6.36 Illinois Student Asst Co 452281JD1 10/27/10 04/25/23 95.305 VARIES N/A 0.013374 0.013488 0.013603 0.013113 0.010785 4.85 4.52 Irvington Township, NJ 464080JV3 12/21/06 07/15/18 53.750 0.000 5.4397 434.02 0.143206 0.147101 28.48 JP Morgan Chase & Co. 46625HME7 07/31/15 07/31/35 100.000 VARIES 4.4624 0.118457 0.119348 0.120259 0.121191 0.122143 43.08 43.75 JPMORGAN CHASE FINANCIAL 46647MMB6 07/11/17 07/11/24 103.000 0.250 3.1279 15.21 0.089493 0.090784 0.092095 0.093427 0.094779 32.89 33.85 JPMORGAN CHASE FINANCIAL 46647MNA7 08/23/17 08/20/20 100.000 0.000 2.1009 7.47 0.058357 0.058960 0.059580 0.060205 0.060838 21.28 21.73 JPMORGAN CHASE FINANCIAL 46647MNK5 09/27/17 09/27/23 100.000 0.000 2.9208 7.63 0.081132 0.082317 0.083519 0.084739 0.085977 29.65 30.52 JPMORGAN CHASE FINANCIAL 46647MQK2 01/31/18 01/31/20 100.000 0.000 2.5710 0.071417 0.072335 0.073265 0.074206 23.78 26.49 JPMORGAN CHASE FINANCIAL 46647MQQ9 02/14/18 02/14/20 100.000 0.000 2.6715 0.074208 0.075199 0.076204 0.077222 23.66 27.53 JPMORGAN CHASE FINANCIAL 46647MQW6 03/14/18 03/16/20 100.000 0.000 2.8425 0.078958 0.078970 0.080092 0.081231 0.082385 22.78 29.28 JPMORGAN CHASE FINANCIAL 46647MRM7 04/25/18 04/25/23 100.000 0.000 3.6617 0.101714 0.103576 0.105473 0.107404 25.14 37.88 JPMORGAN CHASE FINANCIAL 46647MSA2 06/20/18 06/20/23 100.000 0.000 3.7406 0.103904 0.105848 0.107827 0.109844 19.87 38.51 Jackson CNTYS SD#165, IL 466484FC1 06/28/07 12/01/18 50.612 0.000 6.0497 440.77 0.158323 0.163112 53.11 Jackson CNTYS SD#165, IL 466484FD9 06/28/07 12/01/19 47.112 0.000 6.1497 419.33 0.151335 0.155988 0.160784 0.165728 55.60 53.95 Jackson CNTYS SD#165, IL 466484FE7 06/28/07 12/01/20 44.055 0.000 6.1997 396.38 0.143391 0.147836 0.152418 0.157143 0.162014 52.69 56.01 Jackson CNTYS SD#165, IL 466484FF4 06/28/07 12/01/21 41.157 0.000 6.2497 374.30 0.135721 0.139963 0.144336 0.148846 0.153498 49.88 53.05 ----------------------------- * Called in 2018; 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Jackson CNTYS SD#165, IL 466484FG2 06/28/07 12/01/22 38.700 0.000 6.2498 351.96 0.127622 0.131610 0.135723 0.139964 0.144338 46.90 49.88 Jackson CNTYS SD#165, IL 466484FH0 06/28/07 12/01/23 36.102 0.000 6.2997 331.85 0.120613 0.124412 0.128331 0.132373 0.136542 44.34 47.17 Jackson CNTYS SD#165, IL 466484FJ6 06/28/07 12/01/24 33.931 0.000 6.2996 311.89 0.113359 0.116929 0.120612 0.124411 0.128330 41.67 44.34 Jackson CNTYS SD#165, IL 466484FK3 06/28/07 12/01/25 31.890 0.000 6.2997 293.13 0.106542 0.109898 0.113359 0.116930 0.120613 39.16 41.67 Jackson CNTYS SD#165, IL 466484FL1 06/28/07 12/01/26 29.691 0.000 6.3498 275.83 0.100490 0.103680 0.106972 0.110368 0.113873 36.95 39.33 Jackson CNTYS SD#165, IL 466484FM9 06/28/07 06/15/27 28.707 0.000 6.3500 266.67 0.097399 0.100492 0.103682 0.106974 0.110371 35.72 38.03 JACKSON PERRY & RANDOLPH 468687BQ0 09/12/17 12/01/18 102.511 4.250 2.1199 6.59 0.060644 0.061287 20.13 JACKSON PERRY & RANDOLPH 468687BR8 09/12/17 12/01/19 103.862 4.250 2.4306 7.65 0.070499 0.071356 0.068724 0.068124 25.48 22.57 JACKSON PERRY & RANDOLPH 468687BS6 09/12/17 12/01/20 104.745 4.250 2.6851 8.53 0.078585 0.079640 0.076843 0.076290 0.075729 28.43 27.53 JACKSON PERRY & RANDOLPH 468687BT4 09/12/17 12/01/21 105.525 4.250 2.8378 9.08 0.083700 0.084887 0.082006 0.081495 0.080976 30.29 29.40 JACKSON PERRY & RANDOLPH 468687BU1 09/12/17 12/01/22 104.761 4.250 3.2383 10.29 0.094906 0.096442 0.093342 0.092942 0.092535 34.40 33.51 Jefferies Group, LLC 47233JAK4 02/28/17 02/28/24 100.000 VARIES 2.8488 2.37 0.007655 0.007396 0.007133 0.006867 0.006965 2.64 2.50 Jefferies Group LLC 47233JAL2 04/28/17 04/28/33 100.000 VARIES 5.1690 34.67 0.140116 0.136558 0.132908 0.129164 0.128823 49.35 46.92 Jefferies Group LLC 47233JAP3 05/31/17 05/31/34 100.000 VARIES 5.0961 29.76 0.138087 0.134528 0.133405 0.132254 0.131073 48.93 47.75 JEFFERIES GROUP LLC 47233JAQ1 06/30/17 06/30/37 100.000 VARIES 5.1829 26.06 0.140506 0.136951 0.133305 0.129564 0.125726 49.94 47.31 JEFFERIES GROUP LLC 47233JAT5 07/31/17 07/31/37 100.000 VARIES 5.3560 22.47 0.148779 0.146068 0.143285 0.141873 0.140751 52.24 50.95 JEFFERIES GROUP LLC 47233JAV0 08/31/17 08/31/37 100.000 VARIES 5.1572 17.33 0.143255 0.141175 0.139122 0.136937 0.134774 50.69 49.16 JEFFERIES GROUP LLC 47233JAX6 08/31/17 08/31/37 100.000 VARIES 5.1565 17.33 0.143236 0.140443 0.137658 0.134722 0.131789 50.38 48.31 JEFFERIES GROUP LLC 47233JAY4 09/29/17 09/30/37 100.000 VARIES 5.0451 12.89 0.140141 0.138088 0.135962 0.133784 0.131550 49.70 48.15 JEFFERIES GROUP LLC 47233JBB3 10/31/17 10/31/37 100.000 VARIES 5.1557 8.74 0.143213 0.139747 0.136192 0.134991 0.133924 50.50 48.67 JEFFERIES GROUP LLC 47233JBC1 10/31/17 10/31/37 100.000 VARIES 5.1265 8.69 0.142402 0.140003 0.137542 0.136252 0.135143 50.54 49.14 JEFFERIES GROUP LLC 47233JBE7 12/28/17 12/28/37 100.000 VARIES 4.3011 0.06 0.021309 0.020397 0.019465 0.018514 0.017542 7.50 6.83 JEFFERIES GROUP LLC 47233JBG2 01/31/18 01/31/38 100.000 VARIES 5.0271 0.139641 0.136867 0.134023 0.131108 45.80 47.89 JEFFERIES GROUP LLC 47233JBJ6 02/28/18 02/28/38 100.000 VARIES 4.1737 0.012658 0.011637 0.010617 0.009552 3.71 3.75 JEFFERIES GROUP LLC 47233JBK3 03/29/18 03/29/38 100.000 VARIES 5.3355 0.148207 0.146974 0.145707 0.144407 40.20 52.45 Jefferson CNTYS #521, IL 474070HQ5 05/30/13 12/01/18 99.605 VARIES 1.6957 0.047058 0.047080 15.53 Jefferson CNTYS #521, IL 474070HR3 05/30/13 12/01/22 107.317 VARIES 2.8895 0.083457 0.083158 0.082855 0.082547 0.082234 29.97 29.75 Jefferson CNTYS #521, IL 474070HS1 05/30/13 12/01/23 105.651 VARIES 3.0399 0.087248 0.087033 0.086815 0.086593 0.086368 31.36 31.20 Johnson CNTYS, IL 478167HF9 07/03/14 10/01/18 107.426 VARIES 2.4887 0.070394 0.069766 18.89 Johnson CNTYS, IL 478167HG7 07/03/14 10/01/19 107.279 VARIES 2.8392 0.081167 0.080604 0.080033 0.079454 29.02 21.50 Johnson CNTYS, IL 478167HH5 07/03/14 10/01/20 107.066 VARIES 3.0900 0.088909 0.088416 0.087915 0.087406 0.086890 31.83 31.47 Johnson CNTYS, IL 478167HJ1 07/03/14 10/01/21 105.766 VARIES 3.3404 0.095924 0.095554 0.095179 0.094796 0.094408 34.40 34.13 Johnson CNTYS, IL 478167HK8 07/03/14 10/01/22 104.620 VARIES 3.5910 0.102733 0.102458 0.102178 0.101893 0.101603 36.88 36.68 Johnson CNTYS, IL 478167HL6 07/03/14 10/01/23 103.105 VARIES 3.8407 0.109007 0.108833 0.108656 0.108476 0.108292 39.18 39.05 JOHNSON & UN CNTYS ILL C 478169AA3 07/19/17 12/01/27 100.000 5.700 5.6760 25.64 0.160947 0.165515 0.157930 0.157919 0.157907 58.67 56.85 Josephine County, OR 480890AB8 10/30/01 06/01/18 33.518 0.000 6.6997 637.81 0.180070 27.01 J2 Global, Inc. 48123VAC6 06/17/14 06/15/29 100.000 VARIES 8.0003 0.263846 0.270789 0.278010 0.285520 0.293330 96.46 101.68 JP Morgan Chase & Co. 48124AZW0 09/15/10 09/15/25 100.000 VARIES 3.5832 0.088976 0.089529 0.090091 0.090663 0.091246 32.25 32.66 JP Morgan Chase & Co. 48125UDK5 03/30/15 03/30/25 100.000 VARIES 3.4193 0.091767 0.091703 0.091819 0.091938 0.092195 33.03 33.11 JP Morgan Chase & Co. 48125UKN1 03/31/15 12/31/20 100.000 0.000 2.9102 0.087527 0.088801 0.090093 0.091404 0.092734 31.74 32.67 JP Morgan Chase & Co. 48125UL59 08/17/15 02/18/21 100.000 1.000 2.8256 0.081421 0.082178 0.082947 0.083726 0.084517 29.65 30.21 JP Morgan Chase & Co. 48125URP9 05/14/15 05/16/19 100.000 0.000 2.2908 0.067370 0.068142 0.068923 24.46 9.30 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ JP Morgan Chase & Co. 48125UTC6 06/26/15 06/26/30 100.000 VARIES 4.4666 0.119479 0.118806 0.118118 0.117414 0.117334 42.88 42.39 JP Morgan Chase & Co. 48125UTF9 06/30/15 06/30/30 100.000 VARIES 4.4796 0.112141 0.110278 0.110023 0.109762 0.109495 40.03 39.56 JP Morgan Chase & Co. 48125UTG7 06/30/15 06/30/30 100.000 VARIES 4.4810 0.113346 0.111890 0.111591 0.111286 0.110973 40.54 40.12 JP Morgan Chase & Co. 48125UTH5 06/30/15 06/30/30 100.000 VARIES 4.4852 0.119772 0.118838 0.117882 0.116906 0.116450 42.95 42.26 JP Morgan Chase & Co. 48125UTL6 06/30/15 06/30/30 100.000 VARIES 4.4865 0.122952 0.122595 0.122571 0.122547 0.122523 44.20 44.12 JP Morgan Chase & Co. 48125UTT9 07/31/15 07/31/30 100.000 VARIES 4.3052 0.115403 0.114727 0.114036 0.113331 0.112610 41.22 40.71 JP Morgan Chase & Co. 48125UUL4 08/31/15 08/31/35 100.000 VARIES 4.2124 0.110454 0.111010 0.111578 0.112159 0.112751 40.00 40.41 JP Morgan Chase & Co. 48125UUN0 08/31/15 08/31/30 100.000 VARIES 4.2249 0.112434 0.109869 0.110929 0.108357 0.108760 40.38 39.75 JP Morgan Chase & Co. 48125UUS9 08/21/15 08/21/30 100.000 VARIES 4.2080 0.114979 0.114690 0.114394 0.114092 0.113783 41.26 41.05 JP Morgan Chase & Co. 48125UUT7 08/31/15 08/31/25 100.000 VARIES 2.5712 0.008138 0.007756 0.007628 0.007600 0.007782 2.84 2.80 JP Morgan Chase & Co. 48125UY48 09/30/15 09/30/30 100.000 VARIES 4.2752 0.114534 0.113871 0.113194 0.112503 0.111797 40.99 40.50 JP Morgan Chase & Co. 48125UY71 09/18/15 09/18/30 100.000 VARIES 2.6025 0.012707 0.012390 0.012070 0.011745 0.011416 4.45 4.22 JP Morgan Chase & Co. 48125V2G4 08/31/12 08/31/18 100.000 0.000 2.4105 0.075062 0.074728 18.10 JP Morgan Chase & Co. 48125V5R7 09/28/12 09/28/18 100.000 VARIES 2.2734 0.067460 0.067994 18.11 JPMORGAN CHASE & CO 48125V7F1 09/18/12 09/18/19 100.000 0.500 2.6370 146.82 0.081557 0.082449 0.083353 0.084269 29.71 21.59 JP Morgan Chase & Co. 48125V7G9 09/28/12 03/29/18 100.000 0.000 2.0908 0.064445 5.67 JP Morgan Chase & Co. 48125VC57 06/29/12 06/29/18 100.000 0.000 3.0498 0.100060 17.81 JP Morgan Chase & Co. 48125VHH6 01/31/12 01/31/18 100.000 0.000 3.5407 0.119296 3.46 JP Morgan Chase & Co. 48125VL24 07/05/12 01/04/18 100.000 0.000 2.9501 0.094860 0.28 JP Morgan Chase & Co. 48125VM72 06/29/12 06/28/19 100.000 0.000 3.2699 0.108559 0.110334 0.112138 39.41 19.85 JP Morgan Chase & Co. 48125VMC1 02/29/12 02/28/18 100.000 0.000 3.1994 0.105240 6.10 JP Morgan Chase & Co. 48125VPZ7 03/30/12 09/28/18 100.000 0.000 3.1110 0.102391 0.103984 27.63 JP Morgan Chase & Co. 48125VQ60 07/31/12 07/31/18 100.000 VARIES 2.6424 0.078342 0.079008 16.49 JP Morgan Chase & Co. 48125VSN1 03/27/12 03/27/20 100.000 0.000 3.7709 0.128642 0.131067 0.133539 0.136056 0.138622 47.21 49.00 JP Morgan Chase & Co. 48125VTP5 04/30/12 04/30/18 100.000 0.000 3.0310 0.099343 11.82 JP Morgan Chase & Co. 48125VZ52 08/31/12 08/31/18 100.000 VARIES 2.7098 0.081485 0.082255 19.61 JP Morgan Chase & Co. 48125X4L7 10/21/11 10/22/18 100.000 0.000 4.1615 0.148020 0.151100 43.63 JP Morgan Chase & Co. 48125X4M5 10/21/11 10/22/18 100.000 0.000 4.1615 0.148020 0.151100 43.63 JP Morgan Chase & Co. 48125XKB1 03/30/11 03/30/21 100.000 VARIES 5.0718 0.145267 0.144768 0.144203 0.143624 0.142982 52.11 51.70 JP Morgan Chase & Co. 48125XKM7 04/08/11 04/08/22 100.000 VARIES 5.1602 0.147001 0.146728 0.146368 0.145999 0.145591 52.82 52.56 JP Morgan Chase & Co. 48125XTB2 06/15/11 06/15/23 100.000 VARIES 5.0712 0.144113 0.143933 0.143677 0.143414 0.143109 51.84 51.67 JP Morgan Chase & Co. 48126D3U1 05/31/13 05/31/19 100.000 0.000 2.4506 0.075957 0.076888 0.077830 27.57 11.60 JP Morgan Chase & Co. 48126D3W7 05/31/13 05/29/20 100.000 VARIES 2.8293 0.083894 0.084570 0.085274 0.085987 0.087203 30.37 30.89 JP Morgan Chase & Co. 48126D3X5 05/31/13 05/31/23 100.000 VARIES 3.5785 0.103962 0.104632 0.105313 0.106006 0.106771 37.59 38.08 JP Morgan Chase & Co. 48126D6Y0 09/20/13 09/20/23 100.000 VARIES 4.4963 0.116702 0.117077 0.117461 0.117976 0.118503 42.16 42.48 JP Morgan Chase & Co. 48126DBB4 11/02/12 10/31/18 100.000 0.000 2.2805 0.070942 0.071751 21.36 JP Morgan Chase & Co. 48126DBC2 10/31/12 10/31/18 100.000 VARIES 2.2313 0.067364 0.068116 20.28 JP Morgan Chase & Co. 48126DFM6 11/30/12 02/28/18 100.000 0.000 1.9911 0.060429 3.50 JP Morgan Chase & Co. 48126DFN4 11/30/12 11/30/18 100.000 VARIES 2.1919 0.065746 0.066278 21.73 JP Morgan Chase & Co. 48126DGZ6 11/30/12 11/30/18 100.000 0.000 2.1502 0.066469 0.067183 22.00 JP Morgan Chase & Co. 48126DH28 04/30/13 04/30/19 100.000 VARIES 2.0021 0.059717 0.060201 0.060804 21.65 7.24 JP Morgan Chase & Co. 48126DH36 04/30/13 04/30/19 100.000 VARIES 2.0723 0.061963 0.062484 0.063131 22.47 7.51 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ JP Morgan Chase & Co. 48126DJ83 04/30/13 10/31/18 100.000 0.000 1.9004 0.057478 0.058024 17.28 JP Morgan Chase & Co. 48126DJ91 04/30/13 04/28/23 100.000 VARIES 3.1390 0.090710 0.091230 0.091757 0.092293 0.092895 32.82 33.20 JP Morgan Chase & Co. 48126DKC2 12/31/12 12/31/18 100.000 0.000 2.1109 0.065127 0.065814 23.50 JP Morgan Chase & Co. 48126DKD0 12/31/12 12/31/18 100.000 VARIES 2.0821 0.062293 0.062942 22.48 JP Morgan Chase & Co. 48126DKE8 12/31/12 03/29/18 100.000 0.000 1.8650 0.056578 4.98 JP Morgan Chase & Co. 48126DLU1 12/14/12 12/14/27 100.000 VARIES 3.7338 0.096451 0.096503 0.096555 0.096773 0.096994 34.73 34.81 JP Morgan Chase & Co. 48126DLY3 12/21/12 12/21/27 100.000 VARIES 3.6433 0.087922 0.088116 0.088314 0.088515 0.088720 31.69 31.83 JP Morgan Chase & Co. 48126DMB2 12/31/12 12/31/27 100.000 VARIES 3.7027 0.088279 0.088453 0.088630 0.088810 0.088994 31.81 31.94 JP Morgan Chase & Co. 48126DQL6 01/31/13 01/31/23 100.000 VARIES 3.1823 0.091272 0.091702 0.092168 0.092641 0.093156 33.07 33.41 JP Morgan Chase & Co. 48126DRL5 01/31/13 07/31/18 100.000 0.000 1.9803 0.060108 0.060703 12.67 JP Morgan Chase & Co. 48126DRM3 01/31/13 01/31/19 100.000 VARIES 2.1526 0.064050 0.064561 0.065256 23.33 1.89 JP Morgan Chase & Co. 48126DRW1 01/31/13 01/31/19 100.000 0.000 2.1601 0.066094 0.066808 0.067530 24.14 1.96 JP Morgan Chase & Co. 48126DS59 04/30/13 04/30/28 100.000 VARIES 3.8928 0.095696 0.095401 0.095100 0.094793 0.095070 34.36 34.18 JP Morgan Chase & Co. 48126DV89 05/17/13 05/17/28 100.000 VARIES 3.8747 0.093449 0.093553 0.093659 0.093767 0.094211 33.67 33.76 JP Morgan Chase & Co. 48126DVG1 02/28/13 02/28/23 100.000 VARIES 3.2856 0.093815 0.092732 0.094754 0.093693 0.095278 34.16 34.45 JP Morgan Chase & Co. 48126DVH9 02/28/13 02/28/19 100.000 VARIES 2.1918 0.064927 0.064386 0.066171 23.75 3.84 JP Morgan Chase & Co. 48126DVW6 02/28/13 02/28/19 100.000 0.000 2.1003 0.063740 0.063359 0.065086 23.36 3.77 JP Morgan Chase & Co. 48126DVX4 02/28/13 08/31/18 100.000 0.000 2.0204 0.061097 0.060708 14.71 JP Morgan Chase & Co. 48126DVY2 02/11/13 02/10/20 100.000 0.000 2.6403 0.082523 0.083613 0.084717 0.085835 0.086968 30.21 31.02 JP Morgan Chase & Co. 48126DZF9 03/28/13 03/29/19 100.000 VARIES 2.2419 0.067100 0.067680 0.068439 24.38 6.02 JP Morgan Chase & Co. 48126DZG7 03/28/13 03/29/19 100.000 0.000 2.2504 0.069137 0.069915 0.070701 25.17 6.22 JP Morgan Chase & Co. 48126DZP7 03/28/13 09/28/18 100.000 0.000 2.0503 0.062429 0.063069 16.78 JP Morgan Chase & Co. 48126DZQ5 03/28/13 03/31/23 100.000 VARIES 3.3453 0.097172 0.097771 0.098414 0.099068 0.099753 35.20 35.67 JP Morgan Chase & Co. 48126N3B1 02/28/14 02/29/20 100.000 0.000 2.8179 0.085852 0.085642 0.088288 0.088072 0.090294 31.60 32.43 JP Morgan Chase & Co. 48126N5L7 03/28/14 03/28/29 100.000 VARIES 4.4199 0.115911 0.115604 0.115513 0.115420 0.115325 41.64 41.55 JP Morgan Chase & Co. 48126NCU9 06/28/13 06/28/19 100.000 0.000 3.2502 0.104379 0.106075 0.107799 37.89 19.08 JP Morgan Chase & Co. 48126NCV7 06/28/13 06/30/20 100.000 VARIES 3.6189 0.105576 0.106305 0.107112 0.107933 0.109886 38.14 38.71 JP Morgan Chase & Co. 48126NCW5 06/28/13 06/30/23 100.000 VARIES 4.3049 0.124852 0.125780 0.126728 0.127696 0.128770 45.12 45.80 JP Morgan Chase & Co. 48126NGN1 07/02/13 07/03/19 100.000 0.000 3.2115 0.101342 0.102969 0.104623 0.106303 37.36 19.34 JP Morgan Chase & Co. 48126NHE0 07/31/13 07/31/19 100.000 VARIES 2.9571 0.087853 0.088663 0.089486 0.090809 32.02 18.94 JP Morgan Chase & Co. 48126NHH3 07/31/13 07/31/18 100.000 0.000 2.5903 0.079755 0.080788 16.85 JP Morgan Chase & Co. 48126NHJ9 07/31/13 07/31/23 100.000 VARIES 3.9757 0.114495 0.115330 0.116181 0.117049 0.117934 41.62 42.25 JP Morgan Chase & Co. 48126NHK6 07/11/13 07/11/19 100.000 0.000 3.3903 0.107732 0.109558 0.111415 0.113304 39.74 21.51 JP Morgan Chase & Co. 48126NJJ7 07/31/13 07/31/19 100.000 0.000 2.9706 0.092846 0.094225 0.095624 0.097045 34.09 20.24 JP Morgan Chase & Co. 48126NMG9 08/30/13 08/30/19 100.000 0.000 3.2509 0.101606 0.102693 0.104936 0.106058 37.70 25.49 JP Morgan Chase & Co. 48126NMH7 08/30/13 08/31/23 100.000 VARIES 4.2968 0.122505 0.121413 0.124365 0.123282 0.125612 44.74 45.35 JP Morgan Chase & Co. 48126NNA1 08/30/13 08/30/19 100.000 VARIES 3.2354 0.095324 0.095705 0.097152 0.098184 35.09 23.60 JP Morgan Chase & Co. 48126NQB6 08/29/13 08/31/20 100.000 0.000 3.7494 0.120191 0.120448 0.124739 0.125006 0.128749 44.48 46.07 JP Morgan Chase & Co. 48126NQX8 09/30/13 09/30/19 100.000 VARIES 2.9713 0.086758 0.087412 0.088076 0.088750 31.47 23.81 JP Morgan Chase & Co. 48126NQZ3 09/30/13 09/28/18 100.000 0.000 2.5208 0.077393 0.078368 20.84 JP Morgan Chase & Co. 48126NRP4 09/30/13 03/29/18 100.000 0.000 2.2911 0.069707 6.13 JP Morgan Chase & Co. 48126NSK4 09/18/13 09/18/20 100.000 0.000 3.8713 0.125360 0.127787 0.130260 0.132782 0.135352 46.07 47.87 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ JP Morgan Chase & Co. 48126NSZ1 10/31/13 10/31/28 100.000 VARIES 4.4385 0.112253 0.112514 0.112781 0.113055 0.113334 40.49 40.68 JP Morgan Chase & Co. 48126NT64 01/31/14 01/31/20 100.000 0.000 2.7907 0.085416 0.086608 0.087816 0.089042 0.090284 31.33 32.21 JP Morgan Chase & Co. 48126NTC1 11/20/13 11/20/28 100.000 VARIES 4.6982 0.118505 0.118860 0.119222 0.119593 0.119973 42.76 43.02 JP Morgan Chase & Co. 48126NU21 01/14/14 01/12/18 100.000 0.000 2.0001 0.059558 0.66 JP Morgan Chase & Co. 48126NU96 01/24/14 01/26/21 100.000 0.000 3.3005 0.102829 0.104526 0.106251 0.108004 0.109787 37.85 39.11 JP Morgan Chase & Co. 48126NWU7 10/31/13 10/31/19 100.000 0.000 2.7408 0.084893 0.086056 0.087236 0.088431 30.91 26.30 JP Morgan Chase & Co. 48126NWV5 10/31/13 10/31/23 100.000 VARIES 3.8580 0.110620 0.111334 0.112062 0.112804 0.113560 40.04 40.57 JP Morgan Chase & Co. 48126NXS1 10/21/13 10/21/20 100.000 0.000 3.5611 0.113922 0.115950 0.118015 0.120116 0.122255 41.66 43.16 JP Morgan Chase & Co. 48126NZY6 11/29/13 11/29/19 100.000 0.000 2.8103 0.087283 0.088510 0.089754 0.091015 31.72 29.67 JP Morgan Chase & Co. 48126NZZ3 11/29/13 11/29/19 100.000 0.000 2.8103 0.087283 0.088510 0.089754 0.091015 31.72 29.67 JP Morgan Chase & Co. 48127A351 12/26/13 06/24/21 100.000 0.000 3.6699 0.117881 0.120045 0.122247 0.124491 0.126775 42.86 44.44 JP Morgan Chase & Co. 48127D3H9 12/17/14 12/17/20 100.000 VARIES 2.7853 0.078774 0.079127 0.079485 0.079888 0.080296 28.43 28.70 JP Morgan Chase & Co. 48127D4A3 12/31/14 12/31/20 100.000 0.000 1.7101 0.049992 0.050419 0.050850 0.051285 0.051724 18.07 18.39 JP Morgan Chase & Co. 48127DCY2 04/30/14 04/30/20 100.000 0.000 2.8708 0.088111 0.089376 0.090659 0.091960 0.093280 32.10 33.03 JP Morgan Chase & Co. 48127DFJ2 04/23/14 04/22/20 100.000 VARIES 2.8446 0.081001 0.081395 0.081877 0.082366 0.082862 29.29 29.63 JP Morgan Chase & Co. 48127DKP2 06/04/14 06/05/18 100.000 0.000 1.9100 0.056086 8.69 JP Morgan Chase & Co. 48127DMP0 06/30/14 09/30/20 100.000 0.000 2.7898 0.084797 0.085980 0.087179 0.088395 0.089628 30.96 31.83 JP Morgan Chase & Co. 48127DNW4 10/31/14 10/31/29 100.000 VARIES 2.8583 0.077830 0.077850 0.077871 0.077908 0.077945 28.02 28.04 JP Morgan Chase & Co. 48127DPA0 11/21/14 11/21/29 100.000 VARIES 4.0317 0.104697 0.104415 0.104127 0.104177 0.104228 37.62 37.50 JP Morgan Chase & Co. 48127DPG7 12/24/14 12/24/29 100.000 VARIES 4.0345 0.107698 0.107631 0.107563 0.107595 0.107628 38.76 38.73 JP Morgan Chase & Co. 48127DPH5 12/24/14 12/24/29 100.000 VARIES 2.8705 0.079847 0.079860 0.079873 0.079907 0.079941 28.75 28.76 JP Morgan Chase & Co. 48127DVW5 08/29/14 08/31/20 100.000 0.000 2.8193 0.084718 0.084511 0.087123 0.086911 0.089104 31.18 32.00 JP Morgan Chase & Co. 48127DYS1 09/30/14 09/30/20 100.000 0.000 2.9910 0.090822 0.092180 0.093558 0.094958 0.096378 33.19 34.19 JP Morgan Chase & Co. 48127F731 04/30/14 04/30/24 100.000 0.000 3.8108 0.120809 0.123110 0.125456 0.127847 0.130283 44.19 45.89 JP Morgan Chase & Co. 48128GF88 05/24/17 05/24/27 100.000 VARIES 2.5870 2.40 0.010632 0.010118 0.009597 0.009069 0.009186 3.70 3.34 JPMORGAN CHASE FINANCIAL 48128GJ27 08/31/17 08/31/27 100.000 VARIES 2.4049 0.97 0.007976 0.007779 0.007576 0.007375 0.007166 2.79 2.64 JPMORGAN CHASE FINANCIAL 48129M2G0 06/18/18 06/18/20 100.000 0.000 2.8409 0.078914 0.080035 0.081172 0.082325 15.24 29.05 JPMORGAN CHASE FINANCIAL 48129M3J3 06/27/18 06/26/25 100.000 0.000 3.9304 0.109178 0.111312 0.113499 0.115730 20.10 40.49 JPMORGAN CHASE FINANCIAL 48129MBS4 03/29/18 04/01/25 100.000 0.000 2.5507 0.070852 0.070862 0.071766 0.072681 0.073608 19.36 26.17 JPMORGAN CHASE FINANCIAL 48129MEQ5 03/28/18 03/26/21 100.000 0.000 2.5513 0.070869 0.071763 0.072678 0.073605 19.43 26.17 JPMORGAN CHASE FINANCIAL 48129MKH8 04/30/18 04/30/25 100.000 0.000 3.9714 0.110316 0.112507 0.114741 0.117019 26.72 41.18 JPMORGAN CHASE FINANCIAL 48129MKJ4 04/30/18 04/30/25 100.000 0.000 3.9714 0.110316 0.112507 0.114741 0.117019 26.72 41.18 JPMORGAN CHASE FINANCIAL 48129MKK1 04/30/18 04/30/25 100.000 0.000 3.9714 0.110316 0.112507 0.114741 0.117019 26.72 41.18 JPMORGAN CHASE FINANCIAL 48129MKS4 05/03/18 04/30/21 100.000 0.000 3.3521 0.093115 0.094650 0.096236 0.097849 22.26 34.55 JPMORGAN CHASE FINANCIAL 48129MPK6 05/31/18 05/30/25 100.000 0.000 3.9611 0.110030 0.112210 0.114432 0.116698 23.28 40.93 JPMORGAN CHASE FINANCIAL 48129MQS8 05/31/18 05/30/25 100.000 0.000 3.9611 0.110030 0.112210 0.114432 0.116698 23.28 40.93 JPMORGAN CHASE FINANCIAL 48129MSR8 06/04/18 06/02/23 100.000 0.000 3.7008 0.102800 0.104681 0.106618 0.108590 21.33 38.15 JPMORGAN CHASE FINANCIAL 48129MX92 09/06/18 08/31/23 100.000 0.000 3.7714 0.104762 0.106649 0.108683 12.05 38.53 JPMORGAN CHASE FINANCIAL 48129MXY7 07/05/18 06/30/23 100.000 0.000 3.6903 0.102508 0.104347 0.106273 0.108233 18.04 37.92 JPMORGAN CHASE FINANCIAL 48129MXZ4 07/05/18 06/30/21 100.000 0.000 3.3201 0.092226 0.093715 0.095270 0.096852 16.23 34.02 JPMORGAN CHASE FINANCIAL 48129MY34 09/06/18 08/31/23 100.000 0.000 3.7714 0.104762 0.106649 0.108683 12.05 38.53 JPMORGAN CHASE FINANCIAL 48129MZX7 06/28/18 06/30/25 100.000 0.000 3.9300 0.109166 0.109190 0.111336 0.113524 0.115754 19.98 40.48 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ JPMORGAN CHASE FINANCIAL 48130UAC9 09/06/18 08/31/23 100.000 0.000 3.7714 0.104762 0.106649 0.108683 12.05 38.53 JPMORGAN CHASE FINANCIAL 48130UAD7 08/31/18 08/29/25 100.000 0.000 4.0210 0.111695 0.113916 0.116219 13.52 41.16 JPMORGAN CHASE FINANCIAL 48130UAE5 08/31/18 08/29/25 100.000 0.000 4.0210 0.111695 0.113916 0.116219 13.52 41.16 JPMORGAN CHASE FINANCIAL 48130UAG0 08/31/18 08/29/25 100.000 0.000 4.0210 0.111695 0.113916 0.116219 13.52 41.16 JPMORGAN CHASE FINANCIAL 48130UAQ8 09/06/18 09/03/21 100.000 0.000 3.4020 0.094499 0.096079 0.097714 10.87 34.68 JPMORGAN CHASE FINANCIAL 48130UAT2 09/06/18 09/03/21 100.000 0.000 3.4020 0.094499 0.096079 0.097714 10.87 34.68 JPMORGAN CHASE FINANCIAL 48130UAZ8 08/20/18 08/17/20 100.000 0.000 3.1821 0.088393 0.089776 0.091204 11.58 32.45 JPMORGAN CHASE FINANCIAL 48130UEW1 09/28/18 09/30/21 100.000 0.000 3.5126 0.097571 0.097590 0.099304 0.101048 9.08 35.76 JPMORGAN CHASE FINANCIAL 48130UGP4 09/19/18 10/21/19 100.000 0.000 2.7481 0.076336 0.076522 0.077574 7.80 22.38 JPMORGAN CHASE FINANCIAL 48130UHC2 10/03/18 09/29/23 100.000 0.000 3.8721 0.107557 0.109593 0.111715 9.47 39.47 JPMORGAN CHASE FINANCIAL 48130UHE8 09/28/18 09/30/25 100.000 0.000 4.1116 0.114210 0.114236 0.116584 0.118981 10.62 41.98 JPMORGAN CHASE FINANCIAL 48130UHF5 09/28/18 09/30/25 100.000 0.000 4.1116 0.114210 0.114236 0.116584 0.118981 10.62 41.98 JPMORGAN CHASE FINANCIAL 48130UHG3 09/28/18 09/30/25 100.000 0.000 4.1116 0.114210 0.114236 0.116584 0.118981 10.62 41.98 JPMORGAN CHASE FINANCIAL 48130UHK4 10/03/18 10/05/21 100.000 0.000 3.5126 0.097571 0.097590 0.099304 0.101048 8.59 35.74 JPMORGAN CHASE FINANCIAL 48130UHX6 10/03/18 09/29/23 100.000 0.000 3.8721 0.107557 0.109593 0.111715 9.47 39.47 JPMORGAN CHASE FINANCIAL 48130UHY4 10/03/18 09/29/23 100.000 0.000 3.8721 0.107557 0.109593 0.111715 9.47 39.47 JPMORGAN CHASE FINANCIAL 48130UHZ1 10/03/18 09/30/21 100.000 0.000 3.5124 0.097568 0.099253 0.100996 8.59 35.74 JPMORGAN CHASE FINANCIAL 48130UJB2 10/03/18 09/30/20 100.000 0.000 3.2932 0.091477 0.092958 0.094489 8.05 33.47 JPMORGAN CHASE FINANCIAL 48130UMA0 09/27/18 09/28/23 100.000 0.000 3.8719 0.107563 0.109646 0.111769 10.11 39.49 JPMORGAN CHASE FINANCIAL 48130UNX9 09/25/18 09/25/20 100.000 0.000 3.1336 0.087044 0.088408 0.089793 8.36 31.85 JPMORGAN CHASE FINANCIAL 48130UNY7 10/09/18 10/05/20 100.000 0.000 3.2925 0.091459 0.092931 0.094461 7.50 33.45 Justice Park Dist, IL 48214PAR6 06/07/11 12/01/18 100.000 VARIES 4.9724 0.138158 0.138140 45.59 Justice Park Dist, IL 48214PAS4 06/07/11 12/01/19 97.305 VARIES 5.3725 0.148195 0.148444 0.148701 0.148965 53.41 49.12 Justice Park Dist, IL 48214PAT2 06/07/11 12/01/20 94.574 VARIES 5.7224 0.155831 0.156316 0.156815 0.157328 0.157855 56.22 56.58 Justice Park Dist, IL 48214PAU9 06/07/11 12/01/21 92.300 VARIES 5.9725 0.160238 0.160875 0.161532 0.162208 0.162904 57.84 58.31 Kansas City Southern 485170AJ3 12/09/15 05/15/43 90.810 4.300 4.9136 3.47 0.004943 0.005064 0.005189 0.005316 0.005447 1.81 1.90 Kansas City Southern 485170AN4 12/09/15 05/15/20 97.300 2.350 3.0050 12.12 0.016887 0.017141 0.017398 0.017659 0.017925 6.15 6.33 Kansas City Southern 485170AP9 12/09/15 05/15/23 95.360 3.000 3.7202 11.63 0.016335 0.016638 0.016948 0.017263 0.017584 5.96 6.19 Kansas City Southern 485170AQ7 12/09/15 05/15/43 90.810 4.300 4.9136 3.47 0.004943 0.005064 0.005189 0.005316 0.005447 1.81 1.90 Kansas City Southern 485170AU8 12/09/15 05/15/20 97.300 2.350 3.0050 12.12 0.016887 0.017141 0.017398 0.017659 0.017925 6.15 6.33 Kansas City Southern 485170AV6 12/09/15 05/15/23 95.360 3.000 3.7202 11.63 0.016335 0.016638 0.016948 0.017263 0.017584 5.96 6.19 Kansas City Southern 485170AX2 12/09/15 05/15/43 90.810 4.300 4.9136 3.47 0.004943 0.005064 0.005189 0.005316 0.005447 1.81 1.90 Kansas City Southern 485170AZ7 12/09/15 05/15/20 97.300 2.350 3.0050 12.12 0.016887 0.017141 0.017398 0.017659 0.017925 6.15 6.33 KFW 500769BR4 04/19/06 04/18/36 19.779 0.000 5.4760 174.39 0.055990 0.057523 0.059098 0.060716 0.062378 20.66 21.81 KFW 500769CH5 06/29/07 06/29/37 18.097 0.000 5.7800 148.32 0.052853 0.054381 0.055952 0.057569 0.059233 19.31 20.44 LA SALLE BUREAU & LEE CN 504354DH1 06/30/17 12/01/22 104.232 3.750 2.8869 15.16 0.084596 0.085818 0.082788 0.082479 0.082166 30.62 29.73 LA SALLE BUREAU & LEE CN 504354DJ7 06/30/17 12/01/23 103.755 3.750 3.0878 16.14 0.090147 0.091538 0.088386 0.088142 0.087895 32.65 31.76 LA SALLE BUREAU & LEE CN 504354DK4 06/30/17 12/01/24 104.424 3.875 3.1886 16.78 0.093729 0.095223 0.091869 0.091618 0.091362 33.96 33.01 LA SALLE BUREAU & LEE CN 504354DL2 06/30/17 12/01/25 104.194 3.875 3.2895 17.27 0.096520 0.098107 0.094695 0.094482 0.094266 34.98 34.04 Lake County, IL 509262CV1 04/09/03 01/01/21 35.244 0.000 5.9695 485.79 0.138994 0.143142 0.147415 0.151815 50.78 53.86 Lakewood Township, NJ 512678QX4 08/22/12 04/01/18 98.460 2.700 3.0004 14.66 0.008220 0.74 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Lee & Dekalb Counties, I 523351BV5 09/30/11 01/01/19 100.000 0.000 4.2493 0.153540 0.156802 55.86 Lee & Dekalb Counties, I 523351BW3 09/30/11 01/01/20 117.427 0.000 4.4992 0.193845 0.198205 0.202664 0.207223 70.57 73.78 Liberty Interactive Corp 530610AA2 04/09/13 03/30/43 100.000 2.984 6.0293 0.193240 0.196567 0.199994 0.203524 0.207161 70.78 73.29 Liberty Interactive Corp 530610AB0 09/09/13 09/30/43 100.000 1.000 2.5054 0.074042 0.074622 0.075208 0.075803 0.076404 26.87 27.29 Liberty Interactive Corp 530610AD6 08/23/16 09/30/46 100.000 1.750 5.2776 72.73 0.152399 0.155138 0.157949 0.160834 0.163796 55.86 57.91 Liberty Media Corp. 530715AF8 11/16/99 11/15/29 100.000 4.000 9.0690 0.805915 0.837421 0.870355 0.904783 0.940772 298.76 322.76 Liberty Media Corp. 530715AG6 11/16/99 11/15/29 100.000 4.000 9.0690 0.805915 0.837421 0.870355 0.904783 0.940772 298.76 322.76 Liberty Media Corp. 530715AK7 02/10/00 02/15/30 100.000 3.750 9.4298 0.896488 0.933845 0.972964 1.013927 1.056821 339.86 369.04 Liberty Media Corp. 530715AL5 02/10/00 02/15/30 100.000 3.750 9.4298 0.896488 0.933845 0.972964 1.013927 1.056821 339.86 369.04 Liberty Media Corp. 530715AM3 01/11/01 01/15/31** 100.000 3.500 N/A 0.868781 0.905430 0.943820 0.984034 1.026157 331.81** 360.68 Liberty Media Corp. 530715AN1 01/11/01 01/15/31** 100.000 3.500 N/A 0.868781 0.905430 0.943820 0.984034 1.026157 331.81** 360.68 Liberty Media Corp. 531229AC6 08/17/16 09/30/46 100.000 2.250 4.1931 58.07 0.119043 0.120228 0.121439 0.122674 0.123936 43.29 44.17 Liberty Media Corp. 531229AE2 08/17/16 09/30/46 100.000 2.250 4.1931 58.07 0.119043 0.120228 0.121439 0.122674 0.123936 43.29 44.17 LIBERTY MEDIA CORP 531229AG7 03/06/18 03/31/48 100.000 2.125 4.8953 0.135979 0.136230 0.138120 0.140057 0.142041 40.35 50.43 Lloyds TSB Bank PLC 5394E8AN9 04/26/12 04/26/27 100.000 VARIES 4.6791 0.114409 0.114784 0.115169 0.115562 0.116345 41.30 41.61 Lloyds TSB Bank PLC 5394E8AP4 04/27/12 04/27/20 100.000 VARIES 2.7871 0.020402 0.020686 0.020974 0.021266 0.021563 7.43 7.64 Lloyds TSB Bank PLC 5394E8BB4 07/23/12 07/23/22 100.000 VARIES 2.8121 0.007540 0.007646 0.007754 0.007863 0.007973 2.77 2.85 Lloyds TSB Bank PLC 5394E8BE8 07/23/12 07/23/24 96.000 VARIES 4.6384 15.44 0.008835 0.009039 0.009249 0.009464 0.009683 3.28 3.44 Lloyds TSB Bank PLC 5394E8BK4 01/31/13 01/31/33 100.000 VARIES 3.6033 0.086821 0.086119 0.085814 0.085504 0.085187 30.98 30.74 Lloyds TSB Bank PLC 5394E8BN8 02/22/13 02/22/33 100.000 VARIES 3.6892 0.087045 0.086377 0.085697 0.085004 0.084788 31.04 30.61 Lloyds TSB Bank PLC 5394E8BR9 04/26/13 04/26/33 100.000 VARIES 3.6255 0.072833 0.071416 0.071787 0.072164 0.072548 25.90 25.96 Lloyds TSB Bank PLC 5394E8BT5 07/05/13 07/05/33 100.000 VARIES 4.1638 0.089672 0.089152 0.088622 0.089452 0.090299 32.00 32.35 Lloyds TSB Bank PLC 5394E8BV0 07/26/13 07/26/33 100.000 VARIES 4.0718 0.087606 0.087336 0.087060 0.086778 0.086490 31.40 31.20 Lloyds TSB Bank PLC 5394E8BW8 07/26/13 07/26/28* 100.000 VARIES 4.0226 0.101237 0.100564 20.53* Lloyds TSB Bank PLC 5394E8BY4 07/29/13 07/29/33 100.000 VARIES 4.1865 0.087924 0.084036 0.080066 0.078258 0.076411 29.76 27.94 Lloyds TSB Bank PLC 5394E8BZ1 08/28/13 08/28/33 100.000 VARIES 4.7627 0.117530 0.116903 0.116261 0.115604 0.114932 42.04 41.57 Lloyds TSB Bank PLC 5394E8CA5 09/26/13 09/26/33 100.000 VARIES 5.0070 0.118641 0.118478 0.118311 0.118139 0.117963 42.65 42.53 Lloyds TSB Bank PLC 5394E8CB3 10/17/13 10/17/33 100.000 VARIES 5.0356 0.120340 0.120210 0.120076 0.119939 0.119798 43.28 43.18 Lloyds TSB Bank PLC 5394E8CC1 10/25/13 10/25/33 100.000 VARIES 5.0339 0.115881 0.115318 0.114740 0.114148 0.113541 41.54 41.12 Lloyds TSB Bank PLC 5394E8CD9 11/27/13 11/27/28 97.000 VARIES 4.8307 0.119116 0.119291 0.119470 0.119653 0.119839 42.93 43.05 Lloyds TSB Bank PLC 5394E8CE7 11/27/13 11/27/33 100.000 VARIES 4.4797 0.102104 0.101830 0.101550 0.101263 0.100971 36.69 36.49 Lloyds TSB Bank PLC 5394E8CF4 12/27/13 12/27/28 100.000 VARIES 4.0355 0.099149 0.099283 0.099419 0.099559 0.099701 35.72 35.82 Lloyds TSB Bank PLC 5394E8CG2 01/29/14 01/29/34 100.000 VARIES 4.7510 0.112745 0.111085 0.110968 0.110848 0.110726 40.02 39.89 Lloyds TSB Bank PLC 5394E8CK3 04/10/14 04/10/34 100.000 VARIES 4.6720 0.113182 0.112061 0.112116 0.112172 0.112230 40.46 40.38 Lloyds TSB Bank PLC 5394E8CL1 04/25/14 04/25/34 100.000 VARIES 3.7159 0.082334 0.079725 0.079592 0.079457 0.079320 28.99 28.61 Macon CNTYS SD #11, IL 555495DS6 05/06/15 12/01/18 107.392 VARIES 1.8335 0.052019 0.051478 17.07 Macon CNTYS SD #11, IL 555495DT4 05/06/15 12/01/19 109.091 VARIES 2.1341 0.061723 0.061122 0.060515 0.059901 22.08 19.86 Macon CNTYS SD #11, IL 555495DU1 05/06/15 12/01/20 109.863 VARIES 2.3354 0.068451 0.067872 0.067286 0.066693 0.066093 24.50 24.08 Macon CNTYS DIST 537, IL 555545BU5 04/01/10 12/01/18 105.024 VARIES 4.2244 0.118169 0.117761 38.92 MACON CHRISTIAN DEWITT E 555545EF5 11/08/17 12/01/19 105.183 5.300 2.6805 4.15 0.078452 0.079504 0.076371 0.075421 28.37 25.03 Macon CNTYS SD #9, IL 555864AH0 05/24/13 12/01/18 106.171 VARIES 2.0893 0.058700 0.058370 19.31 Macon CNTYS SD #9, IL 555864AJ6 05/24/13 12/01/19 106.514 VARIES 2.4385 0.069131 0.068788 0.068442 0.068091 24.80 22.52 ----------------------------- * Called in 2018; reportable OID is computed to call date. ** These calculations may be revised. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Macon CNTYS SD #9, IL 555864AK3 05/24/13 12/01/20 105.634 VARIES 2.6887 0.076422 0.076142 0.075859 0.075572 0.075281 27.44 27.24 Marion County, IL 56884PAQ0 06/02/16 12/01/21 106.954 3.550 2.2000 36.96 0.064254 0.063876 0.063494 0.063108 0.062717 23.04 22.77 Marion CNTY SD #133, IL 568870BJ7 05/05/15 12/01/19 113.641 VARIES 2.7710 0.081777 0.080600 0.079408 0.078199 29.16 25.99 Marion CNTY SD #133, IL 568870BK4 05/05/15 12/01/20 116.003 VARIES 3.0724 0.093061 0.091824 0.090567 0.089291 0.087996 33.20 32.30 Marion CNTY SD #133, IL 568870BL2 05/05/15 12/01/21 116.656 VARIES 3.3738 0.103723 0.102544 0.101346 0.100127 0.098887 37.06 36.19 Marion CNTY SD #133, IL 568870BM0 05/05/15 12/01/22 117.424 VARIES 3.5754 0.111382 0.110269 0.109137 0.107984 0.106811 39.83 39.01 Marion CNTY SD #133, IL 568870BN8 05/05/15 12/01/23 119.592 VARIES 3.7759 0.120100 0.118958 0.117795 0.116611 0.115403 42.96 42.12 Marion County, OR 56913RAS7 03/28/02 06/01/18 31.307 0.000 7.3093 657.55 0.195876 29.38 Marion County, OR 56913RAT5 03/28/02 06/01/19 28.898 0.000 7.3592 613.79 0.183421 0.190170 0.197168 67.66 29.58 Marion County, OR 56913RAU2 03/28/02 06/01/20 26.649 0.000 7.4091 572.36 0.171584 0.177940 0.184532 0.191368 0.198457 63.30 68.08 Mashantucket Western 574754AL1 07/01/13 07/01/26 53.461 6.350 N/A 0.274332 0.281318 0.288773 0.296733 0.304256 101.33 107.18 Mashantucket Western 574754AM9 07/01/13 07/01/36 14.695 1.000 N/A 0.170213 0.186958 0.205350 0.225552 0.247742 67.49 81.42 Mason CNTYS SD #191, IL 574816BW3 07/02/10 12/01/18 106.295 VARIES 4.3308 0.121372 0.120842 39.96 Mason CNTYS SD #191, IL 574816BX1 07/02/10 12/01/19 105.637 VARIES 4.7793 0.134688 0.134223 0.133746 0.133258 48.38 44.05 Mclean County, IL 582001FB4 06/30/14 12/01/18 99.601 VARIES 2.2168 0.060799 0.061186 20.13 Mclean County, IL 582001FD0 06/30/14 12/01/20 99.401 VARIES 3.1536 0.086534 0.086475 0.086415 0.086354 0.086292 31.14 31.09 Mclean County, IL 582001FE8 06/30/14 12/01/21 112.369 VARIES 3.6290 0.107769 0.106952 0.106121 0.105274 0.104412 38.60 38.00 Mclean County, IL 582001FF5 06/30/14 12/01/22 111.828 VARIES 3.8797 0.115636 0.114916 0.114181 0.113432 0.112669 41.46 40.93 Mclean County, IL 582001FG3 06/30/14 12/01/23 110.876 VARIES 4.1300 0.122999 0.122384 0.121756 0.121116 0.120462 44.13 43.68 Mclean County, IL 582001FH1 06/30/14 12/01/24 109.553 VARIES 4.3801 0.129809 0.129306 0.128792 0.128266 0.127729 46.61 46.24 Menard Cass Counties, IL 586362FE0 10/30/15 12/01/18 105.955 VARIES 1.9923 0.056436 0.055891 18.53 Mexican States 593048BN0 03/30/01 12/30/19 89.000 8.125 9.3823 87.58 0.029074 0.030438 0.031866 0.033361 10.71 11.71 Miami-Dade County, FL 59333MXE0 12/15/09 12/15/26 73.673 5.760 8.7676 79.32 0.038594 0.040286 0.042052 0.043896 0.045820 14.25 15.53 Molina Healthcare Inc. 60855RAD2 09/05/14 08/15/44* 100.500 VARIES 7.5078 0.249462 0.257133 0.265091 58.58* Molina Healthcare Inc. 60855RAE0 09/05/14 08/15/44* 100.500 VARIES 7.5078 0.249462 0.257133 0.265091 58.58* MOOD MEDIA BORROWER LLC 614875AB8 06/28/17 07/01/24 65.470 VARIES 24.9700 45.25 0.270222 0.295333 0.323278 0.354333 101.80 121.97 Morgan Stanley 6174464P1 03/20/08 03/20/23 81.700 2.935 4.6422 0.118372 0.119227 0.120102 0.120998 0.121914 42.94 43.58 Morgan Stanley 6174464Q9 03/20/08 03/20/23 78.350 VARIES 4.6440 0.116479 0.117491 0.118527 0.119586 0.120671 42.32 43.08 Morgan Stanley 61745E2D2 01/24/11 01/24/20 100.000 VARIES 5.2662 0.147437 0.147313 0.147085 0.146851 0.146571 53.00 52.83 Morgan Stanley 61745E2E0 07/11/11 07/11/23 100.000 VARIES 5.5160 0.155516 0.155445 0.155371 0.155251 0.155128 55.95 55.87 Morgan Stanley 61745E2F7 11/28/11 11/28/26 100.000 VARIES 6.0157 0.142708 0.143726 0.144774 0.145869 0.146996 51.63 52.39 Morgan Stanley 61745E2K6 01/21/11 01/21/26 100.000 VARIES 5.7295 0.128482 0.129037 0.129608 0.130195 0.131546 46.53 47.07 Morgan Stanley 61745E2L4 07/07/11 07/07/20 100.000 VARIES 2.2423 0.012893 0.013037 0.013183 0.013331 0.013481 4.72 4.82 Morgan Stanley 61745E2M2 11/30/11 11/30/31 100.000 VARIES 6.5857 0.160090 0.160086 0.160082 0.160078 0.160073 57.63 57.63 Morgan Stanley 61745E2S9 07/13/11 07/13/31 100.000 VARIES 5.5541 0.136581 0.136055 0.135514 0.135467 0.135417 48.90 48.76 Morgan Stanley 61745E2Z3 11/30/11 11/30/31 100.000 VARIES 6.7334 0.152777 0.153490 0.154228 0.154994 0.155785 55.17 55.71 Morgan Stanley 61745E3D1 02/14/11 02/14/31 100.000 VARIES 6.0719 0.136306 0.136580 0.136862 0.137152 0.138103 49.20 49.49 Morgan Stanley 61745E3R0 02/11/11 02/11/20 100.000 VARIES 5.7501 0.162045 0.161669 0.161226 0.160770 0.160255 58.15 57.82 Morgan Stanley 61745E3S8 07/29/11 07/29/31 100.000 VARIES 5.6231 0.136654 0.136261 0.135857 0.136039 0.136225 49.00 49.00 Morgan Stanley 61745E3T6 12/27/11 12/27/26 100.000 VARIES 6.9292 0.160336 0.161637 0.162982 0.164461 0.165991 57.97 58.95 Morgan Stanley 61745E3W9 08/17/10 08/17/20 100.000 VARIES 2.7071 0.021907 0.022204 0.022504 0.022809 0.023118 8.02 8.24 Morgan Stanley 61745E3Y5 07/29/11 07/29/26 100.000 VARIES 5.4529 0.123553 0.123970 0.124398 0.125378 0.126385 44.68 45.26 ----------------------------- * Called in 2018; 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 61745E4E8 07/29/11 07/29/26 100.000 VARIES 5.4933 0.134023 0.134518 0.135026 0.136055 0.137113 48.49 49.11 Morgan Stanley 61745E4K4 02/18/11 02/18/20 100.000 VARIES 2.8599 0.016751 0.016990 0.017233 0.017480 0.017730 6.14 6.31 Morgan Stanley 61745E4L2 07/29/11 07/29/26 100.000 VARIES 5.5117 0.126322 0.126679 0.127045 0.128120 0.129225 45.65 46.26 Morgan Stanley 61745E4M0 12/23/11 12/23/18 100.000 VARIES 4.9659 0.025281 0.025004 8.85 Morgan Stanley 61745E4T5 01/13/12 01/13/32 100.000 VARIES 6.1787 0.134344 0.134822 0.135314 0.135821 0.136557 48.61 49.01 Morgan Stanley 61745E5R8 03/15/11 03/15/21 100.000 VARIES 5.2217 0.147028 0.146835 0.146581 0.146321 0.146013 52.85 52.66 Morgan Stanley 61745E5S6 08/22/11 08/22/31 100.000 VARIES 5.6565 0.136130 0.136774 0.137436 0.138310 0.139209 49.29 49.86 Morgan Stanley 61745E5W7 08/31/10 08/31/20 100.000 VARIES 2.8095 0.013057 0.013024 0.013426 0.013393 0.013730 4.81 4.93 Morgan Stanley 61745E5X5 03/22/11 03/22/31 100.000 VARIES 5.8739 0.159019 0.159273 0.159536 0.159805 0.159998 57.34 57.53 Morgan Stanley 61745E5Z0 01/31/12 01/31/32 100.000 VARIES 5.6272 0.134569 0.134764 0.134964 0.135170 0.135615 48.54 48.72 Morgan Stanley 61745E6D8 03/23/11 03/23/26 100.000 VARIES 5.5647 0.152377 0.152622 0.152941 0.153268 0.153605 54.96 55.18 Morgan Stanley 61745E6E6 08/24/11 08/24/23 100.000 VARIES 4.5799 0.128577 0.128569 0.128561 0.128519 0.128475 46.28 46.26 Morgan Stanley 61745E6M8 02/15/12 02/15/19 100.000 VARIES 5.4092 0.151306 0.151061 0.150663 54.34 6.63 Morgan Stanley 61745E6R7 03/25/11 03/25/31 100.000 VARIES 5.9463 0.142696 0.143351 0.144026 0.144721 0.145624 51.62 52.13 Morgan Stanley 61745E6V8 04/15/10 04/15/25 100.000 VARIES 5.5533 0.151911 0.151978 0.152048 0.152119 0.152252 54.71 54.77 Morgan Stanley 61745E6Y2 08/12/11 08/12/23 100.000 VARIES 5.0167 0.140409 0.140383 0.140356 0.140318 0.140279 50.54 50.51 Morgan Stanley 61745E7E5 08/31/11 08/31/26 100.000 VARIES 5.5216 0.124792 0.122841 0.124965 0.123891 0.126254 45.21 45.57 Morgan Stanley 61745E7K1 03/31/11 04/01/21 100.000 VARIES 5.3224 0.150446 0.150217 0.149891 0.149557 0.149149 54.07 53.83 Morgan Stanley 61745ED65 04/08/11 04/08/26 100.000 VARIES 5.9065 0.162126 0.162394 0.162741 0.163098 0.163466 58.46 58.71 Morgan Stanley 61745EE49 04/15/11 04/15/26 100.000 VARIES 5.7613 0.151996 0.152248 0.152692 0.153149 0.153619 54.82 55.12 Morgan Stanley 61745EE98 09/22/10 09/22/19 100.000 VARIES 2.8227 0.020573 0.020864 0.021158 0.021457 7.52 5.58 Morgan Stanley 61745EF22 04/15/11 04/15/26 100.000 VARIES 5.8397 0.170148 0.170202 0.170258 0.170316 0.170375 61.27 61.31 Morgan Stanley 61745EF63 05/18/10 05/18/25 100.000 VARIES 6.0399 0.163600 0.163580 0.163559 0.163537 0.163685 58.89 58.88 Morgan Stanley 61745EF89 04/15/11 04/15/21 100.000 VARIES 2.2565 0.007234 0.007316 0.007398 0.007482 0.007566 2.63 2.69 Morgan Stanley 61745EF97 08/31/11 08/31/31 100.000 VARIES 5.6735 0.135745 0.134054 0.136821 0.135378 0.137683 49.37 49.78 Morgan Stanley 61745EG62 04/25/11 04/25/23 100.000 VARIES 5.6779 0.156417 0.155686 0.156539 0.155682 0.155616 56.97 56.92 Morgan Stanley 61745EH46 04/26/11 04/26/26 100.000 VARIES 5.7525 0.131516 0.131261 0.132963 0.133240 0.134272 48.05 48.67 Morgan Stanley 61745EJ28 04/29/11 04/29/26 100.000 VARIES 5.7372 0.140913 0.140947 0.140982 0.141018 0.141738 50.74 50.81 Morgan Stanley 61745EJ93 09/09/11 09/09/26 100.000 VARIES 5.8527 0.140689 0.141487 0.142309 0.143154 0.144025 50.97 51.58 Morgan Stanley 61745EL33 09/30/10 09/30/19 100.000 VARIES 2.8241 0.029784 0.030205 0.030632 0.031064 10.88 8.32 Morgan Stanley 61745EL41 04/29/11 04/29/18 100.000 VARIES 1.6126 0.010735 1.27 Morgan Stanley 61745EL58 09/16/11 09/16/31 100.000 VARIES 5.8547 0.134870 0.135718 0.136592 0.137491 0.138417 48.89 49.53 Morgan Stanley 61745EL90 10/15/10 10/15/19 100.000 VARIES 2.5026 0.018858 0.019094 0.019332 0.019574 6.87 5.53 Morgan Stanley 61745EM32 09/22/11 09/22/26 100.000 VARIES 5.5348 0.132905 0.133620 0.134354 0.135242 0.136155 48.12 48.71 Morgan Stanley 61745EM81 05/17/11 05/17/23 100.000 VARIES 5.1511 0.144378 0.144346 0.144262 0.144176 0.144049 51.97 51.91 Morgan Stanley 61745EN64 05/19/11 05/19/26 100.000 VARIES 5.5224 0.139606 0.137096 0.139615 0.137588 0.139358 50.49 50.58 Morgan Stanley 61745EN72 09/30/11 09/30/31 100.000 VARIES 6.1252 0.134169 0.135175 0.136212 0.137423 0.138671 48.67 49.48 Morgan Stanley 61745EP47 05/12/11 05/12/21 100.000 VARIES 1.9923 0.013774 0.013911 0.014050 0.014190 0.014331 5.00 5.10 Morgan Stanley 61745ER52 10/15/10 10/15/19 100.000 VARIES 2.6938 0.023822 0.024143 0.024468 0.024798 8.68 7.01 Morgan Stanley 61745ER60 05/31/11 05/31/31 100.000 VARIES 5.6682 0.137779 0.137529 0.137273 0.137009 0.137231 49.54 49.37 Morgan Stanley 61745ES28 06/24/10 06/24/20 100.000 VARIES 5.8923 0.167739 0.167062 0.166365 0.165513 0.164636 60.25 59.73 Morgan Stanley 61745ET27 05/31/11 05/31/26 100.000 VARIES 5.5394 0.149655 0.149605 0.149644 0.149684 0.149725 53.87 53.88 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 61745EU66 06/10/11 06/10/26 100.000 VARIES 5.3579 0.147951 0.147682 0.147532 0.147378 0.147219 53.21 53.08 Morgan Stanley 61745EV40 06/14/11 06/14/21 100.000 VARIES 2.3142 0.014579 0.014748 0.014918 0.015091 0.015266 5.28 5.41 Morgan Stanley 61745EV65 01/20/09 01/20/24 100.000 VARIES 5.9022 0.152923 0.153958 0.155023 0.156119 0.156846 55.58 56.30 Morgan Stanley 61745EW23 06/23/11 06/23/26 100.000 VARIES 5.4880 0.126584 0.126930 0.127854 0.128804 0.129779 45.64 46.21 Morgan Stanley 61745EW31 10/27/11 10/27/31 100.000 VARIES 6.4618 0.175134 0.175210 0.175289 0.175472 0.175660 63.07 63.16 Morgan Stanley 61745EW49 01/30/09 01/30/24 100.000 VARIES 6.4553 0.168711 0.170011 0.170951 0.171922 0.172923 61.31 62.01 Morgan Stanley 61745EW72 11/23/10 11/23/19 100.000 VARIES 2.3594 0.018686 0.018906 0.019129 0.019355 6.78 6.20 Morgan Stanley 61745EX63 06/30/11 06/30/31 100.000 VARIES 5.7759 0.138362 0.138097 0.137824 0.137544 0.137846 49.76 49.57 Morgan Stanley 61745EY21 07/15/10 07/15/20 100.000 VARIES 3.4515 0.023234 0.023634 0.024042 0.024457 0.024879 8.57 8.87 Morgan Stanley 61745EY39 12/15/10 12/15/19 100.000 VARIES 5.6449 0.159728 0.159061 0.158375 0.157600 57.36 54.34 Morgan Stanley 61745EY47 06/30/11 06/30/26 100.000 VARIES 5.5720 0.138453 0.139139 0.140043 0.140972 0.141927 49.97 50.58 Morgan Stanley 61745EZ79 12/15/10 12/15/19 100.000 VARIES 2.6578 0.032565 0.032998 0.033437 0.033881 11.82 11.58 Morgan Stanley 61745EZ87 07/07/11 07/07/26 100.000 VARIES 5.7789 0.142819 0.143980 0.145173 0.146402 0.147665 52.03 52.92 Morgan Stanley 61745EZ95 11/29/11 11/29/19 100.000 VARIES 5.8964 0.164582 0.164392 0.164197 0.163995 59.20 53.82 Morgan Stanley 61746BDP8 02/04/14 02/04/19 100.000 0.000 2.5695 0.078047 0.079049 0.080065 28.57 2.64 Morgan Stanley 6174822R4 10/31/12 10/31/19 100.000 0.000 3.3499 0.109867 0.111707 0.113578 0.115481 40.11 34.30 Morgan Stanley 6174823M4 11/30/12 11/29/19 100.000 0.000 3.2127 0.104650 0.106331 0.108039 0.109775 38.09 35.75 Morgan Stanley 6174824H4 04/30/13 04/28/23 100.000 VARIES 3.0093 0.080935 0.081110 0.081304 0.081501 0.081720 29.19 29.33 Morgan Stanley 6174824W1 05/30/13 05/30/28 100.000 VARIES 3.5684 0.094702 0.094855 0.095010 0.095168 0.095353 34.13 34.24 Morgan Stanley 6174824Z4 07/03/13 06/29/20 100.000 0.000 3.7329 0.122418 0.124703 0.127031 0.129402 0.131817 44.49 46.17 Morgan Stanley 617482F41 01/30/12 01/30/18 100.000 0.000 4.7546 0.171022 4.96 Morgan Stanley 617482F90 02/29/12 02/28/19 100.000 0.000 5.2371 0.192252 0.194069 0.202452 71.76 11.74 Morgan Stanley 617482G73 03/30/12 03/29/18 100.000 0.000 4.9522 0.180007 15.84 Morgan Stanley 617482H23 03/16/12 03/16/27 100.000 VARIES 6.4024 0.167741 0.167407 0.167063 0.167016 0.166968 60.26 60.12 Morgan Stanley 617482K45 04/25/12 04/26/27* 100.000 VARIES 6.3672 0.163489 18.80* Morgan Stanley 617482L93 01/31/12 01/31/18 100.000 0.000 4.6981 0.168477 4.89 Morgan Stanley 617482M27 02/29/12 02/28/18 100.000 0.000 5.1562 0.188462 10.93 Morgan Stanley 617482M68 03/30/12 03/29/18 100.000 0.000 4.9684 0.180753 15.91 Morgan Stanley 617482N26 04/30/12 04/30/18 100.000 0.000 5.1860 0.190908 22.72 Morgan Stanley 617482N83 07/05/12 07/03/19 100.000 0.000 5.1923 0.186312 0.191149 0.196112 0.201203 69.69 36.61 Morgan Stanley 617482P73 10/03/12 10/03/18 100.000 0.000 3.2792 0.107176 0.108934 29.47 Morgan Stanley 617482PU2 12/22/10 12/22/25 100.000 VARIES 6.2468 0.162034 0.161998 0.161960 0.162275 0.162599 58.32 58.37 Morgan Stanley 617482Q23 10/31/12 10/31/19 100.000 0.000 3.3725 0.110732 0.112599 0.114497 0.116428 40.43 34.58 Morgan Stanley 617482QY3 02/08/11 12/22/20 100.000 VARIES N/A 0.148804 0.149018 0.149336 0.149662 0.150096 53.69 53.93 Morgan Stanley 617482R63 06/04/12 06/04/27* 100.000 VARIES 6.4700 0.179175 27.59* Morgan Stanley 617482RH9 02/28/11 02/27/26 100.000 VARIES 5.9551 0.156969 0.156913 0.156855 0.156795 0.156951 56.48 56.47 Morgan Stanley 617482T95 07/31/12 07/31/18 100.000 0.000 4.8289 0.170276 0.174387 36.33 Morgan Stanley 617482UH5 05/31/11 05/29/26 100.000 VARIES 5.3835 0.145358 0.145058 0.144960 0.144860 0.144757 52.26 52.16 Morgan Stanley 617482UY8 06/15/11 06/13/31 100.000 VARIES 5.5345 0.138630 0.138329 0.138018 0.137699 0.137707 49.84 49.62 Morgan Stanley 617482VB7 06/30/11 06/30/31 100.000 VARIES 5.5330 0.140019 0.139605 0.139453 0.139297 0.139136 50.33 50.17 Morgan Stanley 617482W75 08/31/12 08/31/18 100.000 0.000 4.3348 0.148384 0.149129 36.05 Morgan Stanley 617482X90 09/28/12 09/28/18 100.000 0.000 3.2592 0.106417 0.108151 28.73 ----------------------------- * Called in 2018; 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 617482XG4 08/30/11 08/29/31 100.000 VARIES 6.1189 0.152950 0.153311 0.151981 0.152610 0.150741 55.77 55.43 Morgan Stanley 617482YD0 09/16/11 09/14/18 100.000 0.000 5.1470 0.193891 0.198881 49.95 Morgan Stanley 61755S412 08/02/12 07/30/18 100.000 0.000 4.5511 0.158281 0.161883 33.73 Morgan Stanley 61758S260 09/04/14 02/28/22 100.000 0.000 3.2754 0.099707 0.099688 0.103000 0.102980 0.105816 36.79 37.94 Morgan Stanley 61758S559 09/02/14 07/03/23 100.000 0.000 3.4567 0.105826 0.107655 0.109515 0.111408 0.113334 39.08 40.45 Morgan Stanley 61758S625 10/03/14 03/31/22 100.000 0.000 3.6906 0.114381 0.116492 0.118642 0.120831 0.123061 41.94 43.51 Morgan Stanley 61760E309 02/25/11 02/22/18 100.000 0.000 4.9086 0.186799 9.53 Morgan Stanley 61760E341 06/29/11 06/24/26 100.000 1.000 5.3273 0.196831 0.201334 0.205957 0.210703 0.215575 71.73 75.07 Morgan Stanley 61760QAB0 02/29/12 02/29/32 100.000 VARIES 5.1014 0.118157 0.116660 0.119041 0.117551 0.119398 42.96 43.22 Morgan Stanley 61760QAC8 02/29/12 02/29/32 100.000 VARIES 5.1025 0.131496 0.129083 0.131203 0.129044 0.130442 47.52 47.40 Morgan Stanley 61760QAG9 03/15/12 03/15/32 100.000 VARIES 5.5710 0.130174 0.130335 0.130499 0.130669 0.131144 46.93 47.08 Morgan Stanley 61760QAK0 03/30/12 03/30/32 100.000 VARIES 5.8741 0.133182 0.133140 0.133698 0.134272 0.134863 47.98 48.34 Morgan Stanley 61760QAN4 03/30/12 03/30/32 100.000 VARIES 6.0912 0.149146 0.148320 0.148134 0.147941 0.147743 53.45 53.26 Morgan Stanley 61760QAP9 03/30/12 03/30/27 100.000 VARIES 5.8451 0.138387 0.138520 0.139324 0.140151 0.141003 49.93 50.46 Morgan Stanley 61760QAW4 04/30/12 04/30/32 100.000 VARIES 5.9580 0.135980 0.136051 0.136721 0.137412 0.138123 49.01 49.43 Morgan Stanley 61760QAY0 04/16/12 04/16/19 100.000 VARIES 3.3327 0.015403 0.015660 0.015921 5.63 1.67 Morgan Stanley 61760QBE3 05/21/12 05/21/21 100.000 VARIES 3.6559 0.016050 0.016343 0.016642 0.016946 0.017256 5.85 6.07 Morgan Stanley 61760QBG8 05/16/12 05/16/22 100.000 VARIES 3.9371 0.022569 0.023013 0.023466 0.023928 0.024399 8.25 8.57 Morgan Stanley 61760QBH6 05/31/12 05/31/27 100.000 VARIES 6.1478 0.142144 0.142123 0.142102 0.142080 0.142734 51.17 51.17 Morgan Stanley 61760QBJ2 05/31/12 05/31/27 100.000 VARIES 6.1478 0.142144 0.142123 0.142102 0.142080 0.142734 51.17 51.17 Morgan Stanley 61760QBM5 06/15/12 06/15/19 100.000 VARIES 4.3022 0.021741 0.022208 0.022686 7.93 3.72 Morgan Stanley 61760QBR4 08/02/12 08/02/19 100.000 VARIES 3.6421 0.016594 0.016896 0.017204 0.017517 6.12 3.69 Morgan Stanley 61760QBV5 08/31/12 09/01/19 100.000 VARIES 3.6021 0.015572 0.015852 0.016138 0.016428 5.72 3.93 Morgan Stanley 61760QBY9 10/15/12 10/15/24 100.000 VARIES 4.4801 0.124696 0.124685 0.124648 0.124610 0.124571 44.89 44.86 Morgan Stanley 61760QBZ6 10/10/12 10/10/24 100.000 VARIES 4.6395 0.128883 0.128862 0.128841 0.128852 0.128864 46.39 46.39 Morgan Stanley 61760QCB8 11/28/12 11/28/27 100.000 VARIES 4.4679 0.138301 0.139111 0.139939 0.139962 0.139986 49.99 50.38 Morgan Stanley 61760QCD4 12/28/12 12/28/22 100.000 VARIES 2.1577 0.008725 0.008819 0.008914 0.009011 0.009108 3.16 3.23 Morgan Stanley 61760QCG7 01/31/13 01/31/23 100.000 VARIES 2.1326 0.009457 0.009558 0.009660 0.009763 0.009867 3.45 3.53 Morgan Stanley 61760QCJ1 02/15/13 02/15/18 100.000 VARIES 1.6303 0.009373 0.41 Morgan Stanley 61760QCK8 02/28/13 03/01/23 100.000 VARIES 1.9099 0.009328 0.009417 0.009507 0.009597 0.009689 3.40 3.46 Morgan Stanley 61760QCQ5 06/28/13 06/28/28 100.000 VARIES 3.9696 0.096577 0.096822 0.097072 0.097327 0.097904 34.81 34.99 Morgan Stanley 61760QCR3 06/07/13 06/07/20 100.000 VARIES 1.7754 0.011698 0.011802 0.011907 0.012012 0.012119 4.23 4.31 Morgan Stanley 61760QCS1 06/07/13 06/07/28 100.000 VARIES 4.0272 0.097386 0.097141 0.096891 0.096635 0.097019 35.00 34.84 Morgan Stanley 61760QCT9 06/28/13 06/28/28 100.000 VARIES 4.5851 0.108749 0.109055 0.109368 0.109689 0.110440 39.21 39.43 Morgan Stanley 61760QCV4 06/28/13 06/28/28 100.000 VARIES 4.3010 0.108737 0.108870 0.109425 0.109992 0.110571 39.17 39.50 Morgan Stanley 61760QCW2 06/28/13 06/28/28 100.000 VARIES 4.2811 0.108266 0.108415 0.108976 0.109549 0.110134 39.00 39.34 Morgan Stanley 61760QCY8 07/31/13 07/31/28 100.000 VARIES 4.5084 0.113085 0.113131 0.113178 0.113709 0.114252 40.73 41.00 Morgan Stanley 61760QCZ5 07/31/13 07/31/33 100.000 VARIES 4.4981 0.108275 0.107818 0.107351 0.107638 0.107931 38.76 38.79 Morgan Stanley 61760QDB7 08/19/13 08/19/33 100.000 VARIES 4.7352 0.117918 0.118263 0.118616 0.118978 0.119348 42.60 42.86 Morgan Stanley 61760QDD3 08/19/13 08/19/33 100.000 VARIES 4.5466 0.106325 0.106278 0.106229 0.106179 0.106128 38.26 38.22 Morgan Stanley 61760QDE1 08/28/13 08/28/33 100.000 VARIES 4.4982 0.103985 0.103774 0.103559 0.103339 0.103113 37.34 37.19 Morgan Stanley 61760QDH4 09/06/13 09/06/21 100.000 VARIES 2.3953 0.009983 0.010103 0.010224 0.010346 0.010470 3.64 3.73 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 61760QDL5 09/26/13 09/26/33 100.000 VARIES 4.6879 0.110925 0.110916 0.110907 0.110897 0.110888 39.93 39.92 Morgan Stanley 61760QDR2 11/27/13 11/27/33 100.000 VARIES 4.4302 0.101794 0.101597 0.101395 0.101189 0.100978 36.60 36.45 Morgan Stanley 61760QEC4 03/31/14 03/31/34 100.000 VARIES 4.3149 0.106363 0.104851 0.104914 0.104979 0.105045 37.89 37.79 Morgan Stanley 61760QEZ3 09/17/14 09/17/34 100.000 VARIES 2.6675 0.010988 0.010329 0.009662 0.009791 0.009921 3.70 3.53 Morgan Stanley 61760QFH2 10/30/14 10/30/24 100.000 VARIES 2.1052 0.055550 0.055745 0.055942 0.056142 0.056343 20.06 20.20 Morgan Stanley 61760QGA6 05/27/15 05/27/30 100.000 VARIES 2.7018 0.010171 0.009899 0.009624 0.009345 0.009062 3.59 3.40 Morgan Stanley 61760QGB4 05/20/15 05/20/25 100.000 VARIES 2.6352 0.007925 0.007660 0.007761 0.007863 0.007967 2.80 2.82 Morgan Stanley 61760QGP3 06/30/15 06/30/22 100.000 VARIES 1.5573 0.011125 0.011079 0.011033 0.010987 0.010940 4.00 3.96 Morgan Stanley 61760QGV0 07/31/15 07/31/27 100.000 VARIES 2.7160 0.009584 0.009174 0.008759 0.008878 0.008999 3.25 3.21 Morgan Stanley 61760QGW8 07/31/15 07/31/27 100.000 VARIES 2.7281 0.010693 0.010234 0.009769 0.009902 0.010037 3.63 3.58 Morgan Stanley 61760QHA5 08/28/15 08/28/25 100.000 VARIES 2.5293 0.007952 0.007708 0.007461 0.007555 0.007651 2.76 2.73 Morgan Stanley 61760QHQ0 09/30/15 09/30/22 100.000 VARIES 1.6929 0.009393 0.009473 0.009553 0.009634 0.009715 3.41 3.47 Morgan Stanley 61760QHT4 10/07/15 10/07/25 100.000 VARIES 2.4403 0.009826 0.009536 0.009242 0.009355 0.009469 3.44 3.37 Morgan Stanley 61760QHZ0 11/10/15 11/10/25 100.000 VARIES 2.5656 0.008841 0.008566 0.008288 0.008394 0.008502 3.11 3.01 Morgan Stanley 61760QJA3 11/25/15 11/25/25 100.000 VARIES 2.4581 0.008769 0.008508 0.008244 0.008345 0.008448 3.09 2.99 Morgan Stanley 61760QJJ4 01/28/16 01/28/23 100.000 VARIES 2.2365 6.34 0.008737 0.008835 0.008934 0.009034 0.009135 3.19 3.26 Morgan Stanley 61760QJK1 02/17/16 02/17/26 100.000 VARIES 2.3885 12.55 0.017841 0.017346 0.016845 0.016338 0.016533 6.20 5.93 Morgan Stanley 61760QJS4 02/24/17 02/24/27 100.000 VARIES 2.8869 4.90 0.015692 0.015212 0.014726 0.014233 0.013733 5.44 5.09 Morgan Stanley 61760QJT2 03/20/17 03/20/27 100.000 VARIES 2.5542 2.29 0.007906 0.007528 0.007145 0.006758 0.006844 2.70 2.47 Morgan Stanley 61760QJV7 03/31/17 03/31/27 100.000 VARIES 2.8769 3.55 0.012836 0.012445 0.012048 0.011646 0.011239 4.48 4.19 Morgan Stanley 61760QKA1 09/30/16 09/30/26 100.000 VARIES 2.5378 8.90 0.019097 0.018557 0.018010 0.017456 0.016895 6.68 6.28 Morgan Stanley 61760QKE3 12/28/16 12/28/26 100.000 VARIES 2.2900 2.91 0.007715 0.007518 0.007317 0.007115 0.006910 2.74 2.60 Morgan Stanley 61760QKF0 12/30/16 12/30/26 100.000 VARIES 2.8667 5.13 0.013566 0.013136 0.012699 0.012256 0.011806 4.81 4.49 Morgan Stanley 61760QKH6 02/21/17 02/21/27 100.000 VARIES 2.7058 2.53 0.007932 0.007532 0.007127 0.006716 0.006807 2.68 2.45 MORGAN STANLEY 61760QKK9 06/30/17 06/30/27 100.000 VARIES 2.7385 2.39 0.012838 0.012465 0.012086 0.011702 0.011312 4.55 4.28 MORGAN STANLEY 61760QKQ6 08/02/17 08/02/27 100.000 VARIES 2.7106 2.09 0.014017 0.013629 0.013236 0.012838 0.012434 4.86 4.57 MORGAN STANLEY 61760QKR4 09/15/17 09/15/27 100.000 VARIES 2.6232 1.31 0.012394 0.012060 0.011723 0.011381 0.011034 4.33 4.09 MORGAN STANLEY 61760QKU7 09/29/17 09/29/27 100.000 VARIES 2.7477 1.17 0.012685 0.012330 0.011970 0.011605 0.011235 4.44 4.18 MORGAN STANLEY 61760QKZ6 03/22/18 03/22/28 100.000 VARIES 3.8651 0.105030 0.106683 0.104890 0.106176 30.10 38.56 MORGAN STANLEY 61760QLA0 04/03/18 04/03/28 100.000 VARIES 3.1280 0.008139 0.007702 0.007258 0.006807 2.14 2.61 MORGAN STANLEY 61760QLB8 04/03/18 04/03/28 100.000 VARIES 3.4407 0.018103 0.017050 0.015978 0.014888 4.76 5.75 MORGAN STANLEY 61760QLC6 05/03/18 05/03/28 100.000 VARIES 3.4370 0.012084 0.011381 0.010666 0.009940 2.84 3.88 MORGAN STANLEY 61760QLJ1 06/29/18 06/29/23 100.000 VARIES 3.3558 0.011912 0.011636 0.011356 0.011071 2.17 4.14 MORGAN STANLEY 61760QLM4 06/29/18 06/29/23 100.000 VARIES 3.2564 0.009150 0.008600 0.008041 0.008172 1.66 2.99 MORGAN STANLEY 61760QLN2 07/31/18 07/31/23 100.000 VARIES 3.2828 0.008968 0.008424 0.007872 1.35 2.97 Morgan Stanley 61760S126 02/05/14 07/31/19 100.000 0.000 2.4499 0.074087 0.074994 0.075913 0.076843 27.11 16.03 Morgan Stanley 61760S134 02/05/14 01/29/21 100.000 0.000 3.2801 0.102049 0.103722 0.105423 0.107152 0.108910 37.55 38.79 Morgan Stanley 61760S282 03/04/14 02/26/21 100.000 0.000 3.1844 0.098727 0.100299 0.101896 0.103519 0.105167 36.22 37.38 Morgan Stanley 61760S522 04/03/14 03/31/21 100.000 0.000 3.3225 0.103544 0.105265 0.107013 0.108791 0.110598 37.90 39.17 Morgan Stanley 61760S613 03/18/14 09/20/21 100.000 0.000 3.4354 0.107531 0.109378 0.111256 0.113167 0.115111 39.42 40.79 Morgan Stanley 61760S621 03/18/14 07/18/22 100.000 0.000 3.7451 0.117733 0.119938 0.122184 0.124472 0.126802 43.51 45.15 Morgan Stanley 61760S738 05/05/14 10/29/21 100.000 0.000 3.5626 0.111916 0.113910 0.115939 0.118004 0.120106 40.90 42.37 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 61760T439 02/21/12 02/21/18 100.000 0.000 4.6585 0.166703 8.34 Morgan Stanley 61760T488 03/02/12 02/27/18 100.000 0.000 5.0972 0.186621 10.45 Morgan Stanley 61761H806 12/04/12 07/03/18 100.000 0.000 2.8587 0.090434 0.091726 16.69 Morgan Stanley 61761JAG4 12/27/12 12/27/19 100.000 0.000 3.0561 0.098795 0.100304 0.101837 0.103393 35.85 36.53 Morgan Stanley 61761JAY5 01/31/13 07/31/20 100.000 0.000 3.2934 0.105970 0.107715 0.109488 0.111291 0.113124 38.99 40.29 Morgan Stanley 61761JB24 07/06/15 07/06/22 100.000 0.000 3.3973 0.100948 0.102663 0.104407 0.106180 0.107984 37.26 38.53 Morgan Stanley 61761JBB4 01/31/13 01/31/33* 100.000 VARIES 4.4963 0.114537 3.44* Morgan Stanley 61761JBC2 01/31/13 01/31/33* 100.000 VARIES 4.5027 0.122748 3.68* Morgan Stanley 61761JBJ7 01/14/13 01/14/28* 100.000 VARIES 4.1941 0.107465 0.107418 1.61* Morgan Stanley 61761JBK4 01/30/13 01/28/33* 100.000 VARIES 4.6735 0.115966 0.115540 3.36* Morgan Stanley 61761JBZ1 02/28/13 02/28/33* 100.000 VARIES 4.3577 0.117555 6.82* Morgan Stanley 61761JCA5 02/28/13 02/28/33* 100.000 VARIES 4.3508 0.108549 6.30* Morgan Stanley 61761JCB3 02/28/13 02/28/33* 100.000 VARIES 4.3518 0.110468 6.41* Morgan Stanley 61761JCC1 02/28/13 08/28/20 100.000 0.000 2.9762 0.094428 0.095833 0.097259 0.098707 0.100175 34.60 35.63 Morgan Stanley 61761JCN7 02/21/13 02/18/33* 100.000 VARIES 4.4838 0.114622 0.114336 5.84* Morgan Stanley 61761JDB2 02/20/13 02/18/33 100.000 VARIES 4.5201 0.114220 0.113916 0.113605 0.113287 0.113234 40.98 40.79 Morgan Stanley 61761JEU9 04/30/13 04/29/33* 100.000 VARIES 3.9394 0.100188 11.82* Morgan Stanley 61761JGF0 05/08/13 05/06/33 100.000 VARIES 3.9967 0.103477 0.103195 0.102906 0.102612 0.102537 37.17 36.97 Morgan Stanley 61761JGH6 05/30/13 05/31/33 100.000 VARIES 4.3438 0.110695 0.109849 0.110205 0.109351 0.109316 40.23 40.04 Morgan Stanley 61761JGS2 05/24/13 05/24/33 100.000 VARIES 4.1821 0.106440 0.106212 0.105980 0.105743 0.105726 38.26 38.10 Morgan Stanley 61761JHD4 06/28/13 06/28/33 100.000 VARIES 5.2916 0.134643 0.134267 0.133880 0.133484 0.133427 48.40 48.12 Morgan Stanley 61761JHJ1 06/28/13 06/28/21 100.000 0.000 4.0232 0.133693 0.136383 0.139126 0.141925 0.144780 48.63 50.61 Morgan Stanley 61761JJB6 06/18/13 06/18/32 100.000 VARIES 4.7373 0.123482 0.123221 0.122954 0.122681 0.122650 44.40 44.21 Morgan Stanley 61761JJF7 06/25/13 06/25/21 100.000 0.000 3.9339 0.130215 0.132776 0.135388 0.138051 0.140766 47.37 49.25 Morgan Stanley 61761JJP5 07/31/13 07/29/33 100.000 VARIES 4.8133 0.123958 0.123684 0.123403 0.123116 0.122822 44.49 44.29 Morgan Stanley 61761JJW0 07/31/13 01/29/21 100.000 0.000 3.5968 0.115211 0.117283 0.119393 0.121540 0.123725 42.48 44.03 Morgan Stanley 61761JJY6 07/15/13 07/15/33 99.000 VARIES 4.8838 0.127192 0.127027 0.126859 0.126686 0.126509 45.70 45.58 Morgan Stanley 61761JKJ7 08/30/13 02/26/21 100.000 0.000 3.7094 0.119308 0.121520 0.123774 0.126070 0.128408 43.91 45.55 Morgan Stanley 61761JKL2 08/30/13 08/30/33 100.000 VARIES 5.0532 0.128833 0.127871 0.128308 0.127336 0.127059 46.78 46.50 Morgan Stanley 61761JKY4 09/30/13 09/30/33 100.000 VARIES 4.8148 0.124439 0.124244 0.124045 0.123840 0.123631 44.73 44.58 Morgan Stanley 61761JLF4 09/30/13 09/30/20 100.000 0.000 3.4026 0.108175 0.110015 0.111887 0.113791 0.115726 39.61 40.97 Morgan Stanley 61761JLU1 09/30/13 09/30/33 100.000 VARIES 4.8742 0.128411 0.128257 0.128099 0.127937 0.127771 46.17 46.06 Morgan Stanley 61761JLY3 10/31/13 10/31/33 100.000 VARIES 4.7082 0.120543 0.120207 0.119863 0.119511 0.119151 43.29 43.04 Morgan Stanley 61761JMC0 10/31/13 10/29/21 100.000 0.000 3.4604 0.110252 0.112159 0.114100 0.116074 0.118082 40.27 41.68 Morgan Stanley 61761JMW6 11/29/13 03/29/22 100.000 0.000 3.7206 0.119040 0.121254 0.123510 0.125808 0.128148 43.66 45.30 Morgan Stanley 61761JMZ9 12/26/13 06/27/22 100.000 0.000 3.9457 0.128157 0.130685 0.133264 0.135893 0.138574 46.61 48.47 Morgan Stanley 61761JNF2 12/26/13 12/27/33 100.000 VARIES 4.7412 0.121955 0.121109 0.121590 0.120737 0.120545 44.36 44.22 Morgan Stanley 61761JQC6 04/30/14 10/30/20 100.000 0.000 3.2667 0.101639 0.103299 0.104987 0.106702 0.108444 37.09 38.31 Morgan Stanley 61761JQT9 05/30/14 11/30/20 100.000 0.000 3.1489 0.096512 0.097496 0.099575 0.100590 0.102174 35.50 36.61 Morgan Stanley 61761JRH4 06/30/14 06/30/21 100.000 0.000 3.0261 0.093376 0.094789 0.096223 0.097679 0.099157 33.87 34.91 Morgan Stanley 61761JUW7 11/25/14 11/25/20 100.000 0.000 3.1262 0.095309 0.096799 0.098312 0.099849 0.101410 34.69 35.78 Morgan Stanley 61761JVF3 12/31/14 12/31/20 100.000 0.000 3.0557 0.092965 0.094385 0.095827 0.097292 0.098778 33.73 34.76 ----------------------------- * Called in 2018; 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 61761JVY2 01/30/15 01/29/21 100.000 0.000 2.7901 0.083057 0.084216 0.085390 0.086582 0.087790 30.46 31.32 Morgan Stanley 61761JWZ8 02/24/15 02/24/23 100.000 0.000 3.1504 0.094623 0.096113 0.097627 0.099165 0.100727 34.71 35.82 Morgan Stanley 61761JXP9 03/03/15 03/03/25 100.000 0.000 3.5983 0.109275 0.111241 0.113242 0.115280 0.117354 40.16 41.62 Morgan Stanley 61761JZB8 06/03/15 06/03/22 100.000 0.000 3.2133 0.096662 0.098215 0.099793 0.101396 0.103025 35.17 36.30 Morgan Stanley 61761M201 01/04/13 01/02/18 100.000 0.000 2.5385 0.078981 0.08 Morgan Stanley 61761S125 06/04/14 11/29/19 100.000 0.000 2.7571 0.084259 0.085420 0.086598 0.087791 30.62 28.62 Morgan Stanley 61761S331 07/03/14 12/31/21 100.000 0.000 3.3219 0.103534 0.105254 0.107002 0.108780 0.110586 37.59 38.84 Morgan Stanley 61761S562 07/03/14 07/03/19 100.000 0.000 2.3357 0.069563 0.070375 0.071197 0.072029 25.48 13.11 Morgan Stanley 61761S661 08/05/14 04/30/20 100.000 0.000 2.9149 0.088926 0.090222 0.091537 0.092871 0.094225 32.41 33.36 Morgan Stanley 61761S679 08/05/14 01/31/22 100.000 0.000 3.4470 0.103733 0.107269 0.107339 0.110999 0.111071 39.06 40.42 Morgan Stanley 61762E190 05/03/13 08/03/18 100.000 0.000 2.0679 0.062691 0.063339 13.41 Morgan Stanley 61762E299 06/05/13 05/29/20 100.000 0.000 3.0962 0.098707 0.100235 0.101786 0.103362 0.104962 35.91 37.03 Morgan Stanley 61762GAG9 11/05/13 04/29/19 100.000 0.000 2.4702 0.075665 0.076599 0.077546 27.52 9.15 Morgan Stanley 61762GAM6 11/27/13 05/27/21 100.000 0.000 3.3898 0.107711 0.109537 0.111393 0.113281 0.115201 39.23 40.57 Morgan Stanley 61762GAN4 12/04/13 12/07/20 100.000 0.000 3.3435 0.106078 0.107852 0.109655 0.111488 0.113352 38.59 39.89 Morgan Stanley 61762GAS3 01/03/14 12/31/20 100.000 0.000 3.4768 0.110824 0.112750 0.114710 0.116704 0.118733 40.25 41.66 Morgan Stanley 61762GAT1 12/26/13 06/28/19 100.000 0.000 2.5339 0.077857 0.078843 0.079842 28.21 14.13 Morgan Stanley 61762GBE3 03/11/14 03/04/24 100.000 VARIES 3.8517 0.110445 0.110455 0.110337 0.110216 0.110002 39.75 39.66 Morgan Stanley 61762GBF0 03/31/14 03/29/29 100.000 VARIES 4.2966 0.126487 0.127192 0.127457 0.127727 0.128004 45.75 45.98 Morgan Stanley 61762GFA7 10/30/15 10/30/23 100.000 0.000 3.5009 0.104236 0.106060 0.107917 0.109806 0.111728 38.08 39.42 Morgan Stanley 61762P146 08/05/13 06/29/18 100.000 0.000 2.9164 0.092021 16.38 Morgan Stanley 61762P286 08/05/13 08/05/20 100.000 0.000 3.6083 0.115645 0.117731 0.119855 0.122018 0.124219 42.62 44.17 Morgan Stanley 61762P443 09/05/13 08/31/18 100.000 0.000 3.0418 0.094772 0.094645 22.91 Morgan Stanley 61762P476 08/09/13 08/09/23 100.000 0.000 4.3446 0.143324 0.146437 0.149618 0.152868 0.156189 53.05 55.38 Morgan Stanley 61762P807 10/03/13 09/28/18 100.000 0.000 2.7818 0.086269 0.087468 23.25 Morgan Stanley 61762W265 11/05/13 04/30/19 100.000 0.000 2.9688 0.092746 0.094122 0.095519 33.81 11.37 Morgan Stanley 61762W505 12/04/13 08/30/19 100.000 0.000 2.9201 0.089402 0.090211 0.092031 0.092865 33.11 22.33 Morgan Stanley 61762W539 11/20/13 11/20/20 100.000 0.000 3.3854 0.107553 0.109373 0.111225 0.113108 0.115022 39.20 40.54 Morgan Stanley 61762W604 12/04/13 12/04/20 100.000 0.000 3.3450 0.106102 0.107877 0.109681 0.111515 0.113380 38.61 39.92 Morgan Stanley 61762W703 01/03/14 12/31/19 100.000 0.000 3.0246 0.094712 0.096144 0.097598 0.099074 34.36 35.30 Morgan Stanley 61764C275 11/05/14 04/29/22 100.000 0.000 3.5062 0.108038 0.109932 0.111859 0.113820 0.115816 39.47 40.87 Morgan Stanley 61764C622 12/03/14 05/31/22 100.000 0.000 3.3216 0.100705 0.101818 0.104078 0.105228 0.106976 37.07 38.29 Morgan Stanley 61764V364 04/06/15 04/05/22 100.000 0.000 2.9611 0.088519 0.089830 0.091160 0.092509 0.093879 32.33 33.29 Morgan Stanley 61764V570 04/01/15 11/07/25 100.000 0.000 3.4095 0.103411 0.105174 0.106967 0.108791 0.110645 37.74 39.04 Morgan Stanley 61764V646 05/05/15 11/03/22 100.000 0.000 3.1620 0.094982 0.096484 0.098009 0.099559 0.101133 34.64 35.74 Morgan Stanley 61764V828 06/03/15 12/05/22 100.000 0.000 3.2131 0.096673 0.098226 0.099805 0.101408 0.103037 35.16 36.30 Morgan Stanley 61765G309 07/06/15 01/05/23 100.000 0.000 3.3974 0.100940 0.102654 0.104398 0.106172 0.107975 37.26 38.53 Morgan Stanley 61765G564 08/05/15 02/03/23 100.000 0.000 3.4449 0.102439 0.104203 0.105998 0.107824 0.109681 37.72 39.03 Morgan Stanley 61765G804 09/03/15 03/03/23 100.000 0.000 3.4969 0.104109 0.105930 0.107782 0.109666 0.111584 38.24 39.59 Morgan Stanley 61765R271 09/18/15 03/20/23 100.000 0.000 3.6136 0.107854 0.109803 0.111787 0.113807 0.115863 39.58 41.02 Morgan Stanley 61765R438 10/05/15 04/04/23 100.000 0.000 3.3207 0.098512 0.100148 0.101811 0.103501 0.105220 36.05 37.25 Morgan Stanley 61765R669 11/04/15 05/05/23 100.000 0.000 3.3210 0.097995 0.097998 0.101277 0.101280 0.104093 35.96 37.13 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 61765U175 12/03/15 06/02/23 100.000 0.000 3.3916 0.100756 0.102465 0.104202 0.105969 0.107766 36.68 37.93 Morgan Stanley 61765U217 12/03/15 12/10/20 100.000 0.000 2.7611 0.081064 0.082183 0.083318 0.084468 0.085634 29.43 30.25 Morgan Stanley 61765U381 01/05/16 07/06/23 100.000 0.000 3.3685 68.70 0.098386 0.100043 0.101728 0.103442 0.105184 36.30 37.54 Morgan Stanley 61765U407 01/05/16 07/06/21 100.000 0.000 2.9924 60.86 0.086916 0.088216 0.089536 0.090876 0.092235 31.98 32.95 Morgan Stanley 61765U597 02/03/16 08/03/21 100.000 0.000 3.0506 59.58 0.088675 0.090027 0.091400 0.092794 0.094210 32.57 33.57 Morgan Stanley 61765U787 03/03/16 09/02/21 100.000 0.000 3.1367 58.56 0.091286 0.092718 0.094172 0.095649 0.097149 33.46 34.52 Morgan Stanley 61765U803 03/03/16 09/01/23 100.000 0.000 3.5888 67.21 0.105132 0.107018 0.108939 0.110894 0.112883 38.64 40.04 Morgan Stanley 61766B135 04/05/16 10/04/23 100.000 0.000 3.0621 54.30 0.089019 0.090382 0.091766 0.093171 0.094597 32.53 33.53 Morgan Stanley 61766B168 04/05/16 10/04/23 100.000 0.000 3.0621 54.30 0.089019 0.090382 0.091766 0.093171 0.094597 32.53 33.53 Morgan Stanley 61766B176 04/05/16 10/05/21 100.000 0.000 2.6206 46.34 0.075695 0.076687 0.077692 0.078710 0.079741 27.60 28.33 Morgan Stanley 61766B259 05/04/16 11/03/23 100.000 0.000 3.0362 51.27 0.088232 0.089572 0.090932 0.092312 0.093714 32.16 33.15 Morgan Stanley 61766B309 05/04/16 11/03/21 100.000 0.000 2.5128 42.30 0.072458 0.073368 0.074290 0.075223 0.076168 26.35 27.02 Morgan Stanley 61766B366 06/03/16 12/05/23 100.000 0.000 3.0194 48.44 0.087745 0.089069 0.090414 0.091779 0.093165 31.90 32.87 Morgan Stanley 61766B408 06/03/16 12/03/21 100.000 0.000 2.6240 42.00 0.075796 0.076790 0.077798 0.078818 0.079852 27.52 28.25 Morgan Stanley 61766B564 07/06/16 01/03/24 100.000 0.000 2.7558 41.52 0.078655 0.079739 0.080838 0.081952 0.083081 28.90 29.70 Morgan Stanley 61766B598 07/06/16 01/04/22 100.000 0.000 2.5838 38.89 0.073628 0.074579 0.075543 0.076519 0.077507 27.02 27.72 Morgan Stanley 61766F250 11/03/16 05/03/24 100.000 0.000 2.9896 35.08 0.085545 0.086824 0.088122 0.089439 0.090776 31.18 32.11 Morgan Stanley 61766F466 12/05/16 06/05/24 100.000 0.000 3.5039 37.97 0.100771 0.102536 0.104332 0.106160 0.108020 36.69 37.98 Morgan Stanley 61766F839 02/03/17 02/03/22 100.000 0.000 3.0758 28.22 0.086752 0.088086 0.089441 0.090816 0.092213 31.87 32.86 Morgan Stanley Finance 61766V313 03/01/17 02/27/20 100.000 0.000 2.4916 20.87 0.070054 0.070926 0.071810 0.072705 0.073610 25.59 26.24 Morgan Stanley 61766V578 04/05/17 10/04/23 100.000 0.000 3.3161 24.63 0.093634 0.095186 0.096765 0.098369 0.100000 34.26 35.41 Morgan Stanley Finance 61766V867 05/03/17 11/03/23 100.000 0.000 3.2047 21.27 0.090447 0.091896 0.093369 0.094865 0.096385 32.99 34.06 Morgan Stanley Finance 61766W352 06/05/17 12/05/23 100.000 0.000 3.0702 17.60 0.086593 0.087922 0.089272 0.090642 0.092034 31.48 32.46 MORGAN STANLEY FINANCE L 61766X459 09/06/17 03/05/24 100.000 0.000 3.0212 9.65 0.083922 0.085183 0.086469 0.087776 0.089102 30.73 31.67 MORGAN STANLEY FINANCE L 61766X483 09/06/17 09/06/23 100.000 0.000 2.9385 9.39 0.081625 0.082825 0.084042 0.085276 0.086529 29.88 30.76 MORGAN STANLEY FINANCE L 61766X822 10/04/17 10/04/23 100.000 0.000 2.9409 7.11 0.081693 0.082894 0.084113 0.085350 0.086605 29.84 30.72 MORGAN STANLEY FINANCE L 61766X848 10/04/17 10/04/23 100.000 0.000 2.9409 7.11 0.081693 0.082894 0.084113 0.085350 0.086605 29.84 30.72 Morgan Stanley 61766YAB7 05/25/16 05/25/26 100.000 VARIES 2.2927 5.74 0.009150 0.008707 0.008806 0.008907 0.009010 3.20 3.20 Morgan Stanley 61766YAD3 05/25/16 05/25/23 100.000 VARIES 1.9635 4.63 0.007675 0.007480 0.007554 0.007628 0.007703 2.72 2.74 Morgan Stanley 61766YAN1 09/30/16 09/30/26 100.000 VARIES 2.2435 4.31 0.009084 0.008678 0.008268 0.008360 0.008454 3.12 3.01 Morgan Stanley Finance 61766YBG5 04/28/17 04/28/32 100.000 VARIES 3.9156 26.32 0.107090 0.105380 0.104867 0.104343 0.103810 38.10 37.59 MORGAN STANLEY FINANCE L 61766YCN9 03/21/18 03/25/20 100.000 0.000 2.2785 0.063293 0.063309 0.064030 0.064759 0.065497 17.80 23.32 MORGAN STANLEY FINANCE L 61766YCP4 04/04/18 04/02/20 100.000 0.000 2.5359 0.070441 0.071324 0.072228 0.073144 18.89 26.00 Morgan Stanley 61767BAA8 02/22/16 02/23/26 100.000 VARIES 3.7844 70.47 0.105581 0.105739 0.105901 0.106065 0.106232 38.08 38.20 MORGAN STANLEY FINANCE L 61768C2K2 05/30/18 05/29/26 100.000 0.000 4.0544 0.112622 0.114893 0.117222 0.119598 23.84 41.93 MORGAN STANLEY FINANCE L 61768C2X4 05/23/18 05/20/21 100.000 0.000 3.6531 0.101474 0.103297 0.105184 0.107105 22.20 37.68 MORGAN STANLEY FINANCE L 61768C3B1 05/31/18 12/04/25 100.000 0.000 3.8523 0.107008 0.107054 0.109116 0.111218 0.113360 22.64 39.77 MORGAN STANLEY FINANCE L 61768C3D7 06/04/18 06/04/21 100.000 0.000 3.3961 0.094336 0.095938 0.097567 0.099223 19.57 34.92 MORGAN STANLEY FINANCE L 61768C3H8 06/29/18 07/01/25 100.000 0.000 4.0272 0.111867 0.111892 0.114145 0.116443 20.36 41.51 MORGAN STANLEY FINANCE L 61768C3L9 06/29/18 07/01/25 100.000 0.000 4.0272 0.111867 0.111892 0.114145 0.116443 20.36 41.51 MORGAN STANLEY FINANCE L 61768C4D6 06/05/18 06/04/21 100.000 0.000 3.3960 0.094334 0.095927 0.097556 0.099213 19.48 34.92 MORGAN STANLEY FINANCE L 61768C4E4 06/20/18 06/18/21 100.000 0.000 3.4825 0.096737 0.098402 0.100116 0.101859 18.50 35.78 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ MORGAN STANLEY FINANCE L 61768C4F1 06/20/18 06/18/21 100.000 0.000 3.4825 0.096737 0.098402 0.100116 0.101859 18.50 35.78 MORGAN STANLEY FINANCE L 61768C4L8 06/29/18 12/31/25 100.000 0.000 4.0816 0.113391 0.115705 0.118066 0.120475 20.64 42.08 MORGAN STANLEY FINANCE L 61768C4M6 06/29/18 12/31/25 100.000 0.000 4.0816 0.113391 0.115705 0.118066 0.120475 20.64 42.08 MORGAN STANLEY FINANCE L 61768C4Q7 06/29/18 06/30/23 100.000 0.000 3.7636 0.104555 0.106523 0.108527 0.110570 19.03 38.71 MORGAN STANLEY FINANCE L 61768C4T1 06/27/18 07/21/20 100.000 0.000 3.3557 0.093215 0.093423 0.094991 0.096584 17.18 34.42 MORGAN STANLEY FINANCE L 61768C5E3 06/20/18 06/18/21 100.000 0.000 3.4825 0.096737 0.098402 0.100116 0.101859 18.50 35.78 MORGAN STANLEY FINANCE L 61768C5F0 06/28/18 06/30/21 100.000 0.000 3.4856 0.096822 0.096841 0.098529 0.100246 0.101993 17.72 35.78 Morgan Stanley Finance L 61768C5S2 07/31/18 07/31/25 100.000 0.000 4.0045 0.111236 0.113463 0.115735 16.80 41.13 Morgan Stanley Finance L 61768C6D4 07/31/18 07/31/25 100.000 0.000 4.0045 0.111236 0.113463 0.115735 16.80 41.13 MORGAN STANLEY FINANCE L 61768C6S1 07/31/18 07/31/25 100.000 0.000 4.0045 0.111236 0.113463 0.115735 16.80 41.13 Morgan Stanley Finance L 61768C6U6 07/31/18 01/29/26 100.000 0.000 4.0579 0.112720 0.114995 0.117328 17.02 41.69 MORGAN STANLEY FINANCE L 61768C7D3 07/17/18 07/17/23 100.000 2.500 3.7523 0.104232 0.106187 0.105574 17.09 38.10 MORGAN STANLEY FINANCE L 61768C7J0 07/18/18 07/16/21 100.000 0.000 3.4782 0.096617 0.098278 0.099988 15.75 35.64 MORGAN STANLEY FINANCE L 61768CA56 02/07/18 02/04/21 100.000 0.000 2.9301 0.081391 0.082564 0.083773 0.085000 26.54 30.30 Morgan Stanley 61768CAV9 10/31/16 10/31/23 100.000 0.000 2.9263 34.58 0.083682 0.084906 0.086148 0.087409 0.088688 30.50 31.40 MORGAN STANLEY FINANCE L 61768CB63 03/05/18 03/04/21 100.000 0.000 3.1415 0.087263 0.088626 0.090018 0.091432 25.99 32.48 MORGAN STANLEY FINANCE L 61768CB89 02/28/18 03/03/26 100.000 0.000 3.7712 0.104755 0.104810 0.106787 0.108800 0.110852 31.99 39.29 MORGAN STANLEY FINANCE L 61768CE78 03/02/18 03/04/21 100.000 0.000 3.1690 0.088027 0.088042 0.089437 0.090854 0.092294 26.49 32.79 MORGAN STANLEY FINANCE L 61768CG27 02/28/18 02/24/21 100.000 0.000 3.0750 0.085416 0.086700 0.088033 0.089386 26.04 31.79 MORGAN STANLEY FINANCE L 61768CH42 03/29/18 03/31/25 100.000 0.000 3.8850 0.107917 0.107929 0.110026 0.112163 0.114342 29.55 40.39 MORGAN STANLEY FINANCE L 61768CH75 03/14/18 03/12/21 100.000 0.000 3.2612 0.090589 0.092049 0.093550 0.095076 26.16 33.74 MORGAN STANLEY FINANCE L 61768CH91 03/29/18 10/01/25 100.000 0.000 3.9182 0.108840 0.108864 0.110997 0.113171 0.115388 29.80 40.75 MORGAN STANLEY FINANCE L 61768CL47 03/29/18 03/30/23 100.000 0.000 3.6383 0.101075 0.102914 0.104786 0.106692 27.66 37.73 MORGAN STANLEY FINANCE L 61768CM38 03/28/18 03/26/21 100.000 0.000 3.4041 0.094557 0.096149 0.097785 0.099449 25.97 35.22 MORGAN STANLEY FINANCE L 61768CMZ7 07/31/17 07/29/22 100.000 0.000 2.8125 11.80 0.078126 0.079219 0.080333 0.081463 0.082608 28.66 29.47 MORGAN STANLEY FINANCE L 61768CN45 03/29/18 07/01/21 100.000 0.000 3.4534 0.095928 0.096775 0.098446 0.100146 26.24 35.75 MORGAN STANLEY FINANCE L 61768CN52 03/28/18 03/26/21 100.000 0.000 3.4041 0.094557 0.096149 0.097785 0.099449 25.97 35.22 MORGAN STANLEY FINANCE L 61768CNA1 07/31/17 07/29/22 100.000 0.000 2.8126 11.80 0.078129 0.079221 0.080335 0.081465 0.082611 28.66 29.47 MORGAN STANLEY FINANCE L 61768CNB9 08/01/17 02/01/22 100.000 0.000 2.7076 11.28 0.075211 0.076229 0.077261 0.078307 0.079367 27.57 28.32 MORGAN STANLEY FINANCE L 61768CPE1 08/16/17 08/14/20 100.000 0.000 2.3995 9.00 0.066652 0.067443 0.068252 0.069071 0.069900 24.36 24.94 MORGAN STANLEY FINANCE L 61768CPJ0 08/28/17 08/28/24 100.000 0.000 3.1530 10.77 0.087583 0.088963 0.090366 0.091790 0.093238 32.12 33.14 MORGAN STANLEY FINANCE L 61768CQ34 04/30/18 04/30/25 100.000 0.000 4.0890 0.113584 0.115906 0.118276 0.120694 27.52 42.44 MORGAN STANLEY FINANCE L 61768CQ42 05/03/18 05/04/23 100.000 0.000 3.7552 0.104322 0.106281 0.108276 0.110309 24.94 38.85 MORGAN STANLEY FINANCE L 61768CQ75 04/05/18 04/01/21 100.000 0.000 3.3668 0.093521 0.095060 0.096661 0.098288 25.02 34.80 MORGAN STANLEY FINANCE L 61768CQT7 09/29/17 03/31/23 100.000 0.000 2.8669 7.33 0.079643 0.080785 0.081943 0.083117 0.084309 29.09 29.93 MORGAN STANLEY FINANCE L 61768CR25 04/03/18 04/02/20 100.000 0.000 3.1952 0.088754 0.090164 0.091605 0.093068 23.91 32.98 MORGAN STANLEY FINANCE L 61768CR33 04/03/18 04/02/20 100.000 0.000 3.1952 0.088754 0.090164 0.091605 0.093068 23.91 32.98 MORGAN STANLEY FINANCE L 61768CR58 04/18/18 04/16/21 100.000 0.000 3.3291 0.092474 0.093997 0.095561 0.097152 23.51 34.36 MORGAN STANLEY FINANCE L 61768CR66 04/18/18 04/16/21 100.000 0.000 3.3291 0.092474 0.093997 0.095561 0.097152 23.51 34.36 MORGAN STANLEY FINANCE L 61768CR74 04/18/18 04/16/21 100.000 0.000 3.3291 0.092474 0.093997 0.095561 0.097152 23.51 34.36 MORGAN STANLEY FINANCE L 61768CR82 04/04/18 07/08/21 100.000 0.000 3.3930 0.094250 0.095085 0.096698 0.098338 25.31 35.08 MORGAN STANLEY FINANCE L 61768CRZ2 10/31/17 10/31/23 100.000 0.000 2.9977 5.08 0.083270 0.084518 0.085785 0.087071 0.088376 30.36 31.27 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ MORGAN STANLEY FINANCE L 61768CS81 04/30/18 10/30/25 100.000 0.000 4.1226 0.114515 0.116876 0.119285 0.121744 27.74 42.81 MORGAN STANLEY FINANCE L 61768CSH1 10/30/17 10/28/32 100.000 0.000 3.7753 6.40 0.104870 0.106850 0.104609 0.106584 0.104519 38.09 38.01 MORGAN STANLEY FINANCE L 61768CSS7 10/31/17 10/31/22 100.000 0.000 2.8463 4.82 0.079064 0.080189 0.081330 0.082488 0.083662 28.80 29.63 MORGAN STANLEY 61768CST5 12/08/17 06/10/24 100.000 0.000 3.1083 1.99 0.086356 0.087698 0.089061 0.090445 0.091850 31.39 32.37 MORGAN STANLEY FINANCE L 61768CSU2 11/30/17 11/29/24 100.000 0.000 3.1215 2.69 0.086708 0.088054 0.089428 0.090824 0.092241 31.54 32.54 MORGAN STANLEY FINANCE L 61768CTF4 11/30/17 05/30/25 100.000 0.000 3.2698 2.82 0.090828 0.092313 0.093822 0.095356 0.096915 33.06 34.15 MORGAN STANLEY FINANCE L 61768CTQ0 11/30/17 12/03/25 100.000 0.000 3.2697 2.82 0.090850 0.092335 0.093845 0.095379 0.096939 33.06 34.15 MORGAN STANLEY FINANCE L 61768CUZ8 12/27/17 12/27/24 100.000 0.000 3.2580 0.36 0.090499 0.091973 0.093471 0.094994 0.096541 32.86 33.94 MORGAN STANLEY FINANCE L 61768CV46 04/25/18 04/26/21 100.000 0.000 3.4324 0.095354 0.096991 0.098655 0.100348 23.56 35.43 MORGAN STANLEY FINANCE L 61768CV53 04/30/18 04/29/21 100.000 0.000 3.4816 0.096712 0.098386 0.100099 0.101841 23.41 35.94 MORGAN STANLEY FINANCE L 61768CVH7 12/27/17 06/26/25 100.000 0.000 3.3049 0.37 0.091802 0.093310 0.094852 0.096419 0.098013 33.34 34.44 MORGAN STANLEY FINANCE L 61768CVP9 12/29/17 06/30/23 100.000 0.000 3.0395 0.17 0.084438 0.085721 0.087024 0.088346 0.089689 30.63 31.57 MORGAN STANLEY FINANCE L 61768CVQ7 12/29/17 06/30/23 100.000 0.000 3.0395 0.17 0.084438 0.085721 0.087024 0.088346 0.089689 30.63 31.57 MORGAN STANLEY FINANCE L 61768CVR5 12/08/17 06/10/24 100.000 0.000 3.1083 1.99 0.086356 0.087698 0.089061 0.090445 0.091850 31.39 32.37 MORGAN STANLEY FINANCE L 61768CWB9 12/13/17 12/09/20 100.000 0.000 2.6001 1.30 0.072224 0.073142 0.074093 0.075056 0.076032 26.21 26.89 MORGAN STANLEY FINANCE L 61768CWE3 12/29/17 12/31/25 100.000 0.000 3.3131 0.18 0.092039 0.093564 0.095114 0.096689 0.098291 33.41 34.53 MORGAN STANLEY FINANCE L 61768CWL7 12/18/17 06/18/25 100.000 0.000 3.2094 1.16 0.089150 0.090581 0.092035 0.093511 0.095012 32.39 33.44 MORGAN STANLEY FINANCE L 61768CWM5 12/20/17 12/16/20 100.000 0.000 2.5926 0.79 0.072016 0.072929 0.073875 0.074832 0.075802 26.12 26.80 MORGAN STANLEY FINANCE L 61768CX28 05/30/18 05/30/25 100.000 0.000 3.9488 0.109688 0.111854 0.114062 0.116314 23.21 40.80 MORGAN STANLEY FINANCE L 61768CX69 05/30/18 05/30/25 100.000 0.000 3.9488 0.109688 0.111854 0.114062 0.116314 23.21 40.80 MORGAN STANLEY FINANCE L 61768CX77 06/05/18 06/05/23 100.000 0.000 3.7067 0.102964 0.104873 0.106816 0.108796 21.26 38.21 MORGAN STANLEY FINANCE L 61768CXC6 01/31/18 01/30/25 100.000 0.000 3.4110 0.094749 0.096365 0.098009 0.099680 31.61 35.49 MORGAN STANLEY FINANCE L 61768CXJ1 01/31/18 07/31/23 100.000 0.000 3.3080 0.091889 0.093408 0.094953 0.096524 30.64 34.38 MORGAN STANLEY FINANCE L 61768CXP7 01/31/18 07/31/25 100.000 0.000 3.4534 0.095926 0.097583 0.099268 0.100982 32.00 35.95 MORGAN STANLEY FINANCE L 61768CXW2 01/31/18 07/31/25 100.000 0.000 3.4534 0.095926 0.097583 0.099268 0.100982 32.00 35.95 MORGAN STANLEY FINANCE L 61768CXY8 01/31/18 02/01/24 100.000 0.000 3.3672 0.093541 0.095116 0.096717 0.098345 31.20 35.01 MORGAN STANLEY FINANCE L 61768CY35 05/23/18 05/21/21 100.000 0.000 3.6531 0.101475 0.103308 0.105195 0.107116 22.19 37.68 MORGAN STANLEY FINANCE L 61768CY43 05/23/18 05/21/21 100.000 0.000 3.6531 0.101475 0.103308 0.105195 0.107116 22.19 37.68 MORGAN STANLEY FINANCE L 61768CY92 05/30/18 05/27/21 100.000 0.000 3.4134 0.094817 0.096409 0.098054 0.099728 20.06 35.12 MORGAN STANLEY FINANCE L 61768CYW1 01/31/18 01/31/23 100.000 0.000 3.2187 0.089409 0.090848 0.092310 0.093795 29.81 33.41 MORGAN STANLEY FINANCE L 61768CZ59 05/31/18 11/30/23 100.000 0.000 3.6409 0.101137 0.102978 0.104853 0.106762 21.40 37.53 MORGAN STANLEY FINANCE L 61768CZ91 05/30/18 11/28/25 100.000 0.000 4.0016 0.111156 0.113356 0.115624 0.117937 23.53 41.37 MORGAN STANLEY FINANCE L 61768CZF7 02/28/18 02/27/25 100.000 0.000 3.6613 0.101703 0.103554 0.105450 0.107380 31.05 38.10 MORGAN STANLEY FINANCE L 61768CZL4 02/07/18 02/05/21 100.000 0.000 2.9301 0.081392 0.082571 0.083781 0.085008 26.54 30.30 MORGAN STANLEY FINANCE L 61768CZX8 02/28/18 08/28/25 100.000 0.000 3.7208 0.103357 0.105279 0.107238 0.109233 31.55 38.74 MORGAN STANLEY FINANCE L 61768DEU5 09/18/18 03/17/20 100.000 0.000 3.1943 0.088731 0.090140 0.091580 9.14 32.49 MORGAN STANLEY FINANCE L 61768J441 11/03/17 11/03/23 100.000 0.000 2.9727 4.79 0.082575 0.083802 0.085048 0.086312 0.087595 30.09 30.99 MORGAN STANLEY FINANCE L 61768J458 11/03/17 11/05/24 100.000 0.000 3.0987 4.99 0.086090 0.087424 0.088778 0.090154 0.091550 31.38 32.36 MORGAN STANLEY FINANCE L 61768J854 12/05/17 09/03/21 100.000 0.000 2.7004 1.95 0.075011 0.075506 0.076525 0.077559 0.078606 27.27 27.98 MORGAN STANLEY FINANCE L 61768J870 12/05/17 12/04/24 100.000 0.000 3.1714 2.29 0.088095 0.089484 0.090903 0.092345 0.093809 32.04 33.06 MORGAN STANLEY FINANCE L 61768K562 01/03/18 01/04/22 100.000 0.000 2.8170 0.078255 0.079357 0.080475 0.081609 28.21 29.17 MORGAN STANLEY FINANCE L 61768M576 03/05/18 03/05/25 100.000 0.000 3.7266 0.103518 0.105447 0.107412 0.109413 30.87 38.77 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ MORGAN STANLEY FINANCE L 61768M584 03/05/18 03/03/23 100.000 0.000 3.4611 0.096142 0.097788 0.099480 0.101202 28.65 35.91 MORGAN STANLEY FINANCE L 61768M592 03/05/18 03/03/22 100.000 0.000 3.3336 0.092600 0.094126 0.095695 0.097290 27.59 34.54 MORGAN STANLEY FINANCE L 61768P124 04/04/18 04/05/22 100.000 0.000 3.4793 0.096658 0.098339 0.100050 0.101791 25.95 36.01 MORGAN STANLEY FINANCE L 61768P157 04/05/18 04/03/25 100.000 0.000 3.8093 0.105812 0.107805 0.109859 0.111951 28.32 39.54 MORGAN STANLEY FINANCE L 61768P173 04/05/18 04/07/21 100.000 0.000 3.3669 0.093524 0.093541 0.095116 0.096717 0.098345 25.01 34.80 MORGAN STANLEY FINANCE L 61768P355 03/21/18 03/19/20 100.000 0.000 3.2107 0.089186 0.090602 0.092057 0.093535 25.12 33.18 MORGAN STANLEY FINANCE L 61768P496 04/04/18 04/01/21 100.000 0.000 3.3669 0.093525 0.095074 0.096674 0.098302 25.11 34.81 MORGAN STANLEY FINANCE L 61768P702 05/03/18 05/05/21 100.000 0.000 3.4039 0.094552 0.094570 0.096179 0.097816 0.099481 22.60 35.10 MORGAN STANLEY FINANCE L 61768Q452 06/05/18 06/03/20 100.000 0.000 3.2069 0.089080 0.090493 0.091944 0.093418 18.39 32.92 MORGAN STANLEY FINANCE L 61768Q601 07/05/18 07/05/22 100.000 0.000 3.6810 0.102249 0.104131 0.106047 18.00 37.82 MORGAN STANLEY FINANCE L 61768Q619 07/05/18 07/05/22 100.000 0.000 3.6810 0.102249 0.104131 0.106047 18.00 37.82 MORGAN STANLEY FINANCE L 61768R161 07/18/18 08/05/20 100.000 0.000 3.3434 0.092871 0.093018 0.094573 0.096154 15.16 34.22 MORGAN STANLEY FINANCE L 61768R187 08/03/18 08/04/21 100.000 0.000 3.5287 0.098029 0.099758 0.101518 14.51 36.11 MORGAN STANLEY FINANCE L 61768R757 09/19/18 10/05/20 100.000 0.000 3.3940 0.094277 0.094419 0.096021 0.097650 9.63 34.56 Morris CNTY Improv Auth 618027AW6 02/18/10 08/15/18 100.000 VARIES N/A 0.124462 0.124450 27.88 Morris CNTY Improv Auth 618027AX4 02/18/10 08/15/19 100.000 VARIES N/A 0.127295 0.127284 0.127272 0.127261 45.82 28.51 Morris CNTY Improv Auth 618027AY2 02/18/10 08/15/20 100.000 VARIES N/A 0.130110 0.130100 0.130089 0.130078 0.130067 46.83 46.83 Morris CNTY Improv Auth 618027AZ9 02/18/10 08/15/21 100.000 VARIES N/A 0.132913 0.132903 0.132892 0.132882 0.132871 47.84 47.84 Morris CNTY Improv Auth 618027BA3 02/18/10 08/15/22 100.000 VARIES N/A 0.135718 0.135709 0.135699 0.135689 0.135679 48.85 48.85 Morris CNTY Improv Auth 618027BB1 02/18/10 08/15/23 100.000 VARIES N/A 0.138524 0.138515 0.138506 0.138497 0.138487 49.86 49.86 Morris CNTY Improv Auth 618027BC9 02/18/10 08/15/24 100.000 VARIES N/A 0.141322 0.141313 0.141304 0.141295 0.141285 50.87 50.87 Morris CNTY Improv Auth 618027BD7 02/18/10 08/15/25 100.000 VARIES N/A 0.144118 0.144110 0.144101 0.144092 0.144083 51.88 51.87 Multnomah County, OR 625506HN3 12/08/99 06/01/20 21.112 0.000 7.7401 621.30 0.177824 0.184706 0.191854 0.199279 0.206991 65.68 70.86 Multnomah County, OR 625506HP8 12/08/99 06/01/21 19.568 0.000 7.7401 575.86 0.164820 0.171199 0.177825 0.184706 0.191855 60.87 65.68 Multnomah County, OR 625506HQ6 12/08/99 06/01/22 18.137 0.000 7.7401 533.75 0.152767 0.158680 0.164820 0.171199 0.177825 56.42 60.87 Multnomah County, OR 625506HR4 12/08/99 06/01/23 16.811 0.000 7.7400 494.72 0.141595 0.147074 0.152766 0.158678 0.164819 52.30 56.42 Multnomah County, OR 625506HS2 12/08/99 06/01/24 15.582 0.000 7.7399 458.54 0.131239 0.136318 0.141594 0.147073 0.152765 48.47 52.30 Multnomah County, OR 625506HT0 12/08/99 06/01/25 14.442 0.000 7.7401 425.01 0.121643 0.126351 0.131241 0.136320 0.141595 44.93 48.47 Multinomah County, OR 625506HU7 12/08/99 06/01/26 13.386 0.000 7.7400 393.93 0.112747 0.117111 0.121643 0.126351 0.131240 41.64 44.93 Multnomah County, OR 625506HV5 12/08/99 06/01/27 12.407 0.000 7.7400 365.12 0.104503 0.108547 0.112748 0.117111 0.121643 38.60 41.64 Multnomah County, OR 625506HW3 12/08/99 06/01/28 11.500 0.000 7.7400 338.42 0.096860 0.100609 0.104502 0.108546 0.112747 35.77 38.60 Multnomah County, OR 625506HX1 12/08/99 06/01/29 10.659 0.000 7.7400 313.67 0.089777 0.093251 0.096860 0.100609 0.104502 33.16 35.77 Multnomah County, OR 625506HY9 12/08/99 06/01/30 9.879 0.000 7.7401 290.73 0.083212 0.086432 0.089777 0.093252 0.096861 30.73 33.16 National Rural Utilities 637432KV6 02/06/08 12/15/23 87.915 0.000 0.8138 73.63 0.021531 0.021619 0.021707 0.021795 0.021884 7.77 7.83 National Rural Utilities 637432LG8 02/06/08 12/15/18 91.459 0.000 0.8239 77.58 0.022699 0.022792 7.83 National Rural Utilities 637432LH6 02/06/08 12/15/19 90.603 0.000 0.8339 77.83 0.022782 0.022877 0.022972 0.023068 8.22 7.92 National Rural Utilities 637432LJ2 02/06/08 12/15/20 90.083 0.000 0.8139 75.45 0.022063 0.022153 0.022243 0.022334 0.022424 7.96 8.03 National Rural Utilities 637432LK9 02/06/08 12/15/21 89.231 0.000 0.8239 75.69 0.022145 0.022236 0.022328 0.022420 0.022512 7.99 8.06 National Rural Utilities 637432LL7 02/06/08 12/15/22 88.108 0.000 0.8539 77.57 0.022730 0.022827 0.022925 0.023022 0.023121 8.20 8.27 Natixis US MTN LLC 63873HJP0 12/27/13 12/27/21 100.000 0.000 3.3519 0.106350 0.108132 0.109944 0.111787 0.113661 38.62 39.93 Natixis US MTN LLC 63873HJR6 09/09/14 09/09/24 100.000 VARIES 3.2415 0.084007 0.083817 0.083624 0.083748 0.083875 30.17 30.16 Natixis US MTN LLC 63873HJT2 12/27/13 12/27/33 100.000 VARIES 4.8026 0.115680 0.115715 0.115752 0.116260 0.116781 41.65 41.77 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Natixis US MTN LLC 63873HJU9 04/30/14 04/30/34 100.000 VARIES 4.2419 0.102631 0.102393 0.102150 0.101902 0.102036 36.88 36.72 Natixis US MTN LLC 63873HKA1 07/31/13 07/31/28 100.000 VARIES 4.2606 0.103093 0.103529 0.103973 0.104427 0.104891 37.32 37.65 Natixis US MTN LLC 63873HKC7 04/30/14 04/30/34 100.000 VARIES 4.2409 0.102935 0.102702 0.102464 0.102221 0.102387 36.99 36.84 Natixis US MTN LLC 63873HKX1 01/30/14 01/31/22 100.000 0.000 3.4392 0.105314 0.108901 0.108967 0.112678 0.112747 39.65 41.03 Natixis US Medium Term 63873HLN2 08/29/13 08/29/33 100.000 VARIES 4.5781 0.112219 0.113064 0.112679 0.113857 0.113185 41.17 41.41 Natixis US MTN LLC 63873HLS1 09/30/13 09/30/28 100.000 VARIES 4.4223 0.111137 0.111167 0.111198 0.111622 0.112055 40.02 40.19 Natixis US Medium 63873HLU6 07/31/14 07/31/34 100.000 VARIES 3.9932 0.102990 0.103186 0.103385 0.103588 0.103796 37.17 37.32 Natixis US MTN LLC 63873HLX0 02/28/14 02/28/29 100.000 VARIES 4.1177 0.101726 0.100019 0.101626 0.099918 0.101384 36.80 36.75 Natixis US MTN LLC 63873HME1 10/31/13 10/31/33 100.000 VARIES 4.5708 0.107313 0.106562 0.105792 0.105940 0.106092 38.40 38.13 Natixis US MTN LLC 63873HMF8 03/31/14 03/31/34 100.000 VARIES 4.1471 0.099771 0.099310 0.098839 0.098359 0.098466 35.75 35.46 Natixis US MTN LLC 63873HMW1 11/27/13 11/27/33 100.000 VARIES 4.5649 0.111020 0.110774 0.110521 0.110928 0.111344 39.91 39.89 NJ Econ Dev Auth 64578JAD8 12/22/05 07/01/18 50.436 0.000 5.5400 468.69 0.149741 26.95 NJ Econ Dev Auth 64578JAE6 12/22/05 07/01/19 47.535 0.000 5.5749 445.48 0.142598 0.146573 0.150658 52.05 27.12 NJ Econ Dev Auth 64578JAJ5 09/07/07 07/01/18 51.284 0.000 6.2689 456.77 0.168845 30.39 NJ Econ Dev Auth 64578JAK2 09/07/07 07/01/19 47.828 0.000 6.3391 432.36 0.160351 0.165433 0.170677 58.64 30.72 NJ Econ Dev Auth 64578JAL0 09/07/07 07/01/20 44.269 0.000 6.4592 410.37 0.153058 0.158001 0.163104 0.168371 55.99 59.67 NJ Econ Dev Auth 64578JAM8 09/07/07 07/01/21 41.265 0.000 6.5093 386.51 0.144498 0.149201 0.154057 0.159071 52.87 56.36 NJ Econ Dev Auth 64578JAN6 09/07/07 07/01/22 38.760 0.000 6.4993 362.30 0.135384 0.139783 0.144326 0.149016 49.53 52.80 NJ Econ Dev Auth 64578JAP1 09/07/07 07/01/23 36.303 0.000 6.5093 340.03 0.127123 0.131261 0.135533 0.139944 46.51 49.59 New Jersey Economic 645913AW4 06/30/97 02/15/18 21.450 0.000 7.6043 776.55 0.203495 8.95 New Jersey Economic 645913AX2 06/30/97 02/15/19 19.886 0.000 7.6095 720.86 0.188974 0.196164 0.203628 71.32 8.96 New Jersey Economic 645913AY0 06/30/97 02/15/20 18.435 0.000 7.6145 669.10 0.175468 0.182149 0.189084 0.196283 0.203756 66.22 71.36 New Jersey Economic 645913AZ7 06/30/97 02/15/21 17.088 0.000 7.6195 621.00 0.162913 0.169120 0.175563 0.182251 0.189195 61.49 66.26 New Jersey Economic 645913BA1 06/30/97 02/15/22 15.838 0.000 7.6245 576.30 0.151241 0.157007 0.162993 0.169206 0.175657 57.08 61.52 New Jersey Economic 645913BB9 06/30/97 02/15/23 14.678 0.000 7.6295 534.76 0.140392 0.145748 0.151308 0.157080 0.163072 52.99 57.11 New Jersey Economic 645913BC7 06/30/97 02/15/24 13.601 0.000 7.6347 496.17 0.130311 0.135285 0.140449 0.145811 0.151377 49.19 53.01 New Jersey Economic 645913BD5 06/30/97 02/15/25 12.602 0.000 7.6398 460.32 0.120940 0.125560 0.130356 0.135336 0.140505 45.65 49.20 New Jersey Economic 645913BE3 06/30/97 02/15/26 11.676 0.000 7.6447 427.02 0.112231 0.116521 0.120975 0.125599 0.130400 42.36 45.66 NY State Dorm Auth 649902ZR7 10/20/09 09/15/25 86.380 5.800 7.2575 51.34 0.022889 0.023720 0.024580 0.025472 0.026397 8.57 9.20 Newark, NJ 6503667S0 04/10/03 04/01/22 30.037 0.000 6.4399 463.58 0.134495 0.138826 0.143296 0.147910 0.152672 49.99 53.26 Newark, NJ 6503667T8 04/10/03 04/01/23 28.029 0.000 6.4699 435.64 0.126620 0.130716 0.134945 0.139310 0.143817 47.07 50.16 Newark, NJ 6503667U5 04/10/03 04/01/24 26.193 0.000 6.4900 409.02 0.119027 0.122889 0.126877 0.130994 0.135245 44.25 47.17 Newark, NJ 6503667V3 04/10/03 04/01/25 24.468 0.000 6.5100 383.88 0.111844 0.115484 0.119243 0.123125 0.127132 41.58 44.34 Newark, NJ 6503667W1 04/10/03 04/01/26 22.848 0.000 6.5299 360.13 0.105052 0.108482 0.112024 0.115682 0.119459 39.06 41.66 Newark, NJ 6503667X9 04/10/03 04/01/27 21.327 0.000 6.5499 337.73 0.098634 0.101864 0.105200 0.108646 0.112204 36.68 39.12 Newark, NJ 6503667Y7 04/10/03 04/01/28 19.947 0.000 6.5600 316.62 0.092525 0.095560 0.098695 0.101932 0.105275 34.41 36.70 Newark, NJ 6503667Z4 04/10/03 04/01/29 18.653 0.000 6.5700 296.77 0.086777 0.089628 0.092572 0.095613 0.098754 32.27 34.43 Newark, NJ 6503668A8 04/10/03 04/01/30 17.440 0.000 6.5800 278.11 0.081370 0.084047 0.086813 0.089669 0.092619 30.27 32.29 Newark, NJ 6503668B6 04/10/03 04/01/31 16.302 0.000 6.5901 260.57 0.076286 0.078799 0.081396 0.084078 0.086848 28.38 30.28 Newark, NJ 6503668C4 04/10/03 04/01/32 15.279 0.000 6.5900 244.22 0.071496 0.073852 0.076285 0.078799 0.081395 26.59 28.38 Newark, NJ 6503668D2 04/10/03 04/01/33 14.320 0.000 6.5899 228.89 0.067008 0.069216 0.071496 0.073852 0.076285 24.92 26.59 City of Newark, NJ 650367KC8 01/29/13 07/15/18 97.007 2.340 2.9372 26.76 0.016111 0.016348 3.17 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ City of Newark, NJ 650367KJ3 01/29/13 04/01/18 97.000 2.308 2.9373 28.45 0.017229 1.55 City of Newark, NJ 650367KK0 01/29/13 04/01/19 97.003 2.698 3.2375 23.42 0.014282 0.014513 0.014748 5.23 1.33 City of Newark, NJ 650367KL8 01/29/13 04/01/20 97.004 3.057 3.5335 19.75 0.012126 0.012340 0.012558 0.012780 0.013006 4.44 4.60 City of Newark, NJ 650367KM6 01/29/13 04/01/21 97.005 3.305 3.7336 16.95 0.010459 0.010654 0.010853 0.011056 0.011262 3.84 3.98 Nomura America Finance 655365AA2 12/31/13 12/31/33 100.000 VARIES 4.5379 0.098781 0.098237 0.097681 0.097112 0.096530 35.46 35.06 Nomura America Finance 65539AAG5 11/24/10 11/24/25 100.000 VARIES 5.5492 0.122240 0.122762 0.123298 0.124408 0.125548 44.14 44.67 Nomura America Finance 65539AAL4 12/22/10 12/22/25 100.000 VARIES 5.9587 0.130273 0.130186 0.131260 0.132366 0.133505 46.89 47.47 Nomura America Finance 65539AAX8 06/29/11 06/29/21 100.000 VARIES 2.3555 0.015590 0.015774 0.015960 0.016148 0.016338 5.65 5.78 Nomura America Finance 65539ABB5 02/28/14 02/28/34 100.000 VARIES 4.5092 0.101076 0.096227 0.097275 0.095139 0.095616 35.53 34.91 Nomura America Finance 65539ABC3 05/30/14 05/30/34 100.000 VARIES 3.7543 0.091232 0.090589 0.090551 0.090511 0.090471 32.71 32.59 Nomura America Finance 65539ABE9 07/29/14 07/29/34 100.000 VARIES 4.2954 0.091383 0.086956 0.082435 0.081898 0.081349 30.74 29.41 Nomura America Finance 65539ABL3 12/24/14 12/24/34 100.000 VARIES 2.8015 0.070716 0.070967 0.071222 0.071609 0.072002 25.51 25.72 Nomura America Finance 65539ABR0 02/19/15 02/19/20* 110.000 0.125 2.3793 0.076919 0.077792 3.92* Nomura America Finance 65539ABS8 02/25/15 02/25/20 100.000 VARIES 1.9120 0.011816 0.011743 0.011669 0.011595 0.011520 4.22 4.17 Nomura America Finance 65539ABY5 06/30/15 06/30/22 105.000 0.000 3.5000 0.111333 0.113281 0.115263 0.117281 0.119333 40.43 41.86 Nomura America Finance 65539ACG3 01/22/16 01/22/23 103.000 0.125 3.0300 61.89 0.090532 0.091851 0.093190 0.094549 0.095929 33.25 34.23 Novellus Systems, Inc. 670008AC5 05/10/11 05/15/41 100.000 VARIES 8.1005 0.328051 0.338385 0.349137 0.360324 0.371965 120.93 128.75 Novellus Systems, Inc. 670008AD3 05/10/11 05/15/41 100.000 VARIES 8.1005 0.328051 0.338385 0.349137 0.360324 0.371965 120.93 128.75 NUTRIEN LTD 67077MAD0 04/10/18 04/01/25 94.730 3.000 3.8693 0.018483 0.018823 0.019187 0.019558 4.85 6.91 NUTRIEN LTD 67077MAE8 04/10/18 12/15/26 97.410 4.000 4.3616 0.006906 0.006960 0.007112 0.007267 0.007425 1.82 2.59 NUTRIEN LTD 67077MAJ7 04/10/18 10/01/22 98.300 3.150 3.5643 0.009826 0.009993 0.010171 0.010352 2.58 3.66 NUTRIEN LTD 67077MAK4 04/10/18 06/01/23 98.160 3.500 3.8983 0.009072 0.009122 0.009300 0.009481 0.009666 2.38 3.39 NUTRIEN LTD 67077MAL2 04/10/18 03/15/25 96.240 3.375 4.0016 0.013225 0.013453 0.013722 0.013996 3.48 4.95 Nuverra Environmental 67091KAA2 04/15/16 04/15/21 36.385 VARIES N/A 275.94 0.553418 0.626375 0.682880 0.749733 0.828830 222.20 268.96 Orange County, CA 68428LCA0 01/17/97 09/01/18 19.198 0.000 7.7796 758.57 0.200220 0.208009 49.45 Orange County, CA 68428LCB8 01/17/97 09/01/19 17.826 0.000 7.7696 702.58 0.185306 0.192504 0.199983 0.207752 69.77 49.39 Orange County, CA 68428LCC6 01/17/97 09/01/20 16.480 0.000 7.7797 651.18 0.171878 0.178564 0.185509 0.192725 0.200222 64.72 69.85 Orange County, CA 68428LCD4 01/17/97 09/01/21 15.306 0.000 7.7695 603.23 0.159102 0.165282 0.171703 0.178373 0.185303 59.90 64.65 Oregon Community College 68583RAQ5 04/23/03 06/30/18 40.975 0.000 5.9616 561.47 0.160807 28.78 Oregon Community College 68583RAR3 04/23/03 06/30/19 37.976 0.000 6.0715 534.58 0.154180 0.158860 0.163683 56.36 29.30 Oregon Community College 68583RAS1 04/23/03 06/30/20 35.297 0.000 6.1515 506.62 0.146857 0.151374 0.156029 0.160829 0.165775 53.69 57.04 Oregon Community College 68583RAT9 04/23/03 06/30/21 32.815 0.000 6.2213 478.99 0.139462 0.143800 0.148273 0.152885 0.157641 51.00 54.22 Oregon Community College 68583RAU6 04/23/03 06/30/22 30.636 0.000 6.2613 451.49 0.131787 0.135913 0.140168 0.144556 0.149082 48.19 51.26 Oregon Community College 68583RAV4 04/23/03 06/30/23 28.748 0.000 6.2713 424.68 0.124039 0.127928 0.131940 0.136077 0.140344 45.36 48.25 Oregon School Boards 686053AR0 10/31/02 06/30/18 40.030 0.000 5.9295 571.07 0.159965 28.63 Oregon School Boards 686053AS8 10/31/02 06/30/19 37.212 0.000 6.0195 542.92 0.152975 0.157579 0.162322 55.91 29.06 Oregon School Boards 686053AT6 10/31/02 06/30/20 34.591 0.000 6.0995 514.76 0.145800 0.150247 0.154829 0.159551 0.164417 53.30 56.60 Oregon School Boards 686053CH0 04/21/03 06/30/18 40.975 0.000 5.9594 561.48 0.160749 28.77 Oregon School Boards 686053CJ6 04/21/03 06/30/19 37.976 0.000 6.0693 534.61 0.154130 0.158808 0.163627 56.34 29.29 Oregon School Boards 686053CK3 04/21/03 06/30/20 35.297 0.000 6.1494 506.66 0.146816 0.151330 0.155983 0.160779 0.165722 53.68 57.03 Oregon School Boards 686053CL1 04/21/03 06/30/21 32.815 0.000 6.2194 479.05 0.139427 0.143763 0.148234 0.152843 0.157596 50.98 54.20 Oregon School Boards 686053CM9 04/21/03 06/30/22 30.636 0.000 6.2595 451.55 0.131759 0.135883 0.140135 0.144521 0.149044 48.18 51.25 ----------------------------- * Called in 2018; 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Oregon School Boards 686053CN7 04/21/03 06/30/23 28.748 0.000 6.2695 424.75 0.124016 0.127904 0.131913 0.136048 0.140313 45.35 48.24 Paterson, NJ 7031303Z5 03/30/12 03/15/18 98.496 3.625 3.9104 14.46 0.007776 0.58 Peoria CNTYS SD #327, IL 712746DU7 05/05/15 12/01/18 100.343 VARIES 1.8911 0.052586 0.052558 17.35 Peoria CNTYS SD #322, IL 712762CN1 05/14/15 12/01/19 100.000 VARIES 1.9926 0.055359 0.055357 0.055355 0.055353 19.93 18.27 Peoria CNTYS SD #322, IL 712762CP6 05/14/15 12/01/20 100.000 VARIES 2.2423 0.062299 0.062297 0.062294 0.062292 0.062290 22.43 22.43 PEORIA CNTY ILL CMNTY HI 713142DH7 08/09/17 12/01/18 103.417 4.400 1.7218 7.03 0.049728 0.050156 16.49 Peoria County, SD #325, 713165FH6 09/04/13 12/01/18 111.133 VARIES 2.9368 0.083423 0.082507 27.36 Peoria County, SD #325, 713165FJ2 09/04/13 12/01/19 110.068 VARIES 3.4365 0.098777 0.097969 0.097146 0.096310 35.37 31.91 Peoria County SD #325, I 713165FK9 09/04/13 12/01/20 108.812 VARIES 3.8365 0.110799 0.110127 0.109442 0.108744 0.108033 39.73 39.23 Peoria County SD #325, I 713165FL7 09/04/13 12/01/21 107.288 VARIES 4.1865 0.120803 0.120279 0.119744 0.119198 0.118641 43.36 42.98 Peoria County, IL 713168AZ5 10/05/11 12/01/18 106.114 VARIES 4.4856 0.125823 0.125219 41.41 Peoria County, IL 713168BA9 10/05/11 12/01/19 106.753 VARIES 4.7356 0.134064 0.133456 0.132834 0.132197 48.12 43.72 Peoria County, IL 713168BB7 10/05/11 12/01/20 105.512 VARIES 4.9860 0.141415 0.140959 0.140491 0.140011 0.139520 50.80 50.46 Philadelphia Authority 71781LAP4 02/03/99 04/15/24 19.046 0.000 6.6895 470.75 0.121155 0.125208 0.129396 0.133724 0.138196 44.97 48.03 Philadelphia Authority 71781LAW9 02/03/99 04/15/18 28.637 0.000 6.6194 695.12 0.177981 18.51 Philadelphia Authority 71781LAX7 02/03/99 04/15/19 26.727 0.000 6.6393 652.11 0.167214 0.172765 0.178501 62.05 18.56 Philadelphia Authority 71781LAY5 02/03/99 04/15/20 24.985 0.000 6.6495 611.21 0.156843 0.162057 0.167445 0.173013 0.178765 58.21 62.14 Philadelphia Authority 71781LAZ2 02/03/99 04/15/21 23.403 0.000 6.6495 572.51 0.146911 0.151796 0.156843 0.162057 0.167445 54.52 58.21 Philadelphia Authority 71781LBA6 02/03/99 04/15/22 21.872 0.000 6.6595 536.43 0.137756 0.142343 0.147082 0.151980 0.157040 51.13 54.59 Philadelphia Authority 71781LBB4 02/03/99 04/15/23 20.437 0.000 6.6695 502.54 0.129146 0.133453 0.137903 0.142502 0.147254 47.93 51.18 Philadelphia Authority 71781LBC2 02/03/99 04/15/25 17.878 0.000 6.6796 440.76 0.113353 0.117139 0.121051 0.125094 0.129272 42.07 44.93 Philadelphia Authority 71781LBD0 02/03/99 04/15/26 16.697 0.000 6.6896 412.70 0.106216 0.109769 0.113441 0.117235 0.121156 39.43 42.11 Piatt and Champaign Coun 719457BU6 02/25/16 12/01/18 102.007 2.750 2.0009 37.57 0.055990 0.055785 18.44 Piatt and Champaign Coun 719457BV4 02/25/16 12/01/19 102.692 3.000 2.2507 42.56 0.063431 0.063207 0.062980 0.062751 22.78 20.74 Piatt and Champaign Coun 719457BW2 02/25/16 12/01/20 102.231 3.000 2.5007 47.15 0.070460 0.070299 0.070136 0.069971 0.069803 25.33 25.21 Piatt and Champaign Coun 719457BX0 02/25/16 12/01/21 102.646 3.250 2.7507 52.08 0.077845 0.077674 0.077500 0.077325 0.077147 27.98 27.86 Pike & Calhoun CNTYS, IL 721068BF0 08/08/13 12/01/23 111.543 VARIES 4.3459 0.125572 0.124849 0.124111 0.123357 0.122587 45.03 44.50 Pike & Calhoun CNTYS, IL 721068BG8 08/08/13 12/01/24 110.329 VARIES 4.5669 0.129164 0.128495 0.127810 0.127111 0.126396 46.34 45.84 Pike & Calhoun CNTYS, IL 721068BH6 08/08/13 12/01/25 109.132 VARIES 4.7572 0.132698 0.132086 0.131460 0.130819 0.130164 47.62 47.17 Pike & Calhoun CNTYS, IL 721068BJ2 08/08/13 12/01/26 108.343 VARIES 4.8857 0.135026 0.134454 0.133868 0.133270 0.132657 48.47 48.05 Pike & Calhoun CNTYS, IL 721068BK9 08/08/13 12/01/27 106.399 VARIES 5.1092 0.140752 0.140290 0.139815 0.139329 0.138832 50.56 50.22 Pike & Calhoun CNTYS, IL 721068BL7 08/08/13 12/01/28 106.016 VARIES 5.1714 0.141879 0.141440 0.140989 0.140527 0.140054 50.97 50.64 Pike & Calhoun CNTYS, IL 721068BM5 08/08/13 12/01/29 104.498 VARIES 5.3285 0.146341 0.145998 0.145646 0.145285 0.144915 52.60 52.35 Playboy Enterprises, Inc 728117AA0 03/15/05 03/15/25 100.000 VARIES 7.7501 0.419332 0.431859 0.444854 0.458334 0.472316 155.92 165.48 Playboy Enterprises, Inc 728117AB8 03/15/05 03/15/25 100.000 VARIES 7.7501 0.419332 0.431859 0.444854 0.458334 0.472316 155.92 165.48 Presidio Independent 741020EC1 05/14/98 02/15/18 24.728 0.000 7.1994 744.23 0.193034 8.49 Presidio Independent 741020ED9 05/14/98 02/15/19 22.810 0.000 7.2493 695.20 0.180970 0.187529 0.194327 68.15 8.55 Presidio Independent 741020EE7 05/14/98 02/15/20 21.242 0.000 7.2494 647.42 0.168532 0.174640 0.180971 0.187530 0.194328 63.46 68.15 Presidio Independent 741020EF4 05/14/98 02/15/21 19.782 0.000 7.2494 602.92 0.156948 0.162636 0.168531 0.174640 0.180970 59.10 63.46 Presidio Independent 741020EG2 05/14/98 02/15/22 18.422 0.000 7.2494 561.48 0.146161 0.151459 0.156949 0.162638 0.168533 55.04 59.10 Pride International 741932AE7 01/16/01 01/16/21 60.841 0.000 2.5000 318.81 0.063661 0.064457 0.065263 0.066079 0.066905 23.33 23.91 Quicksilver Resources In 74837RAA2 11/01/04 11/01/24 98.500 VARIES 6.7503 0.362476 0.372543 0.382934 0.393661 0.404733 133.53 141.10 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Quicksilver Resources In 74837RAB0 11/01/04 11/01/24 98.500 VARIES 6.7503 0.362476 0.372543 0.382934 0.393661 0.404733 133.53 141.10 Randolph & Perry CNTYS 752368AY6 05/16/13 12/01/18 106.586 VARIES 2.4855 0.069899 0.069473 22.99 Randolph & Perry CNTYS 752368AZ3 05/16/13 12/01/19 107.293 VARIES 2.7850 0.079178 0.078733 0.078282 0.077825 28.40 25.75 Randolph & Perry CNTYS 752368BA7 05/16/13 12/01/20 107.856 VARIES 3.0845 0.088521 0.088066 0.087603 0.087134 0.086657 31.76 31.42 Randolph & Perry CNTYS 752368BB5 05/16/13 12/01/21 108.667 VARIES 3.3340 0.096624 0.096151 0.095670 0.095181 0.094684 34.67 34.32 Randolph & Perry CNTYS 752368BC3 05/16/13 12/01/22 107.818 VARIES 3.5344 0.102487 0.102089 0.101685 0.101273 0.100853 36.80 36.51 Randolph County, IL 752535DL5 01/30/13 12/01/18 85.511 0.000 2.6997 120.62 0.073008 0.073994 24.27 Randolph County, IL 752535DM3 01/30/13 12/01/19 81.034 0.000 3.0997 132.42 0.080966 0.082221 0.083495 0.084789 29.45 27.79 Randolph County, IL 752535DN1 01/30/13 12/01/20 76.487 0.000 3.4497 140.20 0.086480 0.087972 0.089489 0.091033 0.092603 31.49 32.59 Randolph County, IL 752535DP6 01/30/13 12/01/21 72.328 0.000 3.6997 142.99 0.088752 0.090394 0.092066 0.093769 0.095504 32.35 33.55 Randolph County, IL 752535DQ4 01/30/13 12/01/22 68.391 0.000 3.8997 143.16 0.089302 0.091044 0.092819 0.094629 0.096474 32.57 33.85 Regal Beloit Corporation 758750AA1 04/05/04 03/15/24 100.000 VARIES 8.7500 0.592404 0.614267 0.637056 0.660812 0.685576 221.93 238.76 Regal Beloit Corporation 758750AB9 04/05/04 03/15/24 100.000 VARIES 8.7500 0.592404 0.614267 0.637056 0.660812 0.685576 221.93 238.76 Reliant Energy, Inc. 75952J207 09/21/99 09/15/29 100.000 2.000 9.8184 1.272921 1.332683 1.395380 1.461154 1.530158 481.99 528.46 City of Reno, NV 759830AQ5 09/22/16 06/01/20 99.117 2.000 2.2506 2.97 0.006581 0.006655 0.006730 0.006806 0.006883 2.39 2.44 City of Reno, NV 759830AR3 09/22/16 06/01/21 98.102 2.000 2.4304 4.95 0.010987 0.011121 0.011256 0.011393 0.011531 3.99 4.08 City of Reno, NV 759830AS1 09/22/16 06/01/22 98.689 2.500 2.7504 2.76 0.006151 0.006235 0.006321 0.006408 0.006496 2.23 2.30 City of Reno, NV 759830AT9 09/22/16 06/01/25 97.746 3.000 3.3004 2.92 0.006528 0.006635 0.006745 0.006856 0.006969 2.38 2.45 Rock Island Counties, IL 772283DA2 10/02/15 12/01/18 105.489 VARIES 1.9915 0.055686 0.054899 18.46 ROCKFORD ILL PK DIST 773182WJ5 06/06/18 12/15/19 100.000 2.910 2.8948 0.080411 0.080470 0.081634 0.080417 16.51 27.86 Royal Bank of Canada 78008HUA6 01/28/10 01/28/20 100.000 VARIES 4.5517 0.132182 0.131084 0.129961 0.128813 0.127639 47.05 46.22 Royal Bank of Canada 78008KN33 03/31/11 03/31/21 100.000 VARIES 4.1703 0.116435 0.116355 0.116274 0.116191 0.116106 41.89 41.83 Royal Bank of Canada 78008KYV9 01/27/11 01/27/31 100.000 VARIES 4.9792 0.133813 0.133931 0.134053 0.134178 0.134306 48.23 48.32 Royal Bank of Canada 78008SJY3 11/05/12 11/04/19 100.000 0.000 0.6002 0.017180 0.017232 0.017284 0.017335 6.20 5.25 Royal Bank of Canana 78008SMC7 11/05/12 11/04/19 100.000 0.000 0.6002 0.017180 0.017232 0.017284 0.017335 6.20 5.25 Royal Bank of Canada 78008SVM5 02/04/13 02/04/20 100.000 0.000 2.2565 0.069340 0.070122 0.070914 0.071714 0.072523 25.33 25.91 Royal Bank of Canada 78008TLZ5 08/18/11 08/18/31 100.000 VARIES 4.0300 0.108329 0.108426 0.108526 0.108627 0.108730 39.04 39.11 Royal Bank of Canada 78008TR89 02/17/12 02/17/33* 100.000 3.570 3.5700 0.099167 4.66* ABN AMRO BANK N.V. 78009KAB8 01/13/05 01/13/20 100.000 VARIES 4.7502 610.30 0.132966 0.132789 0.132587 0.132379 0.132167 47.77 47.62 Royal Bank of Scotland 78009KLF7 08/11/10 08/11/20 100.000 VARIES 4.9855 0.141659 0.141382 0.141098 0.140807 0.140508 50.87 50.66 Royal Bank of Scotland 78009KME9 09/16/10 09/16/20 100.000 VARIES 3.6714 0.022376 0.022787 0.023205 0.023631 0.024065 8.22 8.52 Royal Bank of Scotland 78009KMG4 09/30/10 09/28/18 100.000 VARIES 2.6928 0.018534 0.018681 5.03 Royal Bank of Scotland 78009KNQ1 11/16/10 11/16/30 100.000 VARIES 5.5209 0.147877 0.148024 0.148175 0.148330 0.148489 53.28 53.39 Royal Bank of Scotland 78009KNR9 11/16/10 11/16/20 100.000 VARIES 4.5134 0.129335 0.129120 0.128899 0.128047 0.127175 46.50 46.17 Royal Bank of Scotland 78009KPH9 12/13/10 12/13/28 100.000 VARIES 5.3208 0.139064 0.139361 0.139666 0.139980 0.140301 50.13 50.35 Royal Bank of Scotland 78009KPR7 12/30/10 12/30/30 100.000 VARIES 5.7104 0.151898 0.152076 0.152259 0.152447 0.152640 54.72 54.85 Royal Bank of Scotland 78009KQW5 02/25/11 02/25/31 100.000 VARIES 5.4494 0.143267 0.143474 0.143687 0.143905 0.144130 51.67 51.82 Royal Bank of Scotland 78009KRJ3 03/15/11 03/15/21 100.000 VARIES 5.5247 0.153132 0.153175 0.153220 0.153266 0.153313 55.14 55.18 Royal Bank of Scotland 78009KRY0 03/31/11 03/31/18 100.000 VARIES 4.3799 0.121594 10.82 Royal Bank of Scotland 78009PAM3 05/25/11 05/25/21 100.000 VARIES 4.4729 0.125579 0.125451 0.125319 0.125185 0.124965 45.18 45.08 Royal Bank of Scotland 78009PAP6 06/14/11 06/14/21 100.000 VARIES 2.5505 0.015265 0.015459 0.015656 0.015856 0.016058 5.54 5.68 Royal Bank of Scotland 78009PBD2 07/21/11 07/21/21 100.000 VARIES 2.8322 0.020657 0.020949 0.021246 0.021547 0.021852 7.58 7.80 ----------------------------- * Called in 2018; 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Royal Bank of Scotland 78009PBK6 08/26/11 08/26/31 100.000 VARIES 4.7435 0.123004 0.124509 0.126049 0.127590 0.129166 44.93 46.04 Royal Bank of Canada 78009Q489 09/26/13 09/26/22 100.000 0.000 3.5770 0.114501 0.116549 0.118633 0.120755 0.122914 41.98 43.50 Royal Bank of Canada 78010UDH7 12/30/13 12/30/20 100.000 VARIES 1.1631 0.007141 0.007183 0.007225 0.007267 0.007309 2.58 2.61 Royal Bank of Canada 78010UDK0 01/30/14 01/30/19 100.000 VARIES 0.9099 0.007534 0.007568 0.007602 2.73 0.22 Royal Bank of Canada 78010UDR5 01/30/14 01/30/19 100.000 2.250 2.2500 0.062500 0.062500 0.062500 22.50 1.81 Royal Bank of Canada 78010UDU8 02/28/14 02/28/34 100.000 VARIES 4.0700 0.099488 0.098140 0.100052 0.098706 0.100085 36.13 36.28 Royal Bank of Canada 78010UVX2 06/30/14 06/30/29 100.000 VARIES 3.5597 0.095943 0.096047 0.096154 0.096262 0.096372 34.56 34.64 Royal Bank of Canada 78010UWN3 09/29/14 09/29/34 100.000 VARIES 3.6300 0.095786 0.095895 0.096005 0.096118 0.096233 34.52 34.60 Royal Bank of Canada 78010UWR4 11/28/14 11/28/34 100.000 VARIES 3.3500 0.088167 0.088275 0.088384 0.088496 0.088609 31.77 31.85 Royal Bank of Canana 78010UWU7 12/23/14 12/23/24 100.000 VARIES 2.8500 0.078434 0.078482 0.078530 0.078579 0.078629 28.25 28.28 Royal Bank of Canada 78012KDH7 06/29/15 06/29/35 100.000 VARIES 3.4100 0.086934 0.087099 0.087266 0.087436 0.087609 31.33 31.45 ROYAL BANK OF CANADA 78012KP84 05/18/17 02/21/23 100.000 0.000 2.4412 15.18 0.068238 0.069071 0.069914 0.070767 0.071631 24.93 25.55 ROYAL BANK OF CANADA 78012KT64 05/31/17 06/01/23 100.000 0.000 2.5535 14.99 0.071840 0.072757 0.073686 0.074627 0.075580 26.08 26.75 ROYAL BANK OF CANADA 78013GJR7 10/18/17 10/18/23 100.000 0.000 2.1352 4.33 0.059312 0.059945 0.060585 0.061232 0.061885 21.56 22.02 ROYAL BK CDA 78013GSS5 03/21/18 03/23/48 100.000 VARIES 3.5194 0.097221 0.095650 0.097235 0.095649 27.52 35.20 ROYAL BANK OF CANADA 78013Q152 02/05/18 02/03/21 100.000 0.000 2.7735 0.077043 0.078100 0.079183 0.080281 25.27 28.63 ROYAL BANK OF CANADA 78013XBL1 12/29/17 12/30/22 100.000 0.000 2.7655 0.15 0.076824 0.077887 0.078964 0.080055 0.081162 27.85 28.63 ROYAL BANK OF CANADA 78013XCS5 01/31/18 01/31/23 100.000 0.000 3.0653 0.085148 0.086453 0.087778 0.089123 28.38 31.76 ROYAL BANK OF CANADA 78013XF45 09/28/18 09/29/22 100.000 0.000 3.5421 0.098403 0.100145 0.101919 9.15 36.06 ROYAL BANK OF CANADA 78013XF52 09/28/18 09/29/22 100.000 0.000 3.5746 0.099304 0.101079 0.102886 9.24 36.40 ROYAL BANK OF CANADA 78013XFK9 02/28/18 02/28/23 100.000 0.000 3.2254 0.089594 0.091039 0.092507 0.093999 27.32 33.40 ROYAL BANK OF CANADA 78013XGY8 03/29/18 03/30/23 100.000 0.000 3.2987 0.091639 0.093151 0.094687 0.096249 25.06 34.09 ROYAL BANK OF CANADA 78013XJD1 04/30/18 07/28/22 100.000 0.000 3.5027 0.097296 0.098129 0.099848 0.101597 23.58 36.17 ROYAL BANK OF CANADA 78013XJZ2 05/31/18 06/03/22 100.000 0.000 3.1800 0.088334 0.088357 0.089762 0.091190 0.092639 18.68 32.65 ROYAL BANK OF CANADA 78013XKR8 05/31/18 06/03/22 100.000 0.000 3.1798 0.088328 0.088351 0.089756 0.091183 0.092633 18.68 32.65 ROYAL BANK OF CANADA 78013XLY2 06/29/18 06/30/22 100.000 0.000 3.4324 0.095353 0.096989 0.098654 0.100347 17.36 35.22 ROYAL BANK OF CANADA 78013XMP0 06/29/18 06/30/22 100.000 0.000 3.3884 0.094132 0.095727 0.097348 0.098998 17.13 34.76 ROYAL BANK OF CANADA 78013XNY0 07/31/18 07/29/22 100.000 0.000 3.5199 0.097775 0.099486 0.101237 14.76 36.03 ROYAL BANK OF CANADA 78013XPT9 07/31/18 07/31/22 100.000 0.000 3.5174 0.097707 0.099425 0.101174 14.75 36.01 ROYAL BANK OF CANADA 78013XRF7 08/31/18 08/31/22 100.000 0.000 3.4339 0.095386 0.097006 0.098690 11.54 35.03 ROYAL BANK OF CANADA 78013XSJ8 08/31/18 09/01/22 100.000 0.000 3.4206 0.095026 0.096651 0.098304 11.50 34.90 ROYAL BANK OF CANADA 78014RAA8 03/20/18 03/20/25 100.000 VARIES 3.4379 0.095497 0.094751 0.093992 0.094106 26.76 33.91 ROYAL BANK OF CANADA 78014RAE0 04/13/18 04/13/28 100.000 VARIES 3.5146 0.097627 0.096414 0.095179 0.093923 25.09 34.29 SG Structured Prods, Inc 78423A2D3 07/29/11 07/29/31 100.000 VARIES 3.8136 0.077505 0.077008 0.076500 0.075921 0.075331 27.66 27.26 SG Structured Prods, Inc 78423A2E1 07/29/11 07/29/31 100.000 VARIES 3.8227 0.079812 0.079106 0.078386 0.077652 0.076904 28.39 27.86 SG Structured Prods, Inc 78423A2P6 07/29/11 07/29/31 100.000 VARIES 3.8133 0.079251 0.078540 0.077817 0.077025 0.076218 28.18 27.63 SG Structured Prods, Inc 78423A3B6 08/31/11 08/29/31 100.000 VARIES 3.8090 0.078528 0.078259 0.077121 0.076677 0.074969 28.44 27.80 SG Structured Prods, Inc 78423AC42 12/31/10 12/31/30 100.000 VARIES 4.1616 0.092300 0.090956 0.089584 0.088183 0.086754 32.98 32.00 SG Structured Prods, Inc 78423AD90 01/31/11 01/31/31 100.000 VARIES 4.1899 0.090114 0.089190 0.088246 0.087282 0.086298 31.99 31.30 SG Structured Prods, Inc 78423AE99 02/25/11 02/25/26 100.000 VARIES 4.0468 0.095137 0.095184 0.095679 0.096184 0.096699 34.33 34.66 SG Structured Prods, Inc 78423AF80 02/28/11 02/28/31 100.000 VARIES 4.1578 0.092895 0.090577 0.091160 0.088752 0.088775 33.27 32.54 SG Structured Prods, Inc 78423AG63 03/18/11 03/18/21 100.000 VARIES 4.1694 0.115665 0.115766 0.115824 0.115884 0.115892 41.67 41.71 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ SG Structured Prods, Inc 78423AJ45 03/31/11 03/31/26 100.000 VARIES 3.9820 0.091687 0.092126 0.092573 0.093030 0.093805 33.17 33.52 SG Structured Prods, Inc 78423AL75 03/31/11 03/31/31 100.000 VARIES 4.2878 0.097618 0.097065 0.096447 0.095816 0.095171 34.94 34.49 SG Structured Prods, Inc 78423AP48 04/29/11 04/29/31 100.000 VARIES 4.1591 0.093208 0.092649 0.091905 0.091146 0.090370 33.37 32.85 SG Structured Prods, Inc 78423AR20 04/29/11 04/30/26 100.000 VARIES 4.1342 0.099371 0.099443 0.099923 0.100414 0.100914 35.82 36.12 SG Structured Prods, Inc 78423AT93 05/31/11 05/30/31 100.000 VARIES 4.0970 0.092651 0.090563 0.091321 0.089086 0.089296 33.39 32.86 SG Structured Prods, Inc 78423AU26 05/31/11 05/30/23 100.000 VARIES 4.1100 0.111234 0.109544 0.111526 0.109874 0.111254 40.30 40.39 SG Structured Prods, Inc 78423AU75 05/31/11 05/30/31 100.000 VARIES 4.0953 0.088736 0.086781 0.087696 0.085742 0.086143 32.00 31.60 SG Structured Prods, Inc 78423AU83 05/31/11 05/29/26 100.000 VARIES 4.1202 0.098504 0.097082 0.098882 0.097828 0.099479 35.70 35.92 SG Structured Prods, Inc 78423AW65 06/30/11 06/30/31 100.000 VARIES 4.0040 0.084900 0.084305 0.083642 0.082967 0.082278 30.46 29.99 SG Structured Prods, Inc 78423AW73 06/30/11 06/30/31 100.000 VARIES 4.0073 0.087184 0.085107 0.085658 0.083400 0.083427 31.44 30.85 SG Structured Prods, Inc 78423AW81 06/30/11 06/30/23 100.000 VARIES 3.9769 0.109909 0.110106 0.110216 0.110328 0.110442 39.60 39.70 SG Structured Prods, Inc 78423AW99 06/30/11 06/30/26 100.000 VARIES 3.9854 0.095041 0.093250 0.095191 0.094035 0.095478 34.36 34.53 SG Structured Products, 78423AYJ5 08/31/10 08/29/25 100.000 0.000 3.6972 0.075354 0.077169 0.078166 0.080048 0.080642 28.19 29.18 SG Structured Prods, Inc 78423EBE3 06/29/12 06/30/32 100.000 VARIES 2.6184 0.061598 0.061587 0.061577 0.061566 0.061686 22.17 22.17 SG Structured Prods, Inc 78423EBR4 07/31/12 07/30/32 100.000 VARIES 2.2858 0.052833 0.053740 0.052894 0.053802 0.052957 19.46 19.48 SG Structured Prods, Inc 78423ECC6 07/31/12 07/30/32 100.000 VARIES 4.6280 0.118904 0.119079 0.119257 0.119440 0.119626 42.89 43.02 SG Structured Prods, Inc 78423ECE2 08/31/12 08/31/32 100.000 VARIES 2.2189 0.051594 0.050828 0.051748 0.050981 0.051619 18.71 18.73 SG Structured Prods, Inc 78423ECF9 08/31/12 08/31/27 100.000 VARIES 2.2060 0.055334 0.054317 0.055100 0.054227 0.054848 19.98 19.92 SG Structured Prods, Inc 78423ECS1 08/31/12 08/31/32 100.000 VARIES 4.5638 0.117259 0.115492 0.117557 0.115792 0.117221 42.51 42.54 SG Structured Prods, Inc 78423EDB7 09/28/12 09/30/32 100.000 VARIES 4.0173 0.104465 0.104606 0.104750 0.104897 0.105046 37.66 37.76 SG Structured Prods, Inc 78423EDJ0 09/28/12 09/30/32 100.000 VARIES 2.1721 0.050540 0.050710 0.050883 0.051057 0.051233 18.26 18.38 SG Structured Prods, Inc 78423EDN1 10/31/12 10/29/27 100.000 VARIES 2.3465 0.057941 0.058202 0.058467 0.058735 0.059006 20.94 21.13 SG Structured Prods, Inc 78423EDQ4 10/31/12 10/29/32 100.000 VARIES 3.5854 0.092926 0.093092 0.093261 0.093434 0.093609 33.50 33.63 SG Structured Prods, Inc 78423EEA8 12/31/12 12/31/32 100.000 VARIES 2.3864 0.057058 0.057008 0.056957 0.056906 0.056854 20.53 20.50 SG Structured Prods, Inc 78423EEJ9 10/31/12 10/29/32 100.000 VARIES 2.3463 0.057486 0.057659 0.057835 0.058013 0.058192 20.75 20.87 SG Structured Prods, Inc 78423EES9 11/30/12 11/30/32 100.000 VARIES 2.3877 0.058492 0.058547 0.058603 0.058659 0.058716 21.07 21.11 SG Structured Prods, Inc 78423EJF2 11/27/13 11/27/23 100.000 VARIES 3.9019 0.101177 0.101663 0.102159 0.102665 0.103180 36.54 36.90 SG Structured Prods, Inc 78423EJG0 12/18/13 12/18/23 100.000 VARIES 3.8787 0.100996 0.101487 0.101989 0.102500 0.103020 36.46 36.82 SM Energy Company 78454LAM2 08/09/16 07/01/21 86.000 1.500 4.7379 36.69 0.076345 0.078153 0.080005 0.081900 27.81 29.14 St. Clair CNTY SD #187, 788550JQ5 06/20/12 01/01/21 107.017 5.500 4.5004 0.128481 0.127934 0.127375 0.126804 46.15 45.75 St. Clair County, IL 788550JU6 06/25/15 01/01/21 79.080 0.000 4.3001 89.37 0.104553 0.105060 0.109097 0.109626 38.26 39.92 St. Clair County, IL 788550JV4 06/25/15 01/01/22 74.588 0.000 4.5500 89.42 0.104990 0.105628 0.109821 0.110488 38.44 40.21 St. Clair County, IL 788550JW2 06/25/15 01/01/23 70.267 0.000 4.7499 88.12 0.103763 0.104495 0.108750 0.109518 38.01 39.83 St. Clair County, IL 788550JX0 06/25/15 01/01/24 65.665 0.000 5.0000 86.91 0.102701 0.103553 0.107901 0.108795 37.64 39.55 St. Clair County, IL 788553GR0 04/13/17 12/01/22 99.225 2.850 3.0005 0.92 0.003603 0.003657 0.003712 0.003768 0.003824 1.31 1.35 St. Clair County, IL 788553GS8 04/13/17 12/01/23 101.777 3.500 3.2006 23.34 0.090348 0.090238 0.090126 0.090012 0.089897 32.50 32.42 St. Clair County, IL 788553GT6 04/13/17 12/01/26 102.645 4.000 3.6716 27.00 0.104535 0.104415 0.104292 0.104166 0.104039 37.60 37.51 St. Clair County, IL 788553GU3 04/13/17 12/01/27 101.642 4.000 3.8108 27.75 0.107507 0.107438 0.107368 0.107297 0.107224 38.69 38.64 San Luis Obispo County 798703AQ7 07/02/03 09/01/18 45.439 0.000 5.2696 511.60 0.138958 0.142619 34.01 San Luis Obispo County 798703AR5 07/02/03 09/01/19 42.462 0.000 5.3696 490.93 0.134157 0.137758 0.141457 0.145255 49.82 34.63 San Luis Obispo County 798703AS3 07/02/03 09/01/20 39.603 0.000 5.4696 470.02 0.129225 0.132759 0.136390 0.140120 0.143952 48.02 50.68 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ San Luis Obispo County 798703AT1 07/02/03 09/01/21 37.061 0.000 5.5396 447.90 0.123666 0.127092 0.130612 0.134229 0.137947 45.97 48.55 San Luis Obispo County 798703AU8 07/02/03 09/01/22 34.700 0.000 5.5996 425.88 0.118013 0.121317 0.124714 0.128205 0.131795 43.88 46.38 San Luis Obispo County 798703AV6 07/02/03 09/01/23 32.578 0.000 5.6397 403.95 0.112210 0.115374 0.118627 0.121972 0.125412 41.74 44.12 San Luis Obispo County 798703AW4 07/02/03 09/01/24 30.563 0.000 5.6797 382.84 0.106601 0.109629 0.112742 0.115944 0.119236 39.66 41.94 San Luis Obispo County 798703AX2 07/02/03 09/01/25 28.774 0.000 5.6997 362.26 0.100993 0.103871 0.106831 0.109876 0.113007 37.58 39.75 San Luis Obispo County 798703AY0 07/02/03 09/01/26 27.018 0.000 5.7298 342.75 0.095725 0.098467 0.101288 0.104190 0.107175 35.62 37.69 San Luis Obispo County 798703AZ7 07/02/03 09/01/27 25.534 0.000 5.7298 323.92 0.090467 0.093059 0.095725 0.098467 0.101288 33.67 35.62 San Luis Obispo County 798703BA1 07/02/03 09/01/28 24.132 0.000 5.7297 306.13 0.085498 0.087947 0.090467 0.093058 0.095724 31.82 33.67 San Luis Obispo County 798703BB9 07/02/03 09/01/29 22.806 0.000 5.7298 289.31 0.080802 0.083117 0.085498 0.087948 0.090467 30.07 31.82 San Luis Obispo County 798703BC7 07/02/03 09/01/30 21.553 0.000 5.7298 273.42 0.076364 0.078552 0.080803 0.083117 0.085499 28.42 30.07 Santa Monica School, CA 802498PT6 10/11/16 07/01/32 95.746 3.000 3.3503 2.57 0.006010 0.006110 0.006213 0.006317 2.18 2.26 SEACOR HOLDINGS INC 81170YAA7 11/13/13 11/15/28 100.000 3.000 8.2500 376.62 0.284933 0.293249 0.301908 0.310925 0.320313 104.85 111.16 Seacor Holdings, Inc. 81170YAB5 11/13/13 11/15/28 100.000 VARIES 8.2503 0.284952 0.293269 0.301929 0.310946 0.320336 104.86 111.16 SEADRILL NEW FINANCE LTD 81173JAA7 07/02/18 07/15/25 44.667 12.000 26.7500 0.222332 0.222332 0.247944 0.276444 39.58 93.58 Seacor Holdings, Inc. 811904AL5 12/11/12 12/15/27 100.000 VARIES 7.1504 0.253136 0.259704 0.266506 0.273318 0.280374 92.53 97.39 Seacor Holdings, Inc. 811904AM3 12/11/12 12/15/27 100.000 VARIES 7.1504 0.253136 0.259704 0.266506 0.273318 0.280374 92.53 97.39 SEACOR HOLDINGS INC 811904AN1 05/15/18 05/15/30 100.000 3.250 7.6251 0.211810 0.216443 0.221253 0.226247 48.08 79.24 Sears Holdings Corp. 812350AF3 11/21/14 12/15/19 82.600 8.000 12.7676 93.77 0.103394 0.109994 0.117016 0.124486 38.63 41.60 Shelby Christian CNTYS, 821510AY0 02/24/16 12/01/18 105.242 3.750 1.8015 34.69 0.051003 0.050524 16.74 Shelby Christian CNTYS, 821510AZ7 02/24/16 12/01/19 105.947 3.750 2.1010 40.82 0.060237 0.059775 0.059309 0.058838 21.57 19.49 Shelby Christian CNTYS, 821510BA1 02/24/16 12/01/20 106.279 3.750 2.3508 45.90 0.067932 0.067506 0.067075 0.066639 0.066198 24.35 24.04 Shelby Christian CNTYS, 821510BB9 02/24/16 12/01/21 106.397 3.750 2.5508 49.94 0.074066 0.073682 0.073293 0.072900 0.072501 26.57 26.29 SG Structured Prods, Inc 83367TAN9 09/28/12 09/28/27 100.000 VARIES 4.2451 0.106699 0.106756 0.106814 0.106873 0.106933 38.43 38.47 SG Structured Prods, Inc 83368W2F7 07/28/15 07/28/21 100.000 0.000 3.0305 0.089400 0.090755 0.092130 0.093526 0.094943 32.85 33.85 SG Structured Prods, Inc 83368W2V2 08/31/15 09/03/30 100.000 VARIES 3.4214 0.088464 0.088353 0.088241 0.088798 0.089365 31.80 32.00 SG Structured Prods, Inc 83368WB59 01/30/15 01/30/30 100.000 VARIES 2.8761 0.079847 0.079893 0.080031 0.080171 0.080313 28.78 28.88 SG Structured Prods, Inc 83368WBD2 01/31/13 01/31/33 100.000 VARIES 3.8966 0.103147 0.103775 0.104478 0.105194 0.105925 37.45 37.96 SG Structured Prods, Inc 83368WBG5 01/31/13 01/31/33 100.000 VARIES 3.8943 0.097841 0.097520 0.097763 0.098010 0.098263 35.15 35.31 SG Structured Prods, Inc 83368WBT7 02/28/13 02/28/33 100.000 VARIES 3.4646 0.085494 0.084508 0.086330 0.085344 0.086951 31.13 31.41 SG Structured Prods, Inc 83368WBX8 03/28/13 03/31/33 100.000 VARIES 2.9028 0.072790 0.072918 0.073281 0.073649 0.074023 26.27 26.51 SG Structured Prods, Inc 83368WCB5 04/12/13 04/12/33 100.000 VARIES 3.9684 0.099482 0.099615 0.100063 0.100520 0.100985 35.88 36.18 SG Structured Prods, Inc 83368WCG4 04/30/13 04/29/33 100.000 VARIES 3.9499 0.099729 0.099986 0.100556 0.101137 0.101730 36.00 36.38 SG Structured Prods, Inc 83368WCQ2 04/30/13 05/01/23 100.000 VARIES 1.6708 0.010081 0.010165 0.010250 0.010335 0.010422 3.65 3.72 SG Structured Prods, Inc 83368WCY5 05/03/13 05/03/23 100.000 VARIES 3.1496 0.086780 0.086801 0.086857 0.086914 0.086977 31.25 31.29 SG Structured Prods, Inc 83368WDL2 06/28/13 06/28/33 100.000 VARIES 4.7629 0.132987 0.134542 0.136262 0.138024 0.139828 48.17 49.38 SG Structured Prods, Inc 83368WDM0 06/28/13 06/28/33 100.000 VARIES 4.7593 0.120748 0.121308 0.122162 0.123037 0.123933 43.57 44.14 SG Structured Prods, Inc 83368WDR9 07/31/13 07/31/33 100.000 VARIES 4.5906 0.115060 0.115551 0.116053 0.116567 0.117092 41.66 42.03 SG Structured Prods, Inc 83368WDT5 07/31/13 07/31/33 100.000 VARIES 4.5832 0.115678 0.116589 0.117520 0.118474 0.119449 42.09 42.77 SG Structured Prods, Inc 83368WDV0 07/31/13 07/31/33 100.000 VARIES 4.5941 0.110088 0.110191 0.110296 0.110403 0.110513 39.68 39.76 SG Structured Prods, Inc 83368WDW8 08/30/13 08/31/33 100.000 VARIES 4.6389 0.114993 0.113466 0.115708 0.114639 0.116745 41.78 42.16 SG Structured Prods, Inc 83368WDX6 08/30/13 08/31/33 100.000 VARIES 4.6414 0.119433 0.118195 0.120893 0.119838 0.122103 43.54 44.08 SG Structured Prods, Inc 83368WDZ1 08/30/13 08/31/28 100.000 VARIES 4.5931 0.120293 0.119304 0.122293 0.121264 0.123594 43.97 44.61 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ SG Structured Prods, Inc 83368WEL1 09/30/13 09/30/33 100.000 VARIES 4.5116 0.114546 0.115214 0.115897 0.116595 0.117309 41.48 41.98 SG Structured Prods, Inc 83368WFA4 10/31/13 10/31/33 100.000 VARIES 4.2945 0.106733 0.107043 0.107359 0.107682 0.108012 38.52 38.75 SG Structured Prods, Inc 83368WFL0 10/31/13 10/31/33 100.000 VARIES 4.2911 0.109928 0.110559 0.111204 0.111863 0.112536 39.77 40.23 SG Structured Prods, Inc 83368WGF2 11/29/13 11/30/33 100.000 VARIES 4.4027 0.111609 0.112075 0.112552 0.113039 0.113537 40.29 40.64 SG Structured Prods, Inc 83368WGM7 11/29/13 11/29/32 90.000 VARIES 4.3778 0.097271 0.098229 0.099209 0.100210 0.101233 35.25 35.96 SG Structured Prods, Inc 83368WGR6 11/29/13 11/29/32 90.000 VARIES 4.3778 0.097269 0.098228 0.099207 0.100208 0.101231 35.25 35.96 SG Structured Prods, Inc 83368WGZ8 12/30/13 12/30/33 100.000 VARIES 4.4481 0.114411 0.114938 0.115478 0.116203 0.116943 41.28 41.70 SG Structured Prods, Inc 83368WHA2 12/30/13 12/30/32 93.000 VARIES 4.4186 0.104893 0.105937 0.107004 0.108095 0.109209 37.95 38.72 SG Structured Prods, Inc 83368WHD6 12/30/13 12/30/33 100.000 VARIES 4.4457 0.110823 0.110916 0.111012 0.111626 0.112253 39.91 40.08 SG Structured Prods, Inc 83368WHS3 01/31/14 01/31/34 100.000 VARIES 4.0888 0.103691 0.104005 0.104723 0.105456 0.106204 37.54 38.06 SG Structured Prods, Inc 83368WJB8 01/31/14 01/31/33 91.000 VARIES 4.0761 0.094810 0.095414 0.096384 0.097375 0.098385 34.48 35.18 SG Structured Prods, Inc 83368WKA8 02/21/14 02/21/24 100.000 0.000 3.6893 0.116468 0.118616 0.120804 0.123033 0.125302 42.88 44.48 SG Structured Prods, Inc 83368WKB6 02/28/14 02/28/34 91.000 VARIES 4.0373 0.093885 0.093055 0.095784 0.095413 0.097690 34.35 35.13 SG Structured Prods, Inc 83368WKC4 02/28/14 02/28/34 100.000 VARIES 4.0411 0.103854 0.102500 0.104857 0.103808 0.105630 37.78 38.17 SG Structured Prods, Inc 83368WKZ3 03/31/14 03/31/34 100.000 VARIES 4.4731 0.112413 0.111956 0.112227 0.112505 0.112789 40.37 40.50 SG Structured Prods, Inc 83368WL58 04/17/15 04/17/25 100.000 VARIES 2.7151 0.075507 0.075490 0.075465 0.075441 0.075415 27.18 27.16 SG Structured Prods, Inc 83368WLG4 03/31/14 03/31/34 91.000 VARIES 4.4572 0.097905 0.098667 0.099818 0.100994 0.102197 35.56 36.36 SG Structured Prods, Inc 83368WLH2 03/31/14 03/31/34 100.000 VARIES 4.4742 0.109961 0.109043 0.108999 0.108954 0.108908 39.33 39.22 SG Structured Prods, Inc 83368WMW8 05/14/14 05/14/21 100.000 VARIES 2.9301 0.081735 0.081695 0.081634 0.081573 0.081523 29.41 29.37 SG Structured Prods, Inc 83368WNR8 05/22/14 05/22/34 91.000 VARIES 3.6947 0.085170 0.085456 0.085990 0.086533 0.087086 30.74 31.10 SG Structured Prods, Inc 83368WP21 05/20/15 05/21/35 100.000 VARIES 3.3762 0.089207 0.089410 0.089617 0.089827 0.090226 32.17 32.32 SG Structured Prods, Inc 83368WPM7 06/26/14 06/26/34 100.000 VARIES 3.6333 0.093210 0.093291 0.093702 0.094121 0.094547 33.57 33.81 SG Structured Prods, Inc 83368WRU7 08/29/14 08/29/34 100.000 VARIES 3.4030 0.087313 0.088118 0.087966 0.088846 0.088279 32.10 32.31 SG Structured Prods, Inc 83368WSX0 08/29/14 08/29/34 100.000 VARIES 3.4025 0.086782 0.087398 0.087061 0.087724 0.086957 31.82 31.88 SG Structured Prods, Inc 83368WTC5 09/30/14 09/30/29 100.000 VARIES 3.5292 0.096407 0.096498 0.096590 0.096684 0.096780 34.74 34.81 SG Structured Prods, Inc 83368WTS0 09/30/14 09/30/24 100.000 VARIES 3.2998 0.087712 0.087988 0.088268 0.088580 0.088896 31.68 31.89 SG Structured Prods, Inc 83368WU58 06/30/15 06/30/35 100.000 VARIES 3.7086 0.094616 0.094153 0.094461 0.094774 0.095093 33.98 34.06 SG Structured Prods, Inc 83368WUJ8 09/30/14 09/30/34 100.000 VARIES 3.5842 0.092874 0.093150 0.093430 0.093716 0.094007 33.53 33.74 SG Structured Prods, Inc 83368WUL3 09/30/14 09/30/34 100.000 VARIES 3.5616 0.091976 0.092250 0.092530 0.092947 0.093371 33.21 33.46 SG Structured Prods, Inc 83368WVM0 10/31/14 10/31/34 100.000 VARIES 3.4502 0.089480 0.089953 0.090435 0.090925 0.091424 32.36 32.71 SG Structured Prods, Inc 83368WXN6 11/26/14 11/26/34 100.000 VARIES 3.3123 0.085535 0.085869 0.086209 0.086646 0.087090 30.88 31.14 SG Structured Prods, Inc 83368WXV8 11/14/14 11/16/21 100.000 0.000 2.6926 0.081054 0.082146 0.083252 0.084372 0.085508 29.47 30.27 SG Structured Prods, Inc 83368WZJ3 12/31/14 12/31/34 100.000 VARIES 3.0162 0.080736 0.081261 0.081794 0.082292 0.082798 29.16 29.54 SG Structured Prods, Inc 83368WZV6 12/16/14 11/16/21 101.640 0.000 2.4786 0.075192 0.076124 0.077067 0.078022 0.078989 27.32 28.00 SG Structured Prods, Inc 83369ECH1 10/30/15 11/01/27 100.000 VARIES 3.1962 0.086679 0.086557 0.086433 0.086307 0.086179 31.17 31.08 SOCIETE GENERALE MEDIUM 83369EE30 10/19/17 10/19/20 100.000 VARIES 1.9157 3.83 0.053215 0.053724 0.054239 0.054759 0.055283 19.32 19.69 SG Structured Prods, Inc 83369EEM8 01/29/16 01/29/36 100.000 VARIES 3.1196 58.06 0.082036 0.081893 0.081747 0.081600 0.081845 29.46 29.42 SOCIETE GENERALE MEDIUM 83369EG95 11/15/17 11/14/22 100.000 VARIES 2.7307 3.49 0.075853 0.076882 0.077932 0.078996 0.080075 27.59 28.35 SG Structured Prods, Inc 83369EGC8 02/26/16 02/26/21 100.000 VARIES 1.8853 5.44 0.007998 0.007882 0.007957 0.008032 0.008108 2.85 2.90 SG Structured Prods, Inc 83369EGU8 03/23/16 03/23/26 100.000 VARIES 1.6326 17.36 0.026367 0.025866 0.025360 0.024851 0.025054 9.30 9.01 SG Structured Prods, Inc 83369EKC3 06/24/16 06/26/23 100.000 0.000 1.8500 28.38 0.052834 0.053323 0.053816 0.054314 0.054817 19.11 19.47 SOCIETE GENERALE SA 83369ER51 01/31/18 07/31/23 100.000 0.000 3.1299 0.086943 0.088304 0.089686 0.091089 28.98 32.46 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ SG Structured Prods, Inc 83369EUT5 03/31/17 03/31/37 100.000 VARIES 3.2302 24.12 0.087587 0.085412 0.085843 0.086280 0.086725 30.98 31.06 SOCIETE GENERALE MEDIUM 83369EZS2 08/30/17 08/30/29 100.000 VARIES 2.7704 9.31 0.076956 0.076508 0.076182 0.075943 0.075747 27.53 27.33 SOCIETE GENERALE SA 83369F3A3 01/31/18 01/28/21 100.000 0.000 2.8909 0.080303 0.081451 0.082628 0.083822 26.76 29.90 SOCIETE GENERALE SA 83369F3F2 01/31/18 01/30/25 100.000 0.000 3.2105 0.089181 0.090613 0.092067 0.093545 29.74 33.33 SOCIETE GENERALE SA 83369F3S4 02/28/18 02/27/25 100.000 0.000 3.2782 0.091061 0.092546 0.094063 0.095604 27.78 33.97 Societe Generale 83369F3V7 02/05/18 02/03/21 100.000 0.000 2.6909 0.074747 0.075741 0.076760 0.077793 24.51 27.75 SOCIETE GENERALE SA 83369F4R5 03/02/18 03/04/25 100.000 0.000 3.3609 0.093358 0.093376 0.094945 0.096540 0.098163 28.10 34.84 SOCIETE GENERALE SA 83369F5A1 03/09/18 05/07/19 100.000 0.000 2.6417 0.073380 0.073692 0.074666 21.55 9.41 SOCIETE GENERALE SA 83369F5J2 03/28/18 03/26/20 100.000 0.000 3.0528 0.084801 0.086081 0.087395 0.088729 23.27 31.48 SOCIETE GENERALE SA 83369F5K9 03/28/18 03/26/21 100.000 0.000 3.1620 0.087834 0.089208 0.090618 0.092051 24.11 32.64 SOCIETE GENERALE SA 83369F7H4 05/23/18 05/23/22 100.000 VARIES 2.8699 0.079718 0.079567 0.079413 0.079257 17.37 28.60 SOCIETE GENERALE SA 83369F7M3 05/30/18 05/31/22 100.000 VARIES 3.3928 0.094245 0.094313 0.094381 0.094451 19.89 33.97 SOCIETE GENERALE SA 83369FA23 05/29/18 05/27/21 100.000 0.000 3.4381 0.095502 0.097126 0.098796 0.100494 20.30 35.38 SOCIETE GENERALE SA 83369FA72 06/04/18 06/06/22 100.000 VARIES 2.9511 0.081974 0.081851 0.081726 0.081888 16.97 29.44 SOCIETE GENERALE SA 83369FAD9 06/13/18 06/13/22 100.000 VARIES 3.2002 0.088896 0.088985 0.089075 0.089167 17.60 32.05 SOCIETE GENERALE SA 83369FAF4 06/20/18 06/20/22 100.000 VARIES 3.2003 0.088896 0.088985 0.089075 0.089167 16.98 32.05 SOCIETE GENERALE SA 83369FBN6 09/19/18 09/17/20 100.000 0.000 3.0929 0.085913 0.087227 0.088576 8.76 31.44 SOCIETE GENERALE SA 83369FBT3 09/25/18 09/25/23 100.000 0.000 3.7818 0.105049 0.107036 0.109060 10.08 38.56 Solectron Corporation 834182AK3 05/08/00 05/08/20 57.912 0.000 2.7500 358.66 0.071346 0.072327 0.073322 0.074330 0.075352 25.97 26.68 Sprint Capital Corporati 852060AD4 05/18/18 11/15/28 96.500 6.875 7.3596 0.006306 0.006534 0.006775 0.007024 1.42 2.42 Sunsource, Inc. 867948AA9 09/30/97 09/30/27 110.000 11.600 10.4990 0.311230 0.310653 0.310045 0.309406 0.308733 111.83 111.38 TARRANT CNTY TEX CULTURA 87638XAB0 03/15/18 03/15/23 100.000 0.000 10.0000 0.277778 0.291667 0.306250 0.321563 80.92 110.79 TARRANT CNTY TEX CULTURA 87638XAC8 03/15/18 03/15/23 100.000 0.000 12.5000 0.347222 0.368924 0.391981 0.416480 101.61 142.00 Time Warner Inc. 887315AZ2 01/17/96 01/15/36 17.038 VARIES 8.8001 0.233379 0.233503 0.233633 0.233769 0.233910 84.08 84.18 Tornillo Indpt SCH DIST 891084NY7 12/06/12 02/01/20 83.718 0.000 2.4998 112.39 0.065258 0.066074 0.066900 0.067736 0.068583 23.89 24.49 Tornillo Indpt SCH DIST 891084NZ4 12/06/12 02/01/21 80.360 0.000 2.6998 117.05 0.068275 0.069197 0.070131 0.071078 0.072037 25.02 25.70 Toyota Motor Credit Corp 89233PU79 03/28/08 03/28/38 24.099 0.000 4.8000 141.88 0.050424 0.051635 0.052874 0.054143 0.055442 18.60 19.50 Trenton, City of 895130K35 03/13/03 04/01/22 31.423 0.000 6.1698 458.26 0.130381 0.134403 0.138550 0.142824 0.147230 48.40 51.43 Trinity Industries, Inc. 896522AF6 06/07/06 06/01/36* 100.000 VARIES 8.5855 0.451202 68.13* UBS AG 90261JGR8 03/25/11 03/25/21 100.000 VARIES 4.6496 0.131858 0.131555 0.131199 0.130835 0.130428 47.35 47.09 UBS AG 90261JHP1 09/21/11 09/21/21 100.000 VARIES 2.4224 0.066467 0.066566 0.066665 0.066766 0.066868 23.97 24.04 UBS AG 90261JHQ9 09/23/11 09/23/19 100.000 VARIES 2.3048 0.005168 0.005227 0.005288 0.005348 1.88 1.40 UBS AG 90261JHS5 09/29/11 09/29/21 100.000 VARIES 2.5378 0.010493 0.010626 0.010761 0.010898 0.011036 3.83 3.92 UBS AG 90261XDU3 07/20/07 07/20/27 100.000 VARIES 5.7801 0.109256 0.108721 0.108169 0.108938 0.109730 39.06 39.33 UBS AG 90261XEU2 03/06/08 03/06/18 100.000 VARIES 4.6052 0.126581 8.23 UBS AG (LONDON BRANCH) 90270KRF8 04/27/18 07/22/21 100.000 0.000 3.3688 0.093578 0.094323 0.095912 0.097527 22.95 34.75 UBS AG (LONDON BRANCH) 90270KSF7 06/20/18 06/16/21 100.000 0.000 3.6899 0.102496 0.104345 0.106271 0.108231 19.60 37.97 UBS AG (LONDON BRANCH) 90270KSL4 06/29/18 06/30/20 100.000 0.000 3.2501 0.090289 0.091756 0.093247 0.094762 16.43 33.30 UBS AG (LONDON BRANCH) 90270KTR0 09/19/18 09/17/20 100.000 0.000 3.4500 0.095833 0.097468 0.099149 9.78 35.14 UBS AG (LONDON BRANCH) 90280Y826 04/05/18 04/06/20 100.000 0.000 3.0514 0.084770 0.086063 0.087376 0.088709 22.66 31.44 UBS AG (LONDON BRANCH) 90281A405 06/20/18 06/18/20 100.000 0.000 3.2800 0.091111 0.092589 0.094107 0.095650 17.42 33.64 Union CNTY SD #531, IL 904842CW9 05/17/11 12/01/18 107.234 VARIES 4.3708 0.122737 0.122081 40.39 ----------------------------- * Called in 2018; 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ UNION ALEXANDER ETC CNTY 904842CX7 12/15/17 12/01/19 103.608 4.500 2.5205 1.16 0.072540 0.073383 0.074308 0.075244 26.32 24.69 UNION ALEXANDER ETC CNTY 904842CY5 12/15/17 12/01/20 103.530 4.000 2.6990 1.24 0.077619 0.078585 0.079645 0.080720 0.075928 28.18 28.75 Union CNTY NJ IMPT Auth 906347UT4 11/25/15 12/01/47 18.159 0.000 5.4001 21.51 0.030329 0.031148 0.031989 0.032853 0.033740 11.12 11.72 United Technologies Corp 913017AR0 11/13/89 11/15/19 98.974 8.875 8.9742 8.59 0.002299 0.002363 0.002510 0.002580 0.86 0.81 Uruguay, Republic 917288BA9 05/29/03 01/15/33 61.000 3.875 N/A 0.145052 0.146408 0.147848 0.149378 0.151003 52.93 54.02 VeriSign, Inc. 92343EAC6 08/20/07 08/15/37* 100.000 VARIES 8.5009 0.422213 0.435354 52.09* VeriSign, Inc. 92343EAD4 08/20/07 08/15/37* 100.000 VARIES 8.5009 0.422213 0.435354 52.09* Veritas Capital Trust 92343W300 12/22/97 01/01/28 100.000 10.000 10.0000 0.277778 0.277778 0.277778 0.277778 100.00 100.00 Virginia Pub School Auth 92817SPA0 11/13/09 09/15/26 90.643 6.050 7.0050 32.12 0.014275 0.014775 0.015292 0.015828 0.016382 5.34 5.72 Wells Fargo & Company 94986RA35 11/30/15 11/30/27 100.000 VARIES 2.3691 0.009706 0.009347 0.008983 0.009089 0.009197 3.41 3.26 Wells Fargo & Company 94986RB59 12/24/15 12/24/25 100.000 VARIES 2.3798 0.008522 0.008623 0.008726 0.008829 0.008934 3.09 3.16 Wells Fargo & Company 94986RB75 12/23/15 12/23/27 100.000 VARIES 2.4986 0.009624 0.009247 0.008865 0.008976 0.009088 3.39 3.21 Wells Fargo & Company 94986RB91 12/23/15 12/23/30 100.000 VARIES 2.5508 0.010373 0.009814 0.009249 0.009367 0.009486 3.62 3.35 Wells Fargo & Company 94986RCP4 02/07/11 02/07/18 100.000 1.500 2.9500 0.090390 3.25 Wells Fargo & Company 94986RD40 01/26/16 01/26/26 100.000 VARIES 2.1764 7.09 0.009534 0.009097 0.009196 0.009297 0.009398 3.30 3.36 Wells Fargo & Co. 94986RDD0 03/31/11 03/31/21 100.000 VARIES 4.1709 0.116587 0.116568 0.116499 0.116428 0.116306 41.96 41.91 Wells Fargo & Co. 94986RDL2 04/29/11 04/30/21 100.000 VARIES 4.3019 0.120415 0.120360 0.120267 0.120172 0.120024 43.33 43.26 Wells Fargo & Company 94986RDV0 05/31/11 05/28/21 100.000 VARIES 4.1141 0.116101 0.115955 0.115737 0.115514 0.115230 41.76 41.61 Wells Fargo & Company 94986RDX6 07/06/11 01/08/18 100.000 0.000 1.9900 0.062260 0.44 Wells Fargo & Company 94986RE72 02/24/16 02/24/28 100.000 VARIES 1.9880 8.32 0.011905 0.011551 0.011194 0.010833 0.010941 4.13 3.93 Wells Fargo & Company 94986REQ0 08/05/11 02/07/18 100.000 0.000 2.4203 0.077680 2.80 Wells Fargo & Company 94986RF71 02/29/16 03/01/23 100.000 VARIES 1.9956 6.44 0.009358 0.009117 0.009208 0.009300 0.009393 3.31 3.35 Wells Fargo & Comany 94986RFA4 09/08/11 03/07/18 100.000 0.000 2.3000 0.073281 4.84 Wells Fargo & Company 94986RFL0 10/05/11 10/05/18 100.000 0.000 2.4700 0.079500 0.080481 21.96 Wells Fargo & Company 94986RFS5 10/05/11 04/06/18 100.000 0.000 2.3000 0.073291 6.96 Wells Fargo & Company 94986RFX4 11/08/11 05/07/18 100.000 0.000 2.3200 0.074005 9.32 Wells Fargo & Company 94986RG21 03/23/16 03/23/26 100.000 VARIES 2.2005 7.28 0.010599 0.010108 0.010219 0.010331 0.010445 3.69 3.72 Wells Fargo & Company 94986RGE5 12/07/11 06/07/18 100.000 0.000 2.3300 0.074372 11.60 Wells Fargo & Company 94986RGS4 01/04/12 07/06/18 100.000 0.000 2.3699 0.074948 0.075836 14.03 Wells Fargo & Company 94986RH53 03/16/16 03/16/22 100.000 0.000 2.2405 40.74 0.064351 0.065072 0.065801 0.066538 0.067284 23.45 23.98 Wells Fargo & Company 94986RHA2 02/07/12 08/07/18 100.000 0.000 2.0501 0.063709 0.064362 13.88 Wells Fargo & Company 94986RHC8 01/27/12 01/28/19 100.000 VARIES 1.7472 0.015915 0.016054 0.016195 5.80 0.44 Wells Fargo & Company 94986RHG9 03/07/12 09/10/18 100.000 0.000 1.9799 0.061302 0.061909 15.37 Wells Fargo & Company 94986RHQ7 03/05/12 03/05/19 100.000 VARIES 1.4012 0.011040 0.010936 0.011195 4.03 0.71 Wells Fargo & Company 94986RHR5 03/07/12 09/10/18 100.000 0.000 2.1000 0.065447 0.066135 16.42 Wells Fargo & Company 94986RHX2 04/04/12 10/05/18 100.000 0.000 1.9801 0.061302 0.061909 16.91 Wells Fargo & Company 94986RHZ7 03/21/12 03/21/19 100.000 VARIES 1.3790 0.011020 0.011096 0.011172 4.00 0.89 Wells Fargo & Company 94986RJ28 03/29/16 03/29/21 100.000 0.125 2.5923 46.24 0.074708 0.075631 0.076567 0.077514 0.078474 27.23 27.91 Wells Fargo & Company 94986RJK8 04/24/12 04/24/19 100.000 VARIES 1.3828 0.011342 0.011420 0.011499 4.11 1.30 Wells Fargo & Company 94986RJR3 06/07/12 12/07/18 100.000 0.000 1.9898 0.061633 0.062246 20.82 Wells Fargo & Company 94986RJW2 05/29/12 05/29/19 100.000 0.000 2.2700 0.071389 0.072200 0.073019 25.90 10.81 Wells Fargo & Company 94986RK67 04/21/16 04/21/26 100.000 VARIES 2.1558 6.68 0.010499 0.010236 0.009970 0.009701 0.009805 3.70 3.53 ----------------------------- * Called in 2018; 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Wells Fargo & Company 94986RKE0 07/05/12 07/08/19 100.000 0.000 1.8099 0.055021 0.055519 0.056022 0.056529 20.07 10.57 Wells Fargo & Company 94986RKN0 08/07/12 08/07/19 100.000 0.000 1.7000 0.051392 0.051828 0.052269 0.052713 18.71 11.37 Wells Fargo & Company 94986RKY6 08/17/12 08/19/19 100.000 VARIES 1.2320 0.008001 0.008050 0.008099 0.008149 2.90 1.86 Wells Fargo & Company 94986RLH2 09/21/12 09/23/19 100.000 VARIES 1.1737 0.007997 0.008044 0.008091 0.008139 2.90 2.13 Wells Fargo & Company 94986RLK5 10/03/12 10/07/19 100.000 0.000 1.5700 0.047165 0.047536 0.047909 0.048285 17.11 13.29 Wells Fargo & Company 94986RLM1 10/03/12 10/07/19 100.000 0.000 1.7300 0.052389 0.052842 0.053300 0.053761 19.02 14.79 Wells Fargo & Company 94986RLR0 10/03/12 10/03/22 100.000 VARIES 1.2945 0.011339 0.011412 0.011486 0.011561 0.011635 4.11 4.16 Wells Fargo & Company 94986RLU3 11/07/12 11/07/19 100.000 0.000 1.7202 0.052055 0.052502 0.052954 0.053409 18.87 16.29 Wells Fargo & Company 94986RLV1 10/19/12 10/19/20 100.000 VARIES 1.1744 0.009372 0.009427 0.009482 0.009538 0.009594 3.39 3.43 Wells Fargo & Company 94986RLY5 11/07/12 11/07/22 100.000 VARIES 1.1530 0.008918 0.008969 0.009021 0.009073 0.009125 3.23 3.26 Wells Fargo & Company 94986RMD0 11/16/12 11/16/20 100.000 VARIES 1.0417 0.007570 0.007609 0.007649 0.007689 0.007729 2.74 2.76 Wells Fargo & Company 94986RME8 12/07/12 12/06/19 100.000 0.000 1.3600 0.040424 0.040699 0.040975 0.041254 14.62 13.78 Wells Fargo & Company 94986RMF5 12/07/12 12/06/19 100.000 0.000 1.6200 0.048779 0.049174 0.049573 0.049974 17.65 16.68 Wells Fargo & Company 94986RMH1 01/03/13 01/08/20 100.000 0.000 1.0001 0.029061 0.029206 0.029353 0.029499 0.029647 10.54 10.64 Wells Fargo & Company 94986RMJ7 01/03/13 01/08/20 100.000 0.000 1.6998 0.050964 0.051397 0.051834 0.052275 0.052719 18.58 18.89 Wells Fargo & Company 94986RMK4 12/27/12 12/28/22 100.000 VARIES 1.2833 0.011030 0.011101 0.011172 0.011243 0.011316 3.98 4.04 Wells Fargo & Company 94986RMT5 02/07/13 02/07/20 100.000 0.000 1.3701 0.040471 0.040749 0.041028 0.041309 0.041592 14.70 14.90 Wells Fargo & Company 94986RMU2 02/07/13 02/07/20 100.000 0.000 1.6097 0.048060 0.048447 0.048837 0.049230 0.049626 17.48 17.77 Wells Fargo & Company 94986RMV0 01/25/13 01/27/25 100.000 VARIES 1.1863 0.009768 0.009826 0.009884 0.009943 0.010002 3.54 3.59 Wells Fargo & Company 94986RNF4 03/06/13 03/06/20 100.000 0.000 1.5600 0.046471 0.046833 0.047199 0.047567 0.047938 16.88 17.14 Wells Fargo & Company 94986RNG2 03/06/13 03/06/20 100.000 0.000 1.3399 0.039525 0.039790 0.040057 0.040325 0.040595 14.34 14.53 Wells Fargo & Company 94986RNJ6 02/22/13 02/22/21 100.000 VARIES 1.0349 0.011685 0.011940 0.011806 0.012064 0.011929 4.33 4.37 Wells Fargo & Company 94986RNU1 04/03/13 04/07/20 100.000 0.000 1.4905 0.044273 0.044603 0.044935 0.045270 0.045607 16.05 16.29 Wells Fargo & Company 94986RNV9 04/03/13 04/07/20 100.000 0.000 1.5698 0.046794 0.047161 0.047531 0.047904 0.048280 16.97 17.24 Wells Fargo & Company 94986RNW7 03/06/13 03/06/23 100.000 VARIES 1.1812 0.010364 0.010426 0.010487 0.010549 0.010611 3.76 3.80 Wells Fargo & Company 94986RNX5 03/27/13 03/27/25 100.000 VARIES 1.3587 0.010642 0.010714 0.010787 0.010861 0.010934 3.86 3.91 Wells Fargo & Company 94986RPA3 03/20/13 03/20/20 100.000 VARIES 1.1707 0.007759 0.007805 0.007850 0.007896 0.007942 2.81 2.84 Wells Fargo & Company 94986RPF2 05/08/13 05/07/20 100.000 0.000 1.5101 0.044884 0.045223 0.045564 0.045908 0.046255 16.26 16.50 Wells Fargo & Company 94986RPG0 05/08/13 05/07/20 100.000 0.000 1.4899 0.044243 0.044572 0.044904 0.045239 0.045576 16.02 16.26 Wells Fargo & Company 94986RPH8 04/24/13 04/24/23 100.000 VARIES 1.3234 0.007669 0.007719 0.007770 0.007822 0.007874 2.78 2.81 Wells Fargo & Company 94986RPJ4 04/10/13 01/24/20 95.000 0.000 1.9490 0.055893 0.056437 0.056987 0.057543 0.058103 20.39 20.79 Wells Fargo & Company 94986RPS4 06/07/13 06/05/20 100.000 0.000 1.8198 0.054839 0.055338 0.055842 0.056350 0.056862 19.86 20.22 Wells Fargo & Company 94986RPT2 06/07/13 06/05/20 100.000 0.000 1.8598 0.056144 0.056666 0.057193 0.057725 0.058261 20.33 20.71 Wells Fargo & Company 94986RQA2 07/02/13 07/08/20 100.000 0.000 2.4199 0.074038 0.074934 0.075841 0.076759 0.077687 27.13 27.79 Wells Fargo & Company 94986RQB0 07/02/13 07/08/20 100.000 0.000 2.2502 0.068385 0.069155 0.069933 0.070719 0.071515 25.02 25.59 Wells Fargo & Company 94986RQF1 06/12/13 06/05/20 100.000 0.000 2.3333 0.071915 0.072754 0.073603 0.074461 0.075330 26.08 26.70 Wells Fargo & Company 94986RQH7 06/17/13 06/10/20* 100.000 0.000 2.4817 0.076990 0.077945 12.71* Wells Fargo & Company 94986RQJ3 06/17/13 01/24/20 93.099 0.000 2.3705 0.067526 0.068327 0.069137 0.069956 0.070785 24.71 25.30 Wells Fargo & Company 94986RQR5 08/08/13 08/07/20 100.000 0.000 2.4500 0.075014 0.075933 0.076863 0.077804 0.078758 27.44 28.11 Wells Fargo & company 94986RQS3 08/08/13 08/07/20 100.000 0.000 2.3798 0.072663 0.073528 0.074403 0.075288 0.076184 26.56 27.20 Wells Fargo & Company 94986RQZ7 09/09/13 09/08/20 100.000 0.000 2.0800 0.062761 0.063414 0.064073 0.064739 0.065413 22.86 23.34 Wells Fargo & Company 94986RRG8 10/03/13 10/07/19 100.000 0.000 1.9198 0.057577 0.058129 0.058687 0.059251 20.92 16.30 ----------------------------- * Called in 2018; 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Wells Fargo & Company 94986RRH6 10/03/13 10/07/20 100.000 0.000 1.9199 0.057577 0.058130 0.058688 0.059251 0.059820 20.92 21.32 Wells Fargo & Company 94986RRS2 11/07/13 05/07/20 100.000 0.000 1.7499 0.052117 0.052573 0.053033 0.053497 0.053965 18.89 19.23 Wells Fargo & Company 94986RSM4 01/03/14 01/04/19 100.000 0.000 1.7402 0.051364 0.051811 0.052261 18.73 0.16 Wells Fargo & Company 94986RTK7 03/13/14 03/13/19 110.000 0.125 2.1760 0.071449 0.072189 0.072936 26.02 5.25 Wells Fargo & Company 94986RTM3 03/27/14 03/27/23 100.000 0.000 3.5789 0.112555 0.114569 0.116619 0.118706 0.120830 41.26 42.75 Wells Fargo & Company 94986RUS8 08/25/14 08/25/21 100.000 VARIES 1.0019 0.027543 0.027578 0.027614 0.027649 0.027685 9.93 9.96 Wells Fargo & Company 94986RUW9 09/23/14 09/23/24 100.000 VARIES 2.5651 0.006757 0.006844 0.006932 0.007021 0.007111 2.47 2.53 Wells Fargo & Company 94986RVA6 09/30/14 09/30/24 100.000 VARIES 2.5155 0.006784 0.006869 0.006956 0.007043 0.007132 2.47 2.54 Wells Fargo & Company 94986RVY4 02/23/15 02/21/20 110.000 0.125 2.3385 0.075513 0.076356 0.077208 0.078070 0.078942 27.56 28.18 Wells Fargo & Company 94986RVZ1 02/27/15 02/27/25 100.000 VARIES 2.1821 0.009999 0.009726 0.009832 0.009940 0.010048 3.53 3.59 Wells Fargo & Company 94986RWD9 04/06/15 04/06/22 100.000 0.000 2.0104 0.058707 0.059297 0.059893 0.060495 0.061103 21.34 21.77 Wells Fargo & Company 94986RWJ6 03/31/15 03/31/25 100.000 VARIES 2.0659 0.056215 0.055974 0.056068 0.056163 0.056259 20.18 20.22 Wells Fargo & Company 94986RWQ0 04/22/15 04/22/30 100.000 VARIES 2.2225 0.059765 0.059358 0.058945 0.058529 0.058658 21.39 21.13 Wells Fargo & Company 94986RWZ0 05/21/15 05/21/27 100.000 VARIES 2.2895 0.009971 0.009597 0.009707 0.009818 0.009930 3.51 3.52 Wells Fargo & Company 94986RX30 10/18/16 10/18/26 100.000 VARIES 2.2447 4.30 0.009622 0.009380 0.009135 0.008887 0.008637 3.38 3.21 Wells Fargo & Company 94986RXQ9 06/30/15 06/30/27 100.000 VARIES 2.5017 0.010188 0.009925 0.009658 0.009389 0.009506 3.62 3.43 Wells Fargo & Company 94986RXR7 06/24/15 06/24/22 100.000 0.250 2.4237 0.071073 0.071850 0.072637 0.073433 0.074239 25.74 26.30 Wells Fargo & Company 94986RXZ9 07/29/15 07/29/27 100.000 VARIES 2.4666 0.009203 0.008848 0.008488 0.008592 0.008698 3.14 3.11 Wells Fargo & Company 94986RYP0 09/03/15 09/03/27 100.000 VARIES 2.4323 0.008879 0.008541 0.008198 0.008298 0.008399 3.06 2.99 Wells Fargo & Company 94986RZ46 10/20/16 10/20/26 100.000 VARIES 2.2262 5.88 0.013245 0.012915 0.012580 0.012242 0.011901 4.66 4.42 Wells Fargo & Company 94986RZ79 11/04/16 11/06/23 100.000 0.250 2.8285 33.06 0.080620 0.081662 0.082719 0.083791 0.084877 29.33 30.09 Wells Fargo & Company 94986RZB0 10/05/15 10/05/27 100.000 VARIES 2.2452 0.010705 0.010330 0.009951 0.010062 0.010175 3.72 3.62 Wells Fargo & Company 94986RZJ3 10/09/15 10/09/25 100.000 VARIES 2.2547 0.009521 0.009262 0.009000 0.009102 0.009204 3.34 3.28 Wells Fargo & Company 94986RZL8 10/09/15 10/09/27 100.000 VARIES 2.3811 0.012267 0.011810 0.011347 0.011482 0.011619 4.26 4.13 Wells Fargo & Company 94986RZN4 10/26/15 10/26/27 100.000 VARIES 2.3226 0.063084 0.062958 0.062831 0.062702 0.062572 22.67 22.58 Wells Fargo & Company 94986RZU8 11/13/15 11/13/30 100.000 VARIES 2.4455 0.009064 0.008597 0.008125 0.008224 0.008325 3.13 2.95 WELLS FARGO & CO 95000E3U1 10/20/17 10/22/24 100.000 0.250 1.8358 3.62 0.050994 0.051402 0.051810 0.052222 0.052638 18.49 18.78 Wells Fargo & Company 95000N2A6 02/23/17 02/23/22 100.000 VARIES 1.8572 2.57 0.008169 0.007866 0.007939 0.008013 0.008087 2.86 2.89 Wells Fargo & Company 95000N2D0 02/24/17 02/24/27 100.000 VARIES 2.7668 23.58 0.076765 0.076674 0.076582 0.076489 0.076509 27.60 27.54 Wells Fargo & Company 95000N2J7 05/19/17 05/19/27 100.000 VARIES 2.6993 3.15 0.013812 0.013359 0.012900 0.012434 0.012362 4.85 4.54 WELLS FARGO & CO 95000N2K4 06/23/17 06/23/27 100.000 VARIES 2.5340 2.16 0.010984 0.010463 0.009935 0.009401 0.009520 3.85 3.48 WELLS FARGO & CO 95000N2P3 07/25/17 07/25/29 100.000 VARIES 2.6059 1.44 0.009246 0.008729 0.008206 0.007675 0.007137 3.07 2.69 WELLS FARGO & CO 95000N2T5 08/16/17 08/16/27 100.000 VARIES 2.5861 1.40 0.010391 0.009918 0.009438 0.008953 0.008460 3.53 3.18 WELLS FARGO & CO 95000N2V0 08/31/17 08/31/29 100.000 VARIES 2.4309 1.18 0.009746 0.009238 0.008713 0.008193 0.007654 3.29 2.91 WELLS FARGO & CO 95000N2Y4 09/15/17 09/15/27 100.000 VARIES 2.8997 1.70 0.015995 0.015694 0.015388 0.015078 0.014763 5.64 5.42 WELLS FARGO & CO 95000N2Z1 09/20/17 09/20/27 100.000 VARIES 2.5328 0.96 0.009521 0.008918 0.008306 0.007688 0.007785 3.20 2.83 WELLS FARGO & CO 95000N3B3 09/21/17 09/21/27 100.000 VARIES 2.5668 0.95 0.009466 0.009037 0.008603 0.008164 0.007719 3.24 2.93 WELLS FARGO & CO 95000N3F4 10/25/17 10/25/27 100.000 VARIES 2.7552 0.60 0.009145 0.008705 0.008259 0.007806 0.007347 3.15 2.83 WELLS FARGO & CO 95000N3G2 10/20/17 10/20/27 100.000 VARIES 2.7158 0.71 0.009995 0.009520 0.009038 0.008550 0.008055 3.44 3.10 WELLS FARGO & CO 95000N3M9 01/31/18 01/31/28 100.000 VARIES 3.2008 0.008105 0.007661 0.007210 0.006752 2.62 2.54 WELLS FARGO & CO 95000N3N7 01/31/18 01/31/38 100.000 VARIES 3.2610 0.011334 0.010114 0.008873 0.007613 3.57 3.04 WELLS FARGO & CO 95001B2K9 02/14/18 02/14/25 105.000 0.125 3.5350 0.103104 0.104865 0.106657 0.108481 32.93 38.57 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ WELLS FARGO & CO 95001D2D1 03/21/18 03/21/30 100.000 VARIES 3.3176 0.010378 0.009668 0.008947 0.008214 2.83 3.21 WELLS FARGO & CO 95001D2G4 04/20/18 04/20/28 100.000 VARIES 3.4399 0.012998 0.012241 0.011472 0.010690 3.21 4.16 WELLS FARGO & CO 95001D2N9 07/03/18 07/03/28 100.000 VARIES 3.5475 0.017513 0.016904 0.016284 3.12 5.98 WELLS FARGO & CO 95001D2X7 09/26/18 09/26/28 100.000 VARIES 3.7928 0.009661 0.009052 0.008431 0.92 3.25 White CNTYS SD #533, IL 963806DK7 08/04/10 12/01/18 105.851 VARIES 4.6311 0.129723 0.129189 42.71 White CNTYS SD #533, IL 963806DL5 08/04/10 12/01/19 102.631 VARIES 4.8822 0.136557 0.136330 0.136098 0.135860 49.11 44.87 WHITE GALLATIN ETC CNTYS 963806ED2 08/03/17 12/01/23 103.545 3.875 3.2387 13.82 0.094142 0.095666 0.092587 0.092343 0.092095 34.12 33.27 WHITE GALLATIN ETC CNTYS 963806EE0 08/03/17 12/01/24 103.054 3.875 3.3896 14.39 0.098108 0.099771 0.096617 0.096430 0.096240 35.57 34.74 WHITE GALLATIN ETC CNTYS 963806EF7 08/03/17 12/01/25 104.477 4.250 3.5381 15.23 0.103872 0.105710 0.102034 0.101750 0.101462 37.67 36.66 WHITE GALLATIN ETC CNTYS 963806EG5 08/03/17 12/01/26 103.497 4.250 3.6875 15.73 0.107294 0.109272 0.105507 0.105275 0.105040 38.93 37.93 Will CNTY SD #88, IL 968794ED5 03/03/09 10/01/28 93.191 5.500 6.1006 21.25 0.008613 0.008876 0.009147 0.009426 3.20 3.39 Will County, IL 968852TN3 03/15/07 10/01/25 34.635 0.000 5.8000 295.76 0.101971 0.104929 0.107971 0.111103 0.114325 37.78 40.01 Will County, IL 968852TP8 03/15/07 10/01/26 32.402 0.000 5.8498 279.84 0.096710 0.099539 0.102450 0.105447 0.108531 35.84 37.97 Will County SD#122, IL 968852WL3 04/02/09 10/01/23 92.349 5.250 6.0501 0.024683 0.025455 0.026251 0.027073 9.17 7.24 Will County SD #122, IL 968852WM1 04/02/09 10/01/28 24.364 0.000 7.3751 215.50 0.092359 0.095765 0.099296 0.102958 0.106755 34.49 37.08 Will CNTY SD #365, IL 969078QM9 03/17/09 11/01/27 23.731 0.000 7.8744 230.69 0.101040 0.105018 0.109153 0.113451 0.117917 37.58 40.59 Will CNTY SD #365, IL 969078QN7 03/17/09 11/01/28 21.864 0.000 7.8993 213.45 0.093579 0.097275 0.101117 0.105111 0.109263 34.81 37.61 Williamson Jackson , IL 970013EJ3 11/20/14 12/01/18 103.853 VARIES 1.9961 0.055995 0.055722 18.43 Williamson Jackson , IL 970013EK0 11/20/14 12/01/19 103.306 VARIES 2.2964 0.064661 0.064447 0.064230 0.064010 23.23 21.16 Williamson Jackson , IL 970013EL8 11/20/14 12/01/20 102.500 VARIES 2.5464 0.071655 0.071506 0.071356 0.071203 0.071049 25.76 25.65 Williamson Jackson , IL 970013EM6 11/20/14 12/01/21 101.267 VARIES 2.7966 0.078278 0.078207 0.078136 0.078063 0.077989 28.16 28.11 Williamson Jackson , IL 970013EN4 11/20/14 12/01/22 100.000 VARIES 2.9965 0.083251 0.083249 0.083248 0.083247 0.083246 29.97 29.97 Woodford CNTYS SD #21, I 979293BG1 06/06/13 12/01/18 105.731 VARIES 1.9916 0.055926 0.055626 18.40 WOODFORD & MARSHALL CNTY 979293BH9 08/07/18 12/01/19 102.268 4.875 3.0425 0.086432 0.087265 0.088592 12.47 29.04 WOODFORD & MARSHALL CNTY 979293BJ5 08/07/18 12/01/20 104.033 5.125 3.2629 0.094291 0.095265 0.096819 0.092283 13.61 34.49 WOODFORD & MARSHALL CNTY 979293BK2 08/07/18 12/01/21 105.912 5.250 3.3227 0.097754 0.098783 0.100424 0.095712 14.11 35.77 WOODFORD & MARSHALL CNTY 979293BL0 08/07/18 12/01/22 106.949 5.250 3.4778 0.103319 0.104457 0.106273 0.101443 14.91 37.84 WOODFORD & MARSHALL CNTY 979293BM8 08/07/18 12/01/23 109.113 5.500 3.5804 0.108520 0.109751 0.111715 0.106513 15.66 39.77 WOODFORD & MARSHALL CNTY 979293BN6 08/07/18 12/01/24 110.347 5.500 3.6329 0.111357 0.112638 0.114684 0.109459 16.07 40.82 WOODFORD CNTY ILL CMNTY 979336ES9 11/09/17 12/01/18 101.096 3.000 1.9348 2.83 0.054398 0.054924 18.05 WOODFORD CNTY ILL CMNTY 979336ET7 11/09/17 12/01/19 101.501 3.000 2.2406 3.29 0.063261 0.063969 0.062705 0.062474 22.88 20.65 WOODFORD CNTY ILL CMNTY 979336EU4 11/09/17 12/01/20 102.195 3.250 2.4925 3.68 0.070863 0.071746 0.070252 0.070003 0.069750 25.65 25.23 WOODFORD CNTY ILL CMNTY 979336EV2 11/09/17 12/01/21 101.907 3.250 2.7435 4.04 0.077793 0.078860 0.077314 0.077136 0.076956 28.18 27.79 York County, PA 986812MD4 12/28/95 02/01/18* 20.780 0.000 7.2396 786.38 0.194075 6.02* York County, PA 986812ME2 12/28/95 02/01/19 19.353 0.000 7.2397 732.40 0.180755 0.187298 0.194078 68.25 5.82 York County, PA 986812MF9 12/28/95 02/01/20 18.025 0.000 7.2396 682.12 0.168344 0.174438 0.180752 0.187295 0.194075 63.56 68.25 York County, PA 986812MG7 12/28/95 02/01/21 16.787 0.000 7.2398 635.30 0.156791 0.162466 0.168347 0.174441 0.180756 59.20 63.56 York County, PA 986812MH5 12/28/95 02/01/22 15.635 0.000 7.2397 591.68 0.146026 0.151312 0.156789 0.162464 0.168345 55.14 59.20 York County, PA 986812MJ1 12/28/95 02/01/23 14.561 0.000 7.2398 551.07 0.136004 0.140927 0.146028 0.151315 0.156792 51.35 55.14 York County, PA 986812MK8 12/28/95 02/01/24 13.562 0.000 7.2397 513.24 0.126666 0.131251 0.136002 0.140925 0.146026 47.83 51.35 York County, PA 986812QD0 12/28/95 02/01/20 18.025 0.000 7.2396 682.12 0.168344 0.174438 0.180752 0.187295 0.194075 63.56 68.25 York County, PA 986812RC1 12/28/95 02/01/20 18.025 0.000 7.2396 682.12 0.168344 0.174438 0.180752 0.187295 0.194075 63.56 68.25 ----------------------------- * Called in 2018; 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 2018 1st 2018 2nd 2018 3rd 2019 2nd 2019 3rd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/18 Period Period 2019 1st Period Period 2018 2019 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ QBE Funding Trust G7303WAA9 04/15/02 04/15/22 59.358 0.000 2.6250 300.62 0.064842 0.065693 0.066556 0.067429 0.068314 23.63 24.25 BANCO DE GALICIA Y BUENO P0R66CAA6 07/19/16 07/19/26 100.000 VARIES 8.7499 0.244295 0.244956 0.245647 0.246368 0.247121 88.28 88.80 Caesars Entertainment U1229TAB2 02/15/13 02/15/20 97.500 9.000 9.4970 15.65 0.010948 0.011468 0.012013 0.012583 0.013181 4.18 4.59 Caesars Entertainment U1229TAC0 02/15/13 02/15/20 97.500 9.000 9.4970 15.65 0.010948 0.011468 0.012013 0.012583 0.013181 4.18 4.59 Caesars Entertainment U1229TAD8 02/15/13 02/15/20 97.500 9.000 9.4970 15.65 0.010948 0.011468 0.012013 0.012583 0.013181 4.18 4.59 Cheriere Energy, Inc. U16344AB6 11/28/14 05/28/21 100.000 0.000 4.8750 0.156468 0.160282 0.164189 0.168191 0.172291 57.27 60.10 CHESAPEAKE ENERGY CORP U16450AT2 12/23/15 12/15/22* 48.000 8.000 23.5159 79.67 0.140246 0.155880 48.55* Kansas City Southern U24468AB3 12/09/15 05/15/43 90.810 4.300 4.9136 3.47 0.004943 0.005064 0.005189 0.005316 0.005447 1.81 1.90 Kansas City Southern U24468AE7 12/09/15 05/15/20 97.300 2.350 3.0050 12.12 0.016887 0.017141 0.017398 0.017659 0.017925 6.15 6.33 Kansas City Southern U24468AF4 12/09/15 05/15/23 95.360 3.000 3.7202 11.63 0.016335 0.016638 0.016948 0.017263 0.017584 5.96 6.19 Eclipse Resources Corp. U2779QAA2 07/06/15 07/15/23 97.903 8.875 9.2509 4.96 0.006069 0.006350 0.006644 0.006951 0.007273 2.33 2.55 Goodrich Petroleum Corp. U38254AD7 10/12/16 08/30/19 74.590 0.000 24.6243 246.95 0.612700 0.699542 0.772861 0.872761 259.53 204.54 Hovnanian Enterprises U48654AM6 11/01/11 11/01/21 53.000 5.000 13.8062 214.69 0.143405 0.153305 0.163887 0.175201 0.187295 54.64 62.44 Hovnanian Enterpirses U48654AN4 11/01/11 11/01/21 42.000 2.000 12.1926 0.231908 0.242659 0.254065 0.266167 0.279007 86.75 95.14 Liberty Media Corp. U52892AD5 01/11/01 01/15/31** 100.000 3.500 N/A 0.868781 0.905430 0.943820 0.984034 1.026157 331.81** 360.68 ----------------------------- * Called in 2018; reportable OID is computed to call date. ** These calculations may be revised. SECTION I-C Inflation Indexed Debt Instruments Inflation-Adj Stated Issue Maturity Principal on Interest Total OID 2018 1st 2018 2nd 2018 3rd Calendar Year Name of Issuer CUSIP No. Date Date Issue Date Rate to 1/1/18 Period Period Period 2018 ______________ _________ ________ ________ ____________ ________ _________ ________ ________ ________ _____________ U.S. Treasury 912810FD5 04/15/98 04/15/28 100.000 3.625 525.06 0.102761 0.124253 0.064663 38.47 U.S. Treasury 912810FH6 04/15/99 04/15/29 100.000 3.875 500.44 0.101102 0.122248 0.063620 37.85 U.S. Treasury 912810FQ6 10/15/01 04/15/32 100.000 3.375 389.65 0.093637 0.113221 0.058922 35.05 U.S. Treasury 912810FR4 07/15/04 01/15/25 100.000 2.375 308.58 0.001027 0.127525 0.058307 33.01 U.S. Treasury 912810FS2 01/15/06 01/15/26 100.000 2.000 242.78 0.000975 0.121112 0.055375 31.35 U.S. Treasury 912810PS1 01/15/07 01/15/27 100.000 2.375 223.14 0.000960 0.119198 0.054500 30.85 U.S. Treasury 912810PV4 01/15/08 01/15/28 100.000 1.750 177.41 0.000924 0.114742 0.052462 29.70 U.S. Treasury 912810PZ5 01/15/09 01/15/29 100.000 2.500 148.87 0.000901 0.111961 0.051191 28.98 U.S. Treasury 912810QF8 02/15/10 02/15/40 100.000 2.125 141.22 -0.006837 0.132220 0.037143 28.79 U.S. Treasury 912810QP6 02/15/11 02/15/41 100.000 2.125 126.36 -0.006748 0.130498 0.036659 28.41 U.S. Treasury 912810QV3 02/15/12 02/15/42 100.000 0.750 91.62 -0.006540 0.126473 0.035529 27.54 U.S. Treasury 912810RA8 02/15/13 02/15/43 100.000 0.625 72.86 -0.006428 0.124300 0.034918 27.06 U.S. Treasury 912810RF7 02/15/14 02/15/44 100.000 1.375 58.37 -0.006341 0.122621 0.034447 26.70 U.S. Treasury 912810RL4 02/15/15 02/15/45 100.000 0.750 47.48 -0.006276 0.121359 0.034092 26.42 U.S. Treasury 912810RR1 02/15/16 02/15/46 100.000 1.000 41.02 -0.006237 0.120610 0.033882 26.26 U.S. Treasury 912810RW0 02/15/17 02/15/47 100.000 0.875 21.83 -0.006122 0.118388 0.033257 25.78 U.S. Treasury 912810SB5 02/15/18 02/15/48 100.000 1.000 0.115889 0.032556 25.50 U.S. Treasury 9128282L3 07/15/17 07/15/27 100.000 0.375 8.36 0.000791 0.098267 0.044930 25.44 U.S. Treasury 9128283R9 01/15/18 01/15/28 100.000 0.500 0.097452 0.044557 25.21 U.S. Treasury 9128284H0 04/15/18 04/15/23 100.000 0.625 0.080907 0.042105 18.09 U.S. Treasury 912828B25 01/15/14 01/15/24 100.000 0.625 57.14 0.000830 0.103021 0.047104 26.67 U.S. Treasury 912828C99 04/15/14 04/15/19 100.000 0.125 52.68 0.070931 0.085766 0.044634 26.55 U.S. Treasury 912828H45 01/15/15 01/15/25 100.000 0.250 41.41 0.000817 0.101489 0.046403 26.27 U.S. Treasury 912828HN3 01/15/08 01/15/18 100.000 1.625 177.41 0.000924 0.01 U.S. Treasury 912828JE1 07/15/08 07/15/18 100.000 1.375 143.86 0.000898 0.111473 20.19 U.S. Treasury 912828JX9 01/15/09 01/15/19 100.000 2.125 148.87 0.000901 0.111961 0.051191 28.98 U.S. Treasury 912828K33 04/15/15 04/15/20 100.000 0.125 53.30 0.070973 0.085817 0.044661 26.57 U.S. Treasury 912828LA6 07/15/09 07/15/19 100.000 1.875 155.23 0.000906 0.112580 0.051474 29.14 U.S. Treasury 912828MF4 01/15/10 01/15/20 100.000 1.375 140.66 0.000895 0.111160 0.050825 28.77 U.S. Treasury 912828N71 01/15/16 01/15/26 100.000 0.625 38.09 0.000815 0.101165 0.046255 26.19 U.S. Treasury 912828NM8 07/15/10 07/15/20 100.000 1.250 131.04 0.000887 0.110223 0.050396 28.53 U.S. Treasury 912828PP9 01/15/11 01/15/21 100.000 1.125 127.59 0.000885 0.109887 0.050243 28.44 U.S. Treasury 912828Q60 04/15/16 04/15/21 100.000 0.125 40.74 0.070127 0.084794 0.044128 26.25 U.S. Treasury 912828QV5 07/15/11 07/15/21 100.000 0.625 94.41 0.000859 0.106653 0.048764 27.61 U.S. Treasury 912828S50 07/15/16 07/15/26 100.000 0.125 29.04 0.000807 0.100283 0.045852 25.96 U.S. Treasury 912828SA9 01/15/12 01/15/22 100.000 0.125 89.82 0.000855 0.106205 0.048560 27.49 U.S. Treasury 912828TE0 07/15/12 07/15/22 100.000 0.125 72.62 0.000842 0.104530 0.047793 27.06 U.S. Treasury 912828UH1 01/15/13 01/15/23 100.000 0.125 68.63 0.000839 0.104141 0.047615 26.96 U.S. Treasury 912828UX6 04/15/13 04/15/18 100.000 0.125 67.07 0.071900 7.48 U.S. Treasury 912828V49 01/15/17 01/15/27 100.000 0.375 21.13 0.000801 0.099512 0.045499 25.76 SECTION I-C Inflation Indexed Debt Instruments Inflation-Adj Stated Issue Maturity Principal on Interest Total OID 2018 1st 2018 2nd 2018 3rd Calendar Year Name of Issuer CUSIP No. Date Date Issue Date Rate to 1/1/18 Period Period Period 2018 ______________ _________ ________ ________ ____________ ________ _________ ________ ________ ________ _____________ U.S. Treasury 912828VM9 07/15/13 07/15/23 100.000 0.375 59.92 0.000832 0.103292 0.047228 26.74 U.S. Treasury 912828WU0 07/15/14 07/15/24 100.000 0.125 38.82 0.000815 0.101236 0.046287 26.20 U.S. Treasury 912828X39 04/15/17 04/15/22 100.000 0.125 14.26 0.068342 0.082636 0.043005 25.58 U.S. Treasury 912828XL9 07/15/15 07/15/25 100.000 0.375 40.14 0.000816 0.101365 0.046346 26.24 U.S. Treasury 912828Y38 07/15/18 07/15/28 100.000 0.750 0.043785 7.44 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 2018). Strips Strips Maturing OID Maturing OID From Through per $1000 From Through per $1000 -------- -------- --------- -------- -------- --------- 01/01/18 03/31/18 3.45 07/01/28 09/30/28 18.84 04/01/18 06/30/18 7.64 10/01/28 12/31/28 18.73 07/01/18 09/30/18 12.36 01/01/29 03/31/29 18.61 10/01/18 12/31/18 17.38 04/01/29 06/30/29 18.50 01/01/19 03/31/19 17.79 07/01/29 09/30/29 18.45 04/01/19 06/30/19 18.09 10/01/29 12/31/29 18.33 07/01/19 09/30/19 18.20 01/01/30 03/31/30 18.22 10/01/19 12/31/19 18.30 04/01/30 06/30/30 18.11 01/01/20 03/31/20 18.41 07/01/30 09/30/30 18.06 04/01/20 06/30/20 18.50 10/01/30 12/31/30 17.95 07/01/20 09/30/20 18.60 01/01/31 03/31/31 17.90 10/01/20 12/31/20 18.78 04/01/31 06/30/31 17.79 01/01/21 03/31/21 18.87 07/01/31 09/30/31 17.73 04/01/21 06/30/21 19.05 10/01/31 12/31/31 17.62 07/01/21 09/30/21 19.22 01/01/32 03/31/32 17.57 10/01/21 12/31/21 19.38 04/01/32 06/30/32 17.46 01/01/22 03/31/22 19.55 07/01/32 09/30/32 17.41 04/01/22 06/30/22 19.70 10/01/32 12/31/32 17.30 07/01/22 09/30/22 19.85 01/01/33 03/31/33 17.24 10/01/22 12/31/22 19.91 04/01/33 06/30/33 17.13 01/01/23 03/31/23 20.05 07/01/33 09/30/33 17.08 04/01/23 06/30/23 20.10 10/01/33 12/31/33 17.02 07/01/23 09/30/23 20.07 01/01/34 03/31/34 16.91 10/01/23 12/31/23 20.12 04/01/34 06/30/34 16.85 01/01/24 03/31/24 20.08 07/01/34 09/30/34 16.75 04/01/24 06/30/24 20.12 10/01/34 12/31/34 16.69 07/01/24 09/30/24 20.08 01/01/35 03/31/35 16.58 10/01/24 12/31/24 20.04 04/01/35 06/30/35 16.52 01/01/25 03/31/25 20.00 07/01/35 09/30/35 16.41 04/01/25 06/30/25 19.88 10/01/35 12/31/35 16.35 07/01/25 09/30/25 19.83 01/01/36 03/31/36 16.25 10/01/25 12/31/25 19.79 04/01/36 06/30/36 16.18 01/01/26 03/31/26 19.74 07/01/36 09/30/36 16.08 04/01/26 06/30/26 19.70 10/01/36 12/31/36 16.02 07/01/26 09/30/26 19.58 01/01/37 03/31/37 15.91 10/01/26 12/31/26 19.53 04/01/37 06/30/37 15.85 01/01/27 03/31/27 19.41 07/01/37 09/30/37 15.78 04/01/27 06/30/27 19.36 10/01/37 12/31/37 15.68 07/01/27 09/30/27 19.24 01/01/38 03/31/38 15.62 10/01/27 12/31/27 19.19 04/01/38 06/30/38 15.51 01/01/28 03/31/28 19.08 07/01/38 09/30/38 15.45 04/01/28 06/30/28 18.96 10/01/38 12/31/38 15.34 Section II (continued) Strips Strips Maturing OID Maturing OID From Through per $1000 From Through per $1000 -------- -------- --------- -------- -------- --------- 01/01/39 03/31/39 15.28 01/01/49 03/31/49 11.84 04/01/39 06/30/39 15.17 04/01/49 06/30/49 11.76 07/01/39 09/30/39 15.11 07/01/49 09/30/49 11.67 10/01/39 12/31/39 15.04 10/01/49 12/31/49 11.59 01/01/40 03/31/40 14.94 01/01/50 03/31/50 11.51 04/01/40 06/30/40 14.87 04/01/50 06/30/50 11.43 07/01/40 09/30/40 14.77 07/01/50 09/30/50 11.35 10/01/40 12/31/40 14.70 10/01/50 12/31/50 11.27 01/01/41 03/31/41 14.60 01/01/51 03/31/51 11.19 04/01/41 06/30/41 14.52 04/01/51 06/30/51 11.11 07/01/41 09/30/41 14.43 07/01/51 09/30/51 11.04 10/01/41 12/31/41 14.35 10/01/51 12/31/51 10.96 01/01/42 03/31/42 14.28 01/01/52 03/31/52 10.88 04/01/42 06/30/42 14.18 04/01/52 06/30/52 10.81 07/01/42 09/30/42 14.11 07/01/52 09/30/52 10.73 10/01/42 12/31/42 14.01 10/01/52 12/31/52 10.66 01/01/43 03/31/43 13.94 01/01/53 03/31/53 10.58 04/01/43 06/30/43 13.84 04/01/53 06/30/53 10.51 07/01/43 09/30/43 13.77 07/01/53 09/30/53 10.44 10/01/43 12/31/43 13.67 10/01/53 12/31/53 10.36 01/01/44 03/31/44 13.58 01/01/54 03/31/54 10.29 04/01/44 06/30/44 13.50 04/01/54 06/30/54 10.22 07/01/44 09/30/44 13.41 07/01/54 09/30/54 10.15 10/01/44 12/31/44 13.31 10/01/54 12/31/54 10.08 01/01/45 03/31/45 13.24 01/01/55 03/31/55 10.01 04/01/45 06/30/45 13.14 04/01/55 06/30/55 9.94 07/01/45 09/30/45 13.05 07/01/55 09/30/55 9.87 10/01/45 12/31/45 12.96 10/01/55 12/31/55 9.80 01/01/46 03/31/46 12.87 01/01/56 03/31/56 9.73 04/01/46 06/30/46 12.78 04/01/56 06/30/56 9.67 07/01/46 09/30/46 12.69 07/01/56 09/30/56 9.60 10/01/46 12/31/46 12.61 10/01/56 12/31/56 9.53 01/01/47 03/31/47 12.53 01/01/57 03/31/57 9.47 04/01/47 06/30/47 12.44 04/01/57 06/30/57 9.40 07/01/47 09/30/47 12.35 07/01/57 09/30/57 9.34 10/01/47 12/31/47 12.26 10/01/57 12/31/57 9.27 01/01/48 03/31/48 12.18 01/01/58 03/31/58 9.21 04/01/48 06/30/48 12.09 04/01/58 06/30/58 9.14 07/01/48 09/30/48 12.01 07/01/58 09/30/58 9.08 10/01/48 12/31/48 11.92 10/01/58 12/31/58 9.02 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 2018, 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 2018 - December 2019 Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 912796RK7 01/02/18 09/01/17 99.638 3.62 912796LC1 01/04/18 01/05/17 99.120 8.80 912796ML0 01/11/18 07/13/17 99.431 5.69 912796NN5 01/18/18 07/20/17 99.441 5.59 912796NP0 01/25/18 07/27/17 99.429 5.71 912796LJ6 02/01/18 02/02/17 99.181 8.19 912796NR6 02/08/18 08/10/17 99.424 5.76 912796NS4 02/15/18 08/17/17 99.436 5.64 912796NT2 02/22/18 08/24/17 99.436 5.64 912796LN7 03/01/18 03/02/17 99.141 8.59 912796NU9 03/08/18 09/07/17 99.436 5.64 912796NW5 03/15/18 09/14/17 99.424 5.76 912796NX3 03/22/18 09/21/17 99.403 5.97 912796LS6 03/29/18 03/30/17 98.964 10.36 912796NY1 04/05/18 10/05/17 99.398 6.02 912796PA1 04/12/18 10/12/17 99.383 6.17 912796PB9 04/19/18 10/19/17 99.373 6.27 912796LX5 04/26/18 04/27/17 98.928 10.72 912796PC7 05/03/18 11/02/17 99.363 6.37 912796PF0 05/10/18 11/09/17 99.343 6.57 912796PG8 05/17/18 11/16/17 99.312 6.88 912796MB2 05/24/18 05/25/17 98.842 11.58 912796PH6 05/31/18 11/30/17 99.275 7.25 912796PJ2 06/07/18 12/07/17 99.267 7.33 912796PL7 06/14/18 12/14/17 99.262 7.38 912796MF3 06/21/18 06/22/17 98.772 12.29 912796PM5 06/28/18 12/28/17 99.227 7.73 912796PN3 07/05/18 01/04/18 99.204 7.96 912796PQ6 07/12/18 01/11/18 99.204 7.96 912796MK2 07/19/18 07/20/17 98.797 12.03 912796PR4 07/26/18 01/25/18 99.184 8.16 912796PS2 08/02/18 02/01/18 99.178 8.22 912796PU7 08/09/18 02/08/18 99.166 8.34 912796NQ8 08/16/18 08/17/17 98.756 12.44 912796PV5 08/23/18 02/22/18 99.080 9.20 912796PW3 08/30/18 03/01/18 99.075 9.25 912796PY9 09/06/18 03/08/18 99.075 9.25 912796NV7 09/13/18 09/14/17 98.746 12.54 912796PZ6 09/20/18 03/22/18 99.014 9.86 912796QA0 09/27/18 03/29/18 99.042 9.58 912796QB8 10/04/18 04/05/18 99.037 9.63 912796NZ8 10/11/18 10/12/17 98.620 13.80 912796QD4 10/18/18 04/19/18 99.017 9.83 912796QE2 10/25/18 04/26/18 98.996 10.04 912796QF9 11/01/18 05/03/18 98.994 10.06 912796PD5 11/08/18 11/09/17 98.499 15.01 912796QJ1 11/15/18 05/17/18 98.971 10.29 Section III-A (continued) Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 912796QK8 11/23/18 05/24/18 98.943 10.57 912796QL6 11/29/18 05/31/18 98.974 10.26 912796PE3 12/06/18 12/07/17 98.332 16.68 912796UD9 12/11/18 10/18/18 99.675 3.26 912796QN2 12/13/18 06/14/18 98.951 10.49 912796UE7 12/18/18 10/25/18 99.673 3.27 912796QP7 12/20/18 06/21/18 98.951 10.49 912796UF4 12/26/18 11/01/18 99.663 3.37 912796QQ5 12/27/18 06/28/18 98.946 10.54 Section III-A (continued) Discount to be Issue Price Reported as 2019 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 912796UG2 01/02/19 11/08/18 99.658 3.42 912796PK9 01/03/19 01/04/18 98.200 18.00 912796UH0 01/08/19 11/15/18 99.657 3.43 912796QS1 01/10/19 07/12/18 98.938 10.62 912796UJ6 01/15/19 11/23/18 99.661 3.39 912796QT9 01/17/19 07/19/18 98.918 10.82 912796UK3 01/22/19 11/29/18 99.653 3.47 912796QU6 01/24/19 07/26/18 98.918 10.82 912796UL1 01/29/19 12/06/18 99.646 3.54 912796PP8 01/31/19 02/01/18 98.150 18.50 912796UM9 02/05/19 12/11/18 99.628 3.72 912796QW2 02/07/19 08/09/18 98.898 11.02 912796UN7 02/12/19 12/18/18 99.633 3.67 912796QX0 02/14/19 08/16/18 98.898 11.02 912796UP2 02/19/19 12/26/18 99.637 3.63 912796QY8 02/21/19 08/23/18 98.895 11.05 912796UQ0 02/26/19 01/02/19 99.630 3.70 912796PT0 02/28/19 03/01/18 97.958 20.42 912796UR8 03/05/19 01/08/19 99.631 3.69 912796QZ5 03/07/19 09/06/18 98.868 11.32 912796US6 03/12/19 01/15/19 99.628 3.72 912796RB7 03/14/19 09/13/18 98.855 11.45 912796RC5 03/21/19 09/20/18 98.842 11.58 912796PX1 03/28/19 03/29/18 97.907 20.93 912796RD3 04/04/19 10/04/18 98.820 11.80 912796RG6 04/11/19 10/11/18 98.797 12.03 912796RH4 04/18/19 10/18/18 98.779 12.21 912796QC6 04/25/19 04/26/18 97.776 22.24 912796RJ0 05/02/19 11/01/18 98.772 12.29 912796RP6 05/09/19 11/08/18 98.761 12.39 912796RQ4 05/16/19 11/15/18 98.754 12.46 912796QH5 05/23/19 05/24/18 97.700 23.00 912796RR2 05/30/19 11/29/18 98.749 12.51 Section III-B FEDERAL HOME LOAN BANKS Short-Term Obligations Issued at a Discount and Maturing in 2018 Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313385RG3 01/02/18 01/06/17 99.318 6.82 313385RH1 01/03/18 04/21/17 99.265 7.35 313385RJ7 01/04/18 01/06/17 99.314 6.86 313385RK4 01/05/18 01/19/17 99.132 8.68 313385RN8 01/08/18 01/13/17 99.120 8.80 313385RP3 01/09/18 01/10/17 99.110 8.90 313385RQ1 01/10/18 01/10/17 99.128 8.72 313385RR9 01/11/18 06/09/17 99.346 6.54 313385RS7 01/12/18 06/02/17 99.365 6.35 313385RW8 01/16/18 02/16/17 99.211 7.89 313385RX6 01/17/18 06/21/17 99.364 6.36 313385RY4 01/18/18 01/25/17 99.115 8.85 313385RZ1 01/19/18 04/21/17 99.219 7.81 313385SC1 01/22/18 02/14/17 99.212 7.89 313385SD9 01/23/18 01/26/17 99.145 8.55 313385SE7 01/24/18 04/26/17 99.276 7.24 313385SF4 01/25/18 02/02/17 99.157 8.43 313385SG2 01/26/18 04/24/17 99.211 7.89 313385SK3 01/29/18 08/24/17 99.530 4.70 313385SL1 01/30/18 07/28/17 99.432 5.68 313385SM9 01/31/18 02/22/17 99.190 8.10 313385SN7 02/01/18 02/02/17 99.141 8.59 313385SP2 02/02/18 02/08/17 99.162 8.38 313385SS6 02/05/18 02/14/17 99.150 8.50 313385ST4 02/06/18 02/07/17 99.156 8.44 313385SU1 02/07/18 02/07/17 99.153 8.47 313385SV9 02/08/18 02/09/17 99.151 8.49 313385SW7 02/09/18 02/10/17 99.151 8.49 313385SZ0 02/12/18 02/27/17 99.144 8.56 313385TA4 02/13/18 03/01/17 99.128 8.72 313385TB2 02/14/18 02/17/17 99.135 8.65 313385TC0 02/15/18 02/16/17 99.100 9.00 313385TD8 02/16/18 02/22/17 99.142 8.58 313385TH9 02/20/18 02/27/17 99.125 8.75 313385TJ5 02/21/18 02/23/17 99.133 8.67 313385TK2 02/22/18 09/19/17 99.536 4.64 313385TL0 02/23/18 02/24/17 99.110 8.90 313385TP1 02/26/18 09/06/17 99.491 5.09 313385TQ9 02/27/18 03/01/17 99.093 9.07 313385TR7 02/28/18 07/12/17 99.275 7.25 313385TS5 03/01/18 03/01/17 99.088 9.12 313385TT3 03/02/18 03/02/17 99.037 9.63 313385TW6 03/05/18 03/08/17 98.944 10.56 313385TX4 03/06/18 03/06/17 99.006 9.94 313385TY2 03/07/18 08/30/17 99.416 5.84 313385TZ9 03/08/18 03/09/17 98.898 11.02 313385UA2 03/09/18 03/09/17 98.895 11.05 Section III-B (continued) Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313385UD6 03/12/18 09/12/17 99.427 5.73 313385UE4 03/13/18 03/13/17 98.895 11.05 313385UF1 03/14/18 03/14/17 98.839 11.61 313385UG9 03/15/18 03/15/17 98.895 11.05 313385UH7 03/16/18 03/16/17 98.895 11.05 313385UL8 03/19/18 03/22/17 99.005 9.95 313385UM6 03/20/18 03/20/17 98.895 11.05 313385UN4 03/21/18 03/23/17 98.911 10.89 313385UP9 03/22/18 03/24/17 98.931 10.69 313385UQ7 03/23/18 03/24/17 98.918 10.82 313385UT1 03/26/18 03/28/17 98.921 10.79 313385UU8 03/27/18 04/03/17 98.926 10.74 313385UV6 03/28/18 03/30/17 99.002 9.98 313385UW4 03/29/18 03/31/17 98.943 10.57 313385VA1 04/02/18 04/03/17 98.917 10.83 313385VB9 04/03/18 04/03/17 98.915 10.85 313385VC7 04/04/18 11/07/17 99.474 5.26 313385VD5 04/05/18 04/05/17 98.905 10.95 313385VE3 04/06/18 09/20/17 99.351 6.49 313385VH6 04/09/18 09/27/17 99.396 6.04 313385VJ2 04/10/18 10/03/17 99.386 6.14 313385VK9 04/11/18 10/11/17 99.381 6.19 313385VL7 04/12/18 05/12/17 99.032 9.68 313385VM5 04/13/18 10/06/17 99.381 6.20 313385VQ6 04/16/18 09/22/17 99.331 6.69 313385VR4 04/17/18 04/27/17 98.915 10.85 313385VS2 04/18/18 04/19/17 98.989 10.11 313385VT0 04/19/18 07/27/17 99.113 8.87 313385VU7 04/20/18 07/28/17 99.180 8.20 313385VX1 04/23/18 11/08/17 99.424 5.76 313385VY9 04/24/18 12/14/17 99.512 4.88 313385VZ6 04/25/18 10/25/17 99.370 6.30 313385WA0 04/26/18 04/27/17 98.898 11.02 313385WB8 04/27/18 04/28/17 98.886 11.14 313385WE2 04/30/18 10/12/17 99.339 6.61 313385WF9 05/01/18 05/01/17 98.849 11.51 313385WG7 05/02/18 05/02/17 98.853 11.47 313385WH5 05/03/18 05/03/17 98.849 11.51 313385WJ1 05/04/18 05/04/17 98.849 11.51 313385WM4 05/07/18 05/12/17 98.810 11.90 313385WN2 05/08/18 10/27/17 99.333 6.67 313385WP7 05/09/18 10/31/17 99.343 6.57 313385WQ5 05/10/18 05/10/17 98.824 11.76 313385WR3 05/11/18 08/10/17 99.083 9.17 313385WU6 05/14/18 05/17/17 98.773 12.27 313385WV4 05/15/18 08/21/17 99.110 8.90 313385WW2 05/16/18 05/18/17 98.951 10.49 Section III-B (continued) Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313385WX0 05/17/18 05/18/17 98.817 11.83 313385WY8 05/18/18 07/28/17 99.094 9.06 313385XB7 05/21/18 06/29/17 98.886 11.14 313385XC5 05/22/18 12/01/17 99.374 6.26 313385XD3 05/23/18 11/22/17 99.275 7.25 313385XE1 05/24/18 05/26/17 98.830 11.70 313385XF8 05/25/18 08/03/17 99.041 9.59 313385XK7 05/29/18 11/29/17 99.276 7.24 313385XL5 05/30/18 05/30/17 98.753 12.47 313385XM3 05/31/18 11/01/17 99.285 7.15 313385XN1 06/01/18 06/07/17 98.923 10.77 313385XR2 06/04/18 07/12/17 98.910 10.90 313385XS0 06/05/18 06/08/17 98.793 12.07 313385XT8 06/06/18 07/10/17 98.887 11.13 313385XU5 06/07/18 06/08/17 98.766 12.34 313385XV3 06/08/18 12/06/17 99.274 7.26 313385XY7 06/11/18 06/12/17 98.746 12.54 313385XZ4 06/12/18 07/13/17 98.868 11.32 313385YA8 06/13/18 06/13/17 98.733 12.67 313385YB6 06/14/18 06/14/17 98.733 12.67 313385YC4 06/15/18 06/16/17 98.746 12.54 313385YF7 06/18/18 09/27/17 99.098 9.02 313385YG5 06/19/18 11/16/17 99.206 7.94 313385YH3 06/20/18 07/10/17 98.840 11.60 313385YJ9 06/21/18 12/11/17 99.237 7.63 313385YK6 06/22/18 06/23/17 98.736 12.64 313385YN0 06/25/18 06/29/17 98.797 12.03 313385YP5 06/26/18 06/27/17 98.787 12.13 313385YQ3 06/27/18 07/05/17 98.800 12.00 313385YR1 06/28/18 06/30/17 98.780 12.20 313385YS9 06/29/18 06/29/17 98.733 12.67 313385YV2 07/02/18 07/03/17 98.777 12.23 313385YW0 07/03/18 07/07/17 98.767 12.33 313385YY6 07/05/18 07/10/17 98.770 12.30 313385YZ3 07/06/18 01/05/18 99.262 7.38 313385ZC3 07/09/18 07/14/17 98.750 12.50 313385ZD1 07/10/18 12/06/17 99.136 8.64 313385ZE9 07/11/18 03/07/18 99.402 5.99 313385ZF6 07/12/18 07/14/17 98.740 12.60 313385ZG4 07/13/18 07/13/17 98.753 12.47 313385ZK5 07/16/18 07/24/17 98.790 12.10 313385ZL3 07/17/18 01/04/18 99.159 8.41 313385ZM1 07/18/18 11/30/17 99.093 9.07 313385ZN9 07/19/18 07/24/17 98.755 12.45 313385ZP4 07/20/18 09/01/17 98.927 10.73 313385ZS8 07/23/18 08/18/17 98.837 11.63 313385ZT6 07/24/18 07/25/17 98.736 12.64 Section III-B (continued) Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313385ZU3 07/25/18 07/27/17 98.770 12.30 313385ZV1 07/26/18 07/28/17 98.740 12.60 313385ZW9 07/27/18 07/28/17 98.736 12.64 313385ZZ2 07/30/18 11/29/17 98.974 10.26 313385A22 07/31/18 10/04/17 98.958 10.42 313385A30 08/01/18 08/03/17 98.760 12.40 313385A48 08/02/18 08/09/17 98.757 12.43 313385A55 08/03/18 08/03/17 98.733 12.67 313385A89 08/06/18 08/15/17 98.774 12.26 313385A97 08/07/18 11/28/17 98.929 10.71 313385B21 08/08/18 01/12/18 99.058 9.42 313385B39 08/09/18 08/11/17 98.740 12.60 313385B47 08/10/18 08/11/17 98.746 12.54 313385B70 08/13/18 08/22/17 98.774 12.26 313385B88 08/14/18 08/14/17 98.743 12.57 313385B96 08/15/18 08/17/17 98.750 12.50 313385C20 08/16/18 12/15/17 98.983 10.17 313385C38 08/17/18 08/18/17 98.746 12.54 313385C61 08/20/18 08/22/17 98.750 12.50 313385C79 08/21/18 08/21/17 98.733 12.67 313385C87 08/22/18 02/21/18 99.073 9.27 313385C95 08/23/18 03/27/18 99.222 7.78 313385D29 08/24/18 08/25/17 98.746 12.54 313385D52 08/27/18 01/10/18 99.046 9.54 313385D60 08/28/18 08/28/17 98.733 12.67 313385D78 08/29/18 08/31/17 98.750 12.50 313385D86 08/30/18 08/30/17 98.743 12.57 313385D94 08/31/18 08/31/17 98.743 12.57 313385E51 09/04/18 11/27/17 98.845 11.55 313385E69 09/05/18 11/09/17 98.858 11.42 313385E77 09/06/18 09/22/17 98.749 12.51 313385E85 09/07/18 12/22/17 98.827 11.73 313385F35 09/10/18 12/26/17 98.904 10.96 313385F43 09/11/18 10/02/17 98.767 12.33 313385F50 09/12/18 05/03/18 99.325 6.75 313385F68 09/13/18 09/13/17 98.723 12.77 313385F76 09/14/18 09/29/17 98.746 12.54 313385G26 09/17/18 11/13/17 98.828 11.72 313385G34 09/18/18 01/11/18 98.924 10.76 313385G42 09/19/18 12/27/17 98.870 11.30 313385G59 09/20/18 09/21/17 98.686 13.14 313385G67 09/21/18 12/28/17 98.865 11.35 313385G91 09/24/18 01/12/18 98.902 10.98 313385H25 09/25/18 12/07/17 98.751 12.49 313385H33 09/26/18 02/22/18 98.926 10.74 313385H41 09/27/18 10/12/17 98.707 12.93 313385H58 09/28/18 09/28/17 98.692 13.08 Section III-B (continued) Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313385H82 10/01/18 01/16/18 98.868 11.32 313385H90 10/02/18 10/05/17 98.673 13.27 313385J23 10/03/18 10/03/17 98.682 13.18 313385J31 10/04/18 10/04/17 98.662 13.38 313385J49 10/05/18 10/10/17 98.670 13.30 313385J80 10/09/18 10/13/17 98.646 13.54 313385J98 10/10/18 01/25/18 98.792 12.08 313385K21 10/11/18 01/18/18 98.751 12.49 313385K39 10/12/18 10/13/17 98.635 13.65 313385K62 10/15/18 10/18/17 98.592 14.08 313385K70 10/16/18 04/12/18 99.065 9.35 313385K88 10/17/18 10/18/17 98.584 14.16 313385K96 10/18/18 01/16/18 98.709 12.91 313385L20 10/19/18 11/29/17 98.560 14.40 313385L53 10/22/18 10/25/17 98.592 14.08 313385L61 10/23/18 03/05/18 98.827 11.73 313385L79 10/24/18 10/25/17 98.584 14.16 313385L87 10/25/18 10/26/17 98.584 14.16 313385L95 10/26/18 11/01/17 98.594 14.06 313385M45 10/29/18 03/28/18 98.907 10.93 313385M52 10/30/18 11/01/17 98.578 14.22 313385M60 10/31/18 11/01/17 98.574 14.26 313385M78 11/01/18 02/20/18 98.716 12.84 313385M86 11/02/18 12/29/17 98.691 13.09 313385N36 11/05/18 12/28/17 98.509 14.91 313385N44 11/06/18 11/09/17 98.532 14.68 313385N51 11/07/18 11/08/17 98.524 14.76 313385N69 11/08/18 02/26/18 98.675 13.25 313385N77 11/09/18 11/10/17 98.514 14.86 313385P34 11/13/18 11/13/17 98.499 15.01 313385P42 11/14/18 11/15/17 98.493 15.07 313385P59 11/15/18 12/20/17 98.579 14.21 313385P67 11/16/18 11/17/17 98.493 15.07 313385P91 11/19/18 12/21/17 98.548 14.52 313385Q25 11/20/18 12/21/17 98.543 14.57 313385Q33 11/21/18 01/26/18 98.567 14.33 313385Q58 11/23/18 04/03/18 98.817 11.83 313385Q82 11/26/18 02/07/18 98.621 13.79 313385Q90 11/27/18 02/26/18 98.554 14.46 313385R24 11/28/18 11/29/17 98.493 15.07 313385R32 11/29/18 04/13/18 98.850 11.50 313385R40 11/30/18 12/13/17 98.494 15.06 313385R73 12/03/18 12/04/17 98.345 16.55 313385R81 12/04/18 12/06/17 98.316 16.84 313385R99 12/05/18 12/11/17 98.335 16.65 313385S23 12/06/18 12/12/17 98.335 16.65 313385S31 12/07/18 04/06/18 98.775 12.25 Section III-B (continued) Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313385S64 12/10/18 02/01/18 98.527 14.73 313385S72 12/11/18 02/01/18 98.522 14.78 313385S80 12/12/18 05/31/18 98.906 10.94 313385S98 12/13/18 03/13/18 98.472 15.28 313385T22 12/14/18 12/14/17 98.266 17.34 313385T55 12/17/18 12/20/17 98.245 17.55 313385T63 12/18/18 04/16/18 98.736 12.64 313385T71 12/19/18 05/21/18 98.822 11.78 313385T89 12/20/18 02/23/18 98.367 16.33 313385T97 12/21/18 12/22/17 98.423 15.77 313385U46 12/24/18 08/21/18 99.285 7.15 313385U61 12/26/18 05/29/18 98.816 11.84 313385U79 12/27/18 03/28/18 98.480 15.20 313385U87 12/28/18 02/21/18 98.407 15.93 313385V37 12/31/18 02/01/18 98.428 15.73 Section III-C FEDERAL NATIONAL MORTGAGE ASSOCIATION Short-Term Obligations Issued at a Discount and Maturing in 2018 Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313589RG0 01/02/18 07/03/17 99.356 6.44 313589RH8 01/03/18 07/05/17 99.429 5.71 313589RJ4 01/04/18 09/14/17 99.683 3.17 313589RK1 01/05/18 09/11/17 99.668 3.32 313589RN5 01/08/18 09/19/17 99.682 3.18 313589RP0 01/09/18 10/26/17 99.779 2.21 313589RQ8 01/10/18 09/20/17 99.680 3.20 313589RR6 01/11/18 10/30/17 99.783 2.17 313589RS4 01/12/18 09/20/17 99.680 3.20 313589RW5 01/16/18 10/31/17 99.769 2.31 313589RX3 01/17/18 09/26/17 99.683 3.17 313589RY1 01/18/18 11/03/17 99.772 2.28 313589RZ8 01/19/18 09/28/17 99.683 3.17 313589SC8 01/22/18 09/25/17 99.663 3.37 313589SD6 01/23/18 09/26/17 99.663 3.37 313589SE4 01/24/18 09/27/17 99.663 3.37 313589SF1 01/25/18 10/06/17 99.673 3.27 313589SG9 01/26/18 01/25/18 99.997 0.04 313589SK0 01/29/18 10/03/17 99.653 3.47 313589SL8 01/30/18 10/03/17 99.650 3.50 313589SM6 01/31/18 10/05/17 99.653 3.47 313589SN4 02/01/18 08/01/17 99.335 6.65 313589SP9 02/02/18 10/16/17 99.673 3.27 313589SS3 02/05/18 10/16/17 99.661 3.39 313589ST1 02/06/18 10/16/17 99.658 3.42 313589SU8 02/07/18 10/16/17 99.655 3.45 313589SV6 02/08/18 10/27/17 99.676 3.24 313589SW4 02/09/18 12/19/17 99.819 1.81 313589SZ7 02/12/18 10/24/17 99.658 3.42 313589TA1 02/13/18 11/29/17 99.747 2.53 313589TB9 02/14/18 10/26/17 99.653 3.47 313589TC7 02/15/18 10/26/17 99.655 3.45 313589TD5 02/16/18 10/27/17 99.650 3.50 313589TH6 02/20/18 10/23/17 99.627 3.73 313589TJ2 02/21/18 10/23/17 99.624 3.76 313589TK9 02/22/18 11/02/17 99.645 3.55 313589TL7 02/23/18 10/24/17 99.620 3.80 313589TP8 02/26/18 12/12/17 99.740 2.60 313589TQ6 02/27/18 12/20/17 99.755 2.45 313589TR4 02/28/18 11/08/17 99.636 3.64 313589TS2 03/01/18 11/17/17 99.650 3.50 313589TT0 03/02/18 12/11/17 99.722 2.78 313589TW3 03/05/18 11/20/17 99.630 3.70 313589TX1 03/06/18 11/15/17 99.630 3.70 313589TY9 03/07/18 11/14/17 99.623 3.77 313589TZ6 03/08/18 11/14/17 99.620 3.80 313589UA9 03/09/18 11/15/17 99.620 3.80 Section III-C (continued) Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313589UD3 03/12/18 11/14/17 99.607 3.93 313589UE1 03/13/18 11/16/17 99.597 4.03 313589UF8 03/14/18 11/22/17 99.602 3.98 313589UG6 03/15/18 11/15/17 99.600 4.00 313589UH4 03/16/18 11/16/17 99.587 4.13 313589UL5 03/19/18 11/20/17 99.574 4.26 313589UM3 03/20/18 11/20/17 99.570 4.30 313589UN1 03/21/18 11/20/17 99.566 4.34 313589UP6 03/22/18 11/21/17 99.566 4.34 313589UQ4 03/23/18 12/04/17 99.611 3.89 313589UT8 03/26/18 11/29/17 99.587 4.13 313589UU5 03/27/18 11/29/17 99.584 4.16 313589UV3 03/28/18 11/29/17 99.577 4.23 313589UW1 03/29/18 11/29/17 99.573 4.27 313589VA8 04/02/18 10/02/17 99.328 6.72 313589VB6 04/03/18 12/11/17 99.592 4.08 313589VC4 04/04/18 12/20/17 99.621 3.79 313589VD2 04/05/18 12/11/17 99.585 4.15 313589VE0 04/06/18 12/11/17 99.581 4.19 313589VH3 04/09/18 12/20/17 99.600 4.00 313589VJ9 04/10/18 12/29/17 99.626 3.74 313589VK6 04/11/18 12/20/17 99.592 4.08 313589VL4 04/12/18 04/11/18 99.996 0.04 313589VM2 04/13/18 12/21/17 99.589 4.11 313589VQ3 04/16/18 12/28/17 99.600 4.00 313589VR1 04/17/18 12/26/17 99.589 4.11 313589VS9 04/18/18 01/05/18 99.602 3.98 313589VT7 04/19/18 01/02/18 99.587 4.13 313589VU4 04/20/18 12/27/17 99.582 4.18 313589VX8 04/23/18 01/02/18 99.568 4.32 313589VY6 04/24/18 01/02/18 99.564 4.36 313589VZ3 04/25/18 01/04/18 99.568 4.32 313589WA7 04/26/18 01/02/18 99.557 4.43 313589WB5 04/27/18 01/02/18 99.553 4.47 313589WE9 04/30/18 02/22/18 99.710 2.90 313589WF6 05/01/18 11/01/17 99.302 6.98 313589WG4 05/02/18 01/10/18 99.568 4.32 313589WH2 05/03/18 01/16/18 99.581 4.19 313589WJ8 05/04/18 01/10/18 99.560 4.40 313589WM1 05/07/18 01/19/18 99.574 4.26 313589WN9 05/08/18 01/16/18 99.558 4.42 313589WP4 05/09/18 01/18/18 99.562 4.38 313589WQ2 05/10/18 03/08/18 99.725 2.75 313589WR0 05/11/18 01/16/18 99.546 4.54 313589WU3 05/14/18 01/23/18 99.559 4.41 313589WV1 05/15/18 11/15/17 99.277 7.23 313589WW9 05/16/18 02/01/18 99.598 4.02 Section III-C (continued) Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313589WX7 05/17/18 02/27/18 99.651 3.49 313589WY5 05/18/18 01/23/18 99.543 4.57 313589XB4 05/21/18 01/29/18 99.561 4.39 313589XC2 05/22/18 03/09/18 99.671 3.29 313589XD0 05/23/18 01/31/18 99.564 4.36 313589XE8 05/24/18 03/15/18 99.673 3.27 313589XF5 05/25/18 01/29/18 99.546 4.54 313589XK4 05/29/18 02/14/18 99.546 4.54 313589XL2 05/30/18 02/09/18 99.536 4.64 313589XM0 05/31/18 02/06/18 99.538 4.62 313589XN8 06/01/18 02/07/18 99.531 4.69 313589XR9 06/04/18 02/12/18 99.508 4.92 313589XS7 06/05/18 02/13/18 99.508 4.92 313589XT5 06/06/18 02/13/18 99.504 4.96 313589XU2 06/07/18 03/19/18 99.611 3.89 313589XV0 06/08/18 02/13/18 99.495 5.05 313589XY4 06/11/18 02/21/18 99.502 4.98 313589XZ1 06/12/18 02/22/18 99.499 5.01 313589YA5 06/13/18 02/20/18 99.488 5.12 313589YB3 06/14/18 02/21/18 99.486 5.14 313589YC1 06/15/18 02/22/18 99.485 5.15 313589YF4 06/18/18 02/26/18 99.487 5.13 313589YG2 06/19/18 02/28/18 99.491 5.09 313589YH0 06/20/18 02/27/18 99.482 5.18 313589YJ6 06/21/18 03/08/18 99.519 4.81 313589YK3 06/22/18 03/09/18 99.519 4.81 313589YN7 06/25/18 03/06/18 99.479 5.21 313589YP2 06/26/18 03/05/18 99.476 5.24 313589YQ0 06/27/18 03/06/18 99.470 5.30 313589YR8 06/28/18 03/07/18 99.470 5.30 313589YS6 06/29/18 03/06/18 99.467 5.33 313589YV9 07/02/18 01/02/18 99.171 8.29 313589YW7 07/03/18 03/12/18 99.466 5.34 313589YY3 07/05/18 03/21/18 99.473 5.27 313589YZ0 07/06/18 03/13/18 99.457 5.43 313589ZC0 07/09/18 03/20/18 99.439 5.61 313589ZD8 07/10/18 03/21/18 99.442 5.58 313589ZE6 07/11/18 03/19/18 99.424 5.76 313589ZF3 07/12/18 03/21/18 99.432 5.68 313589ZG1 07/13/18 03/21/18 99.427 5.73 313589ZK2 07/16/18 05/02/18 99.642 3.58 313589ZL0 07/17/18 04/04/18 99.509 4.91 313589ZM8 07/18/18 03/27/18 99.470 5.30 313589ZN6 07/19/18 05/04/18 99.633 3.67 313589ZP1 07/20/18 05/02/18 99.618 3.82 313589ZS5 07/23/18 04/02/18 99.468 5.32 313589ZT3 07/24/18 04/03/18 99.468 5.32 Section III-C (continued) Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313589ZU0 07/25/18 04/03/18 99.463 5.37 313589ZV8 07/26/18 04/10/18 99.501 4.99 313589ZW6 07/27/18 04/06/18 99.477 5.23 313589ZZ9 07/30/18 04/10/18 99.479 5.21 313589A29 07/31/18 05/14/18 99.601 3.99 313589A37 08/01/18 02/01/18 99.078 9.22 313589A45 08/02/18 04/11/18 99.470 5.30 313589A52 08/03/18 08/02/18 99.995 0.05 313589A86 08/06/18 05/21/18 99.602 3.98 313589A94 08/07/18 05/21/18 99.597 4.03 313589B28 08/08/18 05/09/18 99.535 4.65 313589B36 08/09/18 04/25/18 99.467 5.33 313589B44 08/10/18 04/19/18 99.460 5.40 313589B77 08/13/18 04/23/18 99.437 5.63 313589B85 08/14/18 04/24/18 99.431 5.69 313589B93 08/15/18 05/01/18 99.476 5.24 313589C27 08/16/18 04/24/18 99.421 5.79 313589C35 08/17/18 04/24/18 99.415 5.85 313589C68 08/20/18 06/08/18 99.623 3.77 313589C76 08/21/18 06/05/18 99.606 3.94 313589C84 08/22/18 05/23/18 99.520 4.80 313589C92 08/23/18 06/14/18 99.638 3.62 313589D26 08/24/18 05/11/18 99.463 5.37 313589D59 08/27/18 05/15/18 99.454 5.46 313589D67 08/28/18 05/14/18 99.444 5.57 313589D75 08/29/18 05/30/18 99.520 4.80 313589D83 08/30/18 05/15/18 99.438 5.62 313589D91 08/31/18 05/15/18 99.433 5.67 313589E58 09/04/18 05/21/18 99.435 5.65 313589E66 09/05/18 06/06/18 99.515 4.85 313589E74 09/06/18 06/20/18 99.593 4.07 313589E82 09/07/18 05/21/18 99.419 5.81 313589F32 09/10/18 06/27/18 99.608 3.92 313589F40 09/11/18 06/26/18 99.598 4.02 313589F57 09/12/18 06/13/18 99.517 4.83 313589F65 09/13/18 06/28/18 99.602 3.98 313589F73 09/14/18 06/25/18 99.577 4.23 313589G23 09/17/18 07/18/18 99.678 3.22 313589G31 09/18/18 07/03/18 99.601 3.99 313589G49 09/19/18 06/20/18 99.520 4.80 313589G56 09/20/18 07/20/18 99.675 3.26 313589G64 09/21/18 07/02/18 99.580 4.20 313589G98 09/24/18 07/10/18 99.605 3.95 313589H22 09/25/18 07/11/18 99.605 3.95 313589H30 09/26/18 06/27/18 99.521 4.79 313589H48 09/27/18 07/19/18 99.631 3.69 313589H55 09/28/18 07/11/18 99.590 4.10 Section III-C (continued) Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313589H89 10/01/18 04/02/18 98.851 11.49 313589H97 10/02/18 07/18/18 99.595 4.05 313589J20 10/03/18 07/03/18 99.503 4.97 313589J38 10/04/18 08/20/18 99.765 2.35 313589J46 10/05/18 07/16/18 99.568 4.32 313589J87 10/09/18 07/24/18 99.589 4.11 313589J95 10/10/18 07/11/18 99.508 4.92 313589K28 10/11/18 10/10/18 99.994 0.06 313589K36 10/12/18 07/23/18 99.568 4.32 313589K69 10/15/18 07/30/18 99.587 4.13 313589K77 10/16/18 08/01/18 99.593 4.07 313589K85 10/17/18 07/18/18 99.498 5.02 313589K93 10/18/18 09/05/18 99.763 2.37 313589L27 10/19/18 08/01/18 99.576 4.24 313589L50 10/22/18 08/10/18 99.607 3.93 313589L68 10/23/18 08/06/18 99.580 4.20 313589L76 10/24/18 07/25/18 99.501 4.99 313589L84 10/25/18 08/15/18 99.616 3.84 313589L92 10/26/18 08/08/18 99.574 4.26 313589M42 10/29/18 08/13/18 99.582 4.18 313589M59 10/30/18 08/30/18 99.661 3.39 313589M67 10/31/18 08/01/18 99.496 5.04 313589M75 11/01/18 05/01/18 98.812 11.88 313589M83 11/02/18 08/15/18 99.571 4.29 313589N33 11/05/18 08/22/18 99.592 4.08 313589N41 11/06/18 08/29/18 99.611 3.89 313589N58 11/07/18 08/08/18 99.494 5.06 313589N66 11/08/18 11/07/18 99.994 0.06 313589N74 11/09/18 08/24/18 99.581 4.19 313589P31 11/13/18 08/27/18 99.565 4.36 313589P49 11/14/18 08/15/18 99.485 5.15 313589P56 11/15/18 05/15/18 98.818 11.82 313589P64 11/16/18 08/29/18 99.552 4.48 313589P98 11/19/18 09/05/18 99.572 4.28 313589Q22 11/20/18 09/12/18 99.602 3.98 313589Q30 11/21/18 08/22/18 99.482 5.18 313589Q55 11/23/18 09/14/18 99.594 4.06 313589Q89 11/26/18 09/11/18 99.559 4.41 313589Q97 11/27/18 09/10/18 99.549 4.51 313589R21 11/28/18 08/29/18 99.470 5.30 313589R39 11/29/18 09/14/18 99.559 4.41 313589R47 11/30/18 09/19/18 99.579 4.21 313589R70 12/03/18 09/18/18 99.557 4.43 313589R88 12/04/18 10/03/18 99.631 3.69 313589R96 12/05/18 09/05/18 99.467 5.33 313589S20 12/06/18 12/04/18 99.989 0.11 313589S38 12/07/18 09/18/18 99.533 4.67 Section III-C (continued) Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313589S61 12/10/18 09/26/18 99.559 4.41 313589S79 12/11/18 09/24/18 99.541 4.59 313589S87 12/12/18 09/12/18 99.467 5.33 313589S95 12/13/18 09/26/18 99.542 4.58 313589T29 12/14/18 09/26/18 99.536 4.64 313589T52 12/17/18 10/01/18 99.540 4.60 313589T60 12/18/18 10/01/18 99.534 4.66 313589T78 12/19/18 09/19/18 99.458 5.42 313589T86 12/20/18 10/18/18 99.620 3.80 313589T94 12/21/18 10/02/18 99.522 4.78 313589U43 12/24/18 10/09/18 99.542 4.58 313589U68 12/26/18 09/26/18 99.453 5.47 313589U76 12/27/18 10/09/18 99.524 4.76 313589U84 12/28/18 10/10/18 99.521 4.79 313589V34 12/31/18 10/18/18 99.548 4.52 Section III-D FEDERAL FARM CREDIT BANKS Short-Term Obligations Issued at a Discount and Maturing in 2018 Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313313RG5 01/02/18 01/03/17 99.029 9.71 313313RH3 01/03/18 02/01/17 99.169 8.31 313313RJ9 01/04/18 01/04/17 99.027 9.73 313313RK6 01/05/18 11/15/17 99.834 1.66 313313RN0 01/08/18 01/05/18 99.989 0.11 313313RP5 01/09/18 01/10/17 99.080 9.20 313313RQ3 01/10/18 01/10/17 99.077 9.23 313313RR1 01/11/18 01/12/17 99.080 9.20 313313RS9 01/12/18 01/13/17 99.090 9.10 313313RW0 01/16/18 08/08/17 99.504 4.96 313313RX8 01/17/18 03/27/17 99.128 8.72 313313RY6 01/18/18 01/26/17 99.117 8.83 313313RZ3 01/19/18 01/20/17 99.100 9.00 313313SC3 01/22/18 01/19/18 99.989 0.11 313313SD1 01/23/18 02/06/17 99.152 8.48 313313SE9 01/24/18 03/30/17 99.108 8.92 313313SF6 01/25/18 03/14/17 98.987 10.13 313313SG4 01/26/18 02/06/17 99.135 8.65 313313SK5 01/29/18 08/11/17 99.473 5.27 313313SL3 01/30/18 01/30/17 99.098 9.02 313313SM1 01/31/18 02/28/17 99.148 8.52 313313SN9 02/01/18 03/10/17 98.989 10.11 313313SP4 02/02/18 02/01/18 99.996 0.04 313313SS8 02/05/18 08/15/17 99.454 5.46 313313ST6 02/06/18 02/17/17 99.095 9.05 313313SU3 02/07/18 05/23/17 99.169 8.31 313313SV1 02/08/18 02/21/17 99.100 9.00 313313SW9 02/09/18 02/10/17 99.110 8.90 313313SZ2 02/12/18 03/31/17 99.037 9.63 313313TA6 02/13/18 05/04/17 99.090 9.10 313313TB4 02/14/18 04/13/17 99.070 9.30 313313TC2 02/15/18 02/21/17 99.083 9.17 313313TD0 02/16/18 03/28/17 99.025 9.75 313313TH1 02/20/18 03/16/17 98.939 10.61 313313TJ7 02/21/18 04/28/17 99.078 9.22 313313TK4 02/22/18 02/23/17 99.070 9.30 313313TL2 02/23/18 06/23/17 99.183 8.17 313313TP3 02/26/18 04/25/17 99.053 9.47 313313TQ1 02/27/18 04/18/17 99.046 9.54 313313TR9 02/28/18 02/28/17 99.047 9.53 313313TS7 03/01/18 05/25/17 99.067 9.33 313313TT5 03/02/18 03/03/17 98.948 10.52 313313TW8 03/05/18 05/01/17 99.042 9.58 313313TX6 03/06/18 09/14/17 99.438 5.62 313313TY4 03/07/18 04/18/17 99.013 9.87 313313TZ1 03/08/18 05/10/17 98.985 10.15 313313UA4 03/09/18 05/10/17 98.982 10.18 Section III-D (continued) Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313313UD8 03/12/18 04/19/17 99.001 9.99 313313UE6 03/13/18 03/31/17 98.920 10.80 313313UF3 03/14/18 02/22/18 99.924 0.76 313313UG1 03/15/18 03/16/17 98.847 11.53 313313UH9 03/16/18 03/22/17 98.913 10.87 313313UL0 03/19/18 05/05/17 98.958 10.42 313313UM8 03/20/18 03/27/17 98.906 10.94 313313UN6 03/21/18 03/29/17 98.889 11.11 313313UP1 03/22/18 03/23/17 98.898 11.02 313313UQ9 03/23/18 04/11/17 98.904 10.96 313313UT3 03/26/18 12/27/17 99.664 3.36 313313UU0 03/27/18 05/01/17 98.955 10.45 313313UV8 03/28/18 06/23/17 99.042 9.58 313313UW6 03/29/18 03/31/17 98.861 11.39 313313VA3 04/02/18 04/11/17 98.873 11.27 313313VB1 04/03/18 06/20/17 99.003 9.97 313313VC9 04/04/18 06/02/17 98.972 10.29 313313VD7 04/05/18 10/13/17 99.396 6.04 313313VE5 04/06/18 04/07/17 98.878 11.22 313313VH8 04/09/18 04/17/17 98.889 11.11 313313VJ4 04/10/18 04/25/17 98.901 10.99 313313VK1 04/11/18 05/23/17 98.905 10.95 313313VL9 04/12/18 06/14/17 98.935 10.65 313313VM7 04/13/18 06/21/17 98.972 10.28 313313VQ8 04/16/18 04/13/18 99.986 0.14 313313VR6 04/17/18 12/28/17 99.572 4.28 313313VS4 04/18/18 06/14/17 98.913 10.87 313313VT2 04/19/18 05/18/17 98.871 11.29 313313VU9 04/20/18 04/20/17 98.875 11.25 313313VX3 04/23/18 06/20/17 98.926 10.75 313313VY1 04/24/18 05/08/17 98.830 11.70 313313VZ8 04/25/18 12/20/17 99.514 4.87 313313WA2 04/26/18 04/28/17 98.840 11.60 313313WB0 04/27/18 04/27/17 98.844 11.56 313313WE4 04/30/18 06/16/17 98.887 11.13 313313WF1 05/01/18 07/19/17 99.007 9.93 313313WG9 05/02/18 09/05/17 99.203 7.97 313313WH7 05/03/18 07/10/17 98.952 10.48 313313WJ3 05/04/18 12/26/17 99.466 5.34 313313WM6 05/07/18 05/15/17 98.751 12.50 313313WN4 05/08/18 06/29/17 98.887 11.13 313313WP9 05/09/18 06/05/17 98.836 11.64 313313WQ7 05/10/18 05/10/17 98.763 12.37 313313WR5 05/11/18 02/28/18 99.670 3.30 313313WU8 05/14/18 02/01/18 99.581 4.19 313313WV6 05/15/18 06/29/17 98.862 11.38 313313WW4 05/16/18 06/27/17 98.870 11.31 Section III-D (continued) Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313313WX2 05/17/18 03/19/18 99.708 2.92 313313WY0 05/18/18 02/26/18 99.629 3.71 313313XB9 05/21/18 06/23/17 98.838 11.62 313313XC7 05/22/18 05/31/17 98.764 12.36 313313XD5 05/23/18 11/17/17 99.262 7.38 313313XE3 05/24/18 05/26/17 98.770 12.30 313313XF0 05/25/18 09/29/17 99.160 8.40 313313XK9 05/29/18 05/30/17 98.766 12.34 313313XL7 05/30/18 07/03/17 98.814 11.86 313313XM5 05/31/18 08/01/17 98.940 10.61 313313XN3 06/01/18 08/31/17 99.056 9.44 313313XR4 06/04/18 08/02/17 98.929 10.71 313313XS2 06/05/18 06/20/17 98.756 12.44 313313XT0 06/06/18 06/27/17 98.786 12.14 313313XU7 06/07/18 07/17/17 98.844 11.56 313313XV5 06/08/18 02/09/18 99.478 5.22 313313XY9 06/11/18 08/31/17 99.022 9.78 313313XZ6 06/12/18 08/30/17 99.023 9.77 313313YA0 06/13/18 02/12/18 99.456 5.45 313313YB8 06/14/18 07/14/17 98.809 11.91 313313YC6 06/15/18 06/29/17 98.742 12.58 313313YF9 06/18/18 03/13/18 99.539 4.61 313313YG7 06/19/18 06/21/17 98.709 12.91 313313YH5 06/20/18 06/20/17 98.692 13.08 313313YJ1 06/21/18 09/13/17 99.024 9.76 313313YK8 06/22/18 10/13/17 99.076 9.24 313313YN2 06/25/18 08/28/17 98.963 10.37 313313YP7 06/26/18 09/29/17 99.025 9.75 313313YQ5 06/27/18 06/28/17 98.706 12.94 313313YR3 06/28/18 07/20/17 98.780 12.20 313313YS1 06/29/18 09/08/17 99.004 9.96 313313YV4 07/02/18 07/18/17 98.759 12.41 313313YW2 07/03/18 04/13/18 99.606 3.94 313313YY8 07/05/18 03/26/18 99.503 4.97 313313YZ5 07/06/18 07/11/17 98.710 12.90 313313ZC5 07/09/18 10/13/17 98.984 10.16 313313ZD3 07/10/18 04/18/18 99.592 4.08 313313ZE1 07/11/18 04/04/18 99.524 4.76 313313ZF8 07/12/18 07/13/17 98.706 12.94 313313ZG6 07/13/18 09/22/17 98.930 10.70 313313ZK7 07/16/18 07/17/17 98.696 13.04 313313ZL5 07/17/18 09/07/17 98.913 10.87 313313ZM3 07/18/18 05/09/18 99.654 3.46 313313ZN1 07/19/18 07/18/18 99.995 0.05 313313ZP6 07/20/18 10/30/17 98.977 10.23 313313ZS0 07/23/18 08/30/17 98.874 11.26 313313ZT8 07/24/18 11/24/17 98.965 10.35 Section III-D (continued) Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313313ZU5 07/25/18 08/01/17 98.727 12.73 313313ZV3 07/26/18 05/11/18 99.618 3.82 313313ZW1 07/27/18 12/28/17 99.074 9.26 313313ZZ4 07/30/18 08/11/17 98.755 12.45 313313A24 07/31/18 11/09/17 98.929 10.71 313313A32 08/01/18 04/18/18 99.475 5.25 313313A40 08/02/18 10/26/17 98.911 10.89 313313A57 08/03/18 11/02/17 98.919 10.81 313313A81 08/06/18 10/13/17 98.853 11.47 313313A99 08/07/18 11/24/17 98.884 11.16 313313B23 08/08/18 06/11/18 99.696 3.05 313313B31 08/09/18 11/10/17 98.882 11.18 313313B49 08/10/18 11/28/17 98.902 10.98 313313B72 08/13/18 06/15/18 99.685 3.15 313313B80 08/14/18 11/03/17 98.856 11.44 313313B98 08/15/18 08/31/17 98.769 12.31 313313C22 08/16/18 10/27/17 98.836 11.64 313313C30 08/17/18 08/22/17 98.730 12.70 313313C63 08/20/18 10/24/17 98.833 11.67 313313C71 08/21/18 09/12/17 98.780 12.20 313313C89 08/22/18 12/29/17 98.912 10.88 313313C97 08/23/18 10/16/17 98.791 12.09 313313D21 08/24/18 09/07/17 98.772 12.29 313313D54 08/27/18 12/20/17 98.847 11.53 313313D62 08/28/18 11/03/17 98.791 12.09 313313D70 08/29/18 04/18/18 99.313 6.87 313313D88 08/30/18 09/22/17 98.737 12.64 313313D96 08/31/18 09/08/17 98.760 12.40 313313E53 09/04/18 05/22/18 99.431 5.69 313313E61 09/05/18 12/12/17 98.791 12.09 313313E79 09/06/18 09/07/17 98.716 12.84 313313E87 09/07/18 09/18/17 98.712 12.88 313313F37 09/10/18 04/09/18 99.200 8.00 313313F45 09/11/18 08/07/18 99.813 1.87 313313F52 09/12/18 09/14/17 98.709 12.91 313313F60 09/13/18 10/16/17 98.681 13.19 313313F78 09/14/18 12/21/17 98.754 12.46 313313G28 09/17/18 08/13/18 99.811 1.89 313313G36 09/18/18 06/29/18 99.566 4.34 313313G44 09/19/18 04/27/18 99.211 7.89 313313G51 09/20/18 05/10/18 99.283 7.17 313313G69 09/21/18 01/22/18 98.817 11.83 313313G93 09/24/18 11/20/17 98.623 13.77 313313H27 09/25/18 12/01/17 98.659 13.41 313313H35 09/26/18 09/29/17 98.632 13.68 313313H43 09/27/18 12/04/17 98.639 13.61 313313H50 09/28/18 08/24/18 99.810 1.90 Section III-D (continued) Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313313H84 10/01/18 10/04/17 98.622 13.78 313313H92 10/02/18 10/27/17 98.602 13.98 313313J25 10/03/18 08/29/18 99.808 1.92 313313J33 10/04/18 05/16/18 99.217 7.83 313313J41 10/05/18 11/24/17 98.565 14.35 313313J82 10/09/18 12/20/17 98.600 14.00 313313J90 10/10/18 10/10/17 98.591 14.09 313313K23 10/11/18 06/12/18 99.328 6.72 313313K31 10/12/18 04/27/18 99.081 9.19 313313K64 10/15/18 04/17/18 99.020 9.80 313313K72 10/16/18 06/06/18 99.256 7.44 313313K80 10/17/18 09/12/18 99.803 1.97 313313K98 10/18/18 09/13/18 99.803 1.97 313313L22 10/19/18 11/22/17 98.501 14.99 313313L55 10/22/18 12/28/17 98.568 14.32 313313L63 10/23/18 07/18/18 99.456 5.44 313313L71 10/24/18 11/30/17 98.497 15.03 313313L89 10/25/18 04/30/18 99.001 9.99 313313L97 10/26/18 06/22/18 99.293 7.07 313313M47 10/29/18 11/17/17 98.443 15.57 313313M54 10/30/18 11/24/17 98.442 15.58 313313M62 10/31/18 12/20/17 98.486 15.14 313313M70 11/01/18 02/02/18 98.625 13.75 313313M88 11/02/18 11/03/17 98.463 15.37 313313N38 11/05/18 12/14/17 98.452 15.49 313313N46 11/06/18 11/14/17 98.443 15.57 313313N53 11/07/18 07/25/18 99.408 5.92 313313N61 11/08/18 03/23/18 98.729 12.71 313313N79 11/09/18 08/16/18 99.511 4.89 313313P36 11/13/18 08/01/18 99.408 5.92 313313P44 11/14/18 10/10/18 99.787 2.13 313313P51 11/15/18 10/11/18 99.787 2.13 313313P69 11/16/18 11/16/17 98.428 15.72 313313P93 11/19/18 01/02/18 98.404 15.96 313313Q27 11/20/18 03/27/18 98.678 13.22 313313Q35 11/21/18 04/04/18 98.730 12.71 313313Q50 11/23/18 08/15/18 99.422 5.78 313313Q84 11/26/18 12/13/17 98.366 16.34 313313Q92 11/27/18 02/14/18 98.451 15.49 313313R26 11/28/18 12/26/17 98.324 16.76 313313R34 11/29/18 09/17/18 99.562 4.38 313313R42 11/30/18 12/27/17 98.329 16.71 313313R75 12/03/18 10/29/18 99.786 2.14 313313R83 12/04/18 12/14/17 98.284 17.16 313313R91 12/05/18 11/05/18 99.816 1.84 313313S25 12/06/18 09/10/18 99.483 5.17 313313S33 12/07/18 07/23/18 99.205 7.95 Section III-D (continued) Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313313S66 12/10/18 01/04/18 98.281 17.19 313313S74 12/11/18 04/02/18 98.573 14.27 313313S82 12/12/18 12/28/17 98.255 17.45 313313S90 12/13/18 12/13/17 98.246 17.54 313313T24 12/14/18 12/13/18 99.994 0.06 313313T57 12/17/18 01/22/18 98.291 17.09 313313T65 12/18/18 01/18/18 98.302 16.98 313313T73 12/19/18 12/13/18 99.963 0.37 313313T81 12/20/18 07/26/18 99.143 8.58 313313T99 12/21/18 09/25/18 99.471 5.29 313313U48 12/24/18 06/12/18 98.819 11.81 313313U63 12/26/18 10/31/18 99.650 3.50 313313U71 12/27/18 09/28/18 99.443 5.58 313313U89 12/28/18 12/27/18 99.993 0.07 313313V39 12/31/18 11/02/18 99.626 3.74 Section III-E FEDERAL HOME LOAN MORTGAGE CORPORATION Short-Term Obligations Issued at a Discount and Maturing in 2018 Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313397RG8 01/02/18 01/12/17 99.201 7.99 313397RH6 01/03/18 01/18/17 99.193 8.07 313397RJ2 01/04/18 01/03/18 99.997 0.03 313397RK9 01/05/18 01/13/17 99.197 8.03 313397RN3 01/08/18 01/05/18 99.990 0.10 313397RP8 01/09/18 10/10/17 99.731 2.69 313397RQ6 01/10/18 01/26/17 99.200 8.00 313397RR4 01/11/18 01/10/18 99.997 0.03 313397RS2 01/12/18 01/11/18 99.997 0.03 313397RW3 01/16/18 01/30/17 99.201 7.99 313397RX1 01/17/18 11/13/17 99.792 2.08 313397RY9 01/18/18 01/31/17 99.198 8.02 313397RZ6 01/19/18 01/31/17 99.206 7.94 313397SC6 01/22/18 10/23/17 99.723 2.77 313397SD4 01/23/18 01/22/18 99.997 0.03 313397SE2 01/24/18 01/23/18 99.997 0.03 313397SF9 01/25/18 01/24/18 99.997 0.03 313397SG7 01/26/18 10/30/17 99.730 2.70 313397SK8 01/29/18 01/31/17 99.173 8.27 313397SL6 01/30/18 02/01/17 99.183 8.17 313397SM4 01/31/18 10/20/17 99.692 3.08 313397SN2 02/01/18 02/23/17 99.247 7.53 313397SP7 02/02/18 04/18/17 99.203 7.97 313397SS1 02/05/18 02/24/17 99.231 7.69 313397ST9 02/06/18 05/25/17 99.254 7.46 313397SU6 02/07/18 04/20/17 99.194 8.06 313397SV4 02/08/18 09/22/17 99.585 4.15 313397SW2 02/09/18 03/23/17 99.094 9.06 313397SZ5 02/12/18 02/23/17 99.223 7.77 313397TA9 02/13/18 02/17/17 99.208 7.92 313397TB7 02/14/18 03/10/17 99.081 9.19 313397TC5 02/15/18 02/14/18 99.997 0.03 313397TD3 02/16/18 02/22/17 99.192 8.08 313397TH4 02/20/18 02/28/17 99.183 8.17 313397TJ0 02/21/18 02/23/17 99.173 8.27 313397TK7 02/22/18 03/07/17 99.042 9.58 313397TL5 02/23/18 04/17/17 99.133 8.67 313397TP6 02/26/18 02/23/18 99.990 0.10 313397TQ4 02/27/18 05/22/17 99.188 8.12 313397TR2 02/28/18 05/11/17 99.121 8.79 313397TS0 03/01/18 03/03/17 99.002 9.98 313397TT8 03/02/18 03/16/17 99.006 9.94 313397TW1 03/05/18 03/08/17 98.994 10.06 313397TX9 03/06/18 03/16/17 98.994 10.06 313397TY7 03/07/18 03/06/18 99.997 0.03 313397TZ4 03/08/18 03/07/18 99.997 0.03 313397UA7 03/09/18 03/08/18 99.997 0.03 Section III-E (continued) Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313397UD1 03/12/18 04/03/17 99.038 9.62 313397UE9 03/13/18 05/12/17 99.072 9.28 313397UF6 03/14/18 04/26/17 99.097 9.03 313397UG4 03/15/18 06/15/17 99.154 8.46 313397UH2 03/16/18 06/30/17 99.180 8.20 313397UL3 03/19/18 09/11/17 99.423 5.77 313397UM1 03/20/18 10/25/17 99.521 4.79 313397UN9 03/21/18 10/27/17 99.525 4.75 313397UP4 03/22/18 05/24/17 99.107 8.93 313397UQ2 03/23/18 04/17/17 99.037 9.63 313397UT6 03/26/18 09/19/17 99.410 5.90 313397UU3 03/27/18 03/29/17 98.972 10.28 313397UV1 03/28/18 04/26/17 99.057 9.43 313397UW9 03/29/18 04/17/17 99.020 9.80 313397UX7 03/30/18 05/01/17 99.066 9.34 313397VA6 04/02/18 04/03/17 98.959 10.41 313397VB4 04/03/18 05/25/17 99.070 9.30 313397VC2 04/04/18 10/03/17 99.410 5.90 313397VD0 04/05/18 04/06/17 98.948 10.52 313397VE8 04/06/18 04/07/17 98.948 10.52 313397VH1 04/09/18 04/06/18 99.988 0.12 313397VJ7 04/10/18 04/18/17 98.964 10.36 313397VK4 04/11/18 04/25/17 98.986 10.14 313397VL2 04/12/18 12/05/17 99.538 4.62 313397VM0 04/13/18 06/01/17 99.043 9.57 313397VQ1 04/16/18 05/01/17 98.989 10.11 313397VR9 04/17/18 07/10/17 99.091 9.09 313397VS7 04/18/18 07/05/17 99.071 9.29 313397VT5 04/19/18 04/20/17 98.943 10.57 313397VU2 04/20/18 04/21/17 98.948 10.52 313397VX6 04/23/18 04/24/17 98.948 10.52 313397VY4 04/24/18 04/26/17 98.951 10.49 313397VZ1 04/25/18 06/30/17 99.041 9.59 313397WA5 04/26/18 07/26/17 99.140 8.60 313397WB3 04/27/18 07/31/17 99.168 8.32 313397WE7 04/30/18 05/31/17 98.989 10.11 313397WF4 05/01/18 05/15/17 98.898 11.02 313397WG2 05/02/18 07/21/17 99.082 9.18 313397WH0 05/03/18 07/18/17 99.069 9.31 313397WJ6 05/04/18 05/10/17 98.883 11.17 313397WM9 05/07/18 07/18/17 99.056 9.44 313397WN7 05/08/18 05/09/17 98.878 11.22 313397WP2 05/09/18 08/23/17 99.180 8.20 313397WQ0 05/10/18 08/22/17 99.166 8.34 313397WR8 05/11/18 05/12/17 98.857 11.43 313397WU1 05/14/18 10/19/17 99.296 7.04 313397WV9 05/15/18 05/14/18 99.996 0.04 Section III-E (continued) Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313397WW7 05/16/18 05/26/17 98.920 10.80 313397WX5 05/17/18 05/24/17 98.911 10.89 313397WY3 05/18/18 05/25/17 98.911 10.89 313397XB2 05/21/18 05/26/17 98.905 10.95 313397XC0 05/22/18 11/17/17 99.313 6.87 313397XD8 05/23/18 10/25/17 99.271 7.29 313397XE6 05/24/18 08/17/17 99.094 9.06 313397XF3 05/25/18 05/24/18 99.996 0.04 313397XK2 05/29/18 07/05/17 98.925 10.75 313397XL0 05/30/18 06/30/17 98.910 10.90 313397XM8 05/31/18 06/13/17 98.876 11.24 313397XN6 06/01/18 06/05/17 98.872 11.28 313397XR7 06/04/18 10/04/17 99.190 8.10 313397XS5 06/05/18 09/20/17 99.140 8.60 313397XT3 06/06/18 09/06/17 99.128 8.72 313397XU0 06/07/18 10/04/17 99.180 8.20 313397XV8 06/08/18 06/30/17 98.876 11.24 313397XY2 06/11/18 06/27/17 98.861 11.39 313397XZ9 06/12/18 06/15/17 98.839 11.61 313397YA3 06/13/18 05/10/18 99.843 1.57 313397YB1 06/14/18 07/13/17 98.880 11.20 313397YC9 06/15/18 07/11/17 98.870 11.30 313397YF2 06/18/18 08/28/17 99.053 9.47 313397YG0 06/19/18 11/22/17 99.205 7.95 313397YH8 06/20/18 06/27/17 98.827 11.73 313397YJ4 06/21/18 11/22/17 99.209 7.91 313397YK1 06/22/18 11/22/17 99.205 7.95 313397YN5 06/25/18 09/19/17 99.062 9.38 313397YP0 06/26/18 04/13/18 99.679 3.21 313397YQ8 06/27/18 07/21/17 98.878 11.22 313397YR6 06/28/18 11/22/17 99.176 8.24 313397YS4 06/29/18 10/26/17 99.119 8.81 313397YV7 07/02/18 07/13/17 98.810 11.90 313397YW5 07/03/18 10/23/17 99.107 8.93 313397YY1 07/05/18 01/09/18 99.302 6.98 313397YZ8 07/06/18 08/01/17 98.898 11.02 313397ZC8 07/09/18 09/27/17 99.042 9.58 313397ZD6 07/10/18 04/25/18 99.637 3.63 313397ZE4 07/11/18 09/06/17 99.008 9.92 313397ZF1 07/12/18 07/17/17 98.810 11.90 313397ZG9 07/13/18 08/02/17 98.860 11.40 313397ZK0 07/16/18 09/12/17 99.002 9.98 313397ZL8 07/17/18 08/14/17 98.886 11.14 313397ZM6 07/18/18 07/20/17 98.800 12.00 313397ZN4 07/19/18 01/03/18 99.196 8.04 313397ZP9 07/20/18 02/06/18 99.312 6.88 313397ZS3 07/23/18 09/26/17 98.992 10.08 Section III-E (continued) Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313397ZT1 07/24/18 03/29/18 99.451 5.49 313397ZU8 07/25/18 01/24/18 99.275 7.25 313397ZV6 07/26/18 08/25/17 98.911 10.89 313397ZW4 07/27/18 07/26/18 99.995 0.05 313397ZZ7 07/30/18 04/30/18 99.543 4.57 313397A27 07/31/18 10/04/17 98.979 10.21 313397A35 08/01/18 08/24/17 98.879 11.21 313397A43 08/02/18 09/15/17 98.926 10.74 313397A50 08/03/18 09/05/17 98.921 10.79 313397A84 08/06/18 09/26/17 98.918 10.82 313397A92 08/07/18 04/04/18 99.403 5.97 313397B26 08/08/18 11/15/17 98.980 10.20 313397B34 08/09/18 02/12/18 99.147 8.53 313397B42 08/10/18 09/06/17 98.906 10.94 313397B75 08/13/18 12/06/17 98.993 10.07 313397B83 08/14/18 09/20/17 98.875 11.25 313397B91 08/15/18 08/14/18 99.995 0.05 313397C25 08/16/18 09/14/17 98.885 11.15 313397C33 08/17/18 08/31/17 98.850 11.50 313397C66 08/20/18 10/03/17 98.881 11.19 313397C74 08/21/18 05/09/18 99.467 5.33 313397C82 08/22/18 10/12/17 98.875 11.25 313397C90 08/23/18 02/21/18 99.131 8.69 313397D24 08/24/18 09/06/17 98.856 11.44 313397D57 08/27/18 08/28/17 98.797 12.03 313397D65 08/28/18 02/21/18 99.107 8.93 313397D73 08/29/18 10/18/17 98.854 11.46 313397D81 08/30/18 02/20/18 99.072 9.28 313397D99 08/31/18 09/15/17 98.824 11.76 313397E56 09/04/18 09/11/17 98.827 11.73 313397E64 09/05/18 09/06/17 98.812 11.88 313397E72 09/06/18 09/11/17 98.820 11.80 313397E80 09/07/18 09/14/17 98.787 12.13 313397F30 09/10/18 02/26/18 99.069 9.31 313397F48 09/11/18 11/28/17 98.844 11.56 313397F55 09/12/18 09/22/17 98.758 12.42 313397F63 09/13/18 09/12/18 99.995 0.05 313397F71 09/14/18 09/26/17 98.755 12.45 313397G21 09/17/18 01/18/18 98.998 10.02 313397G39 09/18/18 10/05/17 98.753 12.47 313397G47 09/19/18 03/23/18 99.115 8.85 313397G54 09/20/18 10/13/17 98.756 12.44 313397G62 09/21/18 11/28/17 98.800 12.00 313397G96 09/24/18 10/11/17 98.734 12.66 313397H20 09/25/18 09/28/17 98.723 12.77 313397H38 09/26/18 03/28/18 99.105 8.95 313397H46 09/27/18 10/03/17 98.724 12.76 Section III-E (continued) Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313397H53 09/28/18 09/27/18 99.994 0.06 313397H87 10/01/18 10/19/17 98.708 12.92 313397H95 10/02/18 01/26/18 98.956 10.44 313397J28 10/03/18 10/20/17 98.695 13.05 313397J36 10/04/18 10/27/17 98.713 12.87 313397J44 10/05/18 04/05/18 99.110 8.90 313397J85 10/09/18 01/19/18 98.897 11.03 313397J93 10/10/18 11/01/17 98.695 13.05 313397K26 10/11/18 10/26/17 98.683 13.17 313397K34 10/12/18 10/11/18 99.994 0.06 313397K67 10/15/18 11/30/17 98.689 13.11 313397K75 10/16/18 02/12/18 98.838 11.62 313397K83 10/17/18 12/20/17 98.729 12.71 313397K91 10/18/18 03/22/18 98.956 10.44 313397L25 10/19/18 05/24/18 99.198 8.02 313397L58 10/22/18 01/19/18 98.835 11.65 313397L66 10/23/18 05/11/18 99.111 8.89 313397L74 10/24/18 01/26/18 98.856 11.44 313397L82 10/25/18 12/18/17 98.670 13.30 313397L90 10/26/18 11/09/17 98.625 13.75 313397M40 10/29/18 04/05/18 98.988 10.12 313397M57 10/30/18 11/30/17 98.627 13.73 313397M65 10/31/18 11/20/17 98.591 14.09 313397M73 11/01/18 11/09/17 98.592 14.08 313397M81 11/02/18 02/27/18 98.781 12.19 313397N31 11/05/18 12/14/17 98.596 14.04 313397N49 11/06/18 12/14/17 98.592 14.08 313397N56 11/07/18 01/09/18 98.708 12.92 313397N64 11/08/18 12/18/17 98.601 13.99 313397N72 11/09/18 12/01/17 98.580 14.20 313397P39 11/13/18 01/26/18 98.755 12.45 313397P47 11/14/18 01/03/18 98.635 13.65 313397P54 11/15/18 11/14/18 99.994 0.06 313397P62 11/16/18 11/21/17 98.520 14.80 313397P96 11/19/18 12/05/17 98.507 14.93 313397Q20 11/20/18 05/23/18 99.010 9.90 313397Q38 11/21/18 06/01/18 99.058 9.42 313397Q53 11/23/18 02/20/18 98.582 14.18 313397Q87 11/26/18 02/16/18 98.554 14.46 313397Q95 11/27/18 02/08/18 98.633 13.67 313397R29 11/28/18 05/25/18 98.982 10.18 313397R37 11/29/18 07/27/18 99.302 6.98 313397R45 11/30/18 02/09/18 98.612 13.88 313397R78 12/03/18 02/08/18 98.585 14.15 313397R86 12/04/18 03/05/18 98.630 13.70 313397R94 12/05/18 07/17/18 99.217 7.83 313397S28 12/06/18 04/04/18 98.756 12.44 Section III-E (continued) Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313397S36 12/07/18 12/06/18 99.994 0.06 313397S69 12/10/18 02/21/18 98.516 14.84 313397T76 12/19/18 03/09/18 98.559 14.41 313397T84 12/20/18 06/05/18 98.911 10.89 313397T92 12/21/18 02/12/18 98.483 15.17 313397U41 12/24/18 04/04/18 98.658 13.42 313397U66 12/26/18 03/23/18 98.587 14.13 313397U74 12/27/18 02/12/18 98.454 15.46 313397V32 12/31/18 08/24/18 99.251 7.49 Section III-F FEDERAL AGRICULTURAL MORTGAGE CORPORATION Short-Term Obligations Issued at a Discount and Maturing in 2018 Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315LRG5 01/02/18 01/04/17 99.053 9.47 31315LRH3 01/03/18 01/25/17 99.200 8.00 31315LRJ9 01/04/18 12/21/17 99.951 0.49 31315LRK6 01/05/18 05/23/17 99.319 6.81 31315LRN0 01/08/18 12/08/17 99.893 1.07 31315LRP5 01/09/18 12/21/17 99.934 0.66 31315LRQ3 01/10/18 12/11/17 99.897 1.03 31315LRR1 01/11/18 01/03/18 99.972 0.28 31315LRS9 01/12/18 01/02/18 99.965 0.35 31315LRW0 01/16/18 01/12/18 99.986 0.14 31315LRX8 01/17/18 01/17/17 99.130 8.70 31315LRY6 01/18/18 04/18/17 99.198 8.02 31315LRZ3 01/19/18 01/18/18 99.997 0.03 31315LSC3 01/22/18 01/19/18 99.990 0.10 31315LSD1 01/23/18 01/16/18 99.975 0.25 31315LSE9 01/24/18 01/23/18 99.997 0.03 31315LSF6 01/25/18 11/08/17 99.749 2.51 31315LSG4 01/26/18 05/11/17 99.227 7.73 31315LSK5 01/29/18 04/25/17 99.179 8.21 31315LSL3 01/30/18 09/28/17 99.622 3.78 31315LSM1 01/31/18 01/30/18 99.997 0.03 31315LSN9 02/01/18 05/23/17 99.213 7.87 31315LSP4 02/02/18 01/02/18 99.890 1.10 31315LSS8 02/05/18 02/02/18 99.990 0.10 31315LST6 02/06/18 02/05/18 99.997 0.03 31315LSU3 02/07/18 02/06/18 99.997 0.03 31315LSV1 02/08/18 01/05/18 99.878 1.22 31315LSW9 02/09/18 02/09/17 99.128 8.72 31315LSZ2 02/12/18 11/06/17 99.673 3.27 31315LTA6 02/13/18 02/12/18 99.997 0.03 31315LTB4 02/14/18 02/13/18 99.997 0.03 31315LTC2 02/15/18 02/15/17 99.067 9.33 31315LTD0 02/16/18 03/20/17 99.002 9.98 31315LTH1 02/20/18 11/07/17 99.650 3.50 31315LTJ7 02/21/18 02/17/17 99.077 9.23 31315LTK4 02/22/18 02/22/17 99.071 9.29 31315LTL2 02/23/18 01/26/18 99.898 1.02 31315LTP3 02/26/18 11/08/17 99.637 3.63 31315LTQ1 02/27/18 02/26/18 99.996 0.04 31315LTR9 02/28/18 04/11/17 99.022 9.78 31315LTS7 03/01/18 02/28/18 99.997 0.03 31315LTT5 03/02/18 05/22/17 99.109 8.91 31315LTW8 03/05/18 03/02/18 99.990 0.10 31315LTX6 03/06/18 03/07/17 98.918 10.82 31315LTY4 03/07/18 03/06/18 99.997 0.03 31315LTZ1 03/08/18 03/07/18 99.997 0.03 31315LUA4 03/09/18 03/08/18 99.997 0.03 Section III-F (continued) Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315LUD8 03/12/18 03/09/18 99.989 0.11 31315LUE6 03/13/18 03/12/18 99.996 0.04 31315LUF3 03/14/18 03/13/18 99.996 0.04 31315LUG1 03/15/18 03/14/18 99.996 0.04 31315LUH9 03/16/18 06/14/17 99.087 9.13 31315LUL0 03/19/18 03/16/18 99.989 0.11 31315LUM8 03/20/18 06/21/17 99.104 8.96 31315LUN6 03/21/18 03/20/18 99.996 0.04 31315LUP1 03/22/18 03/21/18 99.996 0.04 31315LUQ9 03/23/18 03/22/18 99.996 0.04 31315LUT3 03/26/18 12/28/17 99.663 3.37 31315LUU0 03/27/18 03/26/18 99.996 0.04 31315LUV8 03/28/18 03/27/18 99.996 0.04 31315LUW6 03/29/18 04/05/17 98.919 10.81 31315LVA3 04/02/18 05/17/17 99.004 9.96 31315LVB1 04/03/18 04/02/18 99.996 0.04 31315LVC9 04/04/18 04/03/18 99.996 0.04 31315LVD7 04/05/18 04/04/18 99.996 0.04 31315LVE5 04/06/18 03/06/18 99.870 1.30 31315LVH8 04/09/18 04/06/18 99.987 0.13 31315LVJ4 04/10/18 01/08/18 99.646 3.54 31315LVK1 04/11/18 04/10/18 99.996 0.04 31315LVL9 04/12/18 04/11/18 99.996 0.04 31315LVM7 04/13/18 04/12/18 99.996 0.04 31315LVQ8 04/16/18 04/27/17 98.912 10.88 31315LVR6 04/17/18 04/16/18 99.996 0.04 31315LVS4 04/18/18 04/17/18 99.996 0.04 31315LVT2 04/19/18 04/18/18 99.995 0.05 31315LVU9 04/20/18 10/04/17 99.346 6.54 31315LVX3 04/23/18 04/20/18 99.986 0.14 31315LVY1 04/24/18 04/23/18 99.995 0.05 31315LVZ8 04/25/18 04/24/18 99.995 0.05 31315LWA2 04/26/18 03/22/18 99.835 1.65 31315LWB0 04/27/18 11/29/17 99.441 5.59 31315LWE4 04/30/18 05/11/17 98.825 11.75 31315LWF1 05/01/18 04/30/18 99.996 0.04 31315LWG9 05/02/18 05/01/18 99.995 0.05 31315LWH7 05/03/18 11/01/17 99.349 6.51 31315LWJ3 05/04/18 01/31/18 99.623 3.77 31315LWM6 05/07/18 05/04/18 99.987 0.13 31315LWN4 05/08/18 05/07/18 99.996 0.04 31315LWP9 05/09/18 05/08/18 99.996 0.04 31315LWQ7 05/10/18 05/09/18 99.996 0.04 31315LWR5 05/11/18 05/10/18 99.996 0.04 31315LWU8 05/14/18 05/11/18 99.987 0.13 31315LWV6 05/15/18 02/07/18 99.603 3.97 31315LWW4 05/16/18 05/15/18 99.996 0.04 Section III-F (continued) Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315LWX2 05/17/18 05/16/18 99.996 0.04 31315LWY0 05/18/18 11/08/17 99.305 6.95 31315LXB9 05/21/18 02/20/18 99.590 4.10 31315LXC7 05/22/18 02/09/18 99.568 4.32 31315LXD5 05/23/18 05/23/17 98.777 12.23 31315LXE3 05/24/18 05/23/18 99.996 0.04 31315LXF0 05/25/18 02/27/18 99.600 4.00 31315LXK9 05/29/18 11/10/17 99.244 7.56 31315LXL7 05/30/18 11/28/17 99.263 7.37 31315LXM5 05/31/18 05/30/18 99.996 0.04 31315LXN3 06/01/18 10/11/17 99.165 8.35 31315LXR4 06/04/18 05/02/18 99.845 1.55 31315LXS2 06/05/18 06/04/18 99.996 0.04 31315LXT0 06/06/18 06/05/18 99.996 0.04 31315LXU7 06/07/18 06/06/18 99.996 0.04 31315LXV5 06/08/18 06/08/17 98.773 12.27 31315LXY9 06/11/18 06/08/18 99.987 0.13 31315LXZ6 06/12/18 06/11/18 99.996 0.04 31315LYA0 06/13/18 06/12/18 99.996 0.04 31315LYB8 06/14/18 06/14/17 98.763 12.37 31315LYC6 06/15/18 06/14/18 99.995 0.05 31315LYF9 06/18/18 05/21/18 99.866 1.34 31315LYG7 06/19/18 06/18/18 99.995 0.05 31315LYH5 06/20/18 06/19/18 99.995 0.05 31315LYJ1 06/21/18 06/20/18 99.995 0.05 31315LYK8 06/22/18 06/21/18 99.995 0.05 31315LYN2 06/25/18 03/01/18 99.454 5.46 31315LYP7 06/26/18 06/22/17 98.753 12.47 31315LYQ5 06/27/18 03/06/18 99.466 5.34 31315LYR3 06/28/18 01/25/18 99.367 6.33 31315LYS1 06/29/18 05/31/18 99.858 1.42 31315LYV4 07/02/18 02/14/18 99.365 6.35 31315LYW2 07/03/18 02/14/18 99.356 6.44 31315LYY8 07/05/18 07/03/18 99.990 0.10 31315LYZ5 07/06/18 07/07/17 98.726 12.74 31315LZC5 07/09/18 07/06/18 99.985 0.15 31315LZD3 07/10/18 07/09/18 99.995 0.05 31315LZE1 07/11/18 07/10/18 99.995 0.05 31315LZF8 07/12/18 07/11/18 99.995 0.05 31315LZG6 07/13/18 07/12/18 99.995 0.05 31315LZK7 07/16/18 08/31/17 98.910 10.90 31315LZL5 07/17/18 07/16/18 99.995 0.05 31315LZM3 07/18/18 02/01/18 99.258 7.42 31315LZN1 07/19/18 07/18/18 99.995 0.05 31315LZP6 07/20/18 07/19/18 99.995 0.05 31315LZS0 07/23/18 06/18/18 99.824 1.76 31315LZT8 07/24/18 07/23/18 99.995 0.05 Section III-F (continued) Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315LZU5 07/25/18 07/24/18 99.995 0.05 31315LZV3 07/26/18 07/25/18 99.995 0.05 31315LZW1 07/27/18 07/28/17 98.706 12.94 31315LZZ4 07/30/18 07/27/18 99.985 0.15 31315LA24 07/31/18 09/19/17 98.897 11.03 31315LA32 08/01/18 07/31/18 99.995 0.05 31315LA40 08/02/18 08/01/18 99.995 0.05 31315LA57 08/03/18 01/26/18 99.136 8.64 31315LA81 08/06/18 04/19/18 99.448 5.52 31315LA99 08/07/18 08/06/18 99.995 0.05 31315LB23 08/08/18 08/07/18 99.995 0.05 31315LB31 08/09/18 08/08/18 99.995 0.05 31315LB49 08/10/18 08/31/17 98.839 11.61 31315LB72 08/13/18 08/10/18 99.985 0.15 31315LB80 08/14/18 08/13/18 99.995 0.05 31315LB98 08/15/18 08/16/17 98.750 12.50 31315LC22 08/16/18 08/15/18 99.995 0.05 31315LC30 08/17/18 08/16/18 99.995 0.05 31315LC63 08/20/18 08/17/18 99.985 0.15 31315LC71 08/21/18 08/20/18 99.995 0.05 31315LC89 08/22/18 08/21/18 99.995 0.05 31315LC97 08/23/18 04/05/18 99.296 7.04 31315LD21 08/24/18 09/14/17 98.806 11.94 31315LD54 08/27/18 12/19/17 98.905 10.95 31315LD62 08/28/18 08/27/18 99.995 0.05 31315LD70 08/29/18 08/28/18 99.995 0.05 31315LD88 08/30/18 07/31/18 99.842 1.58 31315LD96 08/31/18 08/30/18 99.995 0.05 31315LE53 09/04/18 08/31/18 99.979 0.21 31315LE61 09/05/18 09/06/17 98.716 12.84 31315LE79 09/06/18 04/23/18 99.275 7.25 31315LE87 09/07/18 05/03/18 99.330 6.70 31315LF37 09/10/18 05/15/18 99.361 6.39 31315LF45 09/11/18 09/11/17 98.712 12.88 31315LF52 09/12/18 09/11/18 99.995 0.05 31315LF60 09/13/18 09/12/18 99.995 0.05 31315LF78 09/14/18 09/20/17 98.694 13.06 31315LG28 09/17/18 09/25/17 98.686 13.14 31315LG36 09/18/18 06/18/18 99.498 5.02 31315LG44 09/19/18 09/18/18 99.995 0.05 31315LG51 09/20/18 10/17/17 98.676 13.24 31315LG69 09/21/18 06/18/18 99.480 5.20 31315LG93 09/24/18 09/21/18 99.984 0.16 31315LH27 09/25/18 03/29/18 99.038 9.62 31315LH35 09/26/18 01/31/18 98.843 11.57 31315LH43 09/27/18 09/26/18 99.995 0.05 31315LH50 09/28/18 03/22/18 98.971 10.29 Section III-F (continued) Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315LH84 10/01/18 07/05/18 99.514 4.86 31315LH92 10/02/18 03/09/18 98.942 10.58 31315LJ25 10/03/18 10/02/18 99.994 0.06 31315LJ33 10/04/18 10/03/18 99.994 0.06 31315LJ41 10/05/18 12/28/17 98.650 13.50 31315LJ82 10/09/18 01/05/18 98.688 13.12 31315LJ90 10/10/18 03/15/18 98.903 10.97 31315LK23 10/11/18 10/10/18 99.994 0.06 31315LK31 10/12/18 10/12/17 98.570 14.30 31315LK64 10/15/18 03/15/18 98.876 11.24 31315LK72 10/16/18 10/15/18 99.994 0.06 31315LK80 10/17/18 09/17/18 99.829 1.71 31315LK98 10/18/18 10/17/18 99.994 0.06 31315LL22 10/19/18 10/18/18 99.994 0.06 31315LL55 10/22/18 10/19/18 99.982 0.18 31315LL63 10/23/18 10/22/18 99.994 0.06 31315LL71 10/24/18 10/23/18 99.994 0.06 31315LL89 10/25/18 03/29/18 98.874 11.26 31315LL97 10/26/18 07/26/18 99.483 5.17 31315LM47 10/29/18 09/27/18 99.809 1.91 31315LM54 10/30/18 10/30/17 98.530 14.70 31315LM62 10/31/18 10/30/18 99.994 0.06 31315LM70 11/01/18 07/31/18 99.476 5.24 31315LM88 11/02/18 11/01/18 99.994 0.06 31315LN38 11/05/18 10/31/18 99.971 0.29 31315LN46 11/06/18 04/11/18 98.885 11.15 31315LN53 11/07/18 11/06/18 99.994 0.06 31315LN61 11/08/18 11/07/18 99.994 0.06 31315LN79 11/09/18 04/18/18 98.872 11.28 31315LP36 11/13/18 11/09/18 99.976 0.24 31315LP44 11/14/18 04/18/18 98.848 11.52 31315LP51 11/15/18 12/07/17 98.409 15.91 31315LP69 11/16/18 11/16/17 98.398 16.02 31315LP93 11/19/18 04/25/18 98.816 11.84 31315LQ27 11/20/18 11/19/18 99.994 0.06 31315LQ35 11/21/18 11/14/18 99.957 0.43 31315LQ84 11/26/18 04/26/18 98.775 12.25 31315LQ92 11/27/18 11/26/18 99.994 0.06 31315LR26 11/28/18 10/25/18 99.790 2.10 31315LR34 11/29/18 10/29/18 99.809 1.91 31315LR42 11/30/18 12/06/17 98.295 17.05 31315LR75 12/03/18 07/02/18 99.097 9.03 31315LR83 12/04/18 12/03/18 99.994 0.06 31315LS25 12/06/18 11/05/18 99.808 1.92 31315LS33 12/07/18 09/05/18 99.447 5.53 31315LS66 12/10/18 04/23/18 98.762 12.38 31315LS74 12/11/18 11/30/18 99.934 0.66 Section III-F (continued) Discount to be Issue Price Reported as 2018 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315LS82 12/12/18 12/11/18 99.994 0.06 31315LS90 12/13/18 12/06/18 99.957 0.43 31315LT24 12/14/18 12/20/17 98.300 17.00 31315LT57 12/17/18 11/16/18 99.808 1.92 31315LT65 12/18/18 12/11/18 99.958 0.42 31315LT73 12/19/18 12/12/18 99.958 0.42 31315LT81 12/20/18 06/15/18 98.903 10.97 31315LT99 12/21/18 11/27/18 99.849 1.51 31315LU63 12/26/18 11/29/18 99.829 1.71 31315LU71 12/27/18 12/18/18 99.944 0.56 31315LU89 12/28/18 01/31/18 98.309 16.91