SECTION I-A                                                                                                                                                       
    This section reflects publicly traded corporate debt instruments (mostly long term) originally issued at a discount after May 27, 1969,                        
and before January 1, 1985.  Debt instruments which matured or were entirely called before 2010 are not included. See Section I-B for corporate                    
discount debt instruments issued after 1984.                                                                                                                       
    CAUTION:  The following OID information supersedes previously published information.  Numbers may vary from previous editions because of                       
rounding or updated information.                                                                                                                                   
                                                                                                                                             OID per               
                                                                                                         Daily OID per $1,000               $1,000 of              
                                                                                                          of Maturity Value                 Maturity               
                                                               Issue Price   Annual                    for Each Accrual Period              Value for              
                                                               (Percent of   Stated      Total      -------------------------------       Calendar Year            
                                           Issue    Maturity    Principal   Interest     OID to     2010 1st    2010 2nd   2011 2nd       ---------------          
Name of Issuer               CUSIP No.     Date       Date       Amount)      Rate       1/1/10      Period     2011 1st    Period        2010       2011          
______________               _________   ________   ________   ___________   _______   _________    ________    ________   ________      ______     ______         
                                                                                                                                                                   
Fannie Mae                   313586QR3   07/05/84   07/05/14       3.625      0.000      572.21     0.184285    0.205832   0.229270      71.14      79.35          
Fannie Mae                   313586RC5   10/09/84   10/09/19       3.200      0.000      350.92     0.105897    0.116840   0.128562      39.57      43.63          
GMAC LLC                     36186CAC7   04/01/81   04/01/11      44.510      6.000      531.86     0.050643    0.050643                 18.48       4.56          
GMAC                         370424CF8   04/01/81   04/01/11      44.510      6.000      531.86     0.050643    0.050643                 18.48       4.56          
ITT Corporation              450679BP9   05/06/81   05/01/11*     41.890      6.500      555.37     0.053059                              8.70*                    
ITT Corporation              450680AM5   05/06/81   05/01/11*     41.890      6.500      555.37     0.053059                              8.70*                    
ITT Corporation              460470AM9   07/01/81   07/01/11*     50.218      7.500      473.01     0.045434                              7.45*                    
Pepsico Cap Resources        713440AZ8   04/14/82   04/01/10       3.196      0.000      959.51     0.094776                              8.53                     
Pepsico Cap Resources        713440BA2   04/14/82   04/01/11       2.904      0.000      929.20     0.091782    0.091782                 33.50       8.26          
Pepsico Cap Resources        713440BB0   04/14/82   04/01/12       2.643      0.000      900.54     0.088951    0.088951                 32.47      32.47          
Sallie Mae                   863871AM1   10/03/84   10/03/22       2.734      0.000      271.70     0.079452    0.087346   0.095761      29.71      32.64          
Tennessee Gas Pipeline       880451AJ8   12/15/81   12/15/11      40.783      6.000      553.57     0.054831    0.054831                 19.74      18.86          
Transamerica Finl Corp       893502AN4   08/18/82   03/01/10       2.753      0.000      966.76     0.096696                              5.71                     
Transamerica Finl Corp       893502AP9   08/18/82   09/01/12       1.986      0.000      893.13     0.089331    0.089331                 32.61      32.61          
-----------------------------                                                                                                                                      
*  Called in 2010; reportable OID is computed to call date.                                                                                                        


SECTION I-B                                                                                                                                                            
    This section reflects publicly traded corporate debt instruments (mostly long term) originally issued at a discount after December 31, 1984.                       
Debt instruments which matured or were entirely called before 2010 are not included.  See Section I-A for corporate discount debt instruments                          
issued before 1985.                                                                                                                                                    
    CAUTION:  The following OID information supersedes previously published information.  Numbers may vary from previous editions because of                           
rounding or updated information.                                                                                                                                       
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
ABN Amro Bank N.V.       00078U4G2 01/31/08 01/29/10    100.000     0.000    3.1570              0.091907                                                 2.57         
ABN Amro Bank N.V.       00078U4U1 01/31/08 01/31/11    100.000     0.000    3.6165              0.106008   0.107924   0.109876                          39.09     3.19
ABN Amro Bank N.V.       00078UAE0 11/30/06 11/30/10    100.000     0.000    4.8420              0.155260   0.159019                                     51.76         
ABN Amro Bank N.V.       00078UE89 10/31/07 10/29/10    100.000     0.000    4.1493              0.125112   0.127708                                     37.75         
ABN Amro Bank N.V.       00078UER7 03/15/07 03/13/12    100.000     0.000    4.8108              0.150459   0.154078   0.157785   0.161580  0.165467     55.61    58.32
ABN Amro Bank N.V.       00078UKZ2 05/16/07 05/14/10    100.000     0.000    4.9938              0.156880                                                20.87         
ABN Amro Bank N.V.       00078UR51 12/28/07 12/28/11    100.000     0.000    4.0901              0.123200   0.125719   0.128290   0.130914               44.82    46.27
ABN Amro Bank N.V.       00078UR69 12/28/07 12/28/10    100.000     0.000    3.8402              0.115104   0.117314                                     41.49         
ABN Amro Bank N.V.       00079FBH4 07/16/03 01/16/14    100.000     0.000    4.1274              0.146498   0.149521   0.152607   0.155756  0.158970     54.29    56.56
ABN Amro Bank N.V.       00079FBM3 08/13/03 11/13/13    100.000     0.000    4.3128              0.156427   0.159801   0.163247   0.166767  0.170363     57.25    59.74
ABN Amro Bank N.V.       00079FBR2 09/10/03 09/10/13    100.000     0.000    5.0200              0.187758   0.192471   0.197302   0.202254  0.207331     69.50    73.03
ABN Amro Bank N.V.       00079FBX9 10/08/03 10/08/13    100.000     0.000    5.1600              0.194582   0.199602   0.204752   0.210035  0.215454     71.80    75.55
ABN Amro Bank N.V.       00079FCY6 03/10/04 12/10/13    100.000     0.000    4.7792              0.174193   0.178355   0.182617   0.186981  0.191449     63.64    66.71
ABN Amro Bank N.V.       00079FDB5 03/24/04 12/24/13    100.000     0.000    4.7792              0.174193   0.178355   0.182617   0.186981  0.191449     63.52    66.59
ABN Amro Bank N.V.       00079FEK4 07/21/04 01/21/10    100.000     0.000    4.0700              0.138290                                                 2.77         
ABN Amro Bank N.V.       00079FEN8 08/04/04 02/04/10    100.000     0.000    3.9600              0.133830                                                 4.42         
ABN Amro Bank N.V.       00079FHN5 01/13/05 01/13/20    100.000    VARIES    4.7500              0.129609   0.129735   0.129865   0.130144  0.130430     46.72    46.90
ABN Amro Bank N.V.       00079FHT2 01/21/05 01/21/20*   100.000    VARIES    4.7448              0.115779   0.113781                                     22.80*        
ABN Amro Bank N.V.       00079FJD5 02/15/05 02/15/20*   100.000    VARIES    4.6374              0.113783   0.111913                                     15.08*        
ABN Amro Bank N.V.       00079FMR0 09/30/05 10/03/20*   100.000     7.500    4.4483              0.107217                                                  .21*        
ABN Amro Bank N.V.       00079FMS8 10/03/05 10/03/20*   100.000    VARIES    4.4457              0.109849                                                  .22*        
ABN Amro Bank N.V.       00079FNM0 12/21/05 12/21/10    100.000    VARIES    4.5200              0.123970   0.123395                                     43.78         
ABN Amro Bank N.V.       00079FRU8 08/09/06 02/09/10    100.000     0.000    4.9028              0.157492                                                 5.98         
ABN Amro Bank N.V.       00079FSN3 08/31/06 08/31/10    100.000     0.000    5.1472              0.165606   0.167099                                     40.35         
ABN Amro Bank N.V.       00079FSU7 09/29/06 03/29/11    100.000     0.000    4.9533              0.159350   0.163296   0.167341                          58.81    14.73
ABN Amro Bank N.V.       00079FTU6 10/31/06 10/29/10    100.000     0.000    4.9534              0.159329   0.163275                                     48.19         
Acco Brands Corporation  00081TAC2 09/30/09 03/15/15     98.502    10.625   10.9972      .52     0.005763   0.006054   0.006387   0.006738  0.007108      2.19     2.44
ABN Amro Bank N.V.       00083GAW4 02/29/08 02/28/11    100.000     0.000    3.4724              0.101006   0.101085   0.104544                          37.32     6.06
ABN Amro Bank N.V.       00083GBA1 02/29/08 02/26/10    100.000     0.000    3.0837              0.087712                                                 4.91         
ABN Amro Bank N.V.       00083GFE9 03/31/08 03/31/11    100.000     0.000    2.9519              0.085682   0.086947   0.088230                          31.31     7.85
ABN Amro Bank N.V.       00083GLZ5 04/28/08 04/28/11    100.000     0.000    3.6463              0.106930   0.108879   0.110864                          39.09    12.97
AIG FP Private Funding   001379AD8 09/01/06 09/01/11    100.000     0.000    5.1471              0.166523   0.170808   0.175204   0.179713               61.76    42.86
AIG FP Private Funding   001379AE6 09/01/06 09/01/11    100.000     0.000    5.1471              0.166523   0.170808   0.175204   0.179713               61.76    42.86
APP Finance VI           00202NAA3 11/18/97 11/18/12     20.424     0.000   10.8751   533.04     0.219866   0.231822   0.244427   0.257718  0.271732     82.36    91.56
ASG Consolidated LLC     00210VAA5 10/19/04 11/01/11*    63.700    VARIES   11.4983              0.319409   0.319407                                     52.06*        
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
ASG Consolidated LLC     00210VAB3 10/19/04 11/01/11*    63.700    VARIES   11.4983              0.319409   0.319407                                     52.06*        
Advanced Medical Optics  00763MAF5 06/22/04 07/15/24    100.000    VARIES    7.7883              0.285761   0.294185   0.302937   0.312030  0.320799    107.24   113.66
Advanced Medical Optics  00763MAG3 06/22/04 07/15/24    100.000    VARIES    7.7883              0.285761   0.294185   0.302937   0.312030  0.320799    107.24   113.66
Advanced Medical Optics  00763MAH1 07/18/05 07/01/25    100.000    VARIES    6.9000              0.245800   0.252962   0.260372   0.268037               89.78    95.11
Advanced Medical Optics  00763MAJ7 07/18/05 07/01/25    100.000    VARIES    6.9000              0.245800   0.252962   0.260372   0.268037               89.78    95.11
Advanced Medical Optics  00763MAK4 06/13/06 08/01/26    100.000    VARIES    7.9982              0.253336   0.264244   0.266799   0.278477  0.281360     96.50   101.72
Advanced Medical Optics  00763MAL2 06/13/06 08/01/26    100.000    VARIES    7.9982              0.253336   0.264244   0.266799   0.278477  0.281360     96.50   101.72
Aladdin Gaming Holdings  010714AC7 02/26/98 03/01/10     45.168    VARIES   15.0505              0.412764                                                24.35         
Alameda, CA              010781AQ5 03/14/02 02/01/12     97.458     7.625    8.0020    18.32     0.008608   0.008953   0.009311   0.009684  0.010071      3.27     3.53
Alameda, CA              010781AW2 03/14/02 02/01/10     97.388     7.500    7.9523    25.76     0.012085                                                  .36         
Alliance Imaging, Inc.   018606AG8 12/04/07 12/15/12*    91.500     7.250    9.4095    30.40     0.045526                                                  .91*        
Alliance Imaging, Inc.   018606AH6 12/04/07 12/15/12*    91.500     7.250    9.4095    30.40     0.045526                                                  .91*        
Alliance Imaging, Inc.   018606AJ2 12/04/07 12/15/12*    91.500     7.250    9.4095    30.40     0.045526                                                  .91*        
Alliance One Intl, Inc.  018772AL7 07/02/09 07/15/16     95.177    10.000   11.0023     2.35     0.013156   0.013880   0.014644   0.015449  0.016299      5.11     5.69
Alliance One Intl, Inc.  018772AM5 07/02/09 07/15/16     95.177    10.000   11.0023     2.35     0.013156   0.013880   0.014644   0.015449  0.016299      5.11     5.69
Alliance One Intl, Inc.  018772AN3 07/02/09 07/15/16     95.177    10.000   11.0023     2.35     0.013156   0.013880   0.014644   0.015449  0.016299      5.11     5.69
Alliant Energy Resources 018803205 02/15/00 02/15/30    100.000    VARIES    9.5812              0.469422   0.488583   0.508663   0.529704  0.551753    177.78   192.77
Alliant Energy Resources 018803304 02/15/00 02/15/30    100.000    VARIES    9.5812              0.469422   0.488583   0.508663   0.529704  0.551753    177.78   192.77
Alliant Energy Resources 018803403 02/15/00 02/15/30    100.000    VARIES    9.5812              0.469422   0.488583   0.508663   0.529704  0.551753    177.78   192.77
Alliant Techsystems Inc. 018804AG9 02/19/04 02/15/24*   100.000    VARIES    N/A                 0.206877   0.210873   0.214992                          59.74*        
Alliant Techsystems Inc. 018804AH7 02/19/04 02/15/24*   100.000    VARIES    N/A                 0.206877   0.210873   0.214992                          59.74*        
Alliant Techsystems Inc. 018804AJ3 08/13/04 08/15/24    100.000    VARIES    6.9757              0.238994   0.244423   0.250042   0.255857  0.261874     88.52    92.67
Alliant Techsystems Inc. 018804AK0 08/13/04 08/15/24    100.000    VARIES    6.9757              0.238994   0.244423   0.250042   0.255857  0.261874     88.52    92.67
Alza Corporation         022615AC2 07/14/94 07/14/14     35.471     0.000    5.2499   435.82     0.112545   0.115499   0.118531   0.121642  0.124835     42.05    44.28
AAM Hldg, Inc.           024061AA1 02/11/04 02/15/24    100.000     2.000    4.5774              0.147435   0.149538   0.151689   0.153889  0.157411     54.03    55.78
AAM Hldg, Inc.           024061AB9 02/11/04 02/15/24    100.000     2.000    4.5774              0.147435   0.149538   0.151689   0.153889  0.157411     54.03    55.78
Amer Med Sys Hldgs Inc   02744MAA6 06/27/06 07/01/36    100.000    VARIES    9.1005              0.312408   0.322515   0.333083   0.344131              114.29   121.90
American Medical Systems 02744MAB4 09/21/09 09/15/41    103.658    VARIES   14.0090              0.403376   0.423166   0.445024   0.468413  0.493440    153.19   169.55
AmerUs Group Co.         03072M504 05/16/06 05/16/11    102.760     6.583    5.9369              0.166422   0.165935   0.165432                          59.78    22.33
Amgen Inc.               031162AC4 03/01/02 03/01/32     71.423    VARIES    N/A                 0.110597   0.113071   0.115599   0.118185  0.120828     40.86    42.71
Amgen Inc.               031162AD2 03/01/02 03/01/32     71.423    VARIES    N/A                 0.110597   0.113071   0.115599   0.118185  0.120828     40.86    42.71
Amgen Inc.               031162AE0 03/01/02 03/01/32     71.423    VARIES    N/A                 0.110597   0.113071   0.115599   0.118185  0.120828     40.86    42.71
Amgen Inc.               031162AK6 03/01/05 03/01/32     72.947    VARIES    4.4729              0.110600   0.113073   0.115602   0.118187  0.120831     40.86    42.71
Amgen Inc.               031162AL4 03/01/05 03/01/32     72.947    VARIES    4.4729              0.110600   0.113073   0.115602   0.118187  0.120831     40.86    42.71
Anixter, Inc.            035287AC5 03/11/09 03/15/14     92.625    10.000   12.0007     9.20     0.032894   0.034868   0.036960   0.039178  0.041529     12.63    14.19
Anixter International    035290AD7 07/07/03 07/07/33     38.016    VARIES    7.3003              0.118535   0.122861   0.127346   0.131994  0.136812     44.98    48.33
Anixter International    035290AE5 07/07/03 07/07/33     38.016    VARIES    7.3003              0.118535   0.122861   0.127346   0.131994  0.136812     44.98    48.33
Anixter International    035290AF2 07/07/03 07/07/33     38.016    VARIES    7.3003              0.118535   0.122861   0.127346   0.131994  0.136812     44.98    48.33
Anixter International    035290AG0 07/07/03 07/07/33     38.016    VARIES    7.3003              0.118535   0.122861   0.127346   0.131994  0.136812     44.98    48.33
Apria Healthcare Group   037933AA6 08/20/03 09/01/33    100.000    VARIES    8.6241              0.336383   0.346845   0.357759   0.368722  0.380157    125.55   133.45
Apria Healthcare Group   037933AB4 08/20/03 09/01/33    100.000    VARIES    8.6241              0.336383   0.346845   0.357759   0.368722  0.380157    125.55   133.45
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Apria Healthcare Group   037933AD0 05/27/09 11/01/14     97.050    11.250   12.0051     2.42     0.011710   0.012412   0.013158   0.013947  0.014785      4.43     4.98
Apria Healthcare Group   037933AE8 05/27/09 11/01/14     97.050    11.250   12.0051     2.42     0.011710   0.012412   0.013158   0.013947  0.014785      4.43     4.98
Republic of Argentina    040114BD1 03/01/99 03/01/29     75.576     8.875    N/A                 0.025185   0.025183   0.025182   0.025180  0.025178      9.07     9.06
Republic of Argentina    040114GA2 06/15/00 06/15/15     91.700    11.750   13.0226    34.38     0.017663   0.018813   0.020038   0.021343  0.022732      6.60     7.49
Republic of Argentina    040114GB0 07/21/00 07/21/30     80.144    10.250   12.8669    10.85     0.005299   0.005640   0.006003   0.006389  0.006800      2.08     2.36
Republic of Argentina    040114GG9 06/19/01 06/19/18     75.375     0.000    N/A                 0.655856   0.655697   0.663001   0.663334  0.667586    239.45   242.12
Republic of Argentina    040114GH7 06/19/01 06/19/31     75.250    12.000    N/A                 0.596280   0.593442   0.597157   0.594377  0.594895    217.13   217.42
Armor Holdings, Inc.     042260AC3 10/29/04 11/01/24     99.000    VARIES    7.0025              0.248928   0.255698   0.262706   0.269959  0.277465     91.66    96.77
Armstrong Cnty Ind Dev   04233KAB2 07/29/99 08/20/34      6.955     0.000    7.7498    84.10     0.032170   0.033417   0.034712   0.036057  0.037454     12.14    13.10
Ashland Inc.             044209AC8 05/27/09 06/01/17     96.577     9.125    9.7504     1.75     0.008508   0.008923   0.009358   0.009814  0.010292      3.16     3.48
Ashland Inc.             044209AD6 05/27/09 06/01/17     96.577     9.125    9.7504     1.75     0.008508   0.008923   0.009358   0.009814  0.010292      3.16     3.48
Aubrey ISD               050195HD1 08/07/03 02/15/10     74.664     0.000    4.5300   247.95     0.123047                                                 5.41         
Azusa Calif Redev Agy    05502MAB9 06/16/92 12/01/12     16.502     0.000    9.0030   608.57     0.192022   0.200665   0.209698   0.219138  0.229003     71.21    77.77
BNP Paribas              05567LA31 09/30/09 03/30/15    100.000     0.000    3.2105              0.089183   0.090614   0.092069   0.093547  0.095049     32.63    33.68
BNP Paribas              05567LB55 10/30/09 04/29/15    100.000     0.000    3.2308              0.089745   0.091186   0.092659   0.094156  0.095677     32.75    33.81
BNP Paribas              05567LD53 03/03/10 03/03/15    100.000     0.000    3.0717                         0.085327   0.086637   0.087968  0.089319     25.58    31.75
BNP Paribas              05567LE52 02/01/10 07/31/15    100.000     0.000    3.0492                         0.084234   0.084117   0.086815  0.086702     28.12    31.59
BNP Paribas              05567LH67 04/30/10 10/30/15    100.000     0.000    0.3103                         0.008620   0.008633   0.008646  0.008660      2.08     3.11
BNP Paribas              05567LYH4 03/31/09 03/31/14    100.000     0.000    2.9595              0.083426   0.084661   0.085913   0.087185  0.088475     30.48    31.39
BNP Paribas              05567LYQ4 04/30/09 04/30/15    100.000     0.000    2.9447              0.083003   0.084226   0.085466   0.086724  0.088001     30.25    31.15
BNP Paribas              05567LZA8 05/27/09 05/27/14    100.000     0.000    3.6129              0.102171   0.104017   0.105896   0.107809  0.109757     37.24    38.60
BNP Paribas              05567LZQ3 08/31/09 08/29/14    100.000     0.000    3.1719              0.086666   0.088509   0.089421   0.091339  0.091779     32.31    33.28
Ball Corporation         058498AM8 08/20/09 09/01/16     97.975     7.125    7.5008      .82     0.006235   0.006469   0.006712   0.006963  0.007225      2.34     2.52
Ball Corporation         058498AN6 08/20/09 09/01/19     97.414     7.375    7.7505      .64     0.004877   0.005066   0.005263   0.005467  0.005678      1.84     1.98
Banco Macro S.A.         05963GAA6 12/18/06 12/18/16    100.000     9.750    9.7499              0.270833   0.270833   0.270833   0.270833  0.270833     97.50    97.50
Banco Macro S.A.         05963GAB4 12/18/06 12/18/16    100.000     9.750    9.7499              0.270833   0.270833   0.270833   0.270833  0.270833     97.50    97.50
Bank of America Corp.    06048UAC8 05/28/08 05/28/14    100.000     0.000    4.8120              0.143552   0.147006   0.150543   0.154165  0.157874     52.53    55.09
Bank of America Corp.    06048UAD6 05/30/08 05/30/14    100.000     0.000    4.9682              0.148549   0.152239   0.156021   0.159896  0.163868     54.37    57.11
Bank of America Corp.    06048UAE4 05/30/08 05/30/14    100.000     0.000    4.8414              0.144490   0.147987   0.151570   0.155239  0.158997     52.87    55.46
Bank of America Corp.    06048UAF1 05/30/08 05/28/10    100.000     0.000    3.4893              0.102068                                                15.00         
Bank of America Corp.    06048UAH7 05/30/08 05/30/12    100.000     0.000    4.5482              0.135158   0.138232   0.141376   0.144591  0.147879     49.40    51.68
Bank of America Corp.    06048UAK0 06/27/08 06/27/12    100.000     0.000    4.9877              0.149175   0.152895   0.156708   0.160616  0.164621     54.40    57.15
Bank of America Corp.    06048UAL8 06/27/08 06/27/11    100.000     0.000    4.7827              0.142616   0.146027   0.149519                          51.98    26.32
Bank of America Corp.    06048UAN4 06/27/08 06/28/13    100.000     0.000    5.1535              0.154530   0.158512   0.162597   0.166787  0.171084     56.37    59.31
Bank of America Corp.    06048UAP9 06/27/08 06/28/13    100.000     0.000    5.1535              0.154530   0.158512   0.162597   0.166787  0.171084     56.37    59.31
Bank of America Corp.    06048UAW4 07/25/08 07/25/11    100.000     0.000    4.5484              0.132157   0.135163   0.138237   0.141380               49.07    28.77
Bank of America Corp.    06048UAX2 07/25/08 07/25/13    100.000     0.000    5.2510              0.153624   0.157657   0.161796   0.166044  0.170404     57.31    60.35
Bank of America Corp.    06048UAY0 07/25/08 07/25/12    100.000     0.000    5.0268              0.146742   0.150430   0.154211   0.158087  0.162061     54.66    57.44
Bank of America Corp.    06048UBB9 08/29/08 08/29/13    100.000     0.000    5.2705              0.151694   0.156547   0.159795   0.164907  0.167413     57.26    60.21
Bank of America Corp.    06048UBC7 08/29/08 08/30/13    100.000     0.000    5.2706              0.152552   0.155716   0.160698   0.164032  0.168354     57.27    60.21
Bank of America Corp.    06048UBF0 07/29/08 07/29/13    100.000     0.000    5.3290              0.156023   0.160180   0.164448   0.168830  0.173328     58.20    61.34
Bank of America Corp.    06048UBG8 08/28/08 08/27/10    100.000     0.000    3.6369              0.104723   0.106627                                     25.06         
Bank of America Corp.    06048UBJ2 08/28/08 08/28/12    100.000     0.000    4.9000              0.142865   0.146365   0.149951   0.153625  0.157389     52.93    55.56
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Bank of America Corp.    06048UBP8 09/26/08 09/27/13    100.000     0.000    5.6306              0.165363   0.170019   0.174805   0.179727  0.184787     61.26    64.75
Bank of America Corp.    06048UBQ6 09/26/08 09/27/13    100.000     0.000    5.6306              0.165363   0.170019   0.174805   0.179727  0.184787     61.26    64.75
Bank of America Corp.    06048UBR4 09/26/08 09/27/13    100.000     0.000    5.5918              0.164162   0.168752   0.173470   0.178320  0.183306     60.80    64.25
Bank of America Corp.    06048UBV5 10/21/08 10/21/13    100.000     0.000    5.5528              0.162931   0.167454   0.172104   0.176882  0.181793     60.11    63.50
Bank of America Corp.    06048UBW3 10/30/08 10/30/13    100.000     0.000    5.1828              0.151527   0.155454   0.159483   0.163615  0.167855     55.74    58.67
Bank of America Corp.    06048UCC6 10/31/08 10/31/13    100.000     0.000    5.3679              0.157223   0.161443   0.165776   0.170225  0.174794     57.88    61.03
Bank of America Corp.    06048UCD4 10/22/08 10/22/13    100.000     0.000    5.5042              0.161426   0.165869   0.170434   0.175124  0.179944     59.53    62.86
Bank of America Corp.    06048UCE2 11/28/08 11/29/13    100.000     0.000    4.6361              0.134840   0.137966   0.141164   0.144437  0.147785     49.31    51.62
Bank of America Corp.    06048UCF9 11/28/08 11/29/13    100.000     0.000    4.4602              0.129499   0.132387   0.135339   0.138357  0.141443     47.33    49.46
Bank of America Corp.    06048UCJ1 11/28/08 11/28/11    100.000     0.000    3.3422              0.095968   0.097572   0.099203   0.100860               34.94    32.74
Bank of America Corp.    06048UCL6 12/26/08 12/26/13    100.000     0.000    3.6761              0.105903   0.107850   0.109832   0.111851  0.113907     38.50    39.92
Bank of America Corp.    06048UCM4 12/26/08 12/26/13    100.000     0.000    3.7743              0.108839   0.110893   0.112985   0.115118  0.117290     39.57    41.08
Bank of America Corp.    06048UCT9 01/30/09 01/30/15    100.000     0.000    4.1274              0.117016   0.119431   0.121896   0.124412  0.126979     43.30    45.10
Bank of America Corp.    06048UCU6 01/30/09 01/30/15    100.000     0.000    4.0392              0.114466   0.116778   0.119137   0.121543  0.123997     42.33    44.06
Bank of America Corp.    06048WAB6 05/29/09 05/29/19*   100.000    VARIES    6.3456              0.172166                                                25.48*        
Bank of America Corp.    06048WAD2 06/26/09 06/26/19*   100.000    VARIES    6.6490              0.180677                                                31.62*        
Bank of America Corp.    06048WAF7 08/13/09 08/13/19    100.000    VARIES    6.4099              0.178055   0.173969   0.169751   0.170099  0.170459     62.22    61.27
Bank of America Corp.    06048WAG5 09/25/09 09/25/19    100.000    VARIES    5.6410              0.156697   0.153282   0.149770   0.150071  0.150380     55.13    54.03
Bank of America Corp.    06048WAH3 09/28/09 09/27/27    100.000    VARIES    5.4085              0.150237   0.150513   0.150797   0.151089  0.151389     54.19    54.40
Bank of America Corp.    06048WAJ9 10/21/09 10/21/14    100.000     1.000    4.6199              0.128332   0.130655   0.133032   0.135463  0.137951     46.95    48.67
Bank of America Corp.    06048WAL4 11/23/09 11/23/29    100.000    VARIES    5.3008              0.147246   0.144523   0.141727   0.138858  0.135912     52.31    50.28
Bank of America Corp.    06048WAN0 01/13/10 01/13/25    100.000    VARIES    5.4890                         0.152473   0.148271   0.143954  0.144161     52.35    51.91
Bank of America Corp.    06048WAU4 02/22/10 02/22/17    100.000    VARIES    4.7710                         0.132529   0.132377   0.132222  0.133017     40.93    47.71
Bank of America Corp.    06048WAZ3 02/26/10 02/26/30    100.000    VARIES    5.3809                         0.149470   0.144523   0.139443  0.134227     44.97    49.83
Bank of America Corp.    06048WBD1 03/19/10 03/19/20    100.000    VARIES    5.5724                         0.154790   0.154459   0.154119  0.155061     43.62    55.61
Bank of America Corp.    06048WBG4 04/01/10 04/01/15    100.000     0.500    4.3270                         0.120196   0.122496   0.124846  0.127247     32.66    44.95
Bank of America Corp.    06048WBK5 04/08/10 04/08/30    100.000    VARIES    5.4991                         0.152754   0.147789   0.142687  0.137445     39.76    51.43
Bank of America Corp.    06048WBN9 04/13/10 04/13/17    100.000    VARIES    5.0917                         0.141439   0.142211   0.143002  0.143658     36.55    51.45
Bank of America Corp.    06048WBP4 04/28/10 04/28/15    100.000     0.500    4.1699                         0.115833   0.117959   0.120129  0.122344     28.28    43.13
Bank of America Corp.    06048WBQ2 05/03/10 05/03/17    100.000     5.020    5.0199                         0.139444   0.139444   0.139444  0.139444     33.19    50.20
Bank of America Corp.    06048WBS8 05/13/10 05/13/30    100.000    VARIES    5.1306                         0.142518   0.136910   0.131159  0.125260     32.22    47.69
Bank of America Corp.    06048WBT6 05/03/10 05/03/17    100.000    VARIES    4.8505                         0.134738   0.135311   0.135898  0.136364     32.10    48.88
Bank of America Corp.    06048WBY5 06/07/10 06/07/22    100.000    VARIES    4.6906                         0.130297   0.126838   0.123298  0.123544     26.50    44.95
Bank of America Corp.    06048WCB4 05/28/10 05/28/30    100.000    VARIES    5.5513                         0.154205   0.148462   0.142559  0.136493     32.66    51.99
Bank of America Corp.    06048WCC2 05/28/10 05/28/20    100.000    VARIES    5.2405                         0.145572   0.145019   0.144452  0.145501     30.99    52.12
Bank of America Corp.    06048WCJ7 06/24/10 06/24/30    100.000    VARIES    5.5091                         0.153033   0.145771   0.138309  0.138533     28.57    51.08
Bank of America Corp.    06048WCL2 07/01/10 07/01/22    100.000    VARIES    5.4618                         0.151718   0.148275   0.144739               27.31    52.74
Bank of America Corp.    06048WCQ1 06/29/10 06/29/20    100.000    VARIES    5.5309                         0.153639   0.153278   0.152908  0.153936     27.96    55.11
Bank of America Corp.    06048WCS7 07/12/10 07/12/30    100.000    VARIES    5.8002                                    0.161118   0.154512  0.147715     27.23    54.55
Bank of America Corp.    06048WCU2 06/28/10 06/28/30    100.000    VARIES    5.8695                         0.163042   0.158044   0.152900  0.153049     29.82    55.96
Bank of America Corp.    06048WCY4 08/12/10 08/12/30    100.000    VARIES    5.3993                                    0.149981   0.143531  0.136907     20.85    51.01
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Bank of America Corp.    06048WDG2 08/17/10 08/17/20    100.000    VARIES    2.4229                                    0.008972   0.008586  0.008195      1.20     3.06
Bank of America Corp.    06048WDJ6 08/18/10 08/18/17    100.000    VARIES    2.2826                                    0.007851   0.007354  0.006851      1.04     2.60
Bank of America Corp.    06048WDK3 08/25/10 08/25/20    100.000    VARIES    2.3834                                    0.009098   0.008705  0.008306      1.03     3.12
Bank of America Corp.    06048WDM9 09/03/10 09/03/20    100.000    VARIES    2.5928                         0.015356   0.014654   0.013944  0.013225      1.81     5.24
Bank of America Corp.    06048WDQ0 10/01/10 10/01/20    100.000     5.052    5.0519                                    0.140333   0.140333  0.140333     12.63    50.52
Bank of America Corp.    06048WDS6 09/08/10 09/08/15    100.000    VARIES    1.8483                                    0.008564   0.008451  0.008336       .97     3.04
Bank of America Corp.    06048WDT4 09/23/10 09/23/30    100.000    VARIES    5.3198                                    0.147774   0.142100  0.136274     14.48    51.05
Bank of America Corp.    06048WDU1 09/08/10 09/08/20    100.000    VARIES    2.4733                                    0.001620   0.001549  0.001478      1.83     5.54
Bank of America Corp.    06048WDW7 09/28/10 09/28/20    100.000    VARIES    2.6604                                    0.016957   0.016496  0.016028      1.58     5.94
Bank of America Corp.    06048WDZ0 09/28/10 09/28/20    100.000    VARIES    2.4632                                    0.011782   0.010678  0.009509      1.10     3.81
Bank of America Corp.    06048WEB2 09/28/10 09/28/20    100.000    VARIES    2.6493                                    0.016927   0.016139  0.015341      1.57     5.81
Bank of America Corp.    06048WEC0 09/28/10 09/28/15    100.000    VARIES    1.9786                                    0.013575   0.013063  0.012547      1.26     4.70
Bank of America Corp.    06048WEE6 10/14/10 10/15/30    100.000    VARIES    5.2016                         0.144490   0.144472   0.141005  0.137448     11.12    50.85
Bank of America Corp.    06048WEJ5 11/19/10 11/19/30    100.000    VARIES    5.6998                                    0.158330   0.154926  0.151424      6.65    56.10
Bank of America Corp.    06048WEL0 11/18/10 11/18/20    100.000    VARIES    2.5529                                    0.015081   0.014685  0.014284       .65     5.32
Bank of America Corp.    06048WEP1 11/19/10 11/19/20    100.000    VARIES    2.4291                                    0.021366   0.020445  0.019512       .90     7.45
Bank of America Corp.    06048WEQ9 11/30/10 11/30/20    100.000    VARIES    1.9846                                    0.010685   0.010300  0.009912       .33     3.75
Bank of America Corp.    06048WER7 12/03/10 12/03/15    100.000    VARIES    1.8507                                    0.008355   0.008060  0.007762       .23     2.94
Bank of America Corp.    06048WES5 12/01/10 12/01/20    100.000    VARIES    2.5893                                    0.011370   0.011067  0.010761       .34     4.02
Bank of America Corp.    060505CZ5 02/15/07 02/15/12*   100.000     0.250    N/A                 0.165397   0.169564                                     23.05*        
Bank of America Corp.    06050MDE4 05/28/04 06/01/10    100.000     0.000    4.7926              0.172814                                                25.92         
Bank of America Corp.    06050MDH7 06/25/04 06/28/10    100.000     0.000    4.7147              0.169291                                                29.96         
Bank of America Corp.    06050MDJ3 06/24/04 06/24/10    100.000     0.000    4.7242              0.169653                                                29.35         
Bank of America Corp.    06050MDM6 07/30/04 08/02/10    100.000     0.000    4.5676              0.159065   0.162698                                     34.22         
Bank of America Corp.    06050MEC7 11/26/04 11/26/10    100.000     1.500    4.2768              0.136976   0.139014                                     44.88         
Bank of America Corp.    06050MEG8 12/27/04 06/28/10    100.000     0.000    4.0825              0.138814                                                24.57         
Bank of America Corp.    06050MEH6 12/28/04 12/28/10    100.000     1.000    4.2553              0.139395   0.141770                                     50.19         
Bank of America Corp.    06050MEK9 01/27/05 01/28/11    100.000     0.000    4.3233              0.145600   0.148747   0.151962                          53.96     4.10
Bank of America Corp.    06050MEL7 01/28/05 01/28/11    100.000     1.000    4.3662              0.141345   0.143825   0.146358                          52.10     3.95
Bank of America Corp.    06050MEP8 02/24/05 02/24/10    100.000     1.250    4.3096              0.137688                                                 7.30         
Bank of America Corp.    06050MEW3 05/27/05 05/27/10    100.000     1.000    4.3093              0.139148                                                20.32         
Bank of America Corp.    06050MEY9 06/24/05 06/25/10    100.000     0.000    4.7416              0.162656                                                28.30         
Bank of America Corp.    06050MEZ6 07/29/05 07/29/11    100.000     1.500    4.5615              0.143523   0.145846   0.148222   0.150653               52.80    31.27
Bank of America Corp.    06050MFA0 08/25/05 08/25/10    100.000     1.250    4.5105              0.142985   0.145427                                     33.90         
Bank of America Corp.    06050MFC6 10/28/05 10/28/10    100.000     2.000    4.8533              0.151575   0.153905                                     45.44         
Bank of America Corp.    06050MFE2 09/28/05 09/29/10    100.000     0.000    4.5189              0.150114   0.153506                                     40.84         
Bank of America Corp.    06050MFG7 11/21/05 11/24/10    100.000     0.000    4.8973              0.165154   0.169198                                     54.07         
Bank of America Corp.    06050MFJ1 12/27/05 12/27/10    100.000     1.250    5.0014              0.161694   0.164870                                     58.13         
Bank of America Corp.    06050MFK8 12/28/05 12/28/11    100.000     1.500    5.0510              0.162091   0.165133   0.168251   0.171448               58.92    60.64
Bank of America Corp.    06050MFL6 03/24/06 03/25/11    100.000     0.000    5.1630              0.171457   0.175883   0.180423                          63.38    15.16
Bank of America Corp.    06050MFP7 04/28/06 04/28/11    100.000     1.750    5.5388              0.176034   0.179563   0.183189                          64.46    21.43
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Bank of America Corp.    06050MFS1 05/26/06 08/26/10    100.000     0.000    5.4111              0.178809   0.183647                                     42.89         
Bank of America Corp.    06050MFT9 05/25/06 05/25/10    100.000     2.000    5.4394              0.170837                                                24.60         
Bank of America Corp.    06050MFV4 06/27/06 06/27/11    100.000     0.000    5.6598              0.191135   0.196544   0.202106                          69.83    35.57
Bank of America Corp.    06050MFW2 07/28/06 01/28/11    100.000     0.000    5.5354              0.181131   0.186144   0.191296                          67.66     5.16
Bank of America Corp.    06050MFX0 07/28/06 07/29/10    100.000     0.000    5.4654              0.178503   0.183381                                     38.01         
Bank of America Corp.    06050MFZ5 08/24/06 08/26/10    100.000     0.000    5.2025              0.168637   0.173023                                     40.42         
Bank of America Corp.    06050MGB7 09/29/06 10/03/11    100.000     0.000    4.9679              0.159974   0.163948   0.168020   0.172194               59.01    46.45
Bank of America Corp.    06050MGD3 09/18/06 09/19/11    100.000     0.000    5.1632              0.167148   0.171463   0.175889   0.180430               61.84    46.20
Bank of America Corp.    06050MGF8 10/27/06 10/27/11    100.000     0.000    5.2609              0.170772   0.175264   0.179874   0.184605               62.87    54.09
Bank of America Corp.    06050MGM3 12/22/06 12/27/11    100.000     0.000    4.9879              0.160736   0.164745   0.168853   0.173064               58.62    60.87
Bank of America Corp.    06050MGN1 12/29/06 12/29/11    100.000     0.000    4.9680              0.159889   0.163861   0.167931   0.172103               58.29    60.87
Bank of America Corp.    06050MGP6 02/23/07 02/23/12    100.000     0.000    5.2024              0.164310   0.168584   0.172969   0.177469  0.182085     61.03    64.25
Bank of America Corp.    06050MGQ4 01/26/07 01/27/12    100.000     0.000    5.1926              0.163986   0.168243   0.172611   0.177093  0.181691     61.13    64.34
Bank of America Corp.    06050MGU5 02/23/07 11/23/11    100.000     0.000    5.1129              0.163191   0.167363   0.171642   0.176030               59.82    56.06
Bank of America Corp.    06050MGV3 02/23/07 02/24/12    100.000     0.000    5.1048              0.160869   0.164975   0.169186   0.173505  0.177933     59.71    62.80
Bank of America Corp.    06050MGW1 02/20/07 02/19/10    100.000     0.000    5.1731              0.163247                                                 7.84         
Bank of America Corp.    06050MGY7 03/30/07 03/30/10    100.000     0.000    4.9975              0.157053                                                13.98         
Bank of America Corp.    06050MGZ4 03/29/07 03/29/12    100.000     2.000    5.0300              0.150853   0.153250   0.155707   0.158226  0.160808     55.19    56.98
Bank of America Corp.    06050MHB6 03/30/07 03/30/12    100.000     0.000    4.9829              0.156539   0.160439   0.164436   0.168533  0.172732     57.77    60.69
Bank of America Corp.    06050MHD2 04/27/07 04/30/12    100.000     0.000    4.9782              0.156440   0.160334   0.164325   0.168415  0.172607     57.50    60.40
Bank of America Corp.    06050MHF7 05/25/07 02/27/12    100.000     0.000    5.2687              0.164583   0.168919   0.173368   0.177936  0.182623     61.12    64.38
Bank of America Corp.    06050MHL4 06/29/07 06/29/12    100.000     2.650    5.5699              0.166661   0.169253   0.171916   0.174654  0.177468     60.47    62.39
Bank of America Corp.    06050MHP5 07/27/07 07/28/11    100.000     0.000    5.3581              0.165464   0.169897   0.174449   0.179122               61.74    36.95
Bank of America Corp.    06050MHT7 08/30/07 09/01/11    100.000     0.000    5.1144              0.157190   0.161210   0.165332   0.169560               58.29    40.44
Bank of America Corp.    06050MHU4 08/31/07 09/02/11    100.000     0.000    5.0622              0.155449   0.159383   0.163418   0.167554               57.62    40.13
Bank of America Corp.    06050MHV2 09/28/07 03/28/13    100.000     0.000    5.2121              0.160475   0.164657   0.168948   0.173351  0.177868     59.31    62.44
Bank of America Corp.    06050MHW0 09/27/07 09/29/10    100.000     0.000    4.9389              0.151296   0.155032                                     41.22         
Bank of America Corp.    06050MHY6 11/30/07 11/30/12    100.000     1.250    4.9200              0.147077   0.149841   0.152673   0.155574  0.158548     53.62    55.67
Bank of America Corp.    06050MJB4 11/29/07 12/01/11    100.000     0.000    4.6068              0.140207   0.143437   0.146740   0.150120               51.25    49.03
Bank of America Corp.    06050MJD0 11/30/07 11/30/10    100.000     0.000    4.4308              0.134355   0.137332                                     44.74         
Bank of America Corp.    06050MJE8 12/26/07 12/27/12    100.000     0.000    4.8121              0.147026   0.150563   0.154186   0.157896  0.161695     53.59    56.20
Bank of America Corp.    06050MJF5 12/27/07 12/27/11    100.000     0.000    4.5091              0.136939   0.140026   0.143183   0.146411               49.88    51.55
Bank of America Corp.    06050MJJ7 12/28/07 12/28/12    100.000     0.000    4.8609              0.148641   0.152254   0.155954   0.159744  0.163627     54.18    56.85
Bank of America Corp.    06050MJN8 02/29/08 02/28/13    100.000     0.000    4.2547              0.125195   0.125774   0.130578   0.131182  0.135445     46.46    48.37
Bank of America Corp.    06050MJP3 02/29/08 03/04/13    100.000     0.000    4.1447              0.121818   0.122315   0.126919   0.127437  0.131508     45.16    46.97
Bank of America Corp.    06050MJR9 02/29/08 02/28/13    100.000     0.000    4.3135              0.127036   0.127660   0.132575   0.133226  0.137595     47.16    49.13
Bank of America Corp.    06050MJS7 02/28/08 08/28/13    100.000     0.000    4.4798              0.132993   0.135972   0.139017   0.142131  0.145315     49.15    51.38
Bank of America Corp.    06050MJT5 02/28/08 02/26/10    100.000     0.000    3.0862              0.089746                                                 4.94         
Bank of America Corp.    06050MJU2 03/28/08 03/28/14    100.000     0.000    4.2156              0.124662   0.127290   0.129973   0.132712  0.135509     45.85    47.80
Bank of America Corp.    06050MJV0 03/28/08 03/28/11    100.000     0.000    3.0663              0.089155   0.090522   0.091910                          32.60     8.00
Bank of America Corp.    06050MJX6 03/28/08 03/28/14    100.000     0.000    4.1175              0.121587   0.124091   0.126645   0.129253  0.131914     44.69    46.55
Bank of America Corp.    06050MJY4 03/28/08 03/28/14    100.000     0.000    4.1175              0.121587   0.124091   0.126645   0.129253  0.131914     44.69    46.55
Bank of America Corp.    06050MKB2 04/25/08 04/25/14    100.000     0.000    4.4504              0.132062   0.135001   0.138005   0.141076  0.144215     48.46    50.64
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Bank of America Corp.    06050MKC0 04/25/08 04/25/14    100.000     0.000    4.4113              0.130825   0.133711   0.136660   0.139674  0.142755     48.00    50.14
Bank of America Corp.    06050MKE6 04/25/08 04/26/10    100.000     0.000    3.1748              0.092467                                                10.63         
Bank of America Corp.    06050MKF3 04/25/08 04/25/13    100.000     0.000    4.1763              0.123431   0.126009   0.128640   0.131327  0.134069     45.24    47.15
Bank of America Corp.    06052E111 09/03/09 08/29/14    100.000     0.000    5.0623              0.138317   0.142501   0.145310   0.149806  0.151929     52.12    54.68
Bank of America Corp.    06052E145 09/08/09 08/30/11    100.000     0.000    3.0935              0.084987   0.085765   0.087570   0.088439               31.48    21.26
Bank of America Corp.    06052E202 09/10/09 09/09/11    100.000     0.000    2.9599              0.082220   0.083431   0.084665   0.085918               30.09    21.22
Bank of America Corp.    06052E277 10/06/09 09/27/13    100.000     0.000    4.5996              0.127769   0.130560   0.133563   0.136635  0.139777     47.04    49.22
Bank of America Corp.    06052E285 10/01/09 10/01/13    100.000     0.000    4.5899              0.127497   0.130423   0.133417   0.136478  0.139611     46.96    49.14
Bank of America Corp.    06052E293 10/06/09 09/27/11    100.000     0.000    2.7495              0.076377   0.077375   0.078439   0.079517               27.87    21.06
Bank of America Corp.    06052E376 11/05/09 11/01/11    100.000     0.000    2.4099              0.066944   0.067732   0.068548   0.069374               24.34    20.71
Bank of America Corp.    06052E467 11/05/09 11/04/14    100.000     0.000    4.6099              0.128055   0.130990   0.134009   0.137098  0.140258     46.97    49.16
Bank of America Corp.    06052E475 11/04/09 10/31/14    100.000     0.000    4.6625              0.129515   0.132467   0.135555   0.138715  0.141949     47.53    49.76
Bank of America Corp.    06052E483 11/05/09 11/01/11    100.000     0.000    2.4099              0.066944   0.067732   0.068548   0.069374               24.34    20.71
Bank of America Corp.    06052E517 12/02/09 12/02/14    100.000     0.000    4.1500              0.115279   0.117671   0.120113   0.122605  0.125149     42.07    43.84
Bank of America Corp.    06052E525 02/04/10 01/30/15    100.000     0.000    4.0898                         0.113608   0.115879   0.118249  0.120667     37.49    42.87
Bank of America Corp.    06052E566 12/02/09 12/02/14    100.000     0.000    4.1500              0.115279   0.117671   0.120113   0.122605  0.125149     42.07    43.84
Bank of America Corp.    06052E574 12/02/09 12/02/14    100.000     0.000    4.1500              0.115279   0.117671   0.120113   0.122605  0.125149     42.07    43.84
Bank of America Corp.    06052E590 12/02/09 11/30/11    100.000     0.000    1.9800              0.054396   0.054628   0.055472   0.055715               19.93    18.52
Bank of America Corp.    06052E608 12/11/09 12/09/11    100.000     0.000    2.1798              0.060552   0.061204   0.061871   0.062546               21.95    21.03
Bank of America Corp.    06052E707 12/30/09 01/14/15    100.000     0.000    4.5896              0.127490   0.127718   0.130649   0.133647  0.136714     46.46    48.59
Bank of America Corp.    06052E848 02/04/10 02/03/15    100.000     0.000    4.0998                         0.113886   0.116208   0.118590  0.121021     37.58    42.98
Bank of America Corp.    06052E889 02/04/10 01/31/12    100.000     0.000    1.8526                         0.051177   0.050799   0.052119  0.051744     16.88    18.93
Bank of America Corp.    06052H130 02/04/10 02/16/12    100.000     0.000    1.8998              0.052774   0.052808   0.053309   0.053816  0.054327     17.34    19.42
Bank of America Corp.    06052H148 03/04/10 02/27/15    100.000     0.000    3.8898                         0.108052   0.110072   0.112213  0.114395     32.34    40.55
Bank of America Corp.    06052H262 03/04/10 02/29/12    100.000     0.000    1.7672                         0.048024   0.049242   0.048868  0.049841     14.70    17.98
Bank of America Corp.    06052H353 04/06/10 03/27/15    100.000     0.000    4.2597                         0.118328   0.120722   0.123293  0.125919     31.58    44.41
Bank of America Corp.    06052H411 04/06/10 03/31/15    100.000     0.000    4.3022                         0.119508   0.121993   0.124617  0.127298     31.90    44.87
Bank of America Corp.    06052H486 04/05/10 03/30/12    100.000     0.000    1.9301                         0.053616   0.054119   0.054641  0.055169     14.31    19.67
Bank of America Corp.    06052H551 05/06/10 04/28/15    100.000     0.000    4.0498                         0.112497   0.114673   0.116995  0.119364     26.57    42.00
Bank of America Corp.    06052H585 05/07/10 05/01/12    100.000     0.000    1.8799                         0.052221   0.052695   0.053190  0.053690     12.25    19.12
Bank of America Corp.    06052H635 05/06/10 04/24/15    100.000     0.000    4.0496                         0.112491   0.114617   0.116938  0.119306     26.58    41.99
Bank of America Corp.    06052H676 05/06/10 04/24/15    100.000     0.000    4.1197                         0.114438   0.116638   0.119041  0.121493     27.04    42.75
Bank of America Corp.    06052H759 06/04/10 06/02/15    100.000     0.000    4.2100                         0.116945   0.119379   0.121892  0.124458     24.28    43.58
Bank of America Corp.    06052H783 06/04/10 05/30/12    100.000     0.000    1.7400                         0.048336   0.048747   0.049171  0.049599     10.02    17.65
Bank of America Corp.    06052H809 05/12/10 05/30/12    100.000     0.000    1.7700              0.049167   0.049211   0.049646   0.050086  0.050529     11.28    17.98
Bank of America Corp.    06052H825 06/04/10 05/29/15    100.000     0.000    4.1399                         0.114998   0.117312   0.119741  0.122219     23.88    42.83
Bank of America Corp.    06052H874 05/11/10 05/10/13    100.000     0.000    2.6499                         0.073610   0.074579   0.075568  0.076569     16.98    27.13
Bank of America Corp.    06052K174 07/02/10 06/26/15    100.000     0.000    4.2398                         0.117774   0.120188   0.122735  0.125337     21.09    43.75
Bank of America Corp.    06052K182 07/02/10 06/29/12    100.000     0.000    1.7498                         0.048608   0.049026   0.049455  0.049888      8.70    17.73
Bank of America Corp.    06052K216 06/30/10 07/02/13    100.000     0.000    2.6998                         0.074995   0.075006   0.076019  0.077045     13.58    27.55
Bank of America Corp.    06052K240 07/02/10 06/30/15    100.000     0.000    4.2198                         0.114670   0.119004   0.119534  0.123397     20.99    43.54
Bank of America Corp.    06052K257 07/02/10 06/30/15    100.000     0.000    4.2375                         0.117709   0.120189   0.122736  0.125336     21.19    43.73
Bank of America Corp.    06052K307 06/10/10 06/27/14    100.000     0.000    3.6995              0.102766   0.102946   0.104850   0.106790  0.108765     20.70    38.11
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Bank of America Corp.    06052K406 08/05/10 07/27/12    100.000     0.000    1.6601                                    0.046115   0.046480  0.046866      6.73    16.78
Bank of America Corp.    06052K448 08/09/10 07/31/15    100.000     0.000    3.8399                                    0.106664   0.108621  0.110707     15.15    39.36
Bank of America Corp.    06052K463 08/05/10 08/03/15    100.000     0.000    3.8498                                    0.106941   0.108977  0.111075     15.61    39.48
Bank of America Corp.    06052K513 09/02/10 09/01/15    100.000     0.000    3.5799                                    0.099443   0.101214  0.103025     11.83    36.55
Bank of America Corp.    06052K539 09/02/10 08/31/12    100.000     0.000    1.6721                                    0.046192   0.045814  0.046705      5.59    16.85
Bank of America Corp.    06052K612 08/17/10 08/19/15    100.000     0.000    3.6100                         0.100278   0.100298   0.102109  0.103952     13.44    36.92
Bank of America Corp.    06052K679 10/01/10 10/01/15    100.000     0.000    3.5499                                    0.098611   0.100361  0.102143      8.87    36.13
Bank of America Corp.    06052K703 10/01/10 09/30/16    100.000     4.040    4.0399                                    0.110989   0.110383  0.110383     10.21    40.34
Bank of America Corp.    06052K745 10/01/10 10/01/12    100.000     0.000    1.4599                                    0.040554   0.040850  0.041148      3.65    14.71
Bank of America Corp.    06052K760 10/04/10 09/30/20    100.000    VARIES    4.7910                                    0.131623   0.130129  0.129320     11.71    47.55
Bank of America Corp.    06052K836 10/14/10 10/30/15    100.000     0.000    3.1997                         0.088883   0.089009   0.090433  0.091880      6.85    32.47
Bank of America Corp.    06052R120 11/04/10 11/04/16    100.000     3.694    3.6939                                    0.102611   0.102611  0.102611      5.85    36.94
Bank of America Corp.    06052R179 10/13/10 10/30/15    100.000     0.000    3.3096                         0.091936   0.092080   0.093604  0.095153      7.18    33.61
Bank of America Corp.    06052R187 11/04/10 10/29/12    100.000     0.000    1.2001                                    0.033337   0.033532  0.033733      1.90    12.06
Bank of America Corp.    06052R229 12/01/10 11/27/15    100.000     0.000    3.5799                                    0.099443   0.101184  0.102995      2.98    36.23
Bank of America Corp.    06052R278 12/01/10 12/01/16    100.000     4.030    4.0299                                    0.111944   0.111944  0.111944      3.36    40.30
Bank of America Corp.    06052R294 12/01/10 12/01/15    100.000     0.000    3.5800                                    0.099445   0.101225  0.103037      2.98    36.23
Bank of America Corp.    060900164 03/05/09 09/05/12    100.000     0.000    4.2742              0.121267   0.123859   0.126506   0.129209  0.131971     44.73    46.66
Bank of America Corp.    060900198 02/27/09 03/04/14    100.000     0.000    4.4307              0.125910   0.128700   0.131551   0.134465  0.137444     46.49    48.57
Bank of America Corp.    060900206 02/27/09 02/28/14    100.000     0.000    4.6656              0.131908   0.132785   0.138134   0.139052  0.143860     49.07    51.29
Bank of America Corp.    060900248 03/05/09 03/06/12    100.000     0.000    4.1175              0.116744   0.119147   0.121600   0.124104  0.126659     43.02    44.81
Bank of America Corp.    060900297 03/27/09 03/28/14    100.000     0.000    4.2742              0.121282   0.123874   0.126521   0.129225  0.131987     44.62    46.54
Bank of America Corp.    060900321 03/27/09 03/28/14    100.000     0.000    4.2350              0.120147   0.122691   0.125289   0.127942  0.130651     44.19    46.08
Bank of America Corp.    060900412 04/24/09 04/25/14    100.000     0.000    5.3679              0.153134   0.157244   0.161465   0.165798  0.170248     56.42    59.49
Bank of America Corp.    060900479 05/29/09 05/31/13    100.000     0.000    5.3386              0.150625   0.153801   0.158774   0.162121  0.166449     55.82    58.81
Bank of America Corp.    060900495 06/05/09 06/01/11    100.000     0.000    3.1942              0.090115   0.091555   0.093017                          32.79    13.95
Bank of America Corp.    060900586 06/26/09 06/28/13    100.000     0.000    5.6500              0.161431   0.165992   0.170681   0.175503  0.180461     58.96    62.34
Bank of America Corp.    060900594 06/26/09 06/28/13    100.000     0.000    5.6890              0.162576   0.167201   0.171957   0.176848  0.181879     59.39    62.81
Bank of America Corp.    060900610 06/26/09 07/06/11    100.000     0.000    3.4400              0.095649   0.097294   0.098967   0.100670               35.31    18.62
Bank of America Corp.    060900750 07/31/09 07/26/13    100.000     0.000    5.6592              0.153785   0.160637   0.162489   0.169857  0.171815     58.76    62.12
Bank of America Corp.    060900768 07/31/09 08/02/11    100.000     0.000    3.4154              0.092828   0.095978   0.096025   0.099284               34.94    21.04
Bank of America Corp.    060900776 07/31/09 07/30/13    100.000     0.000    5.6098              0.152442   0.159292   0.161090   0.168354  0.170254     58.22    61.53
Bank of America Corp.    060900784 07/06/09 06/29/12    100.000     0.000    4.5283              0.128523   0.131433   0.134409   0.137453  0.140565     46.80    48.95
Bank of America Corp.    060900826 09/03/09 09/04/13    100.000     0.000    4.7200              0.130405   0.131306   0.136633   0.137577  0.142371     48.50    50.73
Barclays Bank PLC        06738C5K1 05/31/07 09/01/11    100.000     0.000    5.1701              0.160238   0.161700   0.168629   0.170168               59.78    41.26
Barclays Bank PLC        06738CA33 02/28/07 08/28/12    100.000     0.000    4.9697              0.156075   0.159953   0.163928   0.168001  0.172176     57.85    60.76
Barclays Bank PLC        06738CA66 02/28/07 09/04/12    100.000     0.000    5.1701              0.162353   0.163834   0.170855   0.172414  0.178815     60.54    63.60
Barclays Bank PLC        06738CB24 03/28/07 09/28/12    100.000     0.000    4.9599              0.155729   0.159591   0.163549   0.167605  0.171762     57.48    60.37
Barclays Bank PLC        06738CCS6 03/22/05 03/22/10    100.000     0.000    4.4999              0.152712                                                12.37         
Barclays Bank PLC        06738CFZ7 08/31/05 08/31/10    100.000     0.000    4.4775              0.147656   0.148501                                     35.89         
Barclays Bank PLC        06738CK40 03/30/07 03/30/10    100.000     0.000    5.0599              0.159257                                                14.17         
Barclays Bank PLC        06738CK57 03/28/07 06/28/11    100.000     0.000    5.3200              0.170747   0.175289   0.179952                          62.31    31.85
Barclays Bank PLC        06738CM30 04/27/07 10/29/12    100.000     0.000    5.0799              0.160010   0.164074   0.168242   0.172515  0.176897     58.85    61.87
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Barclays Bank PLC        06738CMS5 10/27/06 10/27/11    100.000     0.000    5.1100              0.165143   0.169362   0.173689   0.178127               60.76    52.21
Barclays Bank PLC        06738CSL4 12/27/06 06/24/10    100.000     0.000    5.0599              0.163218                                                28.24         
Barclays Bank PLC        06738CV97 04/30/07 10/28/10    100.000     0.000    5.0699              0.159566   0.163611                                     48.12         
Barclays Bank PLC        06738CVD8 01/31/07 01/31/12    100.000     0.000    5.2399              0.165649   0.169989   0.174443   0.179013  0.183703     61.74    65.02
Barclays Bank PLC        06738CVE6 01/31/07 07/31/12    100.000     0.000    5.2399              0.165648   0.169987   0.174441   0.179011  0.183701     61.74    65.02
Barclays Bank PLC        06738CXS3 02/28/07 08/28/12    100.000     0.000    4.9697              0.156075   0.159953   0.163928   0.168001  0.172176     57.85    60.76
Barclays Bank PLC        06738CZR3 03/01/07 03/01/11    100.000     0.000    4.9500              0.155381   0.159227   0.163167                          57.56     9.79
Barclays Bank PLC        06738CZX0 03/09/07 03/09/17    100.000     0.000    5.5899              0.178225   0.183207   0.188327   0.193591  0.199002     66.19    69.94
Barclays Bank PLC        06738G4F4 12/31/07 06/24/10    100.000     0.000    4.1100              0.123764                                                21.41         
Barclays Bank PLC        06738G4Y3 01/31/08 07/28/10    100.000     0.000    3.1999              0.093206   0.094697                                     19.56         
Barclays Bank PLC        06738G4Z0 01/31/08 07/30/12    100.000     0.000    3.6623              0.105077   0.108775   0.108961   0.112795  0.112988     39.62    41.09
Barclays Bank PLC        06738G845 08/29/08 02/26/10    100.000     0.000    3.4700              0.099736                                                 5.49         
Barclays Bank PLC        06738GDT4 06/19/07 06/17/11    100.000     0.000    5.2800              0.167030   0.171440   0.175966                          61.05    29.21
Barclays Bank PLC        06738GEN6 06/29/07 09/28/12    100.000     0.000    5.9100              0.187145   0.192675   0.198369   0.204231  0.210266     69.41    73.57
Barclays Bank PLC        06738GES5 06/29/07 06/29/12    100.000     0.000    5.8900              0.189166   0.194737   0.200472   0.206376  0.212454     69.13    73.26
Barclays Bank PLC        06738GFB1 07/02/07 07/01/10    100.000     0.000    5.7100              0.182556                                                32.86         
Barclays Bank PLC        06738GFC9 07/03/07 06/30/10    100.000     0.000    5.7347              0.183428                                                32.83         
Barclays Bank PLC        06738GGL8 07/16/07 10/14/11    100.000     0.000    5.2300              0.163141   0.167407   0.171784   0.176277               60.16    49.42
Barclays Bank PLC        06738GH29 11/30/07 05/30/12    100.000     0.000    4.3699              0.132349   0.135241   0.138196   0.141216  0.144301     48.35    50.48
Barclays Bank PLC        06738GT59 11/30/07 05/30/10    100.000     0.000    4.1003              0.123530                                                18.41         
Barclays Bank PLC        06738GW22 11/30/07 11/30/12    100.000     0.000    4.3699              0.132348   0.135240   0.138195   0.141215  0.144300     48.35    50.48
Barclays Bank PLC        06738GX62 12/31/07 06/24/10    100.000     0.000    4.1100              0.123764                                                21.41         
Barclays Bank PLC        06738GX70 12/31/07 06/26/12    100.000     0.000    4.4399              0.134588   0.137576   0.140630   0.143752  0.146943     49.02    51.22
Barclays Bank PLC        06738JFK5 09/30/10 09/30/25    100.000    VARIES    4.4611                                    0.123920   0.123586  0.123245     11.28    44.49
Barclays Bank PLC        06738JHK3 09/30/10 09/30/20    100.000    VARIES    4.0513                                    0.112537   0.112425  0.112311     10.24    40.47
Barclays Bank PLC        06738JHL1 10/15/10 10/15/22    100.000    VARIES    4.2146                                    0.117075   0.117054  0.117033      8.90    42.14
Barclays Bank PLC        06738JJR6 10/07/10 10/07/20    100.000    VARIES    4.0416                                    0.112268   0.112292  0.112316      9.43    40.42
Barclays Bank PLC        06738JJX3 10/07/10 10/07/25    100.000    VARIES    4.4615                                    0.123933   0.123599  0.123258     10.41    44.50
Barclays Bank PLC        06738JLX0 10/07/10 10/07/22    100.000    VARIES    4.2148                                    0.117079   0.117058  0.117037      9.83    42.14
Barclays Bank PLC        06738JNK6 10/15/10 10/15/25    100.000    VARIES    4.7543                                    0.132065   0.131903  0.131737     10.04    47.49
Barclays Bank PLC        06738Q3V8 04/30/09 05/07/14    100.000     0.000    5.2000              0.148352   0.152209   0.156167   0.160227  0.164393     54.52    57.40
Barclays Bank PLC        06738Q3Z9 04/09/09 04/09/24*   100.000    VARIES    5.8367              0.157136                                                15.40*        
Barclays Bank PLC        06738Q4D7 04/30/09 05/07/14    100.000     0.000    4.9000              0.139580   0.143000   0.146503   0.150092  0.153770     51.24    53.78
Barclays Bank PLC        06738Q4Y1 05/14/09 05/14/24*   100.000    VARIES    6.5028              0.180184   0.179721                                     40.14*        
Barclays Bank PLC        06738Q5D6 04/22/09 04/22/24*   100.000    VARIES    5.7795              0.155549                                                17.27*        
Barclays Bank PLC        06738Q7M4 04/30/09 04/30/24*   100.000    VARIES    5.5065              0.147610                                                17.57*        
Barclays Bank PLC        06738QDA3 08/29/08 08/31/11    100.000     0.000    3.9925              0.114765   0.115147   0.119393   0.119791               42.53    28.97
Barclays Bank PLC        06738QDB1 08/26/08 08/30/13    100.000     0.000    4.4602              0.128122   0.130263   0.133900   0.136138  0.139174     47.87    49.94
Barclays Bank PLC        06738QDW5 09/10/08 09/08/11    100.000     0.000    3.7898              0.109280   0.111351   0.113461   0.115611               40.19    28.41
Barclays Bank PLC        06738QK98 02/27/09 02/27/14    100.000     0.000    4.6599              0.132460   0.135546   0.138704   0.141936  0.145243     49.02    51.33
Barclays Bank PLC        06738QKP2 09/22/08 09/22/11    100.000     0.000    4.0900              0.118308   0.120728   0.123197   0.125716               43.51    32.61
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Barclays Bank PLC        06738QKR8 09/30/08 09/30/11    100.000     0.000    4.7401              0.137985   0.141255   0.144603   0.148030               50.87    39.52
Barclays Bank PLC        06738QLE6 09/17/08 09/14/14    100.000     0.000    4.0500              0.117065   0.119436   0.121854   0.124322  0.126840     43.08    44.85
Barclays Bank PLC        06738QM21 02/27/09 03/07/14    100.000     0.000    4.6599              0.132631   0.135722   0.138884   0.142120  0.145431     49.02    51.33
Barclays Bank PLC        06738QV62 03/31/09 03/31/14    100.000     0.000    5.0055              0.142522   0.146089   0.149746   0.153494  0.157335     52.61    55.27
Barclays Bank PLC        06738QV70 03/31/09 03/31/14    100.000     0.000    5.0055              0.142522   0.146089   0.149746   0.153494  0.157335     52.61    55.27
Barclays Bank PLC        06738QX86 03/31/09 04/07/14    100.000     0.000    5.0056              0.141095   0.143836   0.148247   0.151127  0.154909     52.62    55.21
Barclays Bank PLC        06738R2Z8 07/18/08 01/19/11    100.000     0.000    3.9500              0.114112   0.116366   0.118664                          42.22     2.14
Barclays Bank PLC        06738R3V6 06/24/08 06/23/10    100.000     0.000    4.0700              0.120088                                                20.66         
Barclays Bank PLC        06738R5X0 07/30/08 07/28/11    100.000     0.000    4.2101              0.121895   0.124461   0.127081   0.129756               45.14    26.79
Barclays Bank PLC        06738R6V3 07/25/08 07/30/13    100.000     0.000    4.7399              0.138071   0.141343   0.144693   0.148122  0.151632     51.29    53.75
Barclays Bank PLC        06738RA89 05/30/08 11/30/11    100.000     0.000    4.1499              0.122603   0.125147   0.127744   0.130394               44.75    42.50
Barclays Bank PLC        06738RBT2 01/24/08 07/23/12    100.000     0.000    3.8000              0.111678   0.113800   0.115962   0.118165  0.120411     41.26    42.85
Barclays Bank PLC        06738RC95 05/30/08 06/02/11    100.000     0.000    4.1499              0.122631   0.125176   0.127773                          44.75    19.29
Barclays Bank PLC        06738RCK0 01/31/08 07/28/10    100.000     0.000    3.2499              0.094732   0.096272                                     19.89         
Barclays Bank PLC        06738RDB9 02/29/08 02/28/11    100.000     0.000    3.1126              0.090063   0.089974   0.092888                          33.20     5.39
Barclays Bank PLC        06738RDC7 02/29/08 11/29/12    100.000     0.000    3.5298              0.103663   0.103772   0.107354   0.107468  0.110566     37.98    39.31
Barclays Bank PLC        06738RF27 05/14/08 05/12/10    100.000     0.000    3.3601              0.098104                                                12.85         
Barclays Bank PLC        06738RG91 05/19/08 11/17/10    100.000     0.000    3.4701              0.101478   0.103239                                     32.38         
Barclays Bank PLC        06738RHU3 02/27/08 11/26/13    100.000     0.000    3.7400              0.110842   0.112915   0.115027   0.117178  0.119369     40.42    41.95
Barclays Bank PLC        06738RJ72 05/28/08 05/26/10    100.000     0.000    3.7502              0.110121                                                15.97         
Barclays Bank PLC        06738RJU1 03/04/08 03/02/10    100.000     0.000    2.9400              0.085310                                                 5.20         
Barclays Bank PLC        06738RK54 05/29/08 05/26/11    100.000     0.000    4.1998              0.124125   0.126732   0.129393                          45.34    18.76
Barclays Bank PLC        06738RKA3 03/31/08 03/30/11    100.000     0.000    3.0827              0.089150   0.089049   0.091920                          32.78     8.09
Barclays Bank PLC        06738RL87 06/30/08 06/29/11    100.000     0.000    4.2398              0.125410   0.128068   0.130783                          45.64    23.28
Barclays Bank PLC        06738RMA1 03/31/08 03/28/13    100.000     0.000    3.2999              0.096260   0.097848   0.099463   0.101104  0.102772     35.24    36.41
Barclays Bank PLC        06738RRP3 04/30/08 04/30/12    100.000     0.000    4.0000              0.117912   0.120271   0.122676   0.125130  0.127632     43.16    44.91
Barclays Bank PLC        06738RRR9 04/30/08 04/25/14    100.000     0.000    3.9299              0.115666   0.117939   0.120256   0.122619  0.125029     42.35    44.03
Barclays Bank PLC        06738RRS7 04/30/08 04/28/11    100.000     0.000    3.7198              0.109182   0.111213   0.113281                          39.93    13.25
Barclays Bank PLC        06738RVW3 04/18/08 03/20/13    100.000     0.000    3.7399              0.109513   0.111561   0.113647   0.115772  0.117937     40.21    41.73
Barclays Bank PLC        06738RWH5 05/19/08 11/20/12    100.000     0.000    4.0899              0.120737   0.123206   0.125725   0.128297  0.130920     44.11    45.94
Barclays Bank PLC        06738RWP7 04/23/08 04/21/10    100.000     0.000    3.1198              0.090765                                                 9.98         
Barclays Bank PLC        06738RXA9 05/30/08 05/25/11    100.000     0.000    4.1499              0.122533   0.125076   0.127671                          44.75    18.38
Barclays Bank PLC        06739FAA9 09/30/05 09/30/10    100.000     0.000    4.5499              0.151308   0.154751                                     41.32         
Barclays Bank PLC        06739H461 01/31/08 02/28/14    100.000     0.000    4.0805              0.120154   0.120607   0.125107   0.125579  0.129549     44.55    46.30
Barclays Bank PLC        06739H479 01/31/08 05/30/14    100.000     0.000    4.0799              0.122048   0.124538   0.127079   0.129671  0.132316     44.54    46.38
Barclays Bank PLC        06739H545 12/31/07 08/31/13    100.000     0.000    4.7069              0.140505   0.141467   0.147196   0.148204  0.153359     52.28    54.67
Barclays Bank PLC        06739H594 11/30/07 09/30/13    100.000     0.000    4.5700              0.137917   0.141068   0.144291   0.147588  0.150961     50.80    53.15
Barclays Bank PLC        06739J2D4 11/19/09 11/21/12    100.000     0.000    2.5698              0.071396   0.072313   0.073242   0.074183  0.075137     25.94    26.61
Barclays Bank PLC        06739J2E2 11/19/09 11/21/11    100.000     0.000    1.5402              0.042787   0.043117   0.043449   0.043783               15.49    13.96
Barclays Bank PLC        06739J2V4 11/27/09 11/27/24*   100.000    VARIES    5.1390              0.142751   0.139281                                     45.91*        
Barclays Bank PLC        06739J5D1 11/27/09 11/27/14    100.000    VARIES    3.3906              0.094185   0.094369   0.094556   0.095371  0.095913     33.95    34.23
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Barclays Bank PLC        06739J5L3 12/18/09 02/25/13    100.000     0.000    2.6199              0.072776   0.073131   0.074089   0.075060  0.076043     26.43    27.09
Barclays Bank PLC        06739J5M1 11/27/09 11/27/24*   100.000    VARIES    5.1368              0.142690   0.138507                                     45.76*        
Barclays Bank PLC        06739J5R0 11/25/09 11/25/11    100.000     0.000    1.5200              0.042224   0.042545   0.042869   0.043195               15.28    13.95
Barclays Bank PLC        06739J5V1 12/31/09 12/31/15    100.000     0.000    4.2300              0.117501   0.119986   0.122524   0.125115  0.127762     42.75    44.58
Barclays Bank PLC        06739J5W9 12/31/09 12/31/15    100.000     0.000    4.2300              0.117501   0.119986   0.122524   0.125115  0.127762     42.75    44.58
Barclays Bank PLC        06739J6B4 12/02/09 12/02/11    100.000     0.000    1.4897              0.041383   0.041691   0.042001   0.042314               14.97    13.96
Barclays Bank PLC        06739J863 10/28/09 04/28/15    100.000     0.000    4.1800              0.116113   0.118540   0.121017   0.123546  0.126129     42.55    44.34
Barclays Bank PLC        06739JAB9 05/29/09 05/31/12    100.000     0.000    3.1001              0.086503   0.087364   0.089206   0.090093  0.091490     31.82    32.80
Barclays Bank PLC        06739JAJ2 05/29/09 11/29/12    100.000     0.000    3.5899              0.101511   0.103333   0.105187   0.107075  0.108997     36.99    38.33
Barclays Bank PLC        06739JBB8 05/27/09 06/06/14    100.000     0.000    4.9200              0.140203   0.143652   0.147186   0.150806  0.154516     51.27    53.82
Barclays Bank PLC        06739JBF9 05/28/09 05/28/24*   100.000    VARIES    5.8285              0.156909                                                23.07*        
Barclays Bank PLC        06739JBH5 05/29/09 05/29/29    100.000    VARIES    5.8530              0.156977   0.151206   0.145266   0.139153  0.134833     55.10    50.86
Barclays Bank PLC        06739JBJ1 05/29/09 06/06/14    100.000     0.000    3.5900              0.101583   0.103407   0.105263   0.107152  0.109076     36.99    38.33
Barclays Bank PLC        06739JD59 09/23/09 09/23/11    100.000     0.000    2.0099              0.055833   0.056394   0.056961   0.057534               20.31    15.03
Barclays Bank PLC        06739JD83 09/30/09 09/30/24    100.000    VARIES    5.1625              0.143404   0.139218   0.134925   0.131820  0.128635     50.10    47.44
Barclays Bank PLC        06739JEB5 07/24/09 07/24/14    100.000     0.000    4.7799              0.132776   0.135950   0.139199   0.142526  0.145932     49.38    51.77
Barclays Bank PLC        06739JEK5 06/26/09 06/26/24    100.000    VARIES    5.6547              0.152093   0.146969   0.142380   0.137661  0.132809     53.78    50.36
Barclays Bank PLC        06739JEQ2 06/30/09 07/08/14    100.000     0.000    4.9699              0.138206   0.141641   0.145160   0.148767  0.152464     51.58    54.17
Barclays Bank PLC        06739JER0 06/30/09 07/08/14    100.000     0.000    4.9699              0.138206   0.141641   0.145160   0.148767  0.152464     51.58    54.17
Barclays Bank PLC        06739JES8 06/04/09 06/06/14    100.000     0.000    4.8900              0.139193   0.142596   0.146083   0.149655  0.153314     50.89    53.41
Barclays Bank PLC        06739JFY4 06/30/09 06/28/13    100.000     0.000    2.6799              0.075430   0.076441   0.077465   0.078503  0.079555     27.34    28.08
Barclays Bank PLC        06739JGP2 06/26/09 06/26/24    100.000    VARIES    5.6622              0.150335   0.143188   0.137640   0.131935  0.126069     52.77    48.47
Barclays Bank PLC        06739JGY3 06/17/09 06/15/12    100.000     0.000    4.8699              0.138533   0.141906   0.145361   0.148901  0.152527     50.59    53.08
Barclays Bank PLC        06739JJM6 06/26/09 06/26/24*   100.000    VARIES    5.6679              0.151670                                                26.54*        
Barclays Bank PLC        06739JJS3 07/01/09 07/01/11    100.000     0.000    4.9199              0.140027   0.143472   0.147001                          51.03    26.46
Barclays Bank PLC        06739JJT1 07/01/09 07/01/11    100.000     0.000    2.6801              0.075446   0.076457   0.077482                          27.34    13.95
Barclays Bank PLC        06739JJU8 07/24/09 07/24/14    100.000     0.000    4.7799              0.132776   0.135950   0.139199   0.142526  0.145932     49.38    51.77
Barclays Bank PLC        06739JKC6 07/21/09 07/19/12    100.000     0.000    3.2699              0.090832   0.092301   0.093810   0.095344  0.096902     33.45    34.55
Barclays Bank PLC        06739JKE2 07/24/09 08/07/14    100.000     0.000    4.7800              0.133007   0.136186   0.139441   0.142774  0.146186     49.38    51.77
Barclays Bank PLC        06739JKF9 07/15/09 07/15/11    100.000     0.000    2.6301              0.073060   0.074021   0.074994   0.075980               26.80    14.73
Barclays Bank PLC        06739JKG7 07/24/09 07/24/13    100.000     0.000    4.2998              0.119442   0.122010   0.124633   0.127312  0.130049     44.28    46.20
Barclays Bank PLC        06739JKH5 07/24/09 07/24/14    100.000     0.000    4.7799              0.132776   0.135950   0.139199   0.142526  0.145932     49.38    51.77
Barclays Bank PLC        06739JKL6 07/23/09 07/23/24*   100.000    VARIES    6.1980              0.172167   0.166742                                     33.80*        
Barclays Bank PLC        06739JKM4 07/24/09 07/24/14    100.000    VARIES    4.7816              0.132825   0.133510   0.134211   0.134930  0.135665     48.16    48.67
Barclays Bank PLC        06739JKN2 07/24/09 07/24/12    100.000     0.000    3.3900              0.094168   0.095764   0.097388   0.099038  0.100717     34.69    35.88
Barclays Bank PLC        06739JKP7 07/24/09 07/24/12    100.000     0.000    3.3900              0.094168   0.095764   0.097388   0.099038  0.100717     34.69    35.88
Barclays Bank PLC        06739JKQ5 07/08/09 07/08/11    100.000     0.000    2.5300              0.070280   0.071169   0.072069   0.072981               25.77    13.64
Barclays Bank PLC        06739JKR3 07/08/09 07/08/11    100.000     0.000    2.5300              0.070280   0.071169   0.072069   0.072981               25.77    13.64
Barclays Bank PLC        06739JKS1 07/07/09 07/07/14    100.000     0.000    4.7699              0.132498   0.135658   0.138893   0.142206  0.145597     49.38    51.76
Barclays Bank PLC        06739JLU5 07/15/09 07/15/11    100.000     0.000    2.6301              0.073060   0.074021   0.074994   0.075980               26.80    14.73
Barclays Bank PLC        06739JME0 07/23/09 07/23/24*   100.000    VARIES    6.2034              0.172319   0.166894                                     33.83*        
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Barclays Bank PLC        06739JMG5 07/20/09 07/19/12    100.000     0.000    3.5001              0.097225   0.098917   0.100649   0.102410  0.104202     35.86    37.13
Barclays Bank PLC        06739JMH3 08/18/09 08/20/12    100.000     0.000    2.9800              0.082793   0.084027   0.085279   0.086550  0.087839     30.35    31.26
Barclays Bank PLC        06739JMK6 07/23/09 07/23/24    100.000    VARIES    6.1912              0.171979   0.166984   0.161835   0.156607  0.151217     59.41    55.64
Barclays Bank PLC        06739JN41 10/29/09 10/29/24*   100.000    VARIES    5.4203              0.150565   0.145235                                     43.91*        
Barclays Bank PLC        06739JN58 10/28/09 10/28/24*   100.000    VARIES    5.3273              0.147981   0.144523                                     43.33*        
Barclays Bank PLC        06739JN90 10/21/09 10/21/11    100.000     0.000    1.9799              0.054997   0.055542   0.056092   0.056647               19.97    16.37
Barclays Bank PLC        06739JNT6 08/03/09 08/03/11    100.000     0.000    2.5897              0.071938   0.072869   0.073813   0.074769               26.34    15.82
Barclays Bank PLC        06739JNU3 08/12/09 08/12/13    100.000     0.000    3.8100              0.105835   0.107851   0.109905   0.111999  0.114133     39.03    40.53
Barclays Bank PLC        06739JNW9 08/21/09 08/21/24    100.000    VARIES    5.5443              0.154009   0.148268   0.142367   0.137450  0.132396     52.90    49.07
Barclays Bank PLC        06739JP72 10/28/09 10/26/11    100.000     0.000    1.8699              0.051943   0.052423   0.052913   0.053408               18.85    15.70
Barclays Bank PLC        06739JPB3 08/12/09 08/11/11    100.000     0.000    2.3800              0.066114   0.066896   0.067692   0.068498               24.16    15.04
Barclays Bank PLC        06739JPE7 08/30/09 09/08/14    100.000     0.000    3.8999              0.108426   0.110540   0.112695   0.114893  0.117133     39.90    41.47
Barclays Bank PLC        06739JPF4 08/27/09 08/27/24*   100.000    VARIES    5.3967              0.149910   0.144960                                     34.49*        
Barclays Bank PLC        06739JQ63 11/30/09 11/30/15    100.000     0.000    3.9500              0.109723   0.111891   0.114100   0.116354  0.118652     40.03    41.62
Barclays Bank PLC        06739JQ71 11/30/09 11/30/15    100.000     0.000    3.9500              0.109723   0.111891   0.114100   0.116354  0.118652     40.03    41.62
Barclays Bank PLC        06739JR39 11/24/09 11/24/14    100.000    VARIES    3.4606              0.096128   0.095869   0.095605   0.096497  0.097127     34.54    34.63
Barclays Bank PLC        06739JR88 11/04/09 11/04/11    100.000     0.000    1.7800              0.049447   0.049887   0.050331   0.050779               17.93    15.33
Barclays Bank PLC        06739JR96 11/04/09 11/04/13    100.000     0.000    3.1800              0.088334   0.089739   0.091166   0.092615  0.094088     32.21    33.25
Barclays Bank PLC        06739JRY1 08/27/09 08/27/24*   100.000    VARIES    5.4036              0.150101   0.145150                                     34.53*        
Barclays Bank PLC        06739JS20 11/13/09 11/13/24*   100.000    VARIES    5.3450              0.148473   0.145017                                     45.70*        
Barclays Bank PLC        06739JSD6 09/17/09 09/19/12    100.000     0.000    2.8500              0.079182   0.080310   0.081455   0.082616  0.083793     28.94    29.77
Barclays Bank PLC        06739JSJ3 08/19/09 08/19/11    100.000     0.000    2.2700              0.063057   0.063773   0.064497   0.065229               23.02    14.84
Barclays Bank PLC        06739JST1 08/26/09 08/26/11    100.000     0.000    2.2599              0.062775   0.063484   0.064202   0.064927               22.91    15.22
Barclays Bank PLC        06739JSU8 08/27/09 08/27/24    100.000    VARIES    5.3980              0.149947   0.144622   0.139154   0.134694  0.130113     51.68    48.17
Barclays Bank PLC        06739JTC7 08/27/09 08/27/24*   100.000    VARIES    5.4029              0.150081   0.146632                                     34.80*        
Barclays Bank PLC        06739JTG8 09/03/09 09/06/11    100.000     0.000    2.1299              0.059176   0.059807   0.060444   0.061087               21.56    14.92
Barclays Bank PLC        06739JTK9 09/10/09 09/10/24*   100.000    VARIES    5.3063              0.147398   0.150227                                     37.21*        
Barclays Bank PLC        06739JTL7 10/01/09 10/07/14    100.000     0.000    3.7799              0.105065   0.107051   0.109074   0.111136  0.113236     38.52    39.99
Barclays Bank PLC        06739JTN3 09/30/09 09/30/24*   100.000    VARIES    5.1564              0.143234   0.138333                                     37.65*        
Barclays Bank PLC        06739JTY9 09/16/09 09/16/11    100.000     0.000    2.1800              0.060558   0.061218   0.061886   0.062560               22.06    15.90
Barclays Bank PLC        06739JXJ7 09/30/09 09/30/24*   100.000    VARIES    5.1616              0.143379   0.139911                                     37.94*        
Barclays Bank PLC        06739JXN8 09/30/09 09/30/11    100.000     0.000    2.0400              0.056669   0.057247   0.057831   0.058420               20.61    15.66
Barclays Bank PLC        06739JXQ1 09/30/09 09/30/24*   100.000    VARIES    5.1522              0.143119   0.137861                                     37.55*        
Barclays Bank PLC        06739JXR9 10/02/09 10/03/13    100.000     0.000    3.4021              0.094514   0.096122   0.097757   0.099420  0.101111     34.60    35.79
Barclays Bank PLC        06739JXX6 10/14/09 10/14/11    100.000     0.000    2.0298              0.056386   0.056958   0.057536   0.058120               20.49    16.39
Barclays Bank PLC        06739JXZ1 10/07/09 10/07/11    100.000     0.000    1.9497              0.054161   0.054689   0.055222   0.055761               19.68    15.34
Barclays Bank PLC        06739JYA5 09/30/09 09/30/19    100.000    VARIES    5.0571              0.140475   0.138408   0.136289   0.133655  0.130954     49.82    48.10
Barclays Bank PLC        06739JYB3 09/30/09 09/30/24*   100.000    VARIES    5.1854              0.144039   0.146196                                     39.13*        
Barclays Bank PLC        06739JYC1 10/29/09 10/29/24*   100.000    VARIES    5.4144              0.150402   0.146201                                     44.06*        
Barclays Bank PLC        06739JYY3 11/02/09 11/07/14    100.000     0.000    3.7399              0.103942   0.105886   0.107866   0.109883  0.111937     37.98    39.41
Barclays Bank PLC        06740C568 11/28/08 11/30/10    100.000     0.000    3.5814              0.103101   0.104947                                     34.25         
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Barclays Bank PLC        06740H286 05/21/10 05/24/17    100.000     2.500    4.9967              0.138798   0.138828   0.140561   0.142338  0.144159     30.61    51.05
Barclays Bank PLC        06740JED8 12/24/09 12/24/24    100.000    VARIES    5.1791              0.143865   0.139678   0.135383   0.131106  0.126717     50.98    47.91
Barclays Bank PLC        06740JEH9 12/28/09 12/28/12    100.000     0.000    2.4098              0.066942   0.067748   0.068564   0.069391  0.070227     24.25    24.84
Barclays Bank PLC        06740JEK2 12/28/09 12/26/14    100.000     0.000    3.6800              0.102224   0.104084   0.105999   0.107950  0.109936     37.15    38.53
Barclays Bank PLC        06740JEL0 12/24/09 12/24/14    100.000    VARIES    3.3891              0.094144   0.094564   0.094992   0.095867  0.096263     33.97    34.36
Barclays Bank PLC        06740JEU0 12/21/09 12/19/14    100.000     0.000    3.6999              0.102776   0.104656   0.106592   0.108564  0.110573     37.38    38.78
Barclays Bank PLC        06740JEY2 01/29/10 01/29/16    100.000     0.000    4.2199                         0.117221   0.119695   0.122220  0.124799     39.29    44.32
Barclays Bank PLC        06740JEZ9 01/29/10 01/29/16    100.000     0.000    4.2199                         0.117221   0.119695   0.122220  0.124799     39.29    44.32
Barclays Bank PLC        06740JFA3 01/29/10 01/29/16    100.000     0.000    4.2199                         0.117221   0.119695   0.122220  0.124799     39.29    44.32
Barclays Bank PLC        06740JFQ8 01/29/10 01/29/25    100.000    VARIES    5.7144                         0.158734   0.155333   0.151834  0.147274     52.18    54.07
Barclays Bank PLC        06740JFR6 01/29/10 01/29/15    100.000    VARIES    3.7589                         0.104414   0.106377   0.108376  0.109171     34.96    39.08
Barclays Bank PLC        06740JK33 02/26/10 02/29/16    100.000     0.000    4.3199              0.119337   0.117419   0.121944   0.122547  0.126569     36.84    45.19
Barclays Bank PLC        06740JL40 02/26/10 02/26/30    100.000    VARIES    5.5951                         0.155420   0.151220   0.146902  0.140444     46.88    52.32
Barclays Bank PLC        06740JL73 03/31/10 03/31/16    100.000     0.000    4.1299                         0.114721   0.117090   0.119508  0.121975     31.30    43.03
Barclays Bank PLC        06740JL81 03/31/10 03/31/16    100.000     0.000    4.1299                         0.114721   0.117090   0.119508  0.121975     31.30    43.03
Barclays Bank PLC        06740JL99 03/31/10 03/31/16    100.000     0.000    4.1299                         0.114721   0.117090   0.119508  0.121975     31.30    43.03
Barclays Bank PLC        06740JM64 03/12/10 03/12/25    100.000    VARIES    5.5350                         0.153751   0.149550   0.145232  0.140040     43.98    52.02
Barclays Bank PLC        06740JM98 03/10/10 03/10/17    100.000    VARIES    4.4514                         0.123651   0.123621   0.123590  0.123559     35.98    44.49
Barclays Bank PLC        06740JN71 03/04/10 03/04/15    100.000    VARIES    3.5183                         0.097733   0.098782   0.099850  0.101606     29.15    36.08
Barclays Bank PLC        06740JQW3 01/29/10 01/29/16    100.000     0.000    4.2199                         0.117221   0.119695   0.122220  0.124799     39.29    44.32
Barclays Bank PLC        06740JRD4 01/27/10 01/27/17    100.000     5.000    4.3944                         0.122069   0.121700   0.121322  0.123988     40.71    44.10
Barclays Bank PLC        06740JRE2 02/08/10 02/06/15    100.000     0.000    3.8699                         0.107499   0.109556   0.111675  0.113836     35.02    40.44
Barclays Bank PLC        06740JRH5 02/26/10 02/29/12    100.000     0.000    1.7202              0.047521   0.046751   0.047934   0.047558  0.048494     14.59    17.50
Barclays Bank PLC        06740JRX0 01/26/10 11/05/12    100.000     0.000    2.4500              0.068056   0.068514   0.069354   0.070203  0.071063     22.95    25.22
Barclays Bank PLC        06740JRY8 01/26/10 11/05/12    100.000     0.000    2.4500              0.068056   0.068514   0.069354   0.070203  0.071063     22.95    25.22
Barclays Bank PLC        06740JSB7 02/22/10 02/20/15    100.000    VARIES    3.8626                         0.107297   0.109346   0.111458  0.113611     33.42    40.30
Barclays Bank PLC        06740JSC5 02/22/10 02/20/15    100.000     0.000    3.8600                         0.107222   0.109269   0.111378  0.113527     33.40    40.27
Barclays Bank PLC        06740JSJ0 02/19/10 02/19/25    100.000    VARIES    5.3591                         0.148866   0.144668   0.140357  0.135927     45.89    50.15
Barclays Bank PLC        06740JSM3 02/26/10 02/29/16    100.000     0.000    4.3199              0.119337   0.117419   0.121944   0.122547  0.126569     36.84    45.19
Barclays Bank PLC        06740JSN1 02/26/10 02/29/16    100.000     0.000    4.3199              0.119337   0.117419   0.121944   0.122547  0.126569     36.84    45.19
Barclays Bank PLC        06740JSP6 02/26/10 02/29/16    100.000     0.000    4.3199              0.119337   0.117419   0.121944   0.122547  0.126569     36.84    45.19
Barclays Bank PLC        06740JSY7 02/26/10 02/29/16    100.000     0.000    4.3199              0.119337   0.117419   0.121944   0.122547  0.126569     36.84    45.19
Barclays Bank PLC        06740JTK6 02/08/10 02/08/17    100.000    VARIES    4.5812                         0.127258   0.127310   0.127363  0.127417     41.11    45.86
Barclays Bank PLC        06740JVZ0 02/25/10 02/25/25    100.000    VARIES    5.5194                         0.153319   0.148735   0.144024  0.139215     46.34    51.50
Barclays Bank PLC        06740JWG1 02/17/10 07/24/14    100.000     0.000    3.4600                         0.096114   0.097564   0.099252  0.100969     30.41    35.96
Barclays Bank PLC        06740JZJ2 03/09/10 03/09/15    100.000     0.000    3.4999                         0.097220   0.098921   0.100653  0.102414     28.58    36.31
Barclays Bank PLC        06740L6Y6 06/24/10 06/24/25    100.000    VARIES    5.6560                         0.157111   0.151342   0.145410  0.141651     29.34    53.35
Barclays Bank PLC        06740L6Z3 06/30/10 06/30/25    100.000    VARIES    5.7186                         0.158851   0.153465   0.147925  0.144464     28.75    54.24
Barclays Bank PLC        06740LAB1 03/26/10 03/26/25    100.000    VARIES    5.3753                         0.149315   0.144743   0.140048  0.134897     40.63    50.33
Barclays Bank PLC        06740LAP0 04/07/10 04/07/15    100.000     0.000    3.6900                         0.102502   0.104393   0.106319  0.108280     27.22    38.25
Barclays Bank PLC        06740LAQ8 04/07/10 04/07/15    100.000     0.000    3.6900                         0.102502   0.104393   0.106319  0.108280     27.22    38.25
Barclays Bank PLC        06740LAR6 04/09/10 04/10/15    100.000     0.000    3.7199              0.103332   0.103344   0.105266   0.107224  0.109218     27.23    38.57
Barclays Bank PLC        06740LBD6 03/24/10 03/24/15    100.000     1.000    3.5999                         0.099999   0.101299   0.102623  0.103970     27.83    36.96
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Barclays Bank PLC        06740LBJ3 04/30/10 04/29/16    100.000     0.000    4.4899                         0.124721   0.127505   0.130367  0.133294     30.23    46.78
Barclays Bank PLC        06740LBK0 04/30/10 04/29/16    100.000     0.000    4.4899                         0.124721   0.127505   0.130367  0.133294     30.23    46.78
Barclays Bank PLC        06740LBL8 04/30/10 04/29/16    100.000     0.000    4.4899                         0.124721   0.127505   0.130367  0.133294     30.23    46.78
Barclays Bank PLC        06740LBS3 04/30/10 04/30/13    100.000     0.000    2.6499                         0.073611   0.074586   0.075574  0.076576     17.80    27.15
Barclays Bank PLC        06740LBT1 04/30/10 04/30/13    100.000     0.000    2.6499                         0.073611   0.074586   0.075574  0.076576     17.80    27.15
Barclays Bank PLC        06740LBV6 04/07/10 04/07/25    100.000    VARIES    5.2962                         0.147118   0.142555   0.137870  0.132901     38.46    49.67
Barclays Bank PLC        06740LBW4 04/15/10 01/09/12    100.000     0.000    1.7702                         0.049172   0.049376   0.049813  0.050254     12.62    18.00
Barclays Bank PLC        06740LBY0 04/07/10 04/08/15    100.000     0.000    3.6920              0.102556   0.102567   0.104461   0.106389  0.108353     27.23    38.28
Barclays Bank PLC        06740LEM3 04/20/10 04/20/30    100.000    VARIES    5.5989                         0.155527   0.150549   0.145432  0.139700     38.68    52.51
Barclays Bank PLC        06740LEN1 04/30/10 04/30/12    100.000     0.000    1.9201                         0.053338   0.053850   0.054367  0.054889     12.89    19.54
Barclays Bank PLC        06740LEZ4 04/22/10 04/22/25    100.000    VARIES    5.4765                         0.152126   0.147925   0.143608  0.138469     37.59    51.82
Barclays Bank PLC        06740LJ55 05/25/10 05/25/25    100.000    VARIES    6.0883                         0.169120   0.163275   0.157253  0.152477     36.32    57.31
Barclays Bank PLC        06740LJ63 05/25/10 05/25/25    100.000    VARIES    6.0432                         0.167868   0.162868   0.157717  0.153414     36.08    57.36
Barclays Bank PLC        06740LL78 06/09/10 06/09/14    100.000     0.000    3.9099                         0.108611   0.110734   0.112899  0.115106     21.99    40.35
Barclays Bank PLC        06740LN84 06/30/10 06/28/12    100.000     0.000    2.3199                         0.064444   0.065183   0.065940  0.066704     11.67    23.61
Barclays Bank PLC        06740LNW1 05/28/10 05/31/16    100.000     0.000    4.7600              0.130770   0.130107   0.133935   0.136374  0.139620     28.49    49.51
Barclays Bank PLC        06740LNY7 05/28/10 05/31/16    100.000     0.000    4.7600              0.130770   0.130107   0.133935   0.136374  0.139620     28.49    49.51
Barclays Bank PLC        06740LP66 06/02/10 06/02/25    100.000    VARIES    6.0388                         0.167747   0.161909   0.155894  0.150244     34.89    56.87
Barclays Bank PLC        06740LP90 06/30/10 06/30/16    100.000     0.000    4.3499                         0.120833   0.123461   0.126147  0.128890     21.87    44.93
Barclays Bank PLC        06740LQ24 06/30/10 06/30/16    100.000     0.000    4.3499                         0.120833   0.123461   0.126147  0.128890     21.87    44.93
Barclays Bank PLC        06740LQ40 06/09/10 06/09/25    100.000    VARIES    5.8826                         0.163406   0.159225   0.154921  0.149990     32.92    56.34
Barclays Bank PLC        06740LQG3 05/28/10 05/31/13    100.000     0.000    3.3199              0.092221   0.092247   0.093778   0.095334  0.096917     19.79    34.14
Barclays Bank PLC        06740LQH1 05/28/10 05/31/16    100.000     0.000    4.7600              0.130770   0.130107   0.133935   0.136374  0.139620     28.49    49.51
Barclays Bank PLC        06740LTF2 05/10/10 05/08/15    100.000     0.000    3.8699                         0.107499   0.109556   0.111675  0.113836     24.94    40.05
Barclays Bank PLC        06740LTR6 05/21/10 05/21/25*   100.000    VARIES    5.9116                         0.164214                                     29.56*        
Barclays Bank PLC        06740P2M7 10/20/10 10/27/11    100.000     0.000    0.7196                         0.019989   0.019992   0.020064                1.42     5.93
Barclays Bank PLC        06740P3E4 11/04/10 10/29/12    100.000     0.000    1.0600                                    0.029445   0.029597  0.029754      1.68    10.65
Barclays Babk PLC        06740PA30 10/28/10 06/01/16    100.000     0.000    3.0699                         0.085277   0.085517   0.086829  0.088162      5.38    31.10
Barclays Bank PLC        06740PAD8 06/11/10 06/11/15    100.000     0.000    3.8599                         0.107220   0.109289   0.111399  0.113549     21.49    39.81
Barclays Bank PLC        06740PB21 11/03/10 11/01/13    100.000     0.000    1.4698                                    0.040830   0.041127  0.041429      2.37    14.79
Barclays Bank PLC        06740PB88 11/10/10 11/10/25    100.000    VARIES    4.7537                                    0.132048   0.129440  0.126771      6.73    46.80
Barclays Bank PLC        06740PBC9 06/24/10 06/26/18    100.000     0.000    4.9699              0.138055   0.138093   0.141525   0.145042  0.148646     25.84    51.62
Barclays Bank PLC        06740PBE5 06/25/10 06/25/17    100.000     1.000    4.7051                         0.130700   0.133121   0.135599  0.138136     24.32    48.40
Barclays Bank PLC        06740PBF2 07/28/10 07/28/16    100.000     0.000    3.6099                                    0.100277   0.102087  0.103930     15.34    36.98
Barclays Bank PLC        06740PBG0 07/28/10 07/28/16    100.000     0.000    3.6099                                    0.100277   0.102087  0.103930     15.34    36.98
Barclays Bank PLC        06740PBK1 06/30/10 06/30/15    100.000    VARIES    3.8043                         0.105676   0.107135   0.108622  0.109536     19.13    38.84
Barclays Bank PLC        06740PBQ8 07/23/10 07/23/20    100.000    VARIES    4.7877                                    0.132992   0.131521  0.130015     21.01    47.14
Barclays Bank PLC        06740PBX3 07/06/10 07/06/20    100.000    VARIES    5.0546                                    0.140407   0.143082  0.145824     24.57    51.98
Barclays Bank PLC        06740PC38 11/29/10 11/29/30    100.000    VARIES    4.9295                                    0.136932   0.133461  0.129904      4.38    48.45
Barclays Bank PLC        06740PCY0 07/28/10 07/26/12    100.000     0.000    1.7298                                    0.048052   0.048463  0.048882      7.35    17.50
Barclays Bank PLC        06740PEV4 07/28/10 07/28/25    100.000    VARIES    5.0303                                    0.139731   0.136259  0.132699     21.38    48.60
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Barclays Bank PLC        06740PHD1 08/31/10 08/31/16    100.000     0.000    3.3169                                    0.091627   0.091628  0.094172     11.27    33.76
Barclays Bank PLC        06740PHE9 08/31/10 08/31/16    100.000     0.000    3.3169                                    0.091627   0.091628  0.094172     11.27    33.76
Barclays Bank PLC        06740PHQ2 07/28/10 05/26/16    100.000     0.000    3.6099                         0.100277   0.101464   0.103295  0.105160     15.38    36.99
Barclays Bank PLC        06740PKG0 08/16/10 08/16/17    100.000    VARIES    3.6631                                    0.101754   0.103228  0.104728     13.74    37.30
Barclays Bank PLC        06740PKN5 08/31/10 08/31/15    100.000     0.000    2.6470                                    0.073123   0.072883  0.074659      8.99    26.83
Barclays Bank PLC        06740PKP0 09/03/10 09/03/15    100.000     0.000    2.6299                                    0.073055   0.074016  0.074989      8.62    26.70
Barclays Bank PLC        06740PMM5 08/27/10 08/29/18    100.000     0.000    3.8100                         0.104672   0.104122   0.106688  0.107539     13.22    38.90
Barclays Bank PLC        06740PMQ6 09/16/10 09/16/25    100.000    VARIES    4.4379                                    0.123277   0.120465  0.117591     12.94    43.28
Barclays Bank PLC        06740PMT0 08/26/10 08/26/20    100.000    VARIES    4.3098                                    0.119717   0.120800  0.121907     14.96    43.57
Barclays Bank PLC        06740PNB8 09/30/10 09/30/13    100.000     0.000    1.6198                                    0.044996   0.045360  0.045727      4.09    16.33
Barclays Bank PLC        06740PPZ3 09/30/10 09/28/12    100.000     0.000    1.2098                                    0.033608   0.033809  0.034014      3.06    12.17
Barclays Bank PLC        06740PQB5 09/22/10 09/22/25    100.000    VARIES    4.6596                                    0.129433   0.127919  0.126369     12.81    46.02
Barclays Bank PLC        06740PQH2 09/30/10 09/29/17    100.000     0.000    3.3900                                    0.094168   0.095755  0.097379      8.57    34.48
Barclays Bank PLC        06740PSZ0 10/13/10 10/13/17    100.000     0.750    3.3000                                    0.091668   0.092836  0.094025      7.15    33.39
Barclays Bank PLC        06740PVZ6 09/30/10 09/30/25    100.000    VARIES    4.7398                                    0.131664   0.128859  0.125988     11.98    46.38
Bill Barrett Corporation 06846NAB0 07/08/09 07/15/16     95.172     9.875   10.8760     2.30     0.012962   0.013893   0.014410   0.015445  0.016020      5.15     5.72
Bayerische Landesbank    0727G0AA8 05/31/02 05/28/10    100.000     0.000    5.2947              0.217590                                                31.99         
Bayonne Redev AGY, NJ    073009AR3 04/09/09 04/01/12     98.604     9.250    9.8017     3.07     0.012066   0.012658   0.013278   0.013929  0.014611      4.56     5.02
Bear Stearns Co., Inc.   073928G23 08/31/04 07/01/19     51.530     1.000    5.9698   128.29     0.078948   0.081304   0.083731   0.086230               28.85    30.59
Bear Stearns Co., Inc.   073928JS3 06/03/99 06/30/11     46.328     0.000    6.4740   445.74     0.163444   0.168735   0.174197                          59.80    31.18
Bear Stearns Co., Inc.   073928WN9 02/27/02 08/15/13     49.000     0.000    6.3184   308.32     0.133875   0.140393   0.142467   0.149404  0.151611     51.24    54.53
Bear Stearns Co., Inc.   073928Y64 10/11/07 10/11/11     79.721     0.000    5.7469   107.06     0.142535   0.146631   0.150844   0.155178               52.71    43.02
Beaver Cnty Ind Dev Auth 07487TAB9 04/29/99 11/20/24*    17.103     0.000    7.0298   186.55     0.069271                                                  .69*        
BellSouth Telecomm       079867AS6 12/13/95 12/15/95     25.235    VARIES    6.8500              0.123331   0.127555   0.131924   0.136442  0.141115     45.30    48.45
Berry Petroleum Company  085789AD7 05/27/09 06/01/14     93.546    10.250   12.0008     5.86     0.028786   0.030513   0.032344   0.034285  0.036342     10.78    12.11
Bexar Cnty Hsg Fin Corp  08837EAB7 09/28/05 04/01/22     39.225     0.000    5.7500   107.15     0.078636   0.080897   0.083222   0.085615  0.088077     29.13    30.83
City of Boston, MA       100853GH7 11/04/09 09/15/24     89.556     6.050    7.2062      .64     0.011212   0.011507   0.011921   0.012351  0.012796      4.16     4.46
Bureau County SD #84, IL 121012AL2 06/04/10 12/01/15    106.570    VARIES    4.3645                         0.129203   0.131976   0.134856  0.127342     26.83    47.89
Bureau County SD #84, IL 121012AM0 06/04/10 12/01/16    106.150    VARIES    4.6174                         0.136151   0.139242   0.142456  0.134683     28.28    50.57
Bureau County SD #84, IL 121012AN8 06/04/10 12/01/17    105.324    VARIES    4.8691                         0.142456   0.145866   0.149418  0.141390     29.59    53.02
Bureau County SD #84, IL 121012AP3 06/04/10 12/01/18    105.836    VARIES    5.1194                         0.150507   0.154296   0.158245  0.149497     31.27    56.11
Bureau County SD #84, IL 121012AQ1 06/04/10 12/01/19    106.299    VARIES    5.3692                         0.158542   0.162727   0.167096  0.157599     32.94    59.21
Bureau County SD #84, IL 121012AR9 06/04/10 12/01/20    104.349    VARIES    5.6693                         0.164330   0.168911   0.173699  0.163858     34.15    61.52
Bureau County SD #84, IL 121012AS7 06/04/10 12/01/21    104.162    VARIES    5.9680                         0.172679   0.177746   0.183050  0.172349     35.90    64.78
Bureau County SD #84, IL 121012AT5 06/04/10 12/01/22    104.788    VARIES    6.1675                         0.179525   0.184969   0.190673  0.179207     37.32    67.44
Bureau County SD #175,IL 121088AJ7 09/15/10 12/01/12    105.544     0.000    2.1629                         0.063413   0.063703   0.064392  0.065088      6.73    23.10
Bureau County SD #175,IL 121088AK4 09/15/10 12/01/13    106.280    VARIES    2.8304                         0.083561   0.084061   0.085250  0.081690      8.87    30.40
Bureau County SD #175,IL 121088AL2 09/15/10 12/01/14    106.822    VARIES    3.2818                         0.097380   0.098055   0.099664  0.095602     10.34    35.52
Bureau County SD #175,IL 121088AM0 09/15/10 12/01/15    108.915    VARIES    3.6318                         0.109878   0.110721   0.112731  0.107843     11.67    40.13
Bureau County SD #175,IL 121088AN8 09/15/10 12/01/16    107.815    VARIES    4.0822                         0.122259   0.123312   0.125829  0.120602     12.99    44.76
Bureau County SD #175,IL 121088AP3 09/15/10 12/01/17    106.920    VARIES    4.4822                         0.133123   0.134383   0.137394  0.131758     14.15    48.84
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Bureau County SD #175,IL 121088AQ1 09/15/10 12/01/18    106.252    VARIES    4.8319                         0.142614   0.144069   0.147549  0.141467     15.16    52.41
Bureau County SD #175,IL 121088AR9 09/15/10 12/01/19    107.871    VARIES    5.0816                         0.152267   0.153901   0.157811  0.150970     16.19    56.02
Bureau County SD #175,IL 121088AS7 09/15/10 12/01/20    108.435    VARIES    5.2817                         0.159091   0.160865   0.165113  0.157828     16.92    58.58
Burlington Coat Factory  121577AA8 04/13/06 10/15/14     75.522    VARIES   14.4995              0.402771   0.402771   0.402770   0.402770  0.402769    145.00   145.00
Burlington Coat Factory  121577AB6 04/13/06 10/15/14     75.522    VARIES   14.4995              0.402771   0.402771   0.402770   0.402770  0.402769    145.00   145.00
Butler Cnty Dev Auth     12359RAZ5 01/15/97 05/01/10     35.110     0.000    8.0286   623.17     0.214411                                                25.73         
Butler Cnty Dev Auth     12359RBA9 01/15/97 11/01/10     33.621     0.000    8.0586   600.24     0.206846   0.215180                                     63.55         
Butler Cnty Dev Auth     12359RBB7 01/15/97 05/01/11     32.274     0.000    8.0687   577.32     0.199054   0.207085   0.215439                          74.09    25.85
CBIZ, Inc.               124805AA0 05/30/06 06/01/26    100.000    VARIES    8.9994              0.308921   0.318916   0.329360   0.340274  0.351270    113.62   121.19
CBIZ, Inc.               124805AB8 05/30/06 06/01/26    100.000    VARIES    8.9994              0.308921   0.318916   0.329360   0.340274  0.351270    113.62   121.19
CapitalSource Inc.       14055XAC6 07/07/04 07/15/34    100.000    VARIES    8.2001              0.292707   0.300723   0.309066   0.317752  0.326794    109.53   115.77
CapitalSource Inc.       14055XAD4 07/07/04 07/15/34    100.000    VARIES    8.2001              0.292707   0.300723   0.309066   0.317752  0.326794    109.53   115.77
CapitalSource Inc.       14055XAG7 07/30/07 07/15/12     98.000     7.250    7.7433     8.83     0.010911   0.011334   0.011772   0.012228  0.012701      4.15     4.47
Cardinal Health 409, Inc 14150BAA2 04/10/07 04/15/15    100.000     9.500    9.4999              0.260989   0.259563   0.260989   0.259563  0.259563     95.00    94.89
Carol Stream PK DT, IL   143735LM8 07/15/08 10/01/27     93.383     5.750    6.3510     2.73     0.005418   0.005590   0.005768   0.005951  0.006140      2.01     2.14
Centerpoint Energy, Inc. 15189T206 09/21/99 09/15/29    100.000    VARIES    9.9395              0.622381   0.650124   0.679246   0.709816  0.741904    235.08   256.67
Century Alumium Company  156431AJ7 12/10/09 05/15/14     97.000     8.000    8.8326      .33     0.015769   0.016369   0.017092   0.017847  0.018635      5.85     6.36
Chesapeake Energy Corp.  165167BZ9 05/15/07 05/15/37    100.000    VARIES    6.7505              0.208834   0.213539   0.218403   0.223431  0.228628     76.47    80.00
Chesapeake Energy Corp.  165167CA3 08/14/07 05/15/37     97.625    VARIES    8.0008              0.245519   0.252563   0.259888   0.267507  0.275430     90.32    95.65
Chesapeake Energy Corp.  165167CB1 05/27/08 12/15/38    100.000    VARIES    8.0007              0.242911   0.250128   0.257634   0.265440  0.273558     88.98    94.41
Chesapeake Energy Corp.  165167CD7 02/02/09 02/15/15     97.750     9.500   10.0055     2.62     0.008208   0.008618   0.009049   0.009502  0.009977      3.14     3.47
Citigroup, Inc.          172967416 12/22/09 12/15/12    100.000     6.150    N/A                 0.164517   0.138563   0.111031   0.082645  0.053381     53.70    33.94
Citigroup, Inc.          172967432 12/22/09 12/15/12    100.000     6.150    N/A                 0.164517   0.138563   0.111031   0.082645  0.053381     53.70    33.94
Citibank CR Card Iss Tr  17305EEL5 06/25/08 06/20/12     94.946     6.300    7.7994    17.45     0.034401   0.035742   0.037136   0.038584  0.040089     12.66    13.66
Citigroup Global Markets 17307EBE2 07/01/04 09/07/16     51.400     0.000    5.5371   180.23     0.104940   0.107845   0.110831   0.113900  0.117053     38.97    41.16
Citigroup Funding, Inc.  17308CKY1 08/24/07 08/31/12    100.000     1.080    5.0702              0.151791   0.152358   0.158053   0.158674  0.163732     56.28    58.50
Citigroup Funding, Inc.  17308CMW3 02/26/09 02/26/14    100.000     1.500    7.7625              0.222378   0.229392   0.236678   0.244247  0.252109     83.11    88.50
Citigroup Funding, Inc.  17308CMX1 04/28/09 04/28/14    100.000    VARIES    7.9615              0.229958   0.235794   0.245181   0.251624  0.261640     84.79    90.46
Citigroup Funding, Inc.  17308CMY9 06/29/09 06/29/14    100.000    VARIES    6.6887              0.187831   0.189933   0.189473   0.188999  0.188508     68.00    68.12
Citigroup Funding, Inc.  17308CMZ6 08/28/09 08/28/14    100.000     1.500    5.6150              0.155973   0.159182   0.162481   0.165873  0.169360     57.53    59.95
Citigroup Funding, Inc.  17308CNM4 02/12/10 02/12/20    100.000    VARIES    4.5259                         0.125722   0.122909   0.120033  0.118506     39.71    43.12
Citigroup Funding, Inc.  17308CNQ5 03/17/10 03/19/12    100.000     0.000    1.5048              0.041802   0.041805   0.042120   0.042437  0.042756     11.90    15.29
Citigroup Funding, Inc.  17308CPA8 04/29/10 04/29/25    100.000    VARIES    5.9021                         0.163949   0.160590   0.157132  0.153572     39.47    56.75
Citigroup Funding, Inc.  17308CPC4 05/07/10 05/07/20    100.000    VARIES    5.0486                         0.140242   0.137471   0.134630  0.133101     32.67    48.74
Citigroup Funding, Inc.  17308CPQ3 05/24/10 05/24/16    100.000     0.000    4.5502                         0.126397   0.129273   0.132214  0.135222     27.53    47.29
Citigroup Funding, Inc.  17308CPT7 06/30/10 06/30/25    100.000    VARIES    5.8893                         0.163594   0.160232   0.156770  0.155058     29.61    57.06
Citigroup Funding, inc.  17308CQH2 09/28/10 09/28/15    100.000    VARIES    2.0287                                    0.013576   0.013052  0.012523      1.26     4.69
Citigroup Funding, Inc.  1730T0AK5 05/15/06 05/15/36     11.570     0.000    7.3199    34.49     0.030256   0.031364   0.032512   0.033702  0.034935     11.20    12.03
Citigroup Funding, Inc.  1730T0AW9 09/07/06 09/07/11    100.000     0.125    5.2915              0.171333   0.175774   0.180333   0.185012               63.51    45.20
Citigroup Funding, Inc.  1730T0BT5 02/14/07 02/14/37    100.000    VARIES    5.8403              0.156061   0.156108   0.156156   0.156205  0.156256     56.20    56.24
Citigroup Funding, Inc.  1730T0CH0 03/28/07 03/28/37    100.000    VARIES    5.6199              0.150333   0.150379   0.150425   0.150473  0.150522     54.14    54.17
Citigroup Funding, Inc.  1730T0CU1 05/25/07 05/25/22    100.000    VARIES    5.6847              0.144065   0.144452   0.144850   0.145260  0.145681     51.96    52.25
Citigroup Funding, Inc.  1730T0DB2 05/29/07 06/01/10    100.000     0.000    5.2381              0.165631                                                24.84         
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Citigroup Funding, Inc.  1730T0DN6 08/06/07 08/06/37    100.000     7.100    7.0999              0.226755   0.234805   0.243140   0.251772  0.260709     85.46    91.63
Citigroup Funding, Inc.  1730T0EJ4 10/29/07 10/29/19    100.000    VARIES    5.6410              0.150618   0.150847   0.151082   0.151324  0.151573     54.29    54.46
Citigroup Funding, Inc.  1730T0EX3 01/30/08 01/30/13    100.000     2.000    4.5340              0.130842   0.132549   0.134294   0.136079  0.137904     47.93    49.21
Citigroup Funding, Inc.  1730T0FD6 02/29/08 02/28/10    100.000     0.000    3.8702              0.113239                                                 6.57         
Citigroup Funding, Inc.  1730T0FE4 04/29/08 04/29/10    100.000     0.000    3.9598              0.116659                                                13.77         
Citigroup Funding, Inc.  1730T0FF1 03/14/08 03/14/10    100.000     0.000    3.1101              0.090488                                                 6.61         
Citigroup Funding, Inc.  1730T0FG9 02/08/08 02/09/15    100.000     0.250    4.4200              0.130647   0.133381   0.136175   0.139031  0.141950     48.31    50.36
Citigroup Funding, Inc.  1730T0FL8 04/28/08 10/28/10    100.000     0.000    3.8899              0.114484   0.116710                                     34.40         
Citigroup Funding, Inc.  1730T0FQ7 05/29/08 05/29/10    100.000     0.000    4.0799              0.120410                                                17.82         
Citigroup Funding, Inc.  1730T0FR5 04/24/08 04/24/10    100.000     0.000    3.6105              0.105823                                                11.96         
Citigroup Funding, Inc.  1730T0FT1 05/28/08 05/28/13    100.000    VARIES    5.2999              0.159239   0.163458   0.167790   0.172236  0.176801     58.37    61.50
Citigroup Funding, Inc.  1730T0FX2 06/27/08 01/12/10    100.000     0.000    4.2859              0.124433                                                 1.37         
Citigroup Funding, Inc.  1730T0FY0 06/27/08 06/27/10    100.000     0.000    4.5498              0.135209                                                23.80         
Citigroup Funding, Inc.  1730T0FZ7 06/27/08 06/27/11    100.000     0.000    5.1751              0.155204   0.159220   0.163339                          56.63    28.75
Citigroup Funding, Inc.  1730T0GD5 07/30/08 07/30/13    100.000     4.000    5.6733              0.160269   0.161663   0.163097   0.164572  0.166089     58.37    59.43
Citigroup Funding, Inc.  1730T0GF0 07/29/08 07/29/10    100.000     0.000    4.2801              0.124036   0.126690                                     26.28         
Citigroup Funding, Inc.  1730T0GH6 07/24/08 07/24/10    100.000     0.000    4.4699              0.129776   0.132676                                     26.87         
Citigroup Funding, Inc.  1730T0GK9 08/29/08 08/29/13    100.000    VARIES    5.6500              0.157044   0.162368   0.159867   0.165287  0.161968     58.64    59.60
Citigroup Funding, Inc.  1730T0GM5 09/26/08 09/26/11    100.000     0.000    4.9497              0.144384   0.147957   0.151619   0.155371               53.31    40.85
Citigroup Funding, Inc.  1730T0GN3 09/29/08 09/29/10    100.000     0.000    4.4497              0.129166   0.132040                                     35.13         
Citigroup Funding, Inc.  1730T0GQ6 10/30/08 10/30/13    100.000     0.000    8.1000              0.243596   0.253461   0.263727   0.274408  0.285521     90.70    98.19
Citigroup Funding, Inc.  1730T0GU7 10/29/08 10/29/11    100.000     0.000    6.3999              0.189336   0.195395   0.201648   0.208100               70.01    61.25
Citigroup Funding, Inc.  1730T0GY9 04/28/09 04/28/24    100.000    VARIES    8.1831              0.223967   0.220487   0.216864   0.213093  0.209168     79.55    76.91
Citigroup Funding, Inc.  1730T0GZ6 05/28/09 05/28/24    100.000    VARIES    8.3422              0.228070   0.224258   0.220288   0.216152  0.211844     81.16    78.28
Citigroup Funding, Inc.  1730T0HA0 06/26/09 06/26/24    100.000    VARIES    8.1209              0.221208   0.216655   0.211918   0.206987  0.201857     78.77    75.35
Citigroup Funding, Inc.  1730T0HF9 08/28/09 08/28/24    100.000    VARIES    6.4968              0.180467   0.176404   0.172209   0.167877  0.163405     63.22    60.13
Citigroup Funding, Inc.  1730T0HG7 08/27/09 08/27/24    100.000    VARIES    6.9432              0.192868   0.188955   0.184908   0.180719  0.176385     67.74    64.76
Citigroup Funding, Inc.  1730T0HJ1 03/26/10 03/26/25    100.000    VARIES    4.5899                         0.127499   0.122775   0.117943  0.116502     34.61    42.73
Citigroup Funding, Inc.  1730T0HL6 04/29/10 04/29/25    100.000    VARIES    5.9253                         0.164593   0.161239   0.157787  0.154232     39.62    56.99
Citigroup Funding, Inc.  1730T0HM4 09/25/09 09/26/11    100.000     0.000    2.8426              0.078969   0.080091   0.081229   0.082384               28.85    21.73
Citigroup Funding, Inc.  1730T0HN2 04/29/10 04/29/30    100.000    VARIES    5.9941                         0.166505   0.159007   0.151285  0.148851     39.83    55.22
Citigroup Funding, Inc.  1730T0HQ5 10/29/09 10/29/24    100.000    VARIES    5.8766              0.163241   0.159875   0.156411   0.152845  0.149174     57.74    55.22
Citigroup Funding, Inc.  1730T0HY8 04/16/10 04/16/15    100.000    VARIES    1.3863                         0.010621   0.010336   0.010050  0.010120      2.69     3.65
Citigroup Funding, Inc.  1730T0JA8 04/26/10 04/26/20    100.000    VARIES    5.0570                         0.140473   0.138054   0.135575  0.133033     34.26    48.93
Citigroup Funding, Inc.  1730T0JB6 05/28/10 05/28/25    100.000    VARIES    5.1185                         0.142183   0.138713   0.135153  0.134066     30.17    49.14
Citigroup Funding, Inc.  1730T0JC4 05/14/10 05/14/15    100.000    VARIES    1.6896                         0.014935   0.014451   0.013963  0.014081      3.37     5.10
Citigroup Funding, Inc.  1730T0JF7 06/29/10 06/29/22    100.000    VARIES    5.2411                         0.145587   0.142123   0.138568  0.137512     26.49    50.52
Citigroup Funding, Inc.  1730T0JG5 06/11/10 06/11/13    100.000    VARIES    2.1871                         0.017977   0.017596   0.017211  0.017399      3.59     6.26
Citigroup Funding, Inc.  1730T0JH3 06/24/10 06/24/20    100.000    VARIES    5.3515                         0.148654   0.148172   0.147677  0.149008     27.79    53.26
Citigroup Funding, Inc.  1730T0KD0 09/17/10 09/17/30    100.000    VARIES    5.4485                                    0.151348   0.147071  0.142678     15.74    52.81
Citigroup Funding, Inc.  1730T0KE8 09/09/10 09/09/20    100.000    VARIES    4.7845                                    0.132905   0.134168  0.135461     14.89    48.36
Citigroup Funding, Inc.  1730T0KF5 09/14/10 09/14/15    100.000    VARIES    2.0255                                    0.020378   0.020083  0.019786      2.18     7.22
Citigroup Funding, Inc.  1730T0KG3 09/14/10 09/14/17    100.000    VARIES    2.5063                                    0.019843   0.019273  0.018696      2.12     6.92
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Citigroup Funding, Inc.  1730T0KH1 09/23/10 09/23/17    100.000    VARIES    2.6179                                    0.021611   0.020060  0.018488      2.12     7.19
Citigroup Funding, Inc.  1730T0KJ7 09/30/10 09/30/20    100.000    VARIES    4.6622                                    0.129508   0.130613  0.131744     11.79    47.03
Citigroup Funding, Inc.  1730T0KK4 10/13/10 10/13/15    100.000    VARIES    2.0006                                    0.019683   0.019402  0.019118      1.53     7.00
Citigroup Funding, Inc.  1730T0KR9 10/29/10 10/29/15    100.000    VARIES    1.9200                                    0.017557   0.017316  0.017073      1.09     6.25
Citigroup Funding, Inc.  1730T0KT5 11/04/10 11/04/20    100.000    VARIES    2.4350                                    0.024864   0.023789  0.022702      1.42     8.63
Citigroup Funding, Inc.  1730T0KU2 11/04/10 11/04/20    100.000    VARIES    2.5364                                    0.027680   0.026440  0.025184      1.58     9.60
Citigroup Funding, Inc.  1730T0KV0 11/19/10 11/19/30    100.000    VARIES    5.1245                                    0.142349   0.138879  0.135320      5.98    50.33
Citigroup Funding, Inc.  1730T0KW8 11/30/10 11/28/16    100.000     0.000    3.8990                                    0.108306   0.110394  0.112546      3.36    39.51
Citigroup Funding, Inc.  1730T0KX6 11/23/10 11/23/16    100.000    VARIES    1.4929                                    0.019694   0.018991  0.018283       .75     6.91
Citigroup Funding, Inc.  1730T0KY4 11/19/10 11/19/20    100.000    VARIES    4.7108                                    0.130858   0.130015  0.129151      5.50    46.89
Citigroup Funding, Inc.  1730T0KZ1 11/09/10 11/09/30    100.000    VARIES    5.5698                                    0.154718   0.150131  0.145415      8.05    54.39
Citigroup Funding, Inc.  1730T0LA5 11/15/10 11/15/15    100.000    VARIES    1.7358                                    0.009774   0.009449  0.009121       .45     3.43
Citigroup Funding, Inc.  1730T0LB3 11/15/10 11/15/20    100.000    VARIES    2.2798                                    0.020664   0.019821  0.018969       .95     7.21
Citigroup Funding, Inc.  17311G250 12/21/07 07/17/12    100.000     0.000    5.0040              0.150240   0.153999   0.157852   0.161801  0.165849     56.01    58.85
Citigroup Funding, Inc.  17311G540 08/24/07 08/31/12    100.000     2.800    5.0771              0.146954   0.146296   0.150533   0.149906  0.153448     53.96    55.19
Citigroup Funding, Inc.  17311GBD3 10/10/07 10/10/14    100.000     0.000    5.1599              0.158707   0.162802   0.167002   0.171311  0.175730     58.54    61.60
Citigroup Funding, Inc.  17311GBT8 11/27/09 11/28/11    100.000     0.000    1.8690              0.051922   0.052407   0.052897   0.053391               18.81    17.39
Citigroup Funding, Inc.  17311GBW1 11/27/09 12/05/11    100.000     0.000    1.8714              0.052007   0.052494   0.052985   0.053481               18.84    17.79
Citigroup Funding, Inc.  17313G332 09/29/08 10/06/11    100.000     0.000    5.4179              0.158931   0.163237   0.167659   0.172201               58.73    46.92
Citigroup Funding, Inc.  17313G431 08/27/08 09/07/10    100.000     0.000    4.4502              0.129340   0.132218                                     32.34         
Citigroup Funding, Inc.  17313G456 08/26/08 08/26/10    100.000     0.000    4.3303              0.125552   0.128270                                     29.99         
Citigroup Funding, Inc.  17313G589 07/30/08 08/05/10    100.000     0.000    4.6499              0.135327   0.138474                                     29.53         
Citigroup Funding, Inc.  17313G746 04/29/08 05/07/13    100.000     0.000    5.5901              0.168878   0.173598   0.178450   0.183438  0.188565     62.16    65.69
Citigroup Funding, Inc.  17313G886 03/28/08 04/08/10    100.000     0.000    3.5060              0.102702                                                 9.96         
Citigroup Funding, Inc.  17313T250 10/29/09 11/08/12    100.000     0.000    3.5401              0.098425   0.100167   0.101940   0.103744  0.105581     35.93    37.22
Citigroup Funding, Inc.  17313T375 08/28/09 02/27/12    100.000     0.000    4.0753              0.113206   0.115500   0.117853   0.120255  0.122705     41.74    43.46
Citigroup Funding, Inc.  17313T433 07/29/09 08/24/11    100.000     0.000    3.0656              0.085339   0.086647   0.087975   0.089323               31.29    20.74
Citigroup Funding, Inc.  17313T557 05/27/09 07/27/11    100.000     0.000    2.4856              0.069332   0.070193   0.071066   0.071949               25.38    14.80
Citigroup Funding, Inc.  17313T862 06/27/08 07/09/10    100.000     0.000    4.6044              0.134065   0.137151                                     25.76         
Citigroup Funding, Inc.  17314V346 05/27/10 05/26/16    100.000     0.000    4.4491                         0.123587   0.126321   0.129131  0.132004     26.54    46.18
Citigroup Funding, Inc.  17314V569 03/30/10 09/28/15    100.000     0.000    4.6162                         0.128230   0.131157   0.134184  0.137281     35.02    48.33
Citigroup Funding, Inc.  17314V585 02/17/10 02/14/14    100.000     0.000    3.4655                         0.096265   0.097905   0.099601  0.101327     30.45    36.02
Citigroup Funding, Inc.  17314V593 02/17/10 02/14/13    100.000     0.000    2.5263                         0.070176   0.071048   0.071945  0.072854     22.15    25.99
Citigroup Funding, Inc.  17314V668 02/25/10 08/26/15    100.000     0.000    4.3617              0.121159   0.121175   0.123818   0.126518  0.129278     37.41    45.74
Citigroup Funding, Inc.  17314V767 01/28/10 07/29/15    100.000     0.000    4.4348              0.123190   0.123206   0.125938   0.128731  0.131585     41.44    46.70
Citigroup Funding, Inc.  17314V841 12/29/09 06/24/15    100.000     0.000    3.7789              0.104970   0.106899   0.108918   0.110976  0.113073     38.16    39.61
Citigroup Funding, Inc.  17316G784 10/28/10 10/27/16    100.000     0.000    3.6054                                    0.100153   0.101948  0.103786      6.31    36.61
Clark CNTY SCH DIST, NV  181059QF6 07/08/10 06/15/24     91.490     5.510    6.4444                         0.010724   0.011025   0.011381  0.011747      1.86     4.04
Clark CNTY SCH DIST, NV  181059QG4 07/08/10 06/15/20     94.976     5.510    6.1946                         0.010372   0.010652   0.010982  0.011322      1.80     3.90
Clark CNTY SCH DIST, NV  181059QH2 07/08/10 06/15/20     94.976     5.510    6.1946                         0.010372   0.010652   0.010982  0.011322      1.80     3.90
Cogent Communications    19239VAA2 06/11/07 06/15/14     97.750     1.000    1.3372     7.96     0.008823   0.008882   0.008942   0.009001  0.009062      3.19     3.23
Cogent Communications    19239VAB0 06/11/07 06/15/14     97.750     1.000    1.3372     7.96     0.008823   0.008882   0.008942   0.009001  0.009062      3.19     3.23
Community Unit SD #5, IL 193863AF4 06/26/08 12/01/11    103.045    VARIES    4.5929              0.129769   0.129241   0.128700   0.128148               46.59    42.37
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Community Unit SD #5, IL 193863AG2 06/26/08 12/01/12    102.941    VARIES    4.8027              0.135981   0.135577   0.135164   0.134741  0.134308     48.86    48.56
Community Unit SD #5, IL 193863AH0 06/26/08 12/01/13    102.730    VARIES    4.9590              0.140425   0.140118   0.139805   0.139483  0.139153     50.48    50.25
Community Unit SD #5, IL 193863AJ6 06/26/08 12/01/14    102.273    VARIES    5.1132              0.144432   0.144218   0.143999   0.143775  0.143545     51.94    51.79
Comcast Corporation      200300507 10/15/99 10/15/29    100.000     2.000   10.5154              0.714704   0.749360   0.785838   0.824234  0.864649    268.94   295.80
Comcast Corporation      200300606 11/15/99 11/15/29    100.000     2.000   10.3810              0.696075   0.729321   0.764293   0.801080  0.839777    259.71   285.24
CompuCredit Corporation  20478NAA8 05/27/05 05/30/25    100.000    VARIES    9.1300              0.327577   0.332449   0.348816   0.354296  0.369994    121.14   129.00
CompuCredit Corporation  20478NAB6 05/27/05 05/30/25    100.000    VARIES    9.1300              0.327577   0.332449   0.348816   0.354296  0.369994    121.14   129.00
CompuCredit Corporation  20478NAC4 11/23/05 01/31/36    100.000     5.875    N/A                 0.278594   0.288673   0.289581   0.300345  0.301581    105.20   109.49
CompuCredit Corporation  20478NAD2 11/23/05 01/31/36    100.000     5.875    N/A                 0.278594   0.288673   0.289581   0.300345  0.301581    105.20   109.49
Conseco, Inc.            208464BG1 08/15/05 09/30/35     99.000     3.500    7.3752              0.239604   0.244854   0.250299   0.259529  0.269099     88.18    93.48
Conseco, Inc.            208464BH9 08/15/05 09/30/35     99.000     3.500    7.3752              0.239604   0.244854   0.250299   0.259529  0.269099     88.18    93.48
Convergys Corporation    212485AE6 10/13/09 09/15/29    114.396    VARIES   14.1017              0.448106   0.465277   0.486821   0.509885  0.534574    168.51   184.47
Cook County, Illinois    213309KR7 04/28/05 12/01/16     52.896     0.000    5.5696   154.96     0.105322   0.108255   0.111269   0.114368  0.117553     38.62    40.80
Cook County, Illinois    213309KS5 04/28/05 12/01/17     49.824     0.000    5.6095   147.13     0.100095   0.102903   0.105789   0.108756  0.111807     36.71    38.80
Cook County, Illinois    213309KT3 04/28/05 12/01/18     46.339     0.000    5.7396   140.40     0.095807   0.098557   0.101385   0.104295  0.107288     35.15    37.20
Cook County, Illinois    213309KU0 04/28/05 12/01/19     43.603     0.000    5.7697   132.89     0.090745   0.093363   0.096056   0.098827  0.101678     33.30    35.25
Cook County, Illinois    213309KV8 04/28/05 12/01/20     40.881     0.000    5.8197   125.81     0.086009   0.088512   0.091088   0.093738  0.096466     31.57    33.43
Cook County, IL SD #88   214183KP9 06/15/10 06/01/30     25.818     0.000    6.8998                         0.049482   0.051058   0.052819  0.054641      9.75    18.81
Cook County, IL SD #88   214183KR5 06/15/10 12/01/26     33.796     0.000    6.6997                         0.062895   0.064839   0.067011  0.069256     12.39    23.87
Cook County, IL SD #88   214183KS3 06/15/10 12/01/27     31.374     0.000    6.7498                         0.058824   0.060656   0.062703  0.064819     11.58    22.33
Cook County, IL SD #88   214183KT1 06/15/10 12/01/28     29.098     0.000    6.7998                         0.054960   0.056685   0.058612  0.060605     10.82    20.87
Cook County, IL SD #88   214183KU8 06/15/10 12/01/29     26.961     0.000    6.8498                         0.051299   0.052920   0.054733  0.056607     10.10    19.49
Cook County, IL SD #89   214201FV2 09/07/05 12/01/10     78.217     0.000    4.7487   175.76     0.125862   0.128851                                     42.07         
Cook County, IL SD #89   214201FW0 09/07/05 12/01/11     73.907     0.000    4.9088   172.21     0.123752   0.126790   0.129902   0.133090               45.28    43.44
Cook County, IL SD #89   214201FX8 09/07/05 12/01/12     70.159     0.000    4.9590   165.31     0.118926   0.121874   0.124896   0.127993  0.131167     43.52    45.71
Cook County, IL SD #89   214201FY6 09/07/05 12/01/13     66.377     0.000    5.0390   159.17     0.114708   0.117598   0.120561   0.123599  0.126713     41.99    44.13
Cook County, IL SD #89   214201FZ3 09/07/05 12/01/14     62.531     0.000    5.1492   153.55     0.110928   0.113784   0.116713   0.119718  0.122800     40.62    42.74
Cook County, IL SD #89   214201GB5 12/13/07 12/01/14     67.830     0.000    5.6497    82.13     0.118780   0.122136   0.125586   0.129133  0.132781     43.57    46.07
Cook County, IL SD #89   214201GC3 12/13/07 12/01/15     63.659     0.000    5.7497    78.50     0.113667   0.116935   0.120297   0.123755  0.127313     41.71    44.14
Cook County, IL SD #89   214201GD1 12/13/07 12/01/16     59.629     0.000    5.8497    74.87     0.108530   0.111704   0.114971   0.118334  0.121795     39.84    42.20
Cook County, IL SD #89   214201GE9 12/13/07 12/01/17     55.745     0.000    5.9498    71.25     0.103395   0.106471   0.109639   0.112901  0.116259     37.96    40.26
Cook County, IL SD #89   214201GF6 12/13/07 12/01/18     52.014     0.000    6.0498    67.65     0.098283   0.101256   0.104319   0.107475  0.110726     36.10    38.32
Cook County, IL SD #89   214201GG4 12/13/07 12/01/19     48.439     0.000    6.1497    64.09     0.093218   0.096084   0.099039   0.102084  0.105223     34.25    36.39
Cook County, IL SD #89   214201GH2 12/13/07 12/01/20     45.022     0.000    6.2498    60.59     0.088220   0.090977   0.093820   0.096751  0.099775     32.42    34.48
Cook County, IL SD #89   214201GJ8 12/13/07 12/01/21     41.765     0.000    6.3498    57.15     0.083307   0.085952   0.088681   0.091497  0.094401     30.63    32.60
Cook County, IL SD #89   214201GK5 12/13/07 12/01/22     38.951     0.000    6.3998    53.74     0.078380   0.080888   0.083476   0.086147  0.088904     28.82    30.69
Cook County, IL SD #89   214201GL3 12/13/07 12/01/23     36.291     0.000    6.4498    50.48     0.073668   0.076044   0.078496   0.081028  0.083641     27.09    28.87
Cook County, IL SD #89   214201GM1 12/13/07 12/01/24     33.947     0.000    6.4698    47.37     0.069150   0.071387   0.073696   0.076080  0.078541     25.43    27.11
Cook County, IL SD #89   214201GP4 11/29/10 12/15/24     34.234     0.000    7.7796                         0.073966   0.074236   0.077123  0.080123      2.37    27.34
Cook County, IL SD #89   214201GQ2 11/29/10 12/15/25     30.724     0.000    7.9996                         0.068264   0.068516   0.071256  0.074106      2.19    25.25
Cook County, IL SD #89   214201GR0 11/29/10 12/15/26    109.444    VARIES    0.0000                         0.233937   0.234738   0.243769  0.233614      7.50    86.11
Cook County, IL SD #89   214201GS8 11/29/10 12/15/26     27.332     0.000    8.2496                         0.062624   0.062863   0.065456  0.068156      2.01    23.18
Cook County, Illinois    214471HQ0 12/30/02 12/01/22     21.989     0.000    7.7496   154.68     0.080115   0.083219   0.086443   0.089793  0.093272     29.59    31.93
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Cook County, IL SD #104  214471JS4 02/08/07 12/01/10     81.913     0.000    5.2980   134.11     0.139671   0.143371                                     46.76         
Cook County, IL SD #104  214471JT2 02/08/07 12/01/11     77.556     0.000    5.3485   128.27     0.133685   0.137260   0.140931   0.144700               48.99    47.19
Cook County, IL SD #104  214471JU9 02/08/07 12/01/12     73.485     0.000    5.3685   122.02     0.127213   0.130628   0.134134   0.137735  0.141432     46.62    49.16
Cook County, IL SD #104  214471JV7 02/08/07 12/01/13     69.553     0.000    5.3989   116.19     0.121188   0.124459   0.127819   0.131269  0.134813     44.42    46.85
Cook County, IL SD #123  214651JV4 10/15/07 12/01/13     71.288     0.000    5.5988    92.68     0.124701   0.128192   0.131780   0.135469  0.139262     45.73    48.33
Cook County, IL SD #123  214651JW2 10/15/07 12/01/14     66.759     0.000    5.7491    89.24     0.120287   0.123745   0.127302   0.130961  0.134726     44.14    46.71
Cook County, IL SD #123  214651JX0 10/15/07 12/01/15     62.337     0.000    5.8991    85.61     0.115609   0.119019   0.122530   0.126144  0.129864     42.44    44.98
Cook County, IL SD #123  214651JY8 10/15/07 12/01/16     58.297     0.000    5.9991    81.49     0.110177   0.113482   0.116886   0.120392  0.124003     40.46    42.92
Cook County, IL SD #123  214651JZ5 10/15/07 12/01/17     54.681     0.000    6.0492    77.11     0.104314   0.107469   0.110719   0.114068  0.117518     38.31    40.67
Cook County, IL SD #123  214651KA8 10/15/07 12/01/18     51.240     0.000    6.0992    72.89     0.098659   0.101668   0.104768   0.107963  0.111256     36.24    38.49
Cook County, IL SD #123  214651KB6 10/15/07 12/01/19     48.025     0.000    6.1392    68.79     0.093154   0.096013   0.098960   0.101998  0.105129     34.22    36.36
Cook County, IL SD #123  214651KC4 10/15/07 12/01/20     44.691     0.000    6.2294    65.00     0.088123   0.090868   0.093698   0.096617  0.099626     32.39    34.43
Cook County, IL SD #123  214651KD2 10/15/07 12/01/21     41.802     0.000    6.2694    61.21     0.083025   0.085628   0.088312   0.091080  0.093935     30.52    32.46
Cook County, IL SD #123  214651KE0 10/15/07 12/01/22     39.242     0.000    6.2794    57.56     0.078081   0.080532   0.083061   0.085669  0.088358     28.70    30.53
Cook County, IL SD #123  214651KF7 10/15/07 12/01/23     36.831     0.000    6.2895    54.11     0.073417   0.075725   0.078107   0.080563  0.083097     26.99    28.71
Cook County, IL SD #123  214651KG5 10/15/07 12/01/24     34.562     0.000    6.2995    50.87     0.069017   0.071191   0.073434   0.075747  0.078132     25.37    26.99
Cook County, IL SD #123  214651KH3 10/15/07 12/01/25     32.426     0.000    6.3095    47.80     0.064869   0.066916   0.069027   0.071204  0.073451     23.85    25.37
Cook County, IL SD #123  214651KJ9 10/15/07 12/01/26     30.417     0.000    6.3195    44.91     0.060958   0.062884   0.064871   0.066921  0.069035     22.41    23.85
Cook County, IL SD #123  214651KK6 10/15/07 06/01/27     29.429     0.000    6.3295    43.53     0.059084   0.060954   0.062883   0.064873  0.066926     21.72    23.12
Cook County, IL SD #127  214723CV8 09/07/05 12/01/19     46.971     0.000    5.3794   121.04     0.087881   0.090244   0.092672   0.095164  0.097724     32.21    33.96
Cook County, IL SD #127  214723CW6 09/07/05 12/01/20     44.082     0.000    5.4494   115.23     0.083792   0.086075   0.088420   0.090829  0.093304     30.71    32.41
Cook County, IL SD #127  214723CX4 09/07/05 12/01/21     41.315     0.000    5.5194   109.54     0.079771   0.081972   0.084234   0.086559  0.088948     29.25    30.88
Cook County, IL SD #127  214723CY2 09/07/05 12/01/22     38.734     0.000    5.5794   103.93     0.075787   0.077902   0.080075   0.082309  0.084605     27.79    29.36
Cook County, IL SD #127  214723CZ9 09/07/05 12/01/23     36.271     0.000    5.6395    98.49     0.071911   0.073939   0.076024   0.078168  0.080372     26.38    27.88
Cook County, IL SD #127  214723DA3 09/07/05 12/01/24     33.990     0.000    5.6895    93.20     0.068125   0.070063   0.072056   0.074106  0.076214     24.99    26.43
Cook County, IL SD #127  214723DC9 09/07/05 12/01/13     66.537     0.000    5.0090   158.51     0.114159   0.117019   0.119949   0.122954  0.126033     41.79    43.90
Cook County, Illinois    215030CN5 01/08/04 12/01/12     63.060     0.000    5.2494   229.17     0.124824   0.128100   0.131462   0.134913  0.138454     45.73    48.16
Cook County, Illinois    215030CP0 01/08/04 12/01/13     58.732     0.000    5.4494   222.83     0.122081   0.125408   0.128825   0.132335  0.135941     44.75    47.22
Cook County, Illinois    215030CQ8 01/08/04 12/01/14     54.489     0.000    5.6495   215.55     0.118777   0.122132   0.125582   0.129130  0.132777     43.57    46.06
Cook County, Illinois    215030CR6 01/08/04 12/01/15     50.650     0.000    5.7994   206.55     0.114318   0.117633   0.121044   0.124554  0.128166     41.95    44.42
Cook County, IL SD #148  215075FA5 07/09/08 12/01/27     94.524     6.000    6.5007     2.21     0.004398   0.004541   0.004688   0.004841  0.004998      1.62     1.72
Cook County, Illinois    215093EV3 06/17/03 12/01/13     59.669     0.000    4.9998   227.48     0.113990   0.116839   0.119760   0.122754  0.125823     41.72    43.83
Cook County, Illinois    215093EW1 06/17/03 12/01/14     55.539     0.000    5.1998   221.59     0.111742   0.114647   0.117628   0.120686  0.123824     40.93    43.08
Cook County, Illinois    215093EX9 06/17/03 12/01/15     51.495     0.000    5.3998   214.69     0.108952   0.111894   0.114915   0.118017  0.121204     39.93    42.12
Cook County, Illinois    215183FW9 12/10/03 12/01/12     60.122     0.000    5.7499   246.43     0.134741   0.138615   0.142600   0.146700  0.150917     49.44    52.32
Cook County, Illinois    215183FX7 12/10/03 12/01/13     55.449     0.000    5.9998   238.87     0.131566   0.135513   0.139578   0.143766  0.148078     48.31    51.26
Cook County, Illinois    215183FY5 12/10/03 12/01/14     51.438     0.000    6.1497   228.11     0.126191   0.130071   0.134071   0.138194  0.142443     46.36    49.26
Cook County, Illinois    215183FZ2 12/10/03 12/01/15     47.578     0.000    6.2999   217.08     0.120616   0.124415   0.128334   0.132376  0.136546     44.34    47.17
Cook County, IL SD #153  215183GJ7 05/14/08 12/15/13     74.458     0.000    5.3491    66.99     0.120304   0.123522   0.126826   0.130218  0.133700     43.99    46.38
Cook County, IL SD #153  215183GK4 05/14/08 12/15/14     69.640     0.000    5.5691    65.32     0.117546   0.120819   0.124183   0.127641  0.131196     43.01    45.44
Cook County, IL SD #153  215183GL2 05/14/08 12/15/15     64.808     0.000    5.7992    63.38     0.114316   0.117630   0.121041   0.124551  0.128162     41.86    44.32
Cook County, IL SD #153  215183GM0 05/14/08 12/15/16     59.694     0.000    6.0984    61.64     0.110025   0.112760   0.116837   0.119742  0.123393     40.78    43.29
Cook County, IL SD #153  215183GN8 05/14/08 12/15/17     55.331     0.000    6.2694    58.66     0.106279   0.109611   0.113047   0.116590  0.120245     38.97    41.45
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Cook County, IL SD #153  215183GP3 05/14/08 12/15/18     51.329     0.000    6.3994    55.59     0.100839   0.104065   0.107395   0.110831  0.114378     36.99    39.39
Cook County, IL SD #153  215183GQ1 05/14/08 12/15/19     47.338     0.000    6.5593    52.59     0.095557   0.098691   0.101928   0.105271  0.108723     35.07    37.40
Cook County, IL SD #155  215219EB8 02/01/01 12/01/10     51.321     0.000    6.8987   426.59     0.179066   0.185243                                     60.20         
Cook County, IL SD #155  215219EG7 02/01/01 12/01/14     37.337     0.000    7.2490   331.31     0.141044   0.146156   0.151454   0.156943  0.162632     52.01    55.85
Cook County, IL SD #155  215219EH5 02/01/01 12/01/15     34.277     0.000    7.3490   309.74     0.132392   0.137257   0.142300   0.147529  0.152950     48.83    52.49
Cook County, Illinois    215219FE1 06/30/03 12/01/10     71.619     0.000    4.5496   243.44     0.120819   0.123568                                     40.37         
Cook County, Illinois    215219FN1 06/30/03 12/01/18     44.637     0.000    5.2998   180.91     0.091940   0.094376   0.096877   0.099444  0.102079     33.68    35.49
Cook County, IL SD #155  215219FP6 06/30/03 12/01/19     41.690     0.000    5.3998   172.69     0.088039   0.090416   0.092857   0.095364  0.097939     32.27    34.03
Cook County, IL SD #155  215219FQ4 06/30/03 12/01/20     39.193     0.000    5.4498   164.10     0.083794   0.086077   0.088423   0.090832  0.093307     30.72    32.41
Cook County, IL SD #155  215219FR2 06/30/03 12/01/21     36.482     0.000    5.5497   156.04     0.079925   0.082143   0.084422   0.086765  0.089172     29.31    30.96
Cook County, IL SD #155  215219FS0 06/30/03 12/01/22     33.892     0.000    5.6497   148.03     0.076063   0.078212   0.080421   0.082693  0.085029     27.90    29.50
Cook County, IL SD #155  215219GA8 06/02/05 12/01/15     59.242     0.000    5.0500   152.08     0.104001   0.106627   0.109319   0.112080  0.114910     38.07    40.02
Cook County, IL SD #155  215219GB6 06/02/05 12/01/16     55.669     0.000    5.1601   146.35     0.100340   0.102929   0.105585   0.108309  0.111103     36.75    38.67
Cook County, IL SD #155  215219GC4 06/02/05 12/01/17     52.327     0.000    5.2501   140.23     0.096341   0.098870   0.101466   0.104129  0.106863     35.29    37.17
Cook County, IL SD #155  215219GD2 06/02/05 12/01/18     49.294     0.000    5.3100   133.78     0.092035   0.094479   0.096987   0.099562  0.102206     33.72    35.54
Cook County, IL SD #155  215219GE0 06/02/05 12/01/19     46.448     0.000    5.3600   127.37     0.087730   0.090081   0.092496   0.094975  0.097520     32.15    33.90
Cook County, IL SD #155  215219GF7 06/02/05 12/01/20     43.922     0.000    5.3801   120.95     0.083342   0.085584   0.087886   0.090251  0.092678     30.54    32.21
Cook County, IL SD #155  215219GG5 06/02/05 12/01/21     41.054     0.000    5.4700   115.15     0.079514   0.081689   0.083923   0.086218  0.088576     29.15    30.76
Cook County, IL SD #155  215219GH3 06/02/05 12/01/22     38.699     0.000    5.5000   109.21     0.075463   0.077538   0.079670   0.081861  0.084112     27.67    29.21
Cook County, IL SD #155  215219GQ3 06/02/05 12/01/23     36.261     0.000    5.5600   103.58     0.071669   0.073662   0.075709   0.077814  0.079977     26.28    27.76
Cook County, IL SD #155  215219GR1 06/02/05 12/01/24     34.002     0.000    5.6100    98.10     0.067957   0.069863   0.071823   0.073838  0.075909     24.92    26.34
Cook County, IL SD #155  215219HA7 06/29/06 12/01/10     77.826     0.000    5.7488   171.16     0.150891   0.155229                                     50.57         
Cook County, IL SD #155  215219HB5 06/29/06 12/01/16     54.002     0.000    5.9995   124.42     0.110181   0.113487   0.116891   0.120397  0.124009     40.46    42.93
Cook County, IL SD #155  215219HC3 06/29/06 12/01/17     50.621     0.000    6.0495   117.69     0.104316   0.107472   0.110723   0.114072  0.117522     38.31    40.67
Cook County, IL SD #155  215219HD1 06/29/06 12/01/18     47.405     0.000    6.0996   111.21     0.098662   0.101671   0.104772   0.107967  0.111260     36.24    38.49
Cook County, IL SD #155  215219HE9 06/29/06 12/01/19     44.524     0.000    6.1196   104.83     0.093033   0.095880   0.098813   0.101837  0.104953     34.18    36.30
Cook County, IL SD #155  215219HF6 06/29/06 12/01/20     41.744     0.000    6.1496    98.81     0.087739   0.090436   0.093217   0.096083  0.099038     32.24    34.25
Cook County, IL SD #155  215219HG4 06/29/06 12/01/21     39.173     0.000    6.1696    93.06     0.082658   0.085208   0.087836   0.090546  0.093339     30.37    32.27
Cook County, IL SD #155  215219HH2 06/29/06 12/01/22     36.688     0.000    6.1996    87.62     0.077868   0.080282   0.082770   0.085336  0.087981     28.61    30.42
Cook County, IL SD #155  215219HJ8 06/29/06 12/01/23     34.398     0.000    6.2197    82.44     0.073293   0.075572   0.077923   0.080346  0.082845     26.93    28.64
Cook County, IL SD #155  215219HK5 06/29/06 12/01/24     32.181     0.000    6.2498    77.54     0.068970   0.071125   0.073347   0.075639  0.078003     25.35    26.96
Cook County, IL SD #155  215219HL3 06/29/06 12/01/25     30.147     0.000    6.2697    72.89     0.064859   0.066892   0.068989   0.071152  0.073382     23.84    25.36
Cook County, IL SD #155  215219HM1 06/29/06 06/01/26     29.062     0.000    6.2996    70.63     0.062886   0.064867   0.066910   0.069017  0.071191     23.12    24.60
Cook County, IL SD #155  215219JD9 06/29/06 12/01/10     77.826     0.000    5.7488   171.16     0.150891   0.155229                                     50.57         
Cook County, IL SD #155  215219JE7 06/29/06 12/01/11     73.537     0.000    5.7490   161.74     0.142581   0.146679   0.150896   0.155233               52.32    50.58
Cook County, IL SD #155  215219JF4 06/29/06 12/01/12     69.397     0.000    5.7692   153.22     0.135119   0.139017   0.143027   0.147153  0.151398     49.58    52.48
Cook County, IL SD #155  215219JG2 06/29/06 12/01/13     65.418     0.000    5.7993   145.25     0.128164   0.131880   0.135704   0.139639  0.143688     47.03    49.80
Cook County, IL SD #155  215219JH0 06/29/06 12/01/14     61.530     0.000    5.8495   137.91     0.121792   0.125354   0.129020   0.132794  0.136678     44.70    47.36
Cook County, IL SD #155  215219JJ6 06/29/06 12/01/15     57.818     0.000    5.8994   130.79     0.115612   0.119023   0.122533   0.126148  0.129869     42.44    44.98
Cook County, IL SD #155  215219JK3 06/29/06 12/01/16     54.002     0.000    5.9995   124.42     0.110181   0.113487   0.116891   0.120397  0.124009     40.46    42.93
Cook County, IL SD #155  215219JL1 06/29/06 12/01/17     50.621     0.000    6.0495   117.69     0.104316   0.107472   0.110723   0.114072  0.117522     38.31    40.67
Cook County, IL SD #155  215219JM9 06/29/06 12/01/18     47.405     0.000    6.0996   111.21     0.098662   0.101671   0.104772   0.107967  0.111260     36.24    38.49
Cook County, IL SD #155  215219JN7 06/29/06 12/01/19     44.524     0.000    6.1196   104.83     0.093033   0.095880   0.098813   0.101837  0.104953     34.18    36.30
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Cook County, IL SD #155  215219JR8 10/08/09 12/01/23     39.094     0.000    6.7493     6.11     0.074022   0.076520   0.079103   0.081772  0.084532     27.25    29.12
Cook County, IL SD #155  215219JS6 10/08/09 12/01/24     36.316     0.000    6.7993     5.71     0.069277   0.071632   0.074068   0.076586  0.079189     25.51    27.27
Cook County, IL SD #155  215219JT4 10/08/09 12/01/25     33.703     0.000    6.8493     5.34     0.064770   0.066988   0.069282   0.071655  0.074109     23.85    25.51
Cook County, IL SD #155  215219JU1 10/08/09 12/01/26     31.248     0.000    6.8993     4.99     0.060494   0.062581   0.064740   0.066973  0.069284     22.28    23.84
Cook County, IL SD #155  215219JV9 10/08/09 12/01/27     28.691     0.000    6.9993     4.65     0.056358   0.058330   0.060371   0.062484  0.064671     20.76    22.24
Cook County, IL SD #155  215219JW7 10/08/09 12/01/28     26.292     0.000    7.0994     4.32     0.052392   0.054251   0.056177   0.058171  0.060236     19.31    20.70
Cook County, IL SD #155  215219JX5 10/08/09 06/01/29     25.151     0.000    7.1494     4.16     0.050475   0.052279   0.054148   0.056083  0.058088     18.61    19.96
Cook County, Illinois    215255EW6 06/30/04 12/01/11     66.619     0.000    5.5494   234.26     0.138166   0.142000   0.145940   0.149990               50.66    48.89
Cook County, Illinois    215255EX4 06/30/04 12/01/12     62.198     0.000    5.7195   226.40     0.134148   0.137984   0.141930   0.145989  0.150164     49.22    52.07
Cook County, Illinois    215255EY2 06/30/04 12/01/13     57.985     0.000    5.8696   217.45     0.129363   0.133160   0.137068   0.141090  0.145231     47.49    50.31
Cook County, Illinois    215255EZ9 06/30/04 12/01/14     53.847     0.000    6.0295   208.29     0.124448   0.128200   0.132065   0.136046  0.140148     45.71    48.50
Cook County, Illinois    215255FA3 06/30/04 12/01/15     50.015     0.000    6.1596   198.31     0.118897   0.122559   0.126333   0.130224  0.134235     43.69    46.42
Cook County, Illinois    215381HQ0 08/07/03 12/01/12     61.760     0.000    5.2392   242.42     0.124618   0.127883   0.131233   0.134671  0.138198     45.65    48.07
Cook County, Illinois    215381HR8 08/07/03 12/01/13     57.537     0.000    5.4293   235.40     0.121726   0.125031   0.128425   0.131911  0.135492     44.62    47.07
Cook County, Illinois    215381HS6 08/07/03 12/01/14     53.466     0.000    5.6091   227.24     0.118161   0.121475   0.124881   0.128384  0.131984     43.34    45.80
Cook County, Illinois    215903EV3 06/17/03 12/01/13     59.669     0.000    4.9998   227.48     0.113990   0.116839   0.119760   0.122754  0.125823     41.72    43.83
Cook County, Illinois    215903EW1 06/17/03 12/01/14     55.539     0.000    5.1998   221.59     0.111742   0.114647   0.117628   0.120686  0.123824     40.93    43.08
Cook County, Illinois    215903EX9 06/17/03 12/01/15     51.495     0.000    5.3998   214.69     0.108952   0.111894   0.114915   0.118017  0.121204     39.93    42.12
Corvallie, Benton County 2208855F0 03/12/02 01/01/11     57.678     0.000    6.3487   362.63     0.165669   0.170928                                     60.59         
Corvallie, Benton County 2208855G8 03/12/02 01/01/12     53.670     0.000    6.4489   344.08     0.157781   0.162868   0.168120   0.173541               57.72    61.50
Corvallie, Benton County 2208855H6 03/12/02 01/01/13     49.793     0.000    6.5588   326.05     0.150122   0.155045   0.160130   0.165381               54.93    58.59
Corvallie, Benton County 2208855J2 03/12/02 01/01/14     46.414     0.000    6.6090   306.84     0.141541   0.146218   0.151050   0.156042               51.80    55.28
Corvallie, Benton County 2208855K9 03/12/02 01/01/15     43.223     0.000    6.6591   288.47     0.133312   0.137751   0.142337   0.147077               48.79    52.09
Corvallie, Benton County 2208855L7 03/12/02 01/01/16     39.945     0.000    6.7591   271.64     0.126001   0.130259   0.134661   0.139212               46.13    49.30
Corvallie, Benton County 2208855M5 03/12/02 01/01/17     37.109     0.000    6.8092   254.72     0.118369   0.122399   0.126566   0.130875               43.34    46.34
Corvallie, Benton County 2208855N3 03/12/02 01/01/18     34.442     0.000    6.8591   238.60     0.111084   0.114893   0.118834   0.122909               40.68    43.51
Corvallie, Benton County 2208855P8 03/12/02 01/01/19     31.935     0.000    6.9091   223.28     0.104143   0.107740   0.111462   0.115313               38.14    40.82
Corvallie, Benton County 2208855Q6 03/12/02 01/01/20     29.582     0.000    6.9592   208.73     0.097535   0.100929   0.104441   0.108075               35.72    38.25
Corvallie, Benton County 2208855R4 03/12/02 01/01/21     27.475     0.000    6.9893   194.93     0.091188   0.094375   0.097673   0.101086               33.40    35.78
Corvallie, Benton County 2208855S2 03/12/02 01/01/22     25.504     0.000    7.0193   181.93     0.085202   0.088193   0.091288   0.094492               31.21    33.44
Corvallie, Benton County 2208855T0 03/12/02 01/01/23     23.613     0.000    7.0594   169.67     0.079575   0.082384   0.085292   0.088302               29.15    31.25
Costco Companies, Inc.   22160QAA0 08/19/97 08/19/17     49.960     0.000    3.5000   267.74     0.073657   0.074946   0.076258   0.077592  0.078950     27.09    28.05
Costco Companies, Inc.   22160QAB8 08/19/97 08/19/17     49.960     0.000    3.5000   267.74     0.073657   0.074946   0.076258   0.077592  0.078950     27.09    28.05
Costco Companies, Inc.   22160QAC6 08/19/97 08/19/17     49.960     0.000    3.5000   267.74     0.073657   0.074946   0.076258   0.077592  0.078950     27.09    28.05
Credit Suisse USA, Inc.  22541FDN3 02/28/06 08/31/10    100.000     0.000    5.1563              0.170222   0.171764                                     41.48         
Credit Suisse USA, Inc.  22541FDR4 04/28/06 04/29/13    100.000     0.000    5.5223              0.185650   0.190776   0.196044   0.201457  0.207020     68.40    72.23
Credit Suisse USA, Inc.  22541FDS2 04/28/06 07/28/10    100.000     0.000    5.4196              0.179137   0.183991                                     37.96         
Credit Suisse USA, Inc.  22541FDU7 05/31/06 08/31/10    100.000     0.000    5.4966              0.181121   0.183064                                     44.19         
Credit Suisse USA, Inc.  22541FDV5 07/28/06 07/28/10    100.000     0.000    5.5850              0.183018   0.188129                                     38.80         
Credit Suisse USA, Inc.  22541FDW3 07/31/06 01/29/10    100.000     0.000    5.5553              0.181860                                                 5.09         
Credit Suisse USA, Inc.  22541FDZ6 09/29/06 06/30/10    100.000     0.000    5.0745              0.165952                                                29.71         
Credit Suisse USA, Inc.  22541FEA0 09/29/06 09/30/10    100.000     0.000    5.0769              0.163940   0.168102                                     44.85         
Credit Suisse USA, Inc.  22541FEB8 10/27/06 04/30/10    100.000     0.000    5.3263              0.172368                                                20.51         
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Credit Suisse USA, Inc.  22541FEE2 10/31/06 10/29/10    100.000     0.000    5.1407              0.166262   0.170536                                     50.32         
Credit Suisse USA, Inc.  22541FEG7 11/29/06 11/30/10    100.000     0.000    4.9761              0.160209   0.164195                                     53.43         
Credit Suisse USA, Inc.  22541FEH5 10/31/06 10/29/10    100.000     0.000    5.3405              0.173735   0.178374                                     52.61         
Credit Suisse USA, Inc.  22541FEJ1 12/28/06 01/14/11    100.000     0.000    4.9860              0.156997   0.160911   0.164922                          58.55     2.14
Credit Suisse USA, Inc.  22541FEN2 01/31/07 01/31/11    100.000     0.000    5.2714              0.166771   0.171167   0.175678                          62.17     5.09
Credit Suisse USA, Inc.  22541FER3 02/28/07 11/30/11    100.000     0.000    5.0891              0.162329   0.166459   0.170695   0.175038               59.44    56.94
Credit Suisse USA, Inc.  22541HBF8 09/01/06 08/26/13    100.000     1.000    5.3576              0.169527   0.173324   0.177223   0.181226  0.185337     62.68    65.54
Credit Suisse USA, Inc.  22541HBK7 10/18/06 10/11/11    100.000     0.250    5.3153              0.171464   0.175837   0.180325   0.184933               63.22    51.32
Credit Suisse USA, Inc.  22541HBQ4 02/13/07 02/07/14    100.000     2.000    5.2240              0.157351   0.160010   0.162739   0.165538  0.168411     57.90    59.91
Credit Suisse USA, Inc.  22541HBU5 04/27/07 04/21/14    100.000     0.250    5.0791              0.158882   0.162741   0.166697   0.170754  0.174914     58.44    61.32
Credit Suisse USA, Inc.  22541HBV3 05/11/07 05/05/14    100.000     1.750    5.1032              0.154175   0.156869   0.159631   0.162464  0.165369     56.29    58.30
Credit Suisse USA, Inc.  22546EB94 10/28/10 10/28/30    100.000    VARIES    3.9512                                    0.109757   0.110004  0.110257      6.91    39.59
Credit Suisse USA, Inc.  2254C0HJ9 05/16/06 05/16/16*   100.000     0.000    N/A                 0.193514   0.199047                                     44.04*        
Credit Suisse USA, Inc.  2254C0KL0 11/24/06 11/30/10    100.000     0.000    5.0169              0.161831   0.165891                                     53.97         
Credit Suisse USA, Inc.  2254C0LZ8 02/28/07 02/26/10    100.000     0.000    5.0235              0.154496                                                 8.65         
Credit Suisse USA, Inc.  2254C0MP9 03/30/07 09/30/11    100.000     0.000    4.9795              0.156418   0.160312   0.164304   0.168394               57.73    44.93
Credit Suisse USA, Inc.  2254C0MW4 04/27/07 10/31/11    100.000     0.000    4.9514              0.155496   0.159345   0.163290   0.167333               57.15    49.55
Credit Suisse USA, Inc.  2254C0NA1 04/30/07 07/29/11    100.000     0.000    4.9688              0.154129   0.157958   0.161883   0.165905               57.35    34.40
Credit Suisse USA, Inc.  2254C0NP8 05/17/07 05/17/12    100.000     0.000    5.0303              0.158210   0.162190   0.166269   0.170451  0.174738     58.03    60.98
City of Crest Hill, IL   225903BX0 12/01/10 05/01/23     94.618     4.800    5.4004                                    0.008606   0.008800  0.009038       .26     3.16
Crosstex Energy, L.P.    22764LAA1 02/10/10 02/15/18     97.907     8.875    9.2505              0.005050   0.005060   0.005294   0.005539  0.005796      1.66     2.02
Crosstex Energy, L.P.    22764LAB9 02/10/10 02/15/18     97.907     8.875    9.2505              0.005050   0.005060   0.005294   0.005539  0.005796      1.66     2.02
DST Systems, Inc.        233326AA5 08/12/03 08/15/23*   100.000    VARIES    N/A                 0.309282   0.317459   0.325980                          78.57*        
DST Systems, Inc.        233326AB3 08/12/03 08/15/23*   100.000    VARIES    N/A                 0.309282   0.317459   0.325980                          78.57*        
DST Systems, Inc.        233326AC1 08/12/03 08/15/23*   100.000     3.625    N/A                 0.326799   0.340525   0.354827                          84.19*        
DST Systems, Inc.        233326AD9 08/12/03 08/15/23*   100.000     3.625    N/A                 0.326799   0.340525   0.354827                          84.19*        
Commnty Unit SD #429, IL 240847GK3 03/17/10 01/15/12    100.000     0.000    1.2395                         0.034431   0.034571   0.034785  0.035001      9.80    12.56
Commnty Unit SD #429, IL 240847GL1 03/17/10 01/15/13    100.000     0.000    1.8589                         0.051638   0.051953   0.052436  0.052923     14.72    18.95
De Witt Ford, IL         242015EL5 11/04/09 12/01/11    100.419    VARIES    3.7522              0.104961   0.106930   0.107112   0.107298               38.20    35.38
De Witt Ford, IL         242015EQ4 10/28/10 12/01/13    100.029    VARIES    2.3589                         0.065544   0.065686   0.066461  0.065546      4.13    23.78
Deutsche Bank AG         25152AAD2 03/22/05 03/22/10    100.000    VARIES    4.1450              0.115297                                                 9.34         
Deutsche Bank AG         25152AAE0 04/26/05 04/26/10    100.000     4.760    4.7599              0.132222                                                15.21         
Deutsche Bank AG         25152C197 07/31/07 07/29/11    100.000     0.000    5.1754              0.159210   0.163330   0.167556   0.171892               59.33    35.63
Deutsche Bank AG         25152C338 06/29/07 06/30/11    100.000     0.000    5.3500              0.169607   0.174144   0.178802                          61.88    32.01
Deutsche Bank AG         25152C411 05/31/07 05/31/11    100.000     0.000    5.2220              0.165009   0.169317   0.173738                          60.45    25.89
Deutsche Bank AG         25152C551 04/30/07 04/29/11    100.000     0.000    4.9528              0.155459   0.159309   0.163254                          57.14    19.26
Deutsche Bank AG         25152C601 01/31/07 01/31/11    100.000     0.000    5.1384              0.162036   0.166199   0.170469                          60.36     4.94
Deutsche Bank AG         25152C791 02/28/07 02/29/12    100.000     0.000    5.0466              0.157909   0.159254   0.165979   0.167393  0.173502     58.88    61.77
Deutsche Bank AG         25152CBP0 06/30/04 07/06/11*   100.000    VARIES    4.2057              0.114585   0.115694                                     21.40*        
Deutsche Bank AG         25152CCG9 02/03/05 02/03/12    100.000     0.000    4.3481              0.146580   0.149767   0.153023   0.156350  0.159749     54.30    56.68
Deutsche Bank AG         25152CCM6 02/28/05 03/02/10    100.000     0.000    4.2482              0.141827                                                 8.51         
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Deutsche Bank AG         25152CCN4 02/28/05 03/02/10    100.000     0.000    4.2482              0.141827                                                 8.51         
Deutsche Bank AG         25152CCQ7 03/03/05 03/03/10    100.000     0.000    4.2953              0.144463                                                 8.96         
Deutsche Bank AG         25152CCS3 04/08/05 04/12/10    100.000     0.000    4.5917              0.156539                                                15.81         
Deutsche Bank AG         25152CCU8 04/20/05 04/22/10    100.000     0.000    4.3177              0.145392                                                16.14         
Deutsche Bank AG         25152CDF0 07/29/05 08/03/10    100.000     0.000    4.5289              0.150559   0.153969                                     32.53         
Deutsche Bank AG         25152CDN3 08/30/05 09/02/11    100.000    VARIES    4.5019              0.126309   0.126082   0.125850   0.125456               45.38    30.26
Deutsche Bank AG         25152CEL6 12/29/05 12/30/10    100.000     0.000    4.8963              0.165068   0.169109                                     59.99         
Deutsche Bank AG         25152CER3 01/31/06 02/02/11    100.000     0.000    4.9465              0.163076   0.167110   0.171243                          60.65     5.31
Deutsche Bank AG         25152CHY5 01/05/07 01/06/12    100.000     0.000    5.0371              0.158472   0.162464   0.166555   0.170750  0.175051     59.18    62.20
Deutsche Bank AG         25153Q138 07/31/07 01/31/11    100.000     0.000    5.0770              0.155903   0.159860   0.163918                          58.05     4.75
Deutsche Bank AG         25153Q146 07/26/07 04/28/10    100.000     0.000    5.1490              0.160421                                                18.77         
Deutsche Bank AG         25153Q237 07/31/07 07/30/10    100.000     0.000    5.1141              0.153719   0.160263                                     33.47         
Deutsche Bank AG         25153Q336 09/28/07 09/30/10    100.000     0.000    4.7169              0.143871   0.147264                                     39.31         
Deutsche Bank AG         25153Q393 11/30/07 11/30/10    100.000     0.000    3.9375              0.118246   0.120574                                     39.32         
Deutsche Bank AG         25153Q609 09/28/07 09/30/13    100.000     0.000    4.9679              0.152272   0.156055   0.159931   0.163904  0.167975     56.20    59.02
Deutsche Bank AG         25153Q682 11/30/07 05/28/10    100.000     0.000    3.9163              0.117536                                                17.28         
Deutsche Bank AG         25153Q856 08/31/07 08/31/10    100.000     0.000    4.7048              0.142635   0.143610                                     34.70         
Deutsche Bank AG         25154H384 05/30/08 05/28/10    100.000     0.000    3.9000              0.114771                                                16.87         
Deutsche Bank AG         25154K239 08/12/09 02/12/13    100.000     0.000    2.6600              0.073890   0.074873   0.075869   0.076878  0.077900     27.05    27.78
Deutsche Bank AG         25154K635 09/30/08 03/31/10    100.000     0.000    4.0667              0.117606                                                10.47         
Deutsche Bank AG         2515A02U6 03/05/10 09/08/14    100.000     0.000    2.3900              0.066390   0.066403   0.067197   0.068000  0.068812     19.74    24.52
Deutsche Bank AG         2515A0AY9 02/20/07 02/20/22    100.000    VARIES    5.3403              0.140640   0.139489   0.138307   0.137093  0.136281     50.12    49.31
Deutsche Bank AG         2515A0C92 04/30/09 04/30/14    100.000    VARIES    3.7553              0.105491   0.106690   0.106412   0.106129  0.105840     38.25    38.22
Deutsche Bank AG         2515A0CV3 05/31/07 08/31/10    100.000     0.000    5.2089              0.161559   0.163064                                     39.37         
Deutsche Bank AG         2515A0DM2 06/29/07 09/30/10    100.000     0.000    5.3991              0.169115   0.173681                                     46.31         
Deutsche Bank AG         2515A0EK5 08/31/07 02/26/10    100.000     0.000    4.8845              0.149350                                                 8.21         
Deutsche Bank AG         2515A0FC2 09/05/07 09/05/17    100.000    VARIES    5.2125              0.136400   0.134164   0.131869   0.129514  0.127098     48.18    46.50
Deutsche Bank AG         2515A0FN8 11/30/07 05/31/12    100.000     0.000    4.1077              0.123771   0.126314   0.128908   0.131555  0.134257     45.17    47.05
Deutsche Bank AG         2515A0GL1 12/24/07 06/24/13    100.000     0.000    4.1474              0.125066   0.127660   0.130307   0.133009  0.135768     45.53    47.44
Deutsche Bank AG         2515A0HD8 11/29/07 11/29/12    100.000     0.000    4.2034              0.126894   0.129561   0.132284   0.135064  0.137903     46.33    48.30
Deutsche Bank AG         2515A0HS5 11/16/07 05/16/11    100.000     0.000    4.3899              0.133009   0.135928   0.138912                          48.67    18.75
Deutsche Bank AG         2515A0HW6 11/29/07 09/29/11    100.000     0.000    4.0964              0.122579   0.125090   0.127652   0.130267               45.05    34.68
Deutsche Bank AG         2515A0HY2 12/13/07 12/13/11    100.000     0.000    4.2850              0.129561   0.132337   0.135172   0.138069               47.24    46.75
Deutsche Bank AG         2515A0L50 07/17/09 07/17/24*   100.000    VARIES    3.9854              0.110707   0.106824                                     21.00*        
Deutsche Bank AG         2515A0L68 07/23/09 07/23/15    100.000     0.000    4.4552              0.123758   0.126515   0.129333   0.132214  0.135159     45.93    48.00
Deutsche Bank AG         2515A0LA9 05/29/08 01/29/10    100.000     0.000    3.2049              0.092393                                                 2.59         
Deutsche Bank AG         2515A0LY7 12/21/07 12/21/11    100.000     0.000    4.2264              0.127646   0.130343   0.133098   0.135910               46.49    47.09
Deutsche Bank AG         2515A0MA8 12/27/07 12/27/11    100.000     0.000    4.2565              0.128628   0.131365   0.134161   0.137016               46.82    48.28
Deutsche Bank AG         2515A0MF7 01/29/08 01/31/11    100.000     0.000    3.0570              0.088886   0.090244   0.091624                          32.66     2.66
Deutsche Bank AG         2515A0MH3 01/29/08 01/29/13    100.000     0.000    3.4575              0.101109   0.102857   0.104635   0.106444  0.108285     37.25    38.55
Deutsche Bank AG         2515A0MM2 01/25/08 01/25/13    100.000     0.000    3.4550              0.101034   0.102779   0.104555   0.106361  0.108199     37.24    38.53
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Deutsche Bank AG         2515A0MT7 02/08/08 08/10/11    100.000     0.000    3.0462              0.088560   0.089909   0.091279   0.092669               32.51    20.24
Deutsche Bank AG         2515A0N25 08/03/09 08/03/11    100.000     0.000    1.5225              0.042292   0.042614   0.042939   0.043266               15.38     9.16
Deutsche Bank AG         2515A0NN9 03/20/08 03/22/12    100.000     0.000    3.4000              0.099363   0.101052   0.102770   0.104517  0.106294     36.41    37.66
Deutsche Bank AG         2515A0NP4 03/20/08 03/22/12    100.000     0.000    2.9999              0.087154   0.088461   0.089788   0.091135  0.092502     31.87    32.83
Deutsche Bank AG         2515A0NZ2 07/07/08 07/07/14    100.000     0.000    5.6904              0.167192   0.171949   0.176842   0.181873  0.187048     62.72    66.34
Deutsche Bank AG         2515A0PB3 06/24/08 06/23/11    100.000     0.000    4.0990              0.120993   0.123473   0.126004                          44.04    21.67
Deutsche Bank AG         2515A0PD9 06/25/08 12/27/12    100.000     0.000    4.4215              0.131179   0.134079   0.137043   0.140073  0.143170     47.77    49.91
Deutsche Bank AG         2515A0PM9 05/30/08 05/30/12    100.000     0.000    4.0000              0.117912   0.120271   0.122676   0.125130  0.127632     43.02    44.76
Deutsche Bank AG         2515A0Q89 08/28/09 08/28/29    100.000    VARIES    4.1634              0.115652   0.111699   0.107663   0.106177  0.104659     39.94    38.12
Deutsche Bank AG         2515A0R62 11/30/09 11/30/12    100.000     1.683    1.6829              0.046750   0.046750   0.046750   0.046750  0.046750     16.83    16.83
Deutsche Bank AG         2515A0R70 11/30/09 11/28/14    100.000     2.791    2.7909              0.077528   0.077528   0.077528   0.077528  0.077528     27.91    27.91
Deutsche Bank AG         2515A0RP0 02/04/09 02/04/14    100.000    VARIES    2.1662              0.059385   0.058912   0.058728   0.058739  0.058852     21.20    21.16
Deutsche Bank AG         2515A0RU9 09/17/08 09/16/13    100.000     0.000    3.8059              0.109771   0.111860   0.113988   0.116158  0.118368     40.34    41.89
Deutsche Bank AG         2515A0S61 09/23/09 09/24/12    100.000     0.000    2.1657              0.060162   0.060814   0.061472   0.062138  0.062811     21.90    22.38
Deutsche Bank AG         2515A0SC8 09/09/08 03/09/10    100.000     0.000    3.2349              0.092791                                                 6.31         
Deutsche Bank AG         2515A0VL4 11/04/09 11/04/11    100.000     0.000    1.3174              0.036595   0.036836   0.037079   0.037323               13.25    11.28
Deutsche Bank AG         2515A0VZ3 12/03/09 12/05/12    100.000     0.000    1.7995              0.049992   0.050441   0.050895   0.051353  0.051815     18.10    18.43
Deutsche Bank AG         2515A0Y23 03/24/10 03/25/13    100.000     0.000    1.8011              0.050033   0.050036   0.050486   0.050941  0.051400     13.90    18.34
Dex Media, Inc.          25212EAD2 11/10/03 11/15/13*    64.314    VARIES    8.9997              0.249994                                                 7.00*        
Dex Media, Inc.          25212EAE0 11/10/03 11/15/13*    64.314    VARIES    8.9997              0.249994                                                 7.00*        
Dex Media, Inc.          25212EAF7 11/10/03 11/15/13*    64.314    VARIES    8.9997              0.249994                                                 7.00*        
Dex Media, Inc.          25212EAG5 02/11/04 11/15/13*    69.384    VARIES    8.3689              0.237373                                                 6.65*        
Dex Media, Inc.          25212EAH3 02/11/04 11/15/13*    69.384    VARIES    8.3689              0.237373                                                 6.65*        
Domtar Corporation       257559AB0 11/19/07 12/01/13     93.400     5.375    6.7237    20.24     0.028756   0.029723   0.030722   0.031755  0.032823     10.59    11.31
Domtar Corporation       257559AG9 06/09/09 06/01/17     96.157    10.750   11.4987     1.74     0.008992   0.009509   0.010056   0.010634  0.011246      3.36     3.76
Douglas Cnty SD #302, IL 258741BP1 11/30/10 12/01/13     99.896    VARIES    2.3941                         0.066435   0.066440   0.067235  0.066383      2.06    24.06
Douglas Cnty SD #302, IL 258741BQ9 11/30/10 12/01/14    107.319    VARIES    2.9881                         0.089078   0.089086   0.090417  0.087407      2.76    32.26
Douglas Cnty SD #302, IL 258741BR7 11/30/10 12/01/15    107.706    VARIES    3.3886                         0.101381   0.101392   0.103110  0.099758      3.14    36.76
Douglas Cnty SD #302, IL 258741BS5 11/30/10 12/01/16    109.259    VARIES    3.5892                         0.108932   0.108944   0.110900  0.107219      3.38    39.52
Downtown Dallas Dev Auth 261149BE7 11/07/07 08/15/12     77.223     0.000    5.4882    95.47     0.129595   0.133151   0.136805   0.140559  0.144417     48.27    50.96
Downtown Dallas Dev Auth 261149BF4 11/07/07 08/15/13     72.742     0.000    5.5885    91.65     0.124521   0.128001   0.131577   0.135254  0.139033     46.41    49.04
Downtown Dallas Dev Auth 261149BG2 11/07/07 08/15/14     68.074     0.000    5.7585    88.51     0.120430   0.123897   0.127464   0.131135  0.134910     44.94    47.56
Downtown Dallas Dev Auth 261149BH0 11/07/07 08/15/15     63.688     0.000    5.8886    84.77     0.115474   0.118874   0.122374   0.125977  0.129686     43.12    45.70
Downtown Dallas Dev Auth 261149BJ6 11/07/07 08/15/16     59.688     0.000    5.9687    80.58     0.109846   0.113124   0.116500   0.119977  0.123557     41.04    43.53
Downtown Dallas Dev Auth 261149BK3 11/07/07 08/15/17     55.746     0.000    6.0689    76.59     0.104494   0.107665   0.110932   0.114298  0.117767     39.06    41.47
Downtown Dallas Dev Auth 261149BL1 11/07/07 08/15/18     52.073     0.000    6.1490    72.54     0.099033   0.102078   0.105217   0.108451  0.111786     37.04    39.35
Downtown Dallas Dev Auth 261149BM9 11/07/07 08/15/19     48.734     0.000    6.1989    68.47     0.093516   0.096415   0.099403   0.102484  0.105661     34.99    37.19
Downtown Dallas Dev Auth 261149BN7 11/07/07 08/15/20     45.395     0.000    6.2791    64.64     0.088357   0.091131   0.093992   0.096943  0.099986     33.07    35.18
Drummond Company, Inc.   262277AC0 10/20/09 10/15/14     98.053     9.000    9.4992      .62     0.008730   0.009134   0.009567   0.010022  0.010498      3.28     3.60
DuPage County, IL SDN99  263417GR2 04/04/02 02/01/11     55.425     0.000    6.7986   375.95     0.170832   0.176639   0.182644                          64.32     5.48
Duarte, Calif Redev Agy  263594AB9 06/16/92 12/01/12     16.484     0.000    9.0085   608.63     0.192110   0.200763   0.209806   0.219256  0.229132     71.25    77.81
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Dynegy Holdings, Inc.    26816LBA9 12/01/09 06/01/15     85.000     7.500   11.2291     1.70     0.056800   0.059989   0.063357   0.066914  0.070671     21.22    23.67
Dynegy Holdings, Inc.    26816LBB7 12/01/09 06/01/15     85.000     7.500   11.2291     1.70     0.056800   0.059989   0.063357   0.066914  0.070671     21.22    23.67
East Orange NJ           274137WT1 04/14/03 04/01/22     29.893     0.000    6.4698   159.53     0.081082   0.083705   0.086413   0.089208  0.092094     30.14    32.12
East Orange NJ           274137WU8 04/14/03 04/01/23     27.886     0.000    6.4999   149.66     0.076134   0.078608   0.081163   0.083801  0.086525     28.31    30.18
East Orange NJ           274137WV6 04/14/03 04/01/24     26.105     0.000    6.5100   140.36     0.071426   0.073751   0.076152   0.078630  0.081190     26.56    28.31
East Orange NJ           274137WW4 04/14/03 04/01/25     24.381     0.000    6.5300   131.58     0.066998   0.069186   0.071445   0.073777  0.076186     24.91    26.57
East Orange NJ           274137WX2 04/14/03 04/01/26     22.763     0.000    6.5498   123.30     0.062820   0.064877   0.067002   0.069196  0.071462     23.36    24.92
East Orange NJ           274137WY0 04/14/03 04/01/27     21.292     0.000    6.5600   115.55     0.058889   0.060820   0.062815   0.064876  0.067004     21.90    23.36
East Orange NJ           274137WZ7 04/14/03 04/01/28     19.913     0.000    6.5699   108.27     0.055193   0.057006   0.058879   0.060813  0.062811     20.53    21.90
Eastern Comm College, IA 276540XS5 06/18/09 06/01/11    103.810     4.000    2.0010              0.057218   0.056679   0.056134                          20.47     8.42
Eastern Comm College, IA 276540XT3 06/18/09 06/01/12    103.664     4.000    2.7007              0.077362   0.076907   0.076445   0.075977  0.075502     27.74    27.41
Eastern Comm College, IA 276540XU0 06/18/09 06/01/13    103.700     4.000    3.0004              0.086094   0.085718   0.085337   0.084951  0.084558     30.90    30.63
Eastern Comm College, IA 276540XV8 06/01/09 06/01/14    103.173     4.000    3.3062              0.094485   0.094210   0.093931   0.093647  0.093358     33.95    33.75
Eastern Comm College, IA 276540XW6 06/01/09 06/01/15    102.124     4.000    3.6031              0.102054   0.101891   0.101725   0.101556  0.101384     36.70    36.58
Eksportfinans ASA        282645AR1 05/04/07 05/25/10    100.000     0.000    4.7576              0.149056                                                21.46         
Eksportfinans ASA        282645UV0 05/03/10 02/05/16    100.000     0.000    2.8500                         0.079167   0.079743   0.080880  0.082032     18.93    29.25
Eksportfinans ASA        28264QDX9 12/06/06 12/06/10    100.000     0.000    4.5670              0.145268   0.148585                                     49.26         
Eksportfinans ASA        28264QR97 01/28/10 02/28/11    100.000     0.000    0.5673              0.015672   0.015424   0.015724                           5.26      .91
EL Paso Corporation      28336LAA7 02/28/01 02/28/21     45.289     0.000    4.0000   189.88     0.070073   0.070309   0.072903   0.073149  0.075432     25.97    26.97
EL Paso Corporation      28336LAC3 02/28/01 02/28/21     45.289     0.000    4.0000   189.88     0.070073   0.070309   0.072903   0.073149  0.075432     25.97    26.97
EL Paso Corporation      28336LBS7 12/12/08 12/12/13     88.909    12.000   15.2500    17.13     0.050152   0.053976   0.058091   0.062521  0.067288     18.89    21.88
EL Paso Corporation      28336LBT5 02/09/09 02/15/16     95.535     8.250    9.1255     4.27     0.013617   0.014238   0.014888   0.015567  0.016278      5.19     5.67
Electronic Data SYS Corp 285661AB0 10/10/01 10/10/21     77.941    VARIES    5.3200              0.171605   0.174783   0.179991   0.183345  0.187798     63.91    66.96
Electronic Data SYS Corp 285661AE4 06/30/03 07/15/23    100.000    VARIES    5.7999              0.183175   0.185366   0.187620   0.189940  0.192326     67.08    68.74
Electronic Data SYS Corp 285661AF1 06/30/03 07/15/23    100.000    VARIES    5.7999              0.183175   0.185366   0.187620   0.189940  0.192326     67.08    68.74
Encore Acquisition Co.   29255WAJ9 04/27/09 05/01/16     92.228     9.500   11.1255     5.23     0.022339   0.023581   0.024893   0.026278  0.027740      8.42     9.38
Energy XXI Gulf Coast    29276KAL5 05/06/10 06/15/14     70.120    16.000    N/A                 0.553211   0.558268   0.582201   0.608981  0.639004    131.38   215.32
Essex Cnty Util Auth     296816AY7 03/30/99 04/01/12     60.121     0.000    3.9516   314.55     0.099537   0.101504   0.103510   0.105555  0.107640     36.54    38.00
Euronet Worldwide, Inc.  298736AC3 12/15/04 12/15/24*   100.000    VARIES    N/A                 0.366335                                                 9.89*        
Euronet Worldwide, Inc.  298736AD1 12/15/04 12/15/24*   100.000    VARIES    N/A                 0.366335                                                 9.89*        
Euronet Worldwide, Inc.  298736AE9 10/04/05 10/15/25    100.000    VARIES    8.5029              0.288358   0.294909   0.305048   0.312214  0.321422    107.75   113.93
Euronet Worldwide, Inc.  298736AF6 10/04/05 10/15/25    100.000    VARIES    8.5029              0.288358   0.294909   0.305048   0.312214  0.321422    107.75   113.93
European Investment Bank 298785DW3 03/10/06 03/10/21     44.672     0.000    5.4449   101.46     0.081543   0.083763   0.086043   0.088386  0.090792     30.25    31.92
ExpressJet Holdings,Inc. 30218UAA6 08/04/08 08/01/23*    59.410    11.250   19.7852     7.78     0.016896   0.018568   0.020405                           6.89*        
ExpressJet Holdings,Inc. 30218UAB4 08/04/08 08/01/23*    59.410    11.250   19.7852     7.78     0.016896   0.018568   0.020405                           6.89*        
First Citizens Bancorp   30244CAC0 03/24/98 03/15/28    100.000     8.250    8.2499              0.229167   0.229167   0.229167   0.229167  0.229167     82.50    82.50
FPL Group Inc.           302570BF2 05/26/09 06/01/14     98.500    VARIES    4.3841              0.120405   0.120852   0.121309   0.121776  0.122253     43.45    43.78
FPL Group Inc.           302570BJ4 09/21/10 09/01/15     98.500    VARIES    2.7001                                    0.073879   0.074132  0.074421      7.39    26.71
FPL Group Inc.           302570BK1 09/21/10 09/01/15     98.500    VARIES    2.7001                                    0.073879   0.074132  0.074421      7.39    26.71
FPL Group Inc.           302571609 05/26/09 06/01/14     98.500    VARIES    4.3841              0.120405   0.120852   0.121309   0.121776  0.122253     43.45    43.78
Freddie Mac              3128X0AS8 10/03/02 01/02/13     63.710     0.000    4.4476   239.16     0.105917   0.108272   0.110680   0.113141  0.115657     39.41    41.18
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              3128X0AT6 10/03/02 01/02/22     36.810     0.000    5.2599   168.13     0.076353   0.078361   0.080422   0.082537  0.084707     28.58    30.10
Freddie Mac              3128X0AU3 10/03/02 01/02/30     23.710     0.000    5.3523   110.56     0.050348   0.051696   0.053079   0.054500  0.055958     18.86    19.88
Freddie Mac              3128X0AV1 10/03/02 04/15/32     21.010     0.000    5.3530    97.99     0.045300   0.046512   0.047757   0.049035  0.050348     16.71    17.62
Freddie Mac              3128X0AW9 10/03/02 06/15/32     20.810     0.000    5.3554    97.11     0.045296   0.046509   0.047755   0.049033  0.050346     16.56    17.46
Freddie Mac              3128X0AX7 10/03/02 09/15/32     20.510     0.000    5.3601    95.81     0.044107   0.045289   0.046503   0.047749  0.049029     16.35    17.23
Freddie Mac              3128X0AY5 10/03/02 12/15/32     20.210     0.000    5.3650    94.51     0.044099   0.045282   0.046497   0.047744  0.049025     16.13    17.00
Freddie Mac              3128X0AZ2 10/03/02 01/02/34     19.160     0.000    5.3582    89.46     0.040747   0.041839   0.042960   0.044110  0.045292     15.26    16.09
Freddie Mac              3128X1GZ4 06/17/03 06/17/33*    18.796     0.000    5.6500    82.63     0.042374                                                 7.03*        
Freddie Mac              3128X1HB6 06/13/03 06/13/33*    17.732     0.000    5.8499    81.38     0.041915                                                 6.79*        
Freddie Mac              3128X1HZ3 06/17/03 06/17/33*    16.925     0.000    6.0097    80.03     0.041518                                                 6.89*        
Freddie Mac              3128X2SB2 01/30/04 04/01/10     79.227     0.000    3.8094   198.38     0.103841                                                 9.35         
Freddie Mac              3128X2SC0 01/30/04 10/01/10     77.037     0.000    3.9494   200.77     0.105500   0.107583                                     28.86         
Freddie Mac              3128X2SD8 01/30/04 04/01/11     74.840     0.000    4.0828   202.38     0.106742   0.108921   0.111144                          39.22    10.00
Freddie Mac              3128X2SE6 01/30/04 10/01/11     72.645     0.000    4.2100   203.28     0.107596   0.109861   0.112174   0.114535               39.55    30.71
Freddie Mac              3128X2SF3 01/30/04 04/01/12     70.491     0.000    4.3258   203.34     0.107971   0.110306   0.112692   0.115129  0.117620     39.71    41.45
Freddie Mac              3128X2SG1 01/30/04 10/01/12     68.379     0.000    4.4321   202.69     0.107944   0.110337   0.112782   0.115281  0.117836     39.73    41.51
Freddie Mac              3128X2SH9 01/30/04 04/01/13     66.275     0.000    4.5362   201.65     0.107699   0.110142   0.112640   0.115195  0.117807     39.66    41.48
Freddie Mac              3128X2SJ5 01/30/04 10/01/13     64.227     0.000    4.6310   200.03     0.107113   0.109593   0.112131   0.114727  0.117384     39.46    41.31
Freddie Mac              3128X2SK2 01/30/04 04/01/14     62.210     0.000    4.7217   198.05     0.106315   0.108825   0.111394   0.114024  0.116716     39.18    41.05
Freddie Mac              3128X2SL0 01/30/04 10/01/14     60.256     0.000    4.8040   195.62     0.105249   0.107777   0.110366   0.113017  0.115732     38.81    40.69
Freddie Mac              3128X2SM8 01/30/04 04/01/15     58.361     0.000    4.8793   192.84     0.103971   0.106507   0.109106   0.111767  0.114494     38.35    40.24
Freddie Mac              3128X2SN6 01/30/04 10/01/15     56.535     0.000    4.9468   189.75     0.102492   0.105027   0.107625   0.110287  0.113015     37.82    39.71
Freddie Mac              3128X2SP1 01/30/04 04/01/16     54.741     0.000    5.0126   186.51     0.100926   0.103456   0.106049   0.108707  0.111431     37.25    39.14
Freddie Mac              3128X2SQ9 01/30/04 10/01/16     52.987     0.000    5.0758   183.14     0.099271   0.101790   0.104373   0.107022  0.109738     36.65    38.53
Freddie Mac              3128X2SR7 01/30/04 04/01/17     51.299     0.000    5.1327   179.58     0.097493   0.099995   0.102561   0.105193  0.107893     36.00    37.88
Freddie Mac              3128X2SS5 01/30/04 10/01/17     49.661     0.000    5.1861   175.91     0.095643   0.098123   0.100667   0.103277  0.105955     35.33    37.19
Freddie Mac              3128X2ST3 01/30/04 04/01/18     48.064     0.000    5.2374   172.19     0.093748   0.096203   0.098723   0.101308  0.103961     34.64    36.48
Freddie Mac              3128X2SU0 01/30/04 10/01/18     46.530     0.000    5.2834   168.37     0.091788   0.094213   0.096702   0.099256  0.101878     33.92    35.74
Freddie Mac              3128X2SV8 01/30/04 04/01/19     45.040     0.000    5.3272   164.54     0.089802   0.092194   0.094650   0.097171  0.099759     33.20    34.99
Freddie Mac              3128X2SW6 01/30/04 10/01/19     43.600     0.000    5.3679   160.67     0.087791   0.090148   0.092567   0.095052  0.097603     32.46    34.22
Freddie Mac              3128X2SX4 01/30/04 04/01/20     42.215     0.000    5.4047   156.80     0.085760   0.088077   0.090457   0.092902  0.095412     31.71    33.45
Freddie Mac              3128X2SY2 01/30/04 10/01/20     40.880     0.000    5.4384   152.93     0.083721   0.085997   0.088336   0.090738  0.093205     30.96    32.67
Freddie Mac              3128X2V85 03/17/04 03/17/34*    15.782     0.000    6.2500    67.57     0.038436                                                 2.92*        
Freddie Mac              3128X32B8 12/29/04 12/29/34*    16.486     0.000    6.1000    57.85     0.037725                                                 6.71*        
Freddie Mac              3128X34E0 03/01/05 03/28/13     70.400     0.000    4.3936   164.64     0.104824   0.107127   0.109480   0.111885  0.114343     38.58    40.30
Freddie Mac              3128X34J9 02/14/05 02/14/35*    16.154     0.000    6.1699    55.79     0.036393                                                 1.56*        
Freddie Mac              3128X34N0 02/16/05 02/16/35*    15.644     0.000    6.2801    55.06     0.036047                                                 1.62*        
Freddie Mac              3128X35C3 02/28/05 02/28/35*    15.463     0.000    6.3202    54.36     0.035721   0.036249                                      8.63*        
Freddie Mac              3128X35M1 02/28/05 02/28/35*    15.329     0.000    6.3501    54.18     0.035626   0.036157                                      8.61*        
Freddie Mac              3128X35S8 02/28/05 02/28/35*    14.890     0.000    6.4500    53.58     0.035304   0.035848                                      8.54*        
Freddie Mac              3128X36B4 03/23/05 03/23/35*    15.782     0.000    6.2500    53.90     0.036142   0.037272                                      9.67*        
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              3128X3W74 12/06/04 12/06/34*    14.463     0.000    6.5502    55.90     0.036322                                                 5.63*        
Freddie Mac              3128X44Z1 04/20/06 06/28/12     72.625     0.000    5.2343   152.95     0.127779   0.131124   0.134555   0.138077  0.141691     46.62    49.10
Freddie Mac              3128X4AC5 04/19/05 04/15/14     65.973     0.000    4.6809   160.33     0.105586   0.108057   0.110586   0.113174  0.115823     38.84    40.67
Freddie Mac              3128X4AD3 04/19/05 12/15/14     63.722     0.000    4.7214   156.34     0.103857   0.106309   0.108819   0.111388  0.114017     37.91    39.72
Freddie Mac              3128X4AE1 04/19/05 04/15/17     56.285     0.000    4.8518   142.29     0.094071   0.096353   0.098690   0.101084  0.103537     34.63    36.33
Freddie Mac              3128X4B59 01/26/06 08/31/10     81.134     0.000    4.6074   159.09     0.123658   0.125101                                     29.57         
Freddie Mac              3128X4FV8 08/04/05 06/01/11     77.489     0.000    4.4255   165.01     0.115121   0.117668   0.120272                          42.06    18.04
Freddie Mac              3128X4GA3 08/04/05 12/01/11     75.722     0.000    4.4446   162.01     0.113071   0.115584   0.118153   0.120779               41.31    39.46
Freddie Mac              3128X4GC9 08/24/05 08/24/35*    15.108     0.000    6.4000    47.69     0.034557   0.035662                                      8.25*        
Freddie Mac              3128X4GD7 08/04/05 06/01/12     73.943     0.000    4.4715   159.24     0.111209   0.113695   0.116237   0.118836  0.121493     40.63    42.47
Freddie Mac              3128X4GG0 08/04/05 12/01/12     72.215     0.000    4.4929   156.33     0.109229   0.111683   0.114192   0.116757  0.119380     39.91    41.73
Freddie Mac              3128X4GH8 08/04/05 06/01/10     81.144     0.000    4.3765   170.71     0.118968                                                17.85         
Freddie Mac              3128X4GJ4 08/04/05 12/01/10     79.323     0.000    4.3967   167.72     0.116933   0.119504                                     39.05         
Freddie Mac              3128X4GK1 08/04/05 06/01/13     70.468     0.000    4.5226   153.65     0.107426   0.109855   0.112340   0.114880  0.117478     39.26    41.05
Freddie Mac              3128X4HU8 08/12/05 01/10/13     71.011     0.000    4.6724   159.51     0.110417   0.112996   0.115636   0.118338  0.121102     41.11    43.05
Freddie Mac              3128X4HY0 09/06/05 09/06/35*    14.675     0.000    6.5001    46.73     0.034223                                                 2.22*        
Freddie Mac              3128X4JH5 09/06/05 09/06/35*    15.196     0.000    6.3801    47.38     0.034622                                                 2.25*        
Freddie Mac              3128X4S77 03/24/06 06/20/16     59.540     0.000    5.1280   125.28     0.102498   0.105126   0.107822   0.110586  0.113422     37.43    39.38
Freddie Mac              3128X4U41 03/28/06 04/09/14     66.671     0.000    5.1122   139.36     0.113150   0.116042   0.119008   0.122050  0.125170     41.73    43.90
Freddie Mac              3128X4W56 04/04/06 04/04/36     14.255     0.000    6.6001    39.23     0.032803   0.033886   0.035004   0.036159  0.037353     12.20    13.01
Freddie Mac              3128X4XQ9 12/21/05 06/04/10     81.270     0.000    4.7117   167.74     0.127869                                                19.56         
Freddie Mac              3128X52H0 04/03/07 04/02/37     21.177     0.000    5.2421    32.34     0.035091   0.036011   0.036955   0.037923  0.038917     12.96    13.65
Freddie Mac              3128X52U1 04/04/07 07/31/14     70.210     0.000    4.8862    99.55     0.106621   0.109226   0.111894   0.114628  0.117429     39.65    41.61
Freddie Mac              3128X52W7 04/05/07 01/10/12     79.775     0.000    4.7983   110.71     0.118388   0.121229   0.124137   0.127115  0.130165     44.11    46.26
Freddie Mac              3128X53Z9 04/13/07 04/30/13     74.533     0.000    4.9196   105.28     0.115281   0.118117   0.121022   0.123999  0.127049     42.36    44.47
Freddie Mac              3128X54N5 04/18/07 12/30/14     68.522     0.000    4.9690    97.27     0.107992   0.110675   0.113424   0.116242  0.119131     39.37    41.35
Freddie Mac              3128X55E4 05/04/07 05/04/37     16.728     0.000    6.0499    28.74     0.032629   0.033616   0.034633   0.035681  0.036760     12.04    12.78
Freddie Mac              3128X55H7 04/27/07 11/30/12     76.622     0.000    4.8161   104.33     0.115982   0.118775   0.121635   0.124564  0.127564     42.43    44.50
Freddie Mac              3128X55L8 05/01/07 05/10/12     78.630     0.000    4.8418   107.06     0.119334   0.122223   0.125182   0.128212  0.131316     43.78    45.92
Freddie Mac              3128X57F9 05/17/07 02/26/10     87.508     0.000    4.8642   117.66     0.131911                                                 7.26         
Freddie Mac              3128X5DU9 07/11/06 08/15/12     72.660     0.000    5.3088   145.08     0.126018   0.129363   0.132797   0.136322  0.139941     46.89    49.41
Freddie Mac              3128X5DV7 07/11/06 05/15/12     73.645     0.000    5.3020   146.86     0.129219   0.132645   0.136161   0.139771  0.143476     47.45    50.00
Freddie Mac              3128X5EQ7 06/30/06 06/30/36     12.330     0.000    7.1002    34.14     0.031045   0.032147   0.033288   0.034470  0.035694     11.38    12.20
Freddie Mac              3128X5ES3 06/29/06 06/29/12     72.129     0.000    5.5200   151.71     0.133819   0.137513   0.141308   0.145208  0.149216     48.85    51.59
Freddie Mac              3128X5FD5 07/13/06 12/28/12     70.884     0.000    5.3995   143.82     0.127832   0.131283   0.134828   0.138468  0.142206     46.66    49.22
Freddie Mac              3128X5FH6 07/19/06 12/31/12     71.004     0.000    5.3796   142.86     0.127434   0.130862   0.134382   0.137997  0.141709     46.50    49.04
Freddie Mac              3128X5FS2 07/21/06 06/28/13     69.242     0.000    5.3695   138.68     0.123906   0.127232   0.130648   0.134156  0.137757     45.22    47.69
Freddie Mac              3128X5HF8 08/10/06 01/31/11     79.500     0.000    5.1924   151.16     0.133560   0.137028   0.140585                          49.77     4.08
Freddie Mac              3128X5HG6 08/10/06 10/31/12     72.515     0.000    5.2285   138.99     0.124403   0.127655   0.130992   0.134417  0.137931     45.77    48.20
Freddie Mac              3128X5HX9 08/24/06 02/26/10     84.132     0.000    4.9899   151.24     0.135236                                                 7.44         
Freddie Mac              3128X5LH9 09/29/06 02/29/12     77.393     0.000    4.7840              0.117423   0.118272   0.123108   0.123998  0.128359     43.71    45.74
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              3128X5LK2 10/02/06 10/02/34     24.784     0.000    5.0446    43.54     0.040328   0.041345   0.042388   0.043457  0.044553     14.88    15.64
Freddie Mac              3128X5MX3 10/20/06 05/28/10     83.869     0.000    4.9375   141.63     0.133850                                                19.68         
Freddie Mac              3128X5MY1 10/25/06 05/30/14     68.360     0.000    5.0693   118.18     0.112413   0.115262   0.118184   0.121179  0.124251     41.16    43.27
Freddie Mac              3128X5P69 03/09/07 09/15/15     66.760     0.000    4.8010    95.31     0.100324   0.102733   0.105199   0.107724  0.110310     37.07    38.87
Freddie Mac              3128X5Q43 03/14/07 12/01/12     76.253     0.000    4.8003   108.29     0.115655   0.118431   0.121273   0.124184  0.127164     42.30    44.36
Freddie Mac              3128X5Q76 03/14/07 06/01/12     78.159     0.000    4.7812   110.53     0.118015   0.120837   0.123726   0.126683  0.129712     43.16    45.25
Freddie Mac              3128X5Q84 03/14/07 12/01/11     80.074     0.000    4.7686   112.93     0.120548   0.123422   0.126365   0.129378               44.09    42.24
Freddie Mac              3128X5Q92 03/14/07 06/01/11     82.025     0.000    4.7562   115.36     0.123124   0.126052   0.129050                          45.03    19.36
Freddie Mac              3128X5QQ4 11/22/06 04/12/10     85.169     0.000    4.7921   135.18     0.130000                                                13.13         
Freddie Mac              3128X5R26 03/14/07 06/01/13     74.414     0.000    4.8117   105.95     0.113169   0.115891   0.118680   0.121535  0.124459     41.40    43.41
Freddie Mac              3128X5R59 03/14/07 06/01/10     85.999     0.000    4.7465   120.69     0.128792                                                19.32         
Freddie Mac              3128X5R67 03/14/07 12/01/10     83.993     0.000    4.7505   117.98     0.125909   0.128899                                     42.09         
Freddie Mac              3128X5UN6 12/19/06 11/28/12     75.500     0.000    4.7858   116.53     0.115355   0.118115   0.120941   0.123835  0.126799     42.21    44.25
Freddie Mac              3128X5ZD3 01/26/07 06/09/10     84.810     0.000    4.9482   130.71     0.134133                                                21.19         
Freddie Mac              3128X62A3 03/05/08 03/05/38*    14.464     0.000    6.5499    18.04     0.028988   0.029937                                      7.24*        
Freddie Mac              3128X63N4 03/05/08 03/05/38*    14.676     0.000    6.4999    18.16     0.029166   0.030114                                      7.29*        
Freddie Mac              3128X6AX4 05/24/07 09/30/14     69.050     0.000    5.1017    96.86     0.110159   0.112969   0.115851   0.118806  0.121836     40.68    42.78
Freddie Mac              3128X6BZ8 06/07/07 06/07/28*    26.771     0.000    6.3749    46.81     0.055459                                                 8.65*        
Freddie Mac              3128X6EC6 06/14/07 08/31/12     75.547     0.000    5.4515   111.28     0.128154   0.129501   0.135235   0.136657  0.141924     47.89    50.45
Freddie Mac              3128X6EQ5 06/22/07 06/22/37     12.693     0.000    7.0001    24.09     0.029314   0.030340   0.031402   0.032501  0.033638     10.76    11.52
Freddie Mac              3128X6FL5 07/13/07 07/13/37     12.693     0.000    7.0001    23.48     0.028322   0.029314   0.030340   0.031402  0.032501     10.71    11.48
Freddie Mac              3128X6FS0 06/29/07 02/28/10     87.300     0.000    5.1469   118.96     0.138615                                                 8.04         
Freddie Mac              3128X6GT7 07/10/07 09/30/14     67.455     0.000    5.5250    97.55     0.116865   0.120093   0.123411   0.126820  0.130324     43.25    45.67
Freddie Mac              3128X6H66 01/25/08 08/05/10     93.470     0.000    2.6892    49.56     0.072732   0.073710                                     15.74         
Freddie Mac              3128X6HU3 07/20/07 09/28/18     54.270     0.000    5.5370    77.72     0.094079   0.096684   0.099360   0.102111  0.104938     34.83    36.78
Freddie Mac              3128X6JL1 07/31/07 07/30/10     85.850     0.000    5.1555   112.51     0.133142   0.138838                                     28.99         
Freddie Mac              3128X6JM9 07/31/07 08/01/11     81.360     0.000    5.2205   108.08     0.130812   0.134226   0.137730   0.141325               48.74    29.57
Freddie Mac              3128X6JN7 07/31/07 08/01/12     77.040     0.000    5.2825   103.62     0.125489   0.128804   0.132206   0.135698  0.139282     46.78    49.28
Freddie Mac              3128X6JY3 08/03/07 09/01/11     81.672     0.000    5.0260   103.94     0.126418   0.129595   0.132851   0.136190               46.85    32.49
Freddie Mac              3128X6JZ0 08/03/07 10/06/11     81.295     0.000    5.0204   103.37     0.126290   0.129460   0.132710   0.136041               46.58    37.09
Freddie Mac              3128X6KX3 08/22/07 02/28/12     80.662     0.000    4.8063    95.92     0.117907   0.118772   0.123642   0.124549  0.129659     43.90    46.04
Freddie Mac              3128X6NN2 10/02/07 05/10/13     77.376     0.000    4.6276    83.86     0.109526   0.112060   0.114653   0.117306  0.120020     40.15    42.03
Freddie Mac              3128X6PP5 10/11/07 07/02/15     68.530     0.000    4.9512    78.74     0.102557   0.105096   0.107697   0.110363  0.113096     38.30    40.22
Freddie Mac              3128X6QB5 10/19/07 08/31/15     68.362     0.000    4.8939    77.01     0.101149   0.101935   0.106160   0.106984  0.110807     37.68    39.47
Freddie Mac              3128X6QE9 10/19/07 08/30/13     76.143     0.000    4.7019    82.23     0.107261   0.109183   0.112364   0.114377  0.117066     40.13    41.96
Freddie Mac              3128X6QQ2 11/01/07 06/28/13     77.875     0.000    4.4676    78.29     0.106320   0.108695   0.111123   0.113605  0.116143     38.72    40.47
Freddie Mac              3128X6RF5 12/18/07 02/15/12     84.080     0.000    4.2125    74.56     0.105435   0.107656   0.109923   0.112238  0.114603     38.97    40.63
Freddie Mac              3128X6TL0 12/20/07 08/15/13     80.325     0.000    3.9128    65.82     0.093084   0.094905   0.096762   0.098655  0.100585     34.34    35.69
Freddie Mac              3128X6WP7 12/21/07 12/21/37     22.860     0.000    4.9802    23.98     0.034894   0.035763   0.036654   0.037567  0.038502     12.74    13.38
Freddie Mac              3128X74S0 11/04/08 11/15/38     26.387     0.000    4.4860    13.93     0.034420   0.035192   0.035981   0.036788  0.037613     12.60    13.17
Freddie Mac              3128X75U4 11/24/08 11/15/38     27.529     0.000    4.3499    13.39     0.034690   0.035444   0.036215   0.037003  0.037807     12.69    13.25
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              3128X7A61 06/05/08 10/10/14     76.930     0.000    4.1743    51.71     0.094314   0.096282   0.098292   0.100344  0.102438     34.63    36.09
Freddie Mac              3128X7CH5 03/18/08 08/01/10     94.330     0.000    2.4780    42.45     0.067161   0.067994                                     14.25         
Freddie Mac              3128X7E83 06/11/08 06/30/10     93.250     0.000    3.4329    50.72     0.093750                                                16.78         
Freddie Mac              3128X7FE9 04/14/08 04/14/38*    16.973     0.000    6.0000    18.12     0.030912   0.031839                                      8.91*        
Freddie Mac              3128X7LV4 05/13/08 07/01/12     87.140     0.000    3.3575    48.73     0.085816   0.087257   0.088722   0.090211               31.15    32.21
Freddie Mac              3128X7N59 06/30/08 06/30/38     21.820     0.000    5.1394    17.29     0.033614   0.034478   0.035364   0.036273  0.037205     12.26    12.90
Freddie Mac              3128X7Y57 09/11/08 02/01/11     93.027     0.000    3.0478    37.51     0.080907   0.082140   0.083392                          29.72     2.50
Freddie Mac              3128X7Y65 09/11/08 02/01/12     89.190     0.000    3.4039    40.19     0.085015   0.087895   0.087933   0.090912  0.090952     32.00    33.10
Freddie Mac              3128X7Y73 09/11/08 02/01/10     96.384     0.000    2.6683    33.96     0.073144                                                 2.19         
Freddie Mac              3128X87D8 08/13/09 08/13/14*   100.000    VARIES    3.0685              0.085237   0.084734                                     18.83*        
Freddie Mac              3128X87E6 08/13/09 08/13/14*   100.000    VARIES    3.0460              0.084611   0.084068                                     18.69*        
Freddie Mac              3128X8D58 05/13/09 07/15/11     97.122     0.000    1.3486     8.31     0.036469   0.036715   0.036962   0.037211               13.25     7.22
Freddie Mac              3128X8DD1 01/13/09 01/13/12*   100.000    VARIES    1.9270              0.053243   0.052953                                     10.17*        
Freddie Mac              3128X8DG4 12/29/08 02/15/39     40.774     0.000    2.9999    12.41     0.034620   0.035139   0.035666   0.036201  0.036744     12.70    13.08
Freddie Mac              3128X8F98 05/20/09 05/20/39*    17.835     0.000    5.8300     6.42     0.029725   0.030591                                      9.64*        
Freddie Mac              3128X8G89 05/27/09 05/27/39*    18.524     0.000    5.7000     6.31     0.030166   0.031026                                      9.99*        
Freddie Mac              3128X8H39 06/03/09 06/03/39*    17.992     0.000    5.7999     6.05     0.029828                                                 4.53*        
Freddie Mac              3128X8HQ8 02/19/09 02/19/13*   100.000    VARIES    2.3511              0.064936   0.064556                                     14.74*        
Freddie Mac              3128X8HT2 02/19/09 02/19/13*   100.000    VARIES    2.4108              0.066602   0.066233                                      9.16*        
Freddie Mac              3128X8J94 06/15/09 06/15/39*    16.973     0.000    6.0000     5.56     0.029137                                                 4.78*        
Freddie Mac              3128X8JW3 02/11/09 02/11/13*   100.000    VARIES    2.5373              0.070144                                                 2.81*        
Freddie Mac              3128X8KH4 02/19/09 02/19/13*   100.000    VARIES    2.5373              0.070144                                                 3.37*        
Freddie Mac              3128X8MC3 03/02/09 03/02/35*    20.187     0.000    6.2500    10.61     0.036142   0.037272                                      8.91*        
Freddie Mac              3128X8MX7 03/10/09 03/10/13*   100.000    VARIES    2.5777              0.071363                                                 4.92*        
Freddie Mac              3128X8P71 06/15/09 06/15/39*    13.648     0.000    6.7499     5.03     0.026454                                                 4.34*        
Freddie Mac              3128X8UC4 04/17/09 04/17/14*   100.000    VARIES    2.7401              0.075730   0.075341                                     14.81*        
Freddie Mac              3128X8UD2 04/17/09 04/17/14*   100.000    VARIES    2.7190              0.075092   0.074650                                     14.68*        
Freddie Mac              3128X8UE0 04/16/09 04/16/14*   100.000    VARIES    2.6673              0.073693   0.073286                                     14.33*        
Freddie Mac              3128X8UT7 04/28/09 04/28/14*   100.000    VARIES    2.6845              0.074175   0.073772                                     15.32*        
Freddie Mac              3128X8VW9 04/28/09 04/28/14*   100.000    VARIES    2.7376              0.075565   0.075079                                     15.60*        
Freddie Mac              3128X8VY5 04/28/09 04/28/14*   100.000    VARIES    2.8170              0.077788   0.077318                                     16.06*        
Freddie Mac              3128X8VZ2 04/28/09 04/28/14*   100.000    VARIES    2.8170              0.077788   0.077318                                     23.02*        
Freddie Mac              3128X8WA6 04/13/09 04/13/39*    18.256     0.000    5.7500     7.59     0.029997   0.030860                                      8.61*        
Freddie Mac              3128X8YD8 04/30/09 04/30/14*   100.000    VARIES    2.6184              0.072232   0.071723                                     15.05*        
Freddie Mac              3128X8YH9 05/05/09 05/05/14*   100.000    VARIES    2.6262              0.072451   0.071944                                     15.46*        
Freddie Mac              3128X8YP1 05/05/09 05/05/14*   100.000    VARIES    2.6184              0.072232   0.071723                                     15.41*        
Freddie Mac              3128X8ZU9 05/06/09 05/06/14*   100.000    VARIES    2.7140              0.074736   0.074072                                     16.01*        
Freddie Mac              3128X8ZY1 05/12/09 05/12/14*   100.000    VARIES    2.7514              0.075667   0.074988                                     16.66*        
Freddie Mac              3128X8ZZ8 05/12/09 05/12/14*   100.000    VARIES    2.7514              0.075667   0.074988                                     16.21*        
Freddie Mac              3128X93E8 04/12/10 04/12/35     24.327     0.000    5.7350                         0.038754   0.039866   0.041009  0.042185     10.13    14.74
Freddie Mac              3128X94B3 04/22/10 04/22/15*   100.000    VARIES    2.6996                         0.074991                                     13.50*        
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              3128X97E4 04/16/10 08/31/11     99.046     0.000    0.6996                         0.018826   0.019193   0.018946                4.94     4.60
Freddie Mac              3128X97F1 04/16/10 11/30/11     98.577     0.000    0.8838              0.024184   0.024228   0.024335   0.024442                6.20     8.03
Freddie Mac              3128X97G9 04/16/10 02/29/12     98.020     0.000    1.0708                         0.028941   0.028793   0.029107  0.028944      7.51    10.59
Freddie Mac              3128X97H7 04/16/10 05/31/12     97.410     0.000    1.2393              0.033163   0.033035   0.033423   0.033446  0.033653      8.61    12.21
Freddie Mac              3128X9AA8 08/17/09 08/17/39*    16.728     0.000    6.0499     3.77     0.028112   0.028963                                      6.51*        
Freddie Mac              3128X9B33 03/02/10 03/02/35     23.800     0.000    5.8251                         0.038511   0.039632   0.040787  0.041975     11.65    14.75
Freddie Mac              3128X9BC3 08/19/09 08/19/39*    15.599     0.000    6.2900     3.60     0.027255                                                 1.31*        
Freddie Mac              3128X9BM1 08/19/09 08/19/39*    15.599     0.000    6.2900     3.60     0.027255                                                 1.31*        
Freddie Mac              3128X9DH0 09/15/09 03/01/12     96.062     0.000    1.6390     4.64     0.043731   0.044066   0.044427   0.044791  0.045159     15.89    16.15
Freddie Mac              3128X9DN7 09/21/09 09/21/39*    16.973     0.000    6.0000     2.83     0.028289   0.029137                                      7.51*        
Freddie Mac              3128X9DP2 09/23/09 09/23/39*    16.973     0.000    6.0000     2.77     0.028289   0.029137                                      7.56*        
Freddie Mac              3128X9DQ0 09/28/09 09/28/39*    16.973     0.000    6.0000     2.63     0.028289   0.029137                                      7.71*        
Freddie Mac              3128X9E63 03/15/10 03/15/30     32.813     0.000    5.6500                         0.051499   0.052954   0.054450  0.055988     14.88    19.65
Freddie Mac              3128X9E71 03/22/10 03/22/35     23.371     0.000    5.9000                         0.038303   0.039433   0.040596  0.041794     10.80    14.64
Freddie Mac              3128X9H52 03/23/10 03/23/15*   100.000    VARIES    2.7641                         0.076781                                     13.82*        
Freddie Mac              3128X9LA6 11/18/09 11/18/39*    16.973     0.000    6.0000     1.22     0.028289                                                 3.88*        
Freddie Mac              3128X9LU2 11/16/09 11/16/39*    16.367     0.000    6.1249     1.25     0.027846   0.028699                                      8.93*        
Freddie Mac              3128X9MF4 11/10/09 09/15/36     29.930     0.000    4.5438     1.93     0.037776   0.038373   0.039245   0.040137  0.041049     13.86    14.48
Freddie Mac              3128X9MG2 11/10/09 12/15/36     29.600     0.000    4.5433     1.91     0.037522   0.038374   0.039246   0.040137  0.041049     13.69    14.32
Freddie Mac              3128X9N63 03/24/10 03/24/15*   100.000    VARIES    2.6192                         0.072757                                     13.10*        
Freddie Mac              3128X9NC0 11/12/09 03/25/11     99.240     0.000    0.5578      .75     0.015371   0.015409   0.015452                           5.55     1.30
Freddie Mac              3128X9P46 03/25/10 02/01/12     98.364     0.000    0.8935                         0.024411   0.024490   0.024600  0.024709      6.75     8.87
Freddie Mac              3128X9QS2 12/21/09 12/21/39*    17.679     0.000    5.8601      .29     0.028778   0.029622                                     10.22*        
Freddie Mac              3128X9UD0 02/04/10 02/04/30     32.495     0.000    5.7001                         0.051452   0.052918   0.054426  0.055977     17.04    19.77
Freddie Mac              3128X9V31 03/12/10 02/15/12     98.173     0.000    0.9600                         0.026179   0.026289   0.026415  0.026542      7.58     9.52
Freddie Mac              3128X9XC9 02/22/10 02/22/35     23.829     0.000    5.8201                         0.038525   0.039646   0.040799  0.041987     12.05    14.78
Freddie Mac              3128X9ZS2 03/02/10 03/02/35     23.888     0.000    5.8099                         0.038552   0.039672   0.040825  0.042011     11.66    14.77
Freddie Mac              3128X9ZU7 03/10/10 08/01/12     96.790     0.000    1.3686                         0.036794   0.036996   0.037249  0.037504     10.74    13.44
Freddie Mac              3129026G9 12/06/00 03/30/10     56.100     0.000    6.3003   423.90     0.169664                                                15.10         
Freddie Mac              312902LX5 12/17/99 12/17/29     14.255     0.000    6.6001   131.03     0.050030   0.051681   0.053386   0.055148  0.056968     18.35    19.59
Freddie Mac              312902VG1 04/25/00 01/04/21     25.643     0.000    6.6857   228.41     0.087176   0.090090   0.093101   0.096214  0.099430     32.96    35.20
Freddie Mac              312902VH9 04/25/00 01/04/22     24.042     0.000    6.6795   213.88     0.081613   0.084338   0.087155   0.090066  0.093074     30.85    32.95
Freddie Mac              312902VJ5 04/25/00 01/04/23     22.536     0.000    6.6749   200.30     0.076416   0.078966   0.081602   0.084325  0.087139     28.89    30.85
Freddie Mac              312902VK2 04/25/00 01/04/24     21.145     0.000    6.6664   187.62     0.071554   0.073939   0.076403   0.078950  0.081582     27.05    28.88
Freddie Mac              312902VL0 04/25/00 01/04/25     20.007     0.000    6.6235   176.00     0.067011   0.069230   0.071523   0.073891  0.076338     25.32    27.03
Freddie Mac              312902VM8 04/25/00 01/04/26     18.780     0.000    6.6160   164.96     0.062787   0.064864   0.067010   0.069227  0.071517     23.72    25.32
Freddie Mac              312902VN6 04/25/00 01/04/27     17.654     0.000    6.6033   154.68     0.058844   0.060787   0.062794   0.064867  0.067009     22.23    23.73
Freddie Mac              312902VS5 04/25/00 01/04/12     46.161     0.000    6.7212   414.07     0.158259   0.163578   0.169075   0.174757  0.180630     59.85    63.93
Freddie Mac              312902VT3 04/25/00 01/04/13     43.203     0.000    6.7221   387.61     0.148152   0.153131   0.158278   0.163598  0.169097     56.02    59.85
Freddie Mac              312902VU0 04/25/00 01/04/14     40.436     0.000    6.7227   362.82     0.138681   0.143343   0.148161   0.153142  0.158289     52.44    56.03
Freddie Mac              312902VV8 04/25/00 01/04/18     31.141     0.000    6.7034   278.36     0.106315   0.109879   0.113561   0.117368  0.121302     40.20    42.94
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              312902VW6 04/25/00 01/04/19     29.163     0.000    6.7017   260.59     0.099522   0.102856   0.106303   0.109865  0.113547     37.63    40.19
Freddie Mac              312902VX4 04/25/00 01/04/20     27.313     0.000    6.6997   243.96     0.093164   0.096285   0.099510   0.102844  0.106289     35.22    37.62
Freddie Mac              312902WH8 04/25/00 01/04/10     52.605     0.000    6.7376   473.41     0.181056                                                  .54         
Freddie Mac              312902WJ4 04/25/00 01/04/11     49.272     0.000    6.7297   442.72     0.169270   0.174965   0.180853                          64.01      .54
Freddie Mac              312902WK1 04/25/00 01/04/15     37.975     0.000    6.6992   339.16     0.129517   0.133856   0.138339   0.142973  0.147762     48.97    52.30
Freddie Mac              312902WL9 04/25/00 01/04/16     35.607     0.000    6.6893   317.38     0.121154   0.125206   0.129394   0.133721  0.138194     45.80    48.92
Freddie Mac              312902WM7 04/25/00 01/04/17     33.256     0.000    6.7048   297.34     0.113574   0.117381   0.121316   0.125383  0.129587     42.94    45.87
Freddie Mac              312923CN3 01/10/01 08/17/12     61.750     1.000    5.5038   273.74     0.106303   0.109228   0.112234   0.115323  0.118496     39.59    41.80
Freddie Mac              312924TN3 11/19/01 11/19/20    100.000     5.881    N/A                 0.183442   0.188836   0.163363   0.168167  0.173112     66.17    60.08
Federal Home Loan Banks  3133704F2 07/09/10 07/15/11    100.000     0.000    0.4494                         0.012485   0.012486   0.012514                2.15     2.43
Federal Home Loan Banks  313371AN6 10/19/10 10/19/15    100.000    VARIES    1.5154                                    0.042095   0.041572  0.041308      3.03    15.00
Federal Home Loan Banks  313371H74 10/22/10 11/16/11    100.000     0.000    0.2997                         0.008326   0.008327   0.008340                 .57     2.63
Federal Home Loan Banks  3133MCF83 10/27/00 04/27/10     79.882     0.000    N/A                 0.013481                                                 1.56         
Federal Home Loan Banks  3133XLSB0 07/27/07 07/27/37*    12.331     0.000    7.0999    22.77     0.027961   0.028954                                      5.94*        
Federal Home Loan Banks  3133XQCJ9 03/24/08 03/24/38*    15.108     0.000    6.4000    17.84     0.029521                                                 2.45*        
Federal Home Loan Banks  3133XSQN1 01/06/09 01/15/10    100.000     0.000    1.1166              0.031200                                                  .44         
Federal Home Loan Banks  3133XSXX1 01/28/09 02/24/10    100.000     0.000    0.9970              0.027855                                                 1.48         
Federal Home Loan Banks  3133XSZ84 02/02/09 03/02/10    100.000     0.000    0.9969              0.027853                                                 1.70         
Federal Home Loan Banks  3133XT3E4 02/09/09 03/09/10    100.000     0.000    1.0466              0.029250                                                 1.99         
Federal Home Loan Banks  3133XTFE1 04/03/09 04/05/10    100.000     0.000    0.9476              0.026449                                                 2.49         
Federal Home Loan Banks  3133XTKN5 05/15/09 05/17/10    100.000     0.000    0.7983              0.022265                                                 3.03         
Federal Home Loan Banks  3133XTRR9 06/04/09 06/25/10    100.000     0.000    0.5188              0.014456                                                 2.52         
Federal Home Loan Banks  3133XTY26 06/12/09 07/12/10    100.000     0.000    0.5988              0.016644   0.016694                                      3.19         
Federal Home Loan Banks  3133XUKT9 08/10/09 08/17/10    100.000     0.000    0.5591              0.015534   0.015578                                      3.52         
Federal Home Loan Banks  3133XULN1 08/12/09 08/27/10    100.000     0.000    0.5590              0.015534   0.015577                                      3.67         
Federal Home Loan Banks  3133XUX73 09/17/09 10/15/10    100.000     0.000    0.4992              0.013873   0.013908                                      3.95         
Federal Home Loan Banks  3133XUXL2 09/29/09 10/29/10    100.000     0.500    0.9984              0.027748   0.027817                                      8.28         
Federal Home Loan Banks  3133XUY64 09/21/09 10/18/10    100.000     0.000    0.4992              0.013873   0.013908                                      3.99         
Federal Home Loan Banks  3133XV2A8 09/25/09 10/20/10    100.000     0.000    0.4992              0.013872   0.013907                                      4.02         
Federal Home Loan Banks  3133XV2J9 09/25/09 10/25/10    100.000     0.000    0.4792              0.013319   0.013351                                      3.92         
Federal Home Loan Banks  3133XWA25 12/23/09 12/23/14*   100.000    VARIES    2.6216              0.072823                                                12.53*        
Federal Home Loan Banks  3133XWAD1 12/23/09 12/23/14*   100.000    VARIES    2.4063              0.066843   0.066210                                     17.46*        
Federal Home Loan Banks  3133XWB40 12/23/09 12/23/14*   100.000    VARIES    2.5488              0.070800                                                12.18*        
Federal Home Loan Banks  3133XWBD0 12/23/09 12/23/14*   100.000    VARIES    2.5594              0.071095                                                12.23*        
Federal Home Loan Banks  3133XWBR9 12/29/09 12/29/14*   100.000    VARIES    2.5541              0.070948                                                12.63*        
Federal Home Loan Banks  3133XWCF4 12/29/09 12/29/14*   100.000    VARIES    2.5963              0.072121                                                12.84*        
Federal Home Loan Banks  3133XWD89 12/30/09 12/30/14*   100.000    VARIES    2.6022              0.072285                                                12.94*        
Federal Home Loan Banks  3133XWEE5 12/29/09 12/29/14*   100.000    VARIES    2.6633              0.073982                                                13.17*        
Federal Home Loan Banks  3133XWEJ4 12/30/09 12/30/19*   100.000    VARIES    1.8084              0.050235                                                 8.99*        
Federal Home Loan Banks  3133XWET2 12/29/09 12/29/14*   100.000    VARIES    2.6689              0.074136                                                13.20*        
Federal Home Loan Banks  3133XWGN3 01/21/10 01/21/20*   100.000     4.250    4.2499                         0.118056                                     10.63*        
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Federal Home Loan Banks  3133XWHF9 12/30/09 12/30/19*   100.000     3.550    3.5499              0.098611                                                 8.78*        
Federal Home Loan Banks  3133XWJ34 12/30/09 12/30/14*   100.000    VARIES    2.9806              0.082795   0.081752                                     17.03*        
Federal Home Loan Banks  3133XWJJ9 01/15/10 01/15/15*   100.000    VARIES    2.9045                         0.080682                                     14.52*        
Federal Home Loan Banks  3133XWJX8 01/29/10 01/29/15*   100.000    VARIES    2.8327                         0.078689                                     14.16*        
Federal Home Loan Banks  3133XWJY6 01/29/10 01/29/15*   100.000    VARIES    2.8956                         0.080435                                     14.48*        
Federal Home Loan Banks  3133XXXU6 04/27/10 04/27/15*   100.000    VARIES    2.7529                         0.076472                                     13.76*        
Federal Home Loan Banks  3133XXXY8 04/29/10 04/29/15*   100.000    VARIES    2.8134                         0.078153                                     14.07*        
Federal Home Loan Banks  3133XXYK7 05/04/10 05/04/15*   100.000    VARIES    2.8353                         0.078760                                      7.09*        
Federal Home Loan Banks  3133XXYL5 04/27/10 04/27/15*   100.000    VARIES    2.8299                         0.078610                                      7.07*        
Freddie Mac              3134A1BU3 09/25/96 06/01/16     23.214     0.000    7.5580   389.16     0.129623   0.134522   0.139605   0.144881  0.150356     47.85    51.53
Freddie Mac              3134A1CT5 10/21/96 09/15/16     23.550     0.000    7.3996   378.92     0.123599   0.128172   0.132914   0.137832  0.142931     46.31    49.80
Freddie Mac              3134A1DL1 11/01/96 02/01/16     25.038     0.000    7.3237   395.29     0.127462   0.132130   0.136968   0.141984  0.147183     48.15    51.74
Freddie Mac              3134A1FK1 11/20/96 09/03/19     20.641     0.000    7.0454   305.51     0.097924   0.101374   0.104945   0.108642  0.112469     36.70    39.33
Freddie Mac              3134A1H60 10/22/97 06/03/24     16.813     0.000    6.8126   212.43     0.071639   0.074079   0.076602   0.079212  0.081910     26.37    28.20
Freddie Mac              3134A1HH6 12/23/96 12/01/15     26.483     0.000    7.1396   395.52     0.130190   0.134837   0.139651   0.144636  0.149799     47.99    51.48
Freddie Mac              3134A1HU7 12/27/96 12/02/19     19.720     0.000    7.2067   298.29     0.098618   0.102172   0.105854   0.109668  0.113620     36.35    39.02
Freddie Mac              3134A1JD3 12/31/96 12/01/14     28.804     0.000    7.0673   422.74     0.138720   0.143622   0.148697   0.153952  0.159392     51.12    54.80
Freddie Mac              3134A1MX5 02/12/97 02/01/14     30.030     0.000    7.2159   448.43     0.145698   0.150955   0.156401   0.162044  0.167890     55.00    59.04
Freddie Mac              3134A1MY3 02/12/97 02/01/20     19.238     0.000    7.3061   292.68     0.095534   0.099024   0.102642   0.106391  0.110278     36.09    38.77
Freddie Mac              3134A1MZ0 02/12/97 03/01/16     25.716     0.000    7.2560   387.27     0.126822   0.131423   0.136191   0.141132  0.146253     47.61    51.13
Freddie Mac              3134A1NA4 02/12/97 01/02/19     20.877     0.000    7.2857   316.28     0.102547   0.106283   0.110154   0.114167  0.118326     38.95    41.84
Freddie Mac              3134A1X39 12/11/97 06/01/15     33.207     0.000    6.4099   378.50     0.125847   0.129881   0.134043   0.138339  0.142773     46.28    49.29
Freddie Mac              3134A2G77 12/28/98 11/15/28     20.230     0.000    5.4198   162.22     0.054502   0.055979   0.057496   0.059054  0.060654     20.02    21.12
Freddie Mac              3134A2HF8 06/30/98 11/24/14     38.078     0.000    5.9744   368.81     0.123641   0.127335   0.131138   0.135056  0.139090     45.45    48.21
Freddie Mac              3134A2HG6 06/30/98 12/11/25     19.896     0.000    5.9699   192.49     0.064700   0.066631   0.068620   0.070669  0.072778     23.72    25.16
Freddie Mac              3134A2NQ7 07/30/98 08/15/14     37.992     0.000    6.1246   376.80     0.125829   0.129682   0.133654   0.137747  0.141965     47.06    49.98
Freddie Mac              3134A3D29 09/09/99 08/15/27     14.928     0.000    6.9258   152.00     0.056483   0.058439   0.060463   0.062557  0.064723     21.23    22.72
Freddie Mac              3134A3ZU3 08/02/99 12/14/29     15.469     0.000    6.2410   138.72     0.050717   0.052299   0.053931   0.055614  0.057350     18.60    19.78
Freddie Mac              3134G1A38 12/09/10 12/09/15    100.000    VARIES    1.5522                                    0.043119   0.042419  0.042263       .95    15.38
Freddie Mac              3134G1A79 12/03/10 12/03/15    100.000    VARIES    1.5667                                    0.043520   0.042936  0.042782      1.22    15.54
Freddie Mac              3134G1B37 12/10/10 12/10/15    100.000    VARIES    1.6590                                    0.046084   0.045314  0.044998       .97    16.43
Freddie Mac              3134G1B45 12/10/10 12/10/15    100.000    VARIES    1.6721                                    0.046449   0.045647  0.045332       .98    16.55
Freddie Mac              3134G1BT0 04/23/10 07/15/11     99.343     0.000    0.5375                         0.014829   0.014851   0.014891                3.68     2.89
Freddie Mac              3134G1BU7 04/23/10 02/15/12     98.295     0.000    0.9516                         0.025978   0.026061   0.026185  0.026309      6.45     9.44
Freddie Mac              3134G1D27 12/10/10 12/10/15    100.000    VARIES    1.6277                                    0.045215   0.044453  0.044204       .95    16.12
Freddie Mac              3134G1EA8 05/10/10 06/10/15     88.082     0.000    2.5118              0.061452   0.061587   0.062360   0.063144  0.063937     14.24    22.62
Freddie Mac              3134G1EF7 05/25/10 11/30/12     96.828     0.000    1.2849              0.034050   0.034003   0.034409   0.034441  0.034662      7.53    12.57
Freddie Mac              3134G1FF6 06/22/10 06/22/15*   100.000    VARIES    2.4182                         0.067173                                      6.05*        
Freddie Mac              3134G1FK5 06/24/10 06/24/15*   100.000    VARIES    2.5442                         0.070674                                     12.72*        
Freddie Mac              3134G1GH1 07/01/10 05/15/13     95.662     0.000    1.5498                         0.041177   0.041421   0.041742  0.042066      7.42    15.00
Freddie Mac              3134G1HB3 06/30/10 06/30/15    100.000    VARIES    2.4954                         0.069319   0.068798   0.068529  0.068345     12.55    24.72
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              3134G1MN1 08/02/10 08/02/40     21.240     0.000    5.2315                                    0.030866   0.031673  0.032502      4.60    11.50
Freddie Mac              3134G1NL4 07/19/10 02/15/12     99.130     0.000    0.5565                         0.015289   0.015331   0.015373  0.015416      2.48     5.54
Freddie Mac              3134G1NW0 08/03/10 08/03/40     23.576     0.000    4.8749                                    0.031925   0.032704  0.033501      4.72    11.87
Freddie Mac              3134G1NY6 08/19/10 02/15/12     99.230     0.000    0.5198                                    0.014326   0.014365  0.014402      1.89     5.17
Freddie Mac              3134G1SL9 09/10/10 09/10/15    100.000    VARIES    1.6223                                    0.045066   0.044744  0.044600      5.00    16.11
Freddie Mac              3134G1TJ3 09/24/10 09/24/40     27.661     0.000    4.3300                                    0.033270   0.033991  0.034727      3.23    12.25
Freddie Mac              3134G1TV6 09/27/10 09/27/40     26.782     0.000    4.4400                                    0.033031   0.033765  0.034514      3.10    12.16
Freddie Mac              3134G1UN2 09/28/10 09/28/40     26.315     0.000    4.4999                                    0.032894   0.033634  0.034391      3.06    12.11
Freddie Mac              3134G1VL5 10/05/10 10/05/40     23.072     0.000    4.9487                                    0.031716   0.032501  0.033305      2.73    11.70
Freddie Mac              3134G1VW1 10/15/10 10/15/15    100.000    VARIES    1.5144                                    0.042067   0.041650  0.041387      3.20    15.02
Freddie Mac              3134G1WC4 10/28/10 10/28/15    100.000    VARIES    1.5309                                    0.042527   0.041949  0.041696      2.68    15.15
Freddie Mac              3134G1XY5 11/18/10 05/15/15     94.752     0.000    1.2037                                    0.031680   0.031871  0.032062      1.36    11.46
Freddie Mac              3134G1YT5 11/09/10 11/09/40     22.728     0.000    5.0000                                    0.031567   0.032356  0.033165      1.64    11.59
Freddie Mac              3134G1YZ1 11/16/10 11/16/40     22.728     0.000    5.0000                                    0.031567   0.032356  0.033165      1.42    11.58
Freddie Mac              3134G1ZF4 11/23/10 11/23/40     22.398     0.000    5.0500                                    0.031420   0.032213  0.033026      1.19    11.51
Freddie Mac              3134G1ZR8 12/02/10 12/02/15    100.000    VARIES    1.4369                                    0.039916   0.039505  0.039339      1.16    14.28
Freddie Mac              3134G1ZT4 12/09/10 12/09/15    100.000    VARIES    1.4945                                    0.041517   0.040996  0.040784       .91    14.84
Freddie Mac              3134G1ZW7 12/01/10 12/01/15    100.000    VARIES    1.3705                                    0.038071   0.037561  0.037562      1.14    13.60
Freddie Mac              3134G1ZX5 11/23/10 11/23/40     22.486     0.000    5.0366                                    0.031459   0.032252  0.033064      1.20    11.53
Fannie Mae               31359MEL3 01/29/99 06/01/17     34.790     0.000    5.8405   304.62     0.105351   0.108427   0.111593   0.114852  0.118206     38.67    40.96
Fannie Mae               31359MZQ9 12/21/05 03/21/10     83.248     0.000    N/A                 0.108687                                                 8.70         
Fannie Mae               31364KSS0 08/17/00 08/17/12     60.070     2.000    6.9636   282.02     0.112282   0.116192   0.120237   0.124424  0.128756     42.19    45.18
Fannie Mae               3136F1EQ9 12/27/01 03/17/31     16.751     0.000    6.2082   105.92     0.046323   0.047761   0.049244   0.050772  0.052348     17.24    18.33
Fannie Mae               3136F2B31 12/20/02 12/30/32     19.252     0.000    5.5626    90.63     0.043745   0.044961   0.046212   0.047497  0.048818     15.97    16.87
Fannie Mae               3136F3LA2 04/04/03 10/03/33     20.285     0.000    5.2999    85.80     0.041951   0.043063   0.044204   0.045375  0.046578     15.50    16.33
Fannie Mae               3136F3ZC3 06/09/03 12/15/33     23.674     0.000    N/A                 0.043066   0.044101   0.045161   0.046246  0.047357     15.72    16.49
Fannie Mae               3136F4R55 01/07/04 12/15/34     18.268     0.000    5.5708    71.13     0.039178   0.040269   0.041391   0.042544  0.043729     14.34    15.15
Fannie Mae               3136F6E62 03/01/05 05/01/10     92.689     0.000    N/A                 0.001738                                                  .21         
Fannie Mae               3136F6G86 02/24/05 02/15/15     63.549     0.000    4.5968   156.86     0.099449   0.101735   0.104073   0.106465  0.108912     36.84    38.55
Fannie Mae               3136F75W3 11/03/06 12/01/11     78.531     0.000    4.8158   127.55     0.121628   0.124557   0.127556   0.130628               44.49    42.65
Fannie Mae               3136F7DC8 06/29/05 12/01/10     87.017     0.000    N/A                 0.019894   0.018519                                      6.32         
Fannie Mae               3136F7J73 06/16/06 07/10/11     84.228     0.000    N/A                 0.075049   0.066872   0.058529   0.049912               22.72     9.51
Fannie Mae               3136F7MB0 11/17/05 06/07/12     73.724     0.000    4.7041   155.81     0.116332   0.119068   0.121869   0.124735  0.127669     42.50    44.53
Fannie Mae               3136F7NJ2 11/15/05 02/28/14     67.000     0.000    4.8887   148.02     0.108667   0.109508   0.114044   0.114927  0.119030     40.48    42.40
Fannie Mae               3136F7NM5 11/15/05 11/15/30     26.938     0.000    5.3159    65.16     0.049067   0.050371   0.051710   0.053084  0.054495     18.02    18.99
Fannie Mae               3136F7NQ6 11/17/05 03/10/10     81.307     0.000    4.8534   177.85     0.131623                                                 9.08         
Fannie Mae               3136F7PG6 12/05/05 06/10/10     80.940     0.000    4.7398   170.15     0.128614                                                20.45         
Fannie Mae               3136F7Q34 07/14/06 10/31/14     63.950     0.000    5.4603   131.44     0.115861   0.119024   0.122274   0.125612  0.129041     42.67    45.03
Fannie Mae               3136F7QX8 01/06/06 10/10/13     69.750     0.000    4.6951   141.85     0.108325   0.110868   0.113470   0.116134  0.118861     39.87    41.77
Fannie Mae               3136F7UM7 02/22/06 10/01/12     96.825     4.318    4.8859    17.31     0.013648   0.013982   0.014323   0.014673  0.015032      5.03     5.28
Fannie Mae               3136F8JD8 03/16/07 05/31/13     74.650     0.000    4.7639   105.06     0.112227   0.114900   0.117637   0.120439  0.123308     41.05    43.03
Fannie Mae               3136F8JY2 03/30/07 04/10/13     75.160     0.000    4.7935   104.76     0.112811   0.115515   0.118283   0.121118  0.124021     41.54    43.56
Fannie Mae               3136F8KC8 04/02/07 01/29/10     87.515     0.000    4.7745   121.22     0.129535                                                 3.63         
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Fannie Mae               3136F8LJ2 05/16/07 10/01/29     60.778     0.000    N/A                 0.077761   0.077711   0.075022   0.074973  0.072139     27.74    26.74
Fannie Mae               3136F8LW3 05/03/07 06/01/15     75.398     0.000    N/A                 0.091353   0.087491   0.087291   0.083124  0.082919     32.07    30.54
Fannie Mae               3136F8NZ4 06/11/07 12/10/14     66.600     0.000    5.4956    99.00     0.116410   0.119609   0.122896   0.126273  0.129742     42.62    44.99
Fannie Mae               3136F8P25 02/08/08 02/08/38     16.973     0.000    6.0000    20.15     0.030240   0.031663   0.032081   0.033592  0.034035     11.56    12.27
Fannie Mae               3136F8QH1 07/11/07 02/28/14     69.767     0.000    5.4960   100.46     0.118954   0.120230   0.125582   0.126929  0.131850     44.47    46.86
Fannie Mae               3136F8QL2 07/19/07 10/29/10     84.360     0.000    5.2540   114.45     0.138570   0.142211                                     41.95         
Fannie Mae               3136F8QM0 07/30/07 07/30/37     12.693     0.000    7.0001    23.00     0.028322   0.029314   0.030340   0.031402  0.032501     10.68    11.44
Fannie Mae               3136F8RD9 08/09/07 04/10/12     79.420     0.000    4.9945    99.71     0.122639   0.125702   0.128841   0.132058  0.135356     45.20    47.49
Fannie Mae               3136F8SE6 08/29/07 06/30/10     87.435     0.000    4.7840   102.42     0.129785                                                23.23         
Fannie Mae               3136F8UT0 11/06/07 05/01/14     95.257     0.000    N/A                 0.023389   0.022299   0.019955   0.014521  0.011966      8.02     5.58
Fannie Mae               3136F8XP5 11/20/07 07/10/12     82.235     0.000    4.2600    76.69     0.104278   0.106499   0.108768   0.111084  0.113451     38.71    40.37
Fannie Mae               3136F8YZ2 12/13/07 02/15/12     85.070     0.000    3.9122    70.40     0.098642   0.100571   0.102539   0.104544  0.106589     36.39    37.83
Fannie Mae               3136F92T9 12/30/08 12/30/38     20.417     0.000    5.3667    11.14     0.032092   0.032953   0.033838   0.034746  0.035678     11.71    12.35
Fannie Mae               3136F92X0 12/30/08 12/30/38*    18.834     0.000    5.6431    10.81     0.031213   0.032093                                     11.36*        
Fannie Mae               3136F92Y8 12/30/08 12/30/38*    18.839     0.000    5.6422    10.81     0.031216   0.032096                                     11.36*        
Fannie Mae               3136F95A7 01/28/09 01/28/39*    19.073     0.000    5.5999    10.01     0.030500   0.031354                                      6.47*        
Fannie Mae               3136F95D1 01/28/09 01/28/39*    18.797     0.000    5.6499     9.95     0.030334   0.031191                                      6.43*        
Fannie Mae               3136F95W9 02/03/09 02/03/39*    16.248     0.000    6.1499     9.23     0.028611                                                  .92*        
Fannie Mae               3136F96T5 02/04/09 02/04/39*    15.782     0.000    6.2500     9.09     0.028256                                                  .93*        
Fannie Mae               3136F96W8 02/11/09 02/11/39*    15.782     0.000    6.2500     8.89     0.028256                                                 1.13*        
Fannie Mae               3136F96Z1 02/11/09 02/11/39*    15.108     0.000    6.4000     8.72     0.027719                                                 1.11*        
Fannie Mae               3136F9A29 08/01/08 07/01/10     93.880     0.000    3.3212    44.86     0.090749                                                16.33         
Fannie Mae               3136F9A37 08/01/08 12/31/10     91.840     0.000    3.5525    47.09     0.095269   0.096961                                     34.51         
Fannie Mae               3136F9A45 08/01/08 07/01/11     89.720     0.000    3.7531    48.55     0.098599   0.100449   0.102334                          35.83    18.42
Fannie Mae               3136F9A52 08/01/08 12/30/11     87.670     0.000    3.8911    49.22     0.100070   0.102017   0.104001   0.106025               36.38    37.70
Fannie Mae               3136F9A60 08/01/08 06/29/12     85.645     0.000    4.0007    49.46     0.100655   0.102668   0.104722   0.106817  0.108953     36.61    38.09
Fannie Mae               3136F9A78 08/01/08 12/31/12     83.605     0.000    4.0950    49.54     0.100726   0.102789   0.104893   0.107041  0.109233     36.64    38.15
Fannie Mae               3136F9B44 08/07/08 12/01/13     84.261     0.000    N/A                 0.086193   0.085916   0.081745   0.081468  0.077111     30.85    29.24
Fannie Mae               3136F9D91 09/04/08 04/01/12     91.994     0.000    N/A                 0.079782   0.059154   0.058821   0.041325  0.021936     23.12    14.71
Fannie Mae               3136F9E25 09/04/08 04/01/14     83.238     0.000    N/A                 0.094062   0.093999   0.095264   0.094866  0.094461     33.96    34.15
Fannie Mae               3136F9FX6 04/03/08 12/30/12     93.811     0.000    N/A                 0.035917   0.036424   0.019914   0.020195  0.006000     13.01     7.21
Fannie Mae               3136F9FY4 04/03/08 06/29/12     93.719     0.000    N/A                 0.048936   0.026758   0.027126   0.009135  0.009261     13.58     6.49
Fannie Mae               3136F9FZ1 04/03/08 12/29/12     94.297     0.000    N/A                 0.034912   0.027411   0.016968   0.014191  0.006067     11.18     5.59
Fannie Mae               3136F9UK7 06/24/08 06/24/38*    13.451     0.000    6.8001    14.39     0.028089                                                 4.86*        
Fannie Mae               3136F9ZA4 07/30/08 07/30/38*    14.255     0.000    6.6001    13.77     0.027888                                                  .81*        
Fannie Mae               3136F9ZF3 08/05/08 06/01/10     94.000     0.000    3.4227    45.98     0.093477                                                14.02         
Fannie Mae               3136FH5F8 08/07/09 12/30/11     96.465     0.000    1.5067     5.81     0.040617   0.040923   0.041231   0.041542               14.68    14.86
Fannie Mae               3136FHAT2 02/18/09 02/18/39*    14.417     0.000    6.5611     8.34     0.027138                                                 1.28*        
Fannie Mae               3136FHBC8 02/23/09 02/23/39*    14.472     0.000    6.5480     8.22     0.027185                                                 1.41*        
Fannie Mae               3136FHBD6 02/23/09 02/23/39*    13.648     0.000    6.7499     7.99     0.026454                                                 1.38*        
Fannie Mae               3136FHEA9 03/05/09 03/04/39*    15.685     0.000    6.2717     8.19     0.028178                                                 1.78*        
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Fannie Mae               3136FHEE1 03/17/09 03/17/39*    15.896     0.000    6.2252     7.90     0.028344                                                 2.15*        
Fannie Mae               3136FHEH4 03/18/09 03/18/39*    15.896     0.000    6.2252     7.87     0.028344                                                 2.18*        
Fannie Mae               3136FHET8 03/23/09 03/23/39     16.247     0.000    6.1502     7.80     0.028610   0.029490   0.030396   0.031331  0.032295     10.63    11.30
Fannie Mae               3136FHEU5 03/24/09 03/24/39     16.247     0.000    6.1502     7.77     0.028610   0.029490   0.030396   0.031331  0.032295     10.63    11.30
Fannie Mae               3136FHEY7 03/25/09 03/25/39     16.778     0.000    6.0397     7.85     0.028999   0.029874   0.030777   0.031706  0.032663     10.77    11.43
Fannie Mae               3136FHHU2 04/08/09 04/08/39     20.368     0.000    5.3749     8.07     0.031228   0.032067   0.032929   0.033814  0.034722     11.53    12.16
Fannie Mae               3136FHJP1 04/07/09 12/28/10     99.357     0.000    N/A                 0.008370   0.001190                                      1.70         
Fannie Mae               3136FHPN9 05/04/09 05/04/39*    18.256     0.000    5.7500     6.96     0.029997   0.030860                                      9.24*        
Fannie Mae               3136FHRN7 05/20/09 05/20/39*    17.680     0.000    5.8599     6.39     0.029622   0.030490                                      9.61*        
Fannie Mae               3136FHTC9 05/27/09 05/27/39*    17.202     0.000    5.9540     6.12     0.029297                                                 4.28*        
Fannie Mae               3136FMFS8 03/29/10 03/29/35     24.535     0.000    5.6999                         0.038847   0.039954   0.041093  0.042264     10.67    14.80
Fannie Mae               3136FMJU9 03/29/10 06/29/12     98.965     0.000    N/A                 0.022648   0.021553   0.001517   0.007280  0.002113      5.95     4.02
Fannie Mae               3136FMKL7 04/27/10 04/27/40*    16.973     0.000    6.0000                         0.028289                                      5.09*        
Fannie Mae               3136FMVL5 06/07/10 06/07/40*    18.416     0.000    5.7201                         0.029262                                      5.27*        
Fannie Mae               3136FMXA7 06/22/10 06/22/40*    19.381     0.000    5.5450                         0.029852                                      5.37*        
Fannie Mae               31398AE99 02/09/10 02/09/40     18.203     0.000    5.7599                         0.029125   0.029964   0.030827  0.031714      9.50    11.19
Fannie Mae               31398AG48 03/02/10 03/02/40*    16.873     0.000    6.0203                         0.028217                                      5.08*        
Fannie Mae               31398AR38 05/18/10 05/18/35     24.239     0.000    5.7499                         0.038715   0.039828   0.040973  0.042151      8.68    14.64
Fannie Mae               31398AR46 05/18/10 05/18/40*    18.417     0.000    5.7199                         0.029262                                      5.27*        
Fannie Mae               31398AS29 06/01/10 06/01/35     24.238     0.000    5.7501                         0.038714   0.039827   0.040972  0.042150      8.16    14.61
Fannie Mae               31398AT28 06/01/10 06/01/40*    18.417     0.000    5.7199                         0.029262                                      5.27*        
Fannie Mae               31398AT85 06/22/10 06/22/40*    19.637     0.000    5.5001                         0.030002                                      5.40*        
Fannie Mae               31398AVK5 02/18/09 02/18/39*    14.640     0.000    6.5083     8.40     0.027329                                                 1.28*        
Fannie Mae               31398AY30 07/20/10 07/20/40     21.392     0.000    5.2071                                    0.030942   0.031748  0.032574      4.98    11.55
Fannie Mae               31398AY71 07/20/10 07/20/40     21.422     0.000    5.2023                                    0.030957   0.031762  0.032588      4.98    11.55
Fannie Mae               31398AY89 08/10/10 08/10/40     21.076     0.000    5.2580                                    0.030783   0.031592  0.032423      4.34    11.46
FelCor Lodging Limited   31430QAZ0 10/01/09 10/01/14     87.750    10.000   13.4435     4.49     0.049908   0.053263   0.056843   0.060664  0.064741     19.19    21.86
FelCor Lodging Limited   31430QBA4 10/01/09 10/01/14     87.750    10.000   13.4435     4.49     0.049908   0.053263   0.056843   0.060664  0.064741     19.19    21.86
FiberTower Corporation   31567RAF7 12/22/09 01/01/16    100.000     9.000    N/A                 0.250375   0.257886   0.265623   0.273592               91.49    97.06
FiberTower Corporation   31567RAG5 12/22/09 01/01/16    100.000     9.000    N/A                 0.250375   0.257886   0.265623   0.273592               91.49    97.06
First Data Corporation   319963AN4 10/24/07 09/24/15     94.796     9.875   10.8718    10.35     0.014671   0.015469   0.016310   0.017196  0.018131      5.58     6.21
First Data Corporation   319963AP9 10/24/07 09/24/15     94.796     9.875   10.8718    10.35     0.014671   0.015469   0.016310   0.017196  0.018131      5.58     6.21
Livingston CNTY SD#74,IL 33849YAA9 09/09/10 12/01/11    103.854     0.000    1.7204                         0.049633   0.049828   0.050256                5.56    16.52
Livingston CNTY SD#74,IL 33849YAB7 09/09/10 12/01/12    105.832    VARIES    2.2283                         0.065509   0.065841   0.066575  0.063525      7.35    23.77
Livingston CNTY SD#74,IL 33849YAC5 09/09/10 12/01/13    106.537    VARIES    2.8306                         0.083768   0.084308   0.085501  0.081846      9.40    30.49
Livingston CNTY SD#74,IL 33849YAD3 09/09/10 12/01/14    106.763    VARIES    3.2820                         0.097334   0.098062   0.099671  0.095608     10.92    35.52
Livingston CNTY SD#74,IL 33849YAE1 09/09/10 12/01/15    106.477    VARIES    3.6335                         0.107470   0.108359   0.110328  0.106024     12.06    39.29
Livingston CNTY SD#74,IL 33849YAF8 09/09/10 12/01/11    103.916     0.000    1.7198                         0.049644   0.049839   0.050267                5.57    16.52
Livingston CNTY SD#74,IL 33849YAG6 09/09/10 12/01/12    105.941    VARIES    2.2282                         0.065572   0.065905   0.066639  0.063552      7.35    23.79
Livingston CNTY SD#74,IL 33849YAH4 09/09/10 12/01/13    106.692    VARIES    2.8301                         0.083877   0.084418   0.085613  0.081911      9.41    30.53
Livingston CNTY SD#74,IL 33849YAJ0 09/09/10 12/01/14    106.763    VARIES    3.2820                         0.097334   0.098062   0.099671  0.095608     10.92    35.52
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Livingston CNTY SD#74,IL 33849YAK7 09/09/10 12/01/15    106.477    VARIES    3.6335                         0.107470   0.108359   0.110328  0.106024     12.06    39.29
Frnkln & Hamltn HSD #103 35241RAE5 03/15/06 11/01/10     76.493     0.000    5.8733   188.06     0.153972   0.158494                                     47.01         
Frnkln & Hamltn HSD #103 35241RAF2 03/15/06 11/01/11     71.698     0.000    5.9985   180.41     0.148050   0.152491   0.157064   0.161775               54.64    47.97
Franklin Cnty SD #47     352730CF0 02/15/07 12/01/13     68.938     0.000    5.5487   117.72     0.123827   0.127262   0.130793   0.134422  0.138151     45.40    47.96
Franklin Cnty SD #47     352730CG8 02/15/07 12/01/14     65.167     0.000    5.5688   111.71     0.117541   0.120814   0.124178   0.127635  0.131189     43.10    45.54
Franklin Cnty SD #47     352730CH6 02/15/07 12/01/15     61.525     0.000    5.5989   106.07     0.111665   0.114791   0.118004   0.121308  0.124704     40.95    43.28
Franklin Cnty SD #47     352730CJ2 02/15/07 12/01/16     57.942     0.000    5.6491   100.85     0.106249   0.109250   0.112336   0.115509  0.118771     38.97    41.21
Fremont Genl Fin I       356905208 03/06/96 03/31/26*   100.000     9.000    N/A                 0.292175   0.303801                                     47.88*        
College District #534 IL 360395FB8 07/22/10 12/01/11    103.252     0.000    2.2048                         0.063238   0.063738   0.064441               10.07    21.16
College District #534 IL 360395FC6 07/22/10 12/01/12    105.163    VARIES    2.3712                         0.069270   0.069859   0.070687  0.067279     11.03    25.22
College District #534 IL 360395FD4 07/22/10 12/01/13    105.996    VARIES    2.7756                         0.081724   0.082537   0.083683  0.079820     13.02    29.84
College District #534 IL 360395FE2 07/22/10 12/01/14    106.532    VARIES    3.1773                         0.094024   0.095095   0.096606  0.092201     14.98    34.42
College District #534 IL 360395FF9 07/22/10 12/01/15    107.053    VARIES    3.5779                         0.106397   0.107762   0.109689  0.104612     16.96    39.05
College District #534 IL 360395FG7 07/22/10 12/01/16    105.839    VARIES    4.0773                         0.119874   0.121626   0.124105  0.118452     19.11    44.14
College District #534 IL 360395FH5 07/22/10 12/01/17    105.580    VARIES    4.4767                         0.131293   0.133399   0.136385  0.130013     20.94    48.46
College District #534 IL 360395FJ1 07/22/10 12/01/18    103.358    VARIES    4.9260                         0.141430   0.143926   0.147471  0.140635     22.56    52.35
College District #534 IL 360395FK8 07/22/10 12/01/19    103.249    VARIES    5.2255                         0.149871   0.152677   0.156666  0.149141     23.91    55.58
College District #534 IL 360395FL6 07/22/10 12/01/20    101.888    VARIES    5.4261                         0.153572   0.156558   0.160805  0.153104     24.51    57.02
GGP Limited Partnership  36170XAA3 04/16/07 04/15/12     98.000     3.980    4.4305    10.31     0.011093   0.011277   0.011590   0.011782  0.012043      4.12     4.30
GWR Operating Partnershp 361990AA2 04/07/10 04/01/17     95.347    10.875   11.8737                         0.012397   0.013109   0.013887  0.014711      3.34     5.00
GATX Financial Corp.     36804PAC0 10/25/04 06/15/11     95.703     6.273    7.0956    31.79     0.020582   0.021313   0.022069                           7.56     3.62
GATX Financial Corp.     36804PAD8 10/25/04 06/15/11     95.703     6.273    7.0956    31.79     0.020582   0.021313   0.022069                           7.56     3.62
GATX Financial Corp.     36804PAE6 10/25/04 06/15/11     95.703     6.273    7.0956    31.79     0.020582   0.021313   0.022069                           7.56     3.62
General Cable Corp.      369300AL2 12/18/09 11/15/29    100.000    VARIES   12.5014              0.347261   0.358607   0.373209   0.388724  0.405208    128.25   138.62
GMAC                     37042FDC9 01/16/97 01/15/12     34.258     0.000    7.2720   521.93     0.168967   0.175110   0.181477   0.188076  0.194914     64.01    68.75
Goldman Sachs Group,Inc. 38141GBW3 02/01/02 02/01/12    100.000     0.000    6.6999              0.305091   0.315312   0.325875   0.336791  0.348074    114.79   122.61
Goldman Sachs Group,Inc. 38141GCB8 04/08/02 04/08/12    100.000     2.000    6.6499              0.266531   0.273546   0.280794   0.288283  0.296021     98.40   103.70
Goldman Sachs Group,Inc. 38141GCC6 04/10/02 04/10/12    100.000     2.500    6.7200              0.261885   0.268351   0.275035   0.281943  0.289083     96.51   101.39
Goldman Sachs Group,Inc. 38141GCD4 04/29/02 04/29/12    100.000     3.500    6.8099              0.249154   0.254327   0.259676   0.265208  0.270928     91.28    95.18
Goldman Sachs Group,Inc. 38141GCE2 07/03/02 07/03/12    100.000     3.000    6.3397              0.226931   0.231483   0.236179   0.241024  0.246023     84.16    87.65
Goldman Sachs Group,Inc. 38141GCJ1 09/16/02 09/16/12    100.000     2.500    5.5999              0.196199   0.199748   0.203396   0.207147  0.211003     72.03    74.70
Goldman Sachs Group,Inc. 38141GCK8 10/28/02 10/28/12    100.000     3.000    5.7299              0.195951   0.199178   0.202496   0.205910  0.209422     71.54    73.95
Goldman Sachs Group,Inc. 38141GCT9 02/11/03 02/11/10    100.000     0.500    4.7499              0.174068                                                 6.96         
Goldman Sachs Group,Inc. 38141GCV4 02/28/03 02/28/13    100.000     0.000    5.1699              0.199009   0.200824   0.209430   0.211341  0.219187     74.25    77.99
Goldman Sachs Group,Inc. 38141GCW2 02/27/03 02/27/13    100.000     0.500    5.1499              0.193648   0.198276   0.203024   0.207895  0.212890     71.71    75.19
Goldman Sachs Group,Inc. 38141GCX0 03/05/03 03/05/13    100.000     0.000    5.0499              0.193988   0.198887   0.203909   0.209057  0.214336     71.87    75.54
Goldman Sachs Group,Inc. 38141GCZ5 04/21/03 04/18/13    100.000     0.000    5.1500              0.199005   0.204129   0.209385   0.214777  0.220307     73.32    77.15
Goldman Sachs Group,Inc. 38141GDC5 04/21/03 04/21/13    100.000     2.250    5.1500              0.174608   0.177495   0.180456   0.183493  0.186609     63.79    65.94
Goldman Sachs Group,Inc. 38141GDD3 05/09/03 05/09/10    100.000     2.500    4.1499              0.129304                                                16.55         
Goldman Sachs Group,Inc. 38141GDF8 05/30/03 05/30/13    100.000     0.000    4.6300              0.173177   0.177186   0.181288   0.185485  0.189779     63.32    66.28
Goldman Sachs Group,Inc. 38141GDG6 06/11/03 06/11/13    100.000     3.000    4.2499              0.128970   0.129940   0.130930   0.131942  0.132975     46.64    47.36
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Goldman Sachs Group,Inc. 38141GDH4 06/20/03 06/20/13    100.000     0.250    4.3500              0.157592   0.160869   0.164217   0.167637  0.171132     57.40    59.81
Goldman Sachs Group,Inc. 38141GDJ0 07/08/03 07/08/10    100.000     0.000    4.1500              0.147495   0.150556                                     28.13         
Goldman Sachs Group,Inc. 38141GDL5 08/07/03 08/07/11    100.000     0.000    5.0600              0.189697   0.194496   0.199417   0.204462               70.55    43.98
Goldman Sachs Group,Inc. 38141GDM3 08/04/03 08/04/10    100.000     0.000    5.0799              0.190669   0.195512                                     41.48         
Goldman Sachs Group,Inc. 38141GDN1 08/25/03 08/25/10    100.000     1.000    4.8700              0.171257   0.174751                                     40.70         
Goldman Sachs Group,Inc. 38141GDP6 08/28/03 08/28/10    100.000     1.500    4.9500              0.170175   0.173356                                     40.90         
Goldman Sachs Group,Inc. 38141GDR2 01/21/04 04/06/10    100.000     0.000    3.9420              0.136839                                                13.00         
Goldman Sachs Group,Inc. 38141GDS0 04/13/04 06/13/11    100.000     0.000    4.6749              0.168746   0.172690   0.176727                          61.60    28.63
Goldman Sachs Group,Inc. 38141GDW1 11/23/04 11/23/11    100.000     2.000    4.5999              0.146218   0.148303   0.150436   0.152619               53.17    48.83
Goldman Sachs Group,Inc. 38141GDY7 01/11/05 01/11/12    100.000     1.000    4.7300              0.155648   0.158672   0.161768   0.164937  0.168181     57.62    59.90
Goldman Sachs Group,Inc. 38141GEB6 02/15/05 02/15/12    100.000     2.000    4.5499              0.142284   0.144257   0.146275   0.148339  0.150450     52.12    53.60
Goldman Sachs Group,Inc. 38141GEC4 06/29/05 06/29/12    100.000     1.000    4.6499              0.152466   0.155365   0.158332   0.161367  0.164473     55.42    57.56
Goldman Sachs Group,Inc. 38141GEH3 04/13/06 04/13/10    100.000     0.000    5.5399              0.186325                                                19.01         
Goldman Sachs Group,Inc. 38141GEN0 06/28/06 06/28/11    100.000     0.125    5.8999              0.200095   0.205895   0.211867                          73.11    37.50
Goldman Sachs Group,Inc. 38141GFF6 12/28/07 12/28/17    100.000     0.000    5.8500              0.182363   0.187697   0.193187   0.198838  0.204654     66.64    70.60
Goldman Sachs Group,Inc. 38141GFR0 05/30/08 07/30/10    100.000     0.000    4.2690              0.124580   0.127239                                     26.52         
Goldman Sachs Group,Inc. 38141GFS8 06/25/08 07/09/10    100.000     0.000    4.8989              0.143104   0.146609                                     27.53         
Goldman Sachs Group,Inc. 38141GGC2 05/28/09 05/28/24*   100.000    VARIES    6.5785              0.178697   0.174524                                     41.98*        
Goldman Sachs Group,Inc. 38141GGH1 10/26/09 03/05/13    100.000     0.000    1.0049              0.027915   0.028015   0.028156   0.028297  0.028440     10.10    10.19
Goldman Sachs Group,Inc. 38141GGJ7 11/19/09 11/19/24*   100.000    VARIES    5.8890              0.163584   0.159404                                     51.27*        
Goldman Sachs Group,Inc. 3814262A2 11/04/09 11/06/14    100.000     0.000    3.0642              0.085134   0.086438   0.087763   0.089107  0.090472     31.03    31.99
Goldman Sachs Group,Inc. 3814262B0 11/30/09 11/30/14    100.000     0.000    2.9158              0.080996   0.082177   0.083375   0.084591  0.085824     29.44    30.31
Goldman Sachs Group,Inc. 3814262C8 12/04/09 12/08/14    100.000     0.000    2.9817              0.082853   0.084088   0.085342   0.086614  0.087905     30.11    31.01
Goldman Sachs Group,Inc. 3814262D6 12/31/09 12/31/14    100.000     0.000    2.8111              0.078088   0.079185   0.080298   0.081427  0.082572     28.31    29.11
Goldman Sachs Group,Inc. 3814262E4 12/29/09 06/26/15    100.000     0.000    2.9758              0.082662   0.083872   0.085119   0.086386  0.087671     29.99    30.88
Goldman Sachs Group,Inc. 3814262F1 02/03/10 02/05/15    100.000     0.000    2.7204              0.075568   0.075579   0.076607   0.077649  0.078705     24.94    28.07
Goldman Sachs Group,Inc. 3814262H7 01/29/10 07/30/15    100.000     0.000    2.8531              0.079252   0.079260   0.080390   0.081537  0.082700     26.48    29.50
Goldman Sachs Group,Inc. 3814262J3 02/26/10 08/27/15    100.000     0.000    2.8595              0.079432   0.079439   0.080575   0.081727  0.082896     24.37    29.50
Goldman Sachs Group,Inc. 3814262K0 03/03/10 03/05/15    100.000     0.000    2.5727              0.071466   0.071477   0.072396   0.073327  0.074271     21.41    26.45
Goldman Sachs Group,Inc. 3814262L8 03/31/10 10/01/15    100.000     0.000    2.4854              0.069041   0.069046   0.069904   0.070773  0.071652     18.79    25.48
Goldman Sachs Group,Inc. 3814262M6 05/05/10 05/07/15    100.000     0.000    2.6855              0.074599   0.074610   0.075612   0.076627  0.077656     17.66    27.51
Goldman Sachs Group,Inc. 3814262N4 03/31/10 03/31/15    100.000     0.000    2.7100                         0.075279   0.076299   0.077333  0.078381     20.49    27.84
Goldman Sachs Group,Inc. 381426Y58 06/03/09 06/05/14    100.000     0.000    3.4499              0.097504   0.099186   0.100897   0.102637  0.104408     35.49    36.73
Goldman Sachs Group,Inc. 381426Z40 07/06/09 07/08/14    100.000     0.000    3.4489              0.095822   0.097474   0.099155   0.100865  0.102605     35.37    36.60
Goldman Sachs Group,Inc. 381426Z65 08/05/09 08/07/14    100.000     0.000    3.2499              0.090292   0.091759   0.093250   0.094765  0.096305     33.20    34.28
Goldman Sachs Group,Inc. 381426Z73 09/09/09 09/09/14    100.000     0.000    3.0499              0.084721   0.086013   0.087325   0.088656  0.090008     31.02    31.98
Goldman Sachs Group,Inc. 381426Z81 10/05/09 10/07/14    100.000     0.000    3.1498              0.087511   0.088889   0.090289   0.091711  0.093155     31.99    33.00
Goldman Sachs Group,Inc. 381426Z99 09/30/09 09/30/14    100.000     0.000    3.0503              0.084731   0.086023   0.087335   0.088667  0.090019     30.97    31.92
Goldman Sachs Group,Inc. 38143DAA7 09/03/09 09/09/14    100.000     0.000    3.1999              0.088936   0.090359   0.091805   0.093274  0.094766     32.59    33.65
Goldman Sachs Group,Inc. 38143U457 04/16/04 10/16/11    100.000     0.000    4.7359              0.170183   0.174213   0.178338   0.182561               62.60    51.59
Goldman Sachs Group,Inc. 38143UAQ4 09/10/04 09/10/11    100.000    VARIES    4.5701              0.140046   0.141426   0.142837   0.144281               50.97    35.83
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Goldman Sachs Group,Inc. 38143UAS0 09/10/04 09/10/12    100.000     0.500    4.7699              0.164026   0.167607   0.171273   0.175027  0.178870     60.50    63.18
Goldman Sachs Group,Inc. 38143UAX9 10/08/04 10/08/11    100.000     1.500    4.5499              0.147761   0.150174   0.152643   0.155168               54.03    42.74
Goldman Sachs Group,Inc. 38143UBB6 03/16/05 03/16/12    100.000     1.000    5.0399              0.168174   0.171712   0.175339   0.179058  0.182870     61.93    64.58
Goldman Sachs Group,Inc. 38143UBC4 04/13/05 04/13/12    100.000     0.500    4.9999              0.169997   0.173899   0.177900   0.182000  0.186203     62.52    65.43
Goldman Sachs Group,Inc. 38143UBF7 08/18/05 08/18/11    100.000     0.000    4.8399              0.162787   0.166727   0.170761   0.174894               60.37    39.51
Goldman Sachs Group,Inc. 38143UBH3 10/03/05 10/03/12    100.000     1.000    5.0999              0.167083   0.170635   0.174278   0.178013  0.181844     61.42    64.08
Goldman Sachs Group,Inc. 38143UBJ9 10/17/05 10/17/10    100.000     0.000    5.0229              0.170153   0.174427                                     49.43         
Goldman Sachs Group,Inc. 38143UBN0 03/16/07 03/16/14    100.000     0.000    5.7599              0.184406   0.189717   0.195181   0.200802  0.206585     68.47    72.47
Goldman Sachs Group,Inc. 38143UBW0 07/09/07 07/09/10    100.000     0.000    5.4600              0.168920   0.173531                                     32.59         
Goldman Sachs Group,Inc. 38143UBY6 08/22/07 02/22/11    100.000     0.000    5.3199              0.164140   0.168506   0.172988                          61.02     8.82
Goldman Sachs Group,Inc. 38143UCC3 10/22/07 09/26/11    100.000     0.000    5.2199              0.160150   0.164330   0.168619   0.173020               59.21    45.48
Goldman Sachs Group,Inc. 38143UCE9 10/03/07 10/03/10    100.000     0.000    5.0199              0.153980   0.157845                                     42.58         
Goldman Sachs Group,Inc. 38143UCG4 10/09/07 10/13/15    100.000     0.000    5.8199              0.181439   0.186719   0.192153   0.197744  0.203499     67.10    71.07
Goldman Sachs Group,Inc. 38143UCK5 01/31/08 01/31/15    100.000     1.000    5.2500              0.155378   0.158727   0.162165   0.165692  0.169312     57.56    60.09
Goldman Sachs Group,Inc. 38143UCN9 04/11/08 09/11/15    100.000     3.000    5.7277              0.165418   0.167769   0.170187   0.172674  0.175233     60.50    62.27
Goldman Sachs Group,Inc. 38143UCP4 05/07/08 05/07/15    100.000     1.000    4.0000              0.116212   0.117981   0.119785   0.121625  0.123502     42.35    43.65
Goldman Sachs Group,Inc. 38143UCT6 07/31/08 07/31/23*   100.000    VARIES    6.1233              0.166421   0.166506                                      4.99*        
Goldman Sachs Group,Inc. 38143UCU3 07/29/08 01/29/10    100.000     0.000    4.0399              0.116801                                                 3.27         
Goldman Sachs Group,Inc. 38143UCX7 09/02/08 09/21/10    100.000     0.000    4.3870              0.127561   0.130359                                     33.67         
Goldman Sachs Group,Inc. 38143UDA6 09/24/08 09/24/23*   100.000    VARIES    7.3097              0.201621                                                16.73*        
Goldman Sachs Group,Inc. 38143UDB4 07/24/09 07/25/11    100.000     0.000    2.9229              0.081201   0.082387   0.083592   0.084813               29.82    17.27
Goldman Sachs Group,Inc. 38143UDK4 02/05/09 05/05/12    100.000     0.000    5.2977              0.153060   0.157114   0.161276   0.165548  0.169933     56.29    59.31
Goldman Sachs Group,Inc. 38143UDR9 06/24/09 06/24/24*   100.000    VARIES    7.2588              0.196856   0.191903                                     51.33*        
Goldman Sachs Group,Inc. 38143UDT5 07/24/09 07/25/11    100.000     0.000    2.9229              0.081201   0.082387   0.083592   0.084813               29.82    17.27
Goldman Sachs Group,Inc. 38143UDU2 07/06/09 07/08/13    100.000     0.000    4.2600              0.118362   0.120883   0.123458   0.126087  0.128773     43.95    45.84
Goldman Sachs Group,Inc. 38143UDW8 07/10/09 07/10/14    100.000     1.000    4.6174              0.128263   0.130583   0.132957   0.135385  0.137869     47.39    49.14
Goldman Sachs Group,Inc. 38143UEC1 07/29/09 07/29/24*   100.000    VARIES    6.4990              0.180529   0.177821   0.175024                          52.81*        
Goldman Sachs Group,Inc. 38143UED9 07/29/09 07/29/24*   100.000    VARIES    6.8975              0.191599   0.187669   0.183603                          55.67*        
Goldman Sachs Group,Inc. 38143UEF4 08/07/09 08/08/11    100.000     0.000    2.4971              0.069371   0.070237   0.071114   0.072002               25.38    15.59
Goldman Sachs Group,Inc. 38143UEH0 08/20/09 08/20/24*   100.000    VARIES    6.8712              0.190869   0.190507   0.190134                          61.14*        
Goldman Sachs Group,Inc. 38143UEJ6 08/25/09 08/25/11    100.000     0.000    2.6782              0.074395   0.075391   0.076401   0.077424               27.21    18.06
Goldman Sachs Group,Inc. 38143UEK3 08/25/09 02/25/11    100.000     0.000    2.0848              0.057913   0.058516   0.059126                          21.11     3.19
Goldman Sachs Group,Inc. 38143UEL1 08/28/09 12/12/12    100.000     0.000    3.4679              0.097296   0.098983   0.100700   0.102446  0.104222     35.39    36.63
Goldman Sachs Group,Inc. 38143UEN7 09/17/09 10/03/11    100.000     0.000    2.3500              0.065347   0.066115   0.066892   0.067678               23.80    18.34
Goldman Sachs Group,Inc. 38143UEU1 10/29/09 10/29/24    100.000    VARIES    6.0484              0.168013   0.163643   0.159142   0.159347  0.159560     59.15    57.35
Goldman Sachs Group,Inc. 38143UEY3 10/30/09 10/30/14    100.000     1.000    3.9877              0.110771   0.112426   0.114114   0.115835  0.117591     40.38    41.60
Goldman Sachs Group,Inc. 38143UEZ0 10/29/09 10/29/16    100.000     1.000    4.6747              0.129853   0.132239   0.134681   0.137179  0.139736     47.48    49.25
Goldman Sachs Group,Inc. 38143UFM8 11/30/09 11/30/15    100.000     1.000    3.9589              0.109971   0.111598   0.113258   0.114950  0.116675     39.98    41.18
Goldman Sachs Group,Inc. 38143UFN6 11/19/09 11/19/24*    98.500    VARIES    5.8893              0.161138   0.156885                                     50.48*        
Goldman Sachs Group,Inc. 38143UFT3 12/30/09 12/30/24    100.000    VARIES    5.9598              0.165552   0.161380   0.157084   0.157282  0.157485     58.84    56.59
Goldman Sachs Group,Inc. 38143UFU0 12/17/09 06/17/11    100.000     0.000    1.2185              0.033849   0.034055   0.034263                          12.23     5.69
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Goldman Sachs Group,Inc. 38143UFY2 01/29/10 01/29/25*   100.000    VARIES    6.0685                         0.168571   0.168629                          45.52*        
Goldman Sachs Group,Inc. 38143UGE5 02/26/10 02/26/25*   100.000    VARIES    6.0981                         0.168458   0.164964                          45.67*        
Goldman Sachs Group,Inc. 38143UGH8 02/25/10 02/25/25    100.000    VARIES    5.9486                         0.165242   0.161068   0.156771  0.156969     50.04    56.69
Goldman Sachs Group,Inc. 38143UGW5 03/31/10 03/31/25    100.000    VARIES    5.7994                         0.161097   0.156908   0.152597  0.152798     43.28    55.34
Goldman Sachs Group,Inc. 38143UHS3 04/15/10 04/15/15    100.000     1.000    3.9405                         0.109459   0.111068   0.112709  0.114382     28.14    40.53
Goldman Sachs Group,Inc. 38143UHT1 04/20/10 04/20/15    100.000     0.000    3.9150                         0.108752   0.110881   0.113052  0.115265     27.45    40.62
Goldman Sachs Group,Inc. 38143UJE2 05/26/10 05/26/16    100.000     0.000    5.1358                         0.142662   0.146325   0.150082  0.153936     30.80    53.62
Goldman Sachs Group,Inc. 38143UJL6 05/21/10 05/21/15    100.000     0.000    2.4439                         0.067887   0.068717   0.069556  0.070406     14.97    24.96
Goldman Sachs Group,Inc. 38143UJX0 06/24/10 06/24/16    100.000     0.000    4.3999                         0.122220   0.124909   0.127657  0.130465     22.87    45.50
Goldman Sachs Group Inc. 38143UKX8 08/31/10 08/31/17    100.000     0.000    4.4059                                    0.121712   0.122365  0.126435     14.97    45.13
Goldman Sachs Group,Inc. 38143ULK5 07/28/10 07/28/17    100.000    VARIES    2.6534                                    0.017819   0.017028  0.016226      2.73     6.03
Goldman Sachs Group,Inc. 38143ULL3 07/29/10 07/29/15    100.000     0.000    3.7102                                    0.103062   0.104974  0.106921     15.67    38.03
Goldman Sachs Group,Inc. 38143ULM1 07/28/10 07/28/17    100.000    VARIES    2.6469                                    0.017637   0.016856  0.016064      2.70     5.97
Goldman Sachs Group,Inc. 38143ULN9 08/06/10 08/06/20    100.000    VARIES    2.8170                                    0.022917   0.021793  0.020652      3.32     7.72
Goldman Sachs Group,Inc. 38143ULQ2 08/20/10 08/20/15    100.000    VARIES    1.9250                                    0.007363   0.006820  0.006886       .96     2.53
Goldman Sachs Group,Inc. 38143ULV1 08/26/10 08/26/20    100.000    VARIES    2.6793                                    0.025092   0.023913  0.022718      3.14     8.52
Goldman Sachs Group,Inc. 38143UMA6 08/20/10 08/20/20    100.000    VARIES    2.6781                                    0.015725   0.014987  0.014238      2.06     5.33
Goldman Sachs Group,Inc. 38143UMC2 08/26/10 08/26/15    100.000    VARIES    1.8192                                    0.007495   0.007235  0.006971       .94     2.59
Goldman Sachs Group,Inc. 38143UME8 09/08/10 09/08/17    100.000    VARIES    2.3458                                    0.015162   0.014752  0.014337      1.71     5.29
Goldman Sachs Group,Inc. 38143UMH1 09/08/10 09/08/20    100.000    VARIES    2.6543                                    0.026620   0.025380  0.024122      3.01     9.08
Goldman Sachs Group,Inc. 38143UMJ7 09/10/10 09/10/20    100.000    VARIES    2.6625                                    0.017071   0.016273  0.015465      1.89     5.82
Goldman Sachs Group,Inc. 38143UMQ1 09/29/10 09/28/17    100.000     0.000    4.0718                                    0.113106   0.115396  0.117745     10.41    41.56
Goldman Sachs Group,Inc. 38143UMU2 09/21/10 09/21/20    100.000    VARIES    2.7708                                    0.022969   0.022135  0.021290      2.30     7.95
Goldman Sachs Group,Inc. 38143UMW8 09/21/10 09/21/17    100.000    VARIES    2.3116                                    0.019991   0.019209  0.018417      2.00     6.90
Goldman Sachs Group,Inc. 38143UNC1 10/12/10 10/12/15    100.000     0.000    3.1999                                    0.088886   0.090308  0.091753      7.02    32.48
Goldman Sachs Group,Inc. 38143UNG2 10/19/10 10/20/25    100.000    VARIES    4.9992                         0.138867   0.138861   0.137471  0.136047     10.00    49.54
Goldman Sachs Group,Inc. 38143UNH0 10/29/10 10/31/17    100.000     2.000    3.7647                         0.104575   0.104585   0.105508  0.106449      6.59    37.93
Goldman Sachs Group,Inc. 38143UNQ0 10/29/10 10/29/25    100.000    VARIES    4.8705                                    0.135294   0.133854  0.132378      8.39    48.27
Goldman Sachs Group,Inc. 38143UNT4 10/29/10 10/29/20    100.000    VARIES    2.0301                                    0.020613   0.019856  0.019091      1.28     7.19
Goldman Sachs Group,Inc. 38143UNU1 10/29/10 10/29/20    100.000    VARIES    2.3763                                    0.026063   0.024961  0.023846      1.62     9.05
Goldman Sachs Group,Inc. 38143UNV9 11/05/10 11/05/15    100.000    VARIES    1.6723                                    0.010667   0.010324  0.009979       .60     3.74
Goldman Sachs Group,Inc. 38143UNX5 11/05/10 11/05/15    100.000    VARIES    1.6984                                    0.014169   0.013996  0.013822       .79     5.05
Goldman Sachs Group,Inc. 38143UNY3 11/01/10 11/01/17    100.000    VARIES    1.9534                                    0.004584   0.004431  0.004276       .28     1.60
Goldman Sachs Group,Inc. 38143UPE5 11/10/10 11/10/25    100.000    VARIES    4.9480                                    0.137446   0.136036  0.134591      7.01    49.08
Goldman Sachs Group,Inc. 38143UPF2 11/15/10 11/15/17    100.000    VARIES    2.1778                                    0.013666   0.013160  0.012648       .63     4.78
Goldman Sachs Group,Inc. 38143UPG0 11/29/10 11/29/16    100.000     0.000    3.4000                                    0.094445   0.096051  0.097684      3.02    34.39
Goldman Sachs Group,Inc. 38143UPQ8 11/18/10 11/18/15    100.000    VARIES    1.6239                                    0.009399   0.009106  0.008810       .40     3.31
Goldman Sachs Group,Inc. 38143UPS4 11/18/10 11/18/15    100.000    VARIES    1.6239                                    0.009399   0.009106  0.008810       .40     3.31
Goldman Sachs Group,Inc. 38143YAA1 03/07/05 03/07/11    100.000     0.000    4.6499              0.158849   0.162543   0.166322                          58.70    10.98
Goldman Sachs Group,Inc. 38144P432 02/04/08 08/04/10    100.000     0.000    4.3500              0.128891   0.131694                                     27.96         
Goldman Sachs Group,Inc. 38145E667 08/01/08 02/02/10    100.000     0.000    4.1900              0.121331                                                 3.76         
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Goldman Sachs Group,Inc. 38145K143 09/10/08 03/10/10    100.000     0.000    3.9160              0.113080                                                 7.80         
Goldman Sachs Group,Inc. 38145K192 09/17/08 01/19/10    100.000     0.000    3.7570              0.107676                                                 1.94         
Goldman Sachs Group,Inc. 38145K259 10/01/08 02/01/10    100.000     0.000    3.8600              0.110699                                                 3.32         
Goldman Sachs Group,Inc. 38145K267 10/06/08 01/06/10    100.000     0.000    4.1000              0.117415                                                  .59         
Goldman Sachs Group,Inc. 38145K457 04/20/09 10/20/10    100.000     0.000    2.4870              0.069944   0.070814                                     20.37         
Goldman Sachs Group,Inc. 38145K515 05/11/09 11/10/10    100.000     0.000    2.5699              0.072301   0.073230                                     22.51         
Goldman Sachs Group,Inc. 38145K648 02/09/09 05/10/10    100.000     0.000    4.4634              0.128181                                                16.54         
Goldman Sachs Group,Inc. 38145K788 01/08/09 05/07/10    100.000     0.000    5.2200              0.151352                                                19.07         
Goldman Sachs Group,Inc. 38145K853 01/02/09 01/04/11    100.000     0.000    5.6831              0.162403   0.167018   0.171764                          60.95      .52
Goldman Sachs Group,Inc. 38145T292 11/25/09 11/28/11    100.000     0.000    1.6731              0.046484   0.046872   0.047265   0.047660               16.83    15.53
Goldman Sachs Group,Inc. 38145T300 06/08/09 12/07/10    100.000     0.000    1.9298              0.054121   0.054643                                     18.28         
Goldman Sachs Group,Inc. 38145T573 08/10/09 08/10/12    100.000     0.000    3.4194              0.094985   0.096609   0.098261   0.099941  0.101650     34.95    36.15
Goldman Sachs Group,Inc. 38145T656 09/03/09 09/04/12    100.000     0.000    3.3182              0.092181   0.093711   0.095266   0.096846  0.098453     33.82    34.95
Goldman Sachs Group,Inc. 38145T854 07/31/09 07/31/12    100.000     0.000    3.6701              0.101948   0.103819   0.105724   0.107664  0.109639     37.61    39.00
Goldman Sachs Group,Inc. 38145T888 08/11/09 12/11/12    100.000     0.000    3.6196              0.101760   0.103601   0.105476   0.107385  0.109329     37.04    38.39
Goldman Sachs Group,Inc. 38145X202 06/25/10 07/05/11    100.000     0.000    0.9491                         0.026365   0.026372   0.026497                4.91     4.87
Goldman Sachs Group,Inc. 38145X632 08/06/10 08/15/11    100.000     0.000    0.7273                         0.020204   0.020208   0.020282                2.93     4.54
Goodman Global, Inc.     38239DAA2 12/16/09 12/15/14*    54.607     0.000   12.4806     2.84     0.189312   0.201062                                     63.62*        
Goodman Global, Inc.     38239DAB0 12/16/09 12/15/14*    54.607     0.000   12.4806     2.84     0.189312   0.201062                                     63.62*        
Goodman Global, Inc.     38239DAC8 12/16/09 12/15/14*    54.607     0.000   12.4806     2.84     0.189312   0.201062                                     63.62*        
Graphic Packaging Intl   38869PAE4 06/16/09 06/15/17     97.292     9.500    9.9998     1.25     0.006679   0.007013   0.007363   0.007732  0.008118      2.48     2.73
Graphic Packaging Intl   38869PAF1 06/16/09 06/15/17     97.292     9.500    9.9998     1.25     0.006679   0.007013   0.007363   0.007732  0.008118      2.48     2.73
Great Plains Energy,Inc. 391164803 05/18/09 06/15/42    100.000    VARIES   11.2196              0.310417   0.310712   0.314534   0.315036  0.317382    113.43   114.95
Great Plains Energy,Inc. 391164AC4 05/18/09 06/15/42    100.000    VARIES   11.2196              0.310417   0.310712   0.314534   0.315036  0.317382    113.43   114.95
Griffon Corporation      398433AA0 07/18/03 07/18/23    100.000    VARIES    8.5003              0.317110   0.325865   0.334992   0.344508  0.353668    118.65   125.35
Griffon Corporation      398433AB8 07/18/03 07/18/23    100.000    VARIES    8.5003              0.317110   0.325865   0.334992   0.344508  0.353668    118.65   125.35
HCA Inc.                 404119AY5 11/17/06 11/15/16    100.000     9.625    N/A                 0.282170   0.282215   0.282263   0.282313  0.282365    101.59   101.63
HCA Inc.                 404119AZ2 11/17/06 11/15/16    100.000     9.625    N/A                 0.282170   0.282215   0.282263   0.282313  0.282365    101.59   101.63
HCA Inc.                 404119BA6 11/17/06 11/15/16    100.000     9.625    N/A                 0.282170   0.282215   0.282263   0.282313  0.282365    101.59   101.63
HSBC USA, Inc.           40428HCU4 07/27/06 01/27/10    100.000     0.000    5.4266              0.177006                                                 4.60         
HSBC USA, Inc.           4042EP842 08/29/08 02/26/10    100.000     0.000    3.2949              0.094543                                                 5.20         
HSBC USA, Inc.           4042K02W4 06/29/10 06/29/12    100.000     0.000    1.2997                         0.036105   0.036339   0.036576  0.036813      6.57    13.13
HSBC USA, Inc.           4042K03B9 07/30/10 07/30/15    100.000     2.350    2.3499                                    0.065278   0.065278  0.065278      9.86    23.50
HSBC USA, Inc.           4042K03W3 07/30/10 08/01/13    100.000     2.350    2.3499                         0.065277   0.065278   0.065278  0.065278      9.86    23.50
HSBC USA, Inc.           4042K04T9 08/17/10 08/16/13    100.000     0.000    1.2967                                    0.036020   0.036252  0.036487      4.83    13.07
HSBC USA, Inc.           4042K04U6 08/31/10 08/29/13    100.000     1.300    1.2999                                    0.035519   0.035714  0.035326      4.37    12.98
HSBC USA, Inc.           4042K04V4 08/17/10 08/17/16    100.000     2.350    2.3499                                    0.065278   0.065278  0.065278      8.75    23.50
HSBC USA, Inc.           4042K0A88 10/15/09 10/14/11    100.000     0.000    1.4462              0.040175   0.040464   0.040756   0.041051               14.56    11.59
HSBC USA, Inc.           4042K0B53 10/22/09 10/21/11    100.000     0.000    1.5163              0.042120   0.042438   0.042759   0.043084               15.27    12.46
HSBC USA, Inc.           4042K0C60 11/04/09 11/03/11    100.000     0.000    1.4560              0.040447   0.040740   0.041036   0.041335               14.65    12.45
HSBC USA, Inc.           4042K0E50 11/20/09 11/21/11    100.000     0.000    1.1974              0.033265   0.033464   0.033664   0.033866               12.03    10.81
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
HSBC USA, Inc.           4042K0J22 12/23/09 12/22/11    100.000     0.000    1.3953              0.038759   0.039027   0.039300   0.039574               14.01    13.84
HSBC USA, Inc.           4042K0P66 02/26/10 02/26/20    100.000     4.350    4.3499                         0.120833   0.120833   0.120833  0.120833     36.85    43.50
HSBC USA, Inc.           4042K0R49 03/31/10 03/31/16    100.000     3.250    3.2499                         0.090278   0.090278   0.090278  0.090278     24.47    32.50
HSBC USA, Inc.           4042K0T54 04/06/10 04/05/13    100.000     0.000    2.0440                         0.056779   0.057356   0.057942  0.058535     15.10    20.86
HSBC USA, Inc.           4042K0UD5 01/30/09 07/31/14    100.000     0.000    2.4845              0.068358   0.070355   0.070067   0.072114  0.071819     25.58    26.21
HSBC USA, Inc.           4042K0UX1 02/27/09 08/26/14    100.000     0.000    3.0323              0.085503   0.086799   0.088116   0.089452  0.090808     31.34    32.30
HSBC USA, Inc.           4042K0VV4 03/31/09 09/30/14    100.000     0.000    3.3762              0.095369   0.096978   0.098616   0.100280  0.101973     34.92    36.11
HSBC USA, Inc.           4042K0W35 04/27/10 04/22/14    100.000     0.000    2.6880                         0.074669   0.075645   0.076662  0.077692     18.29    27.56
HSBC USA, Inc.           4042K0W84 05/27/10 05/27/16    100.000     0.000    2.8554                         0.079317   0.080450   0.081598  0.082763     17.01    29.25
HSBC USA, Inc.           4042K0WU5 05/05/09 05/05/11    100.000    VARIES    1.9852              0.054936   0.055006   0.055076                          19.80     6.83
HSBC USA, Inc.           4042K0XJ9 06/12/09 06/12/13    100.000     0.000    3.7732              0.106789   0.108804   0.110857   0.112948  0.115079     38.88    40.37
HSBC USA, Inc.           4042K0Y82 05/26/10 05/27/14    100.000     0.000    2.8563              0.079342   0.079349   0.080483   0.081632  0.082798     17.10    29.26
HSBC USA, Inc.           4042K0YF6 07/29/09 07/29/11    100.000     0.000    1.4379              0.039942   0.040229   0.040519   0.040810               14.52     8.48
HSBC USA, Inc.           4042K0YZ2 09/10/09 09/09/11    100.000     0.000    1.1978              0.033275   0.033473   0.033673   0.033875               12.06     8.39
HSBC USA, Inc.           4042K1AK9 11/30/10 11/29/12    100.000     0.000    1.1550                                    0.032086   0.032270  0.032456       .99    11.60
HSBC USA, Inc.           4042K1AL7 11/18/10 11/19/15    100.000     2.530    2.5299                         0.070277   0.070278   0.070278  0.070278      3.02    25.30
HSBC USA, Inc.           4042K1AN3 11/18/10 11/19/12    100.000     0.000    1.0998                         0.030551   0.030552   0.030720  0.030889      1.31    11.04
John Hancock Life Ins Co 41013MBT6 10/29/02 04/15/15     50.000     0.000    5.6403   245.21     0.115383   0.118637   0.121982   0.125423  0.128960     42.63    45.06
Harrisburg, PA           414738NR1 12/28/95 04/01/10     38.328     0.000    6.8391   600.19     0.183695                                                16.53         
Harrisburg, PA           414738NS9 12/28/95 04/01/11     35.259     0.000    6.9490   565.70     0.174230   0.180283   0.186547                          64.92    16.79
Harrisburg, PA           414738NT7 12/28/95 04/01/12     32.621     0.000    7.0092   530.33     0.163896   0.169640   0.175585   0.181739  0.188108     61.09    65.45
Harrisburg, PA           414738NU4 12/28/95 04/01/13     30.247     0.000    7.0491   496.04     0.153650   0.159065   0.164672   0.170476  0.176484     57.28    61.39
Harrisburg, PA           414738NV2 12/28/95 04/01/14     27.925     0.000    7.1092   463.98     0.144210   0.149336   0.154645   0.160142  0.165834     53.78    57.67
Harrisburg, PA           414738NW0 12/28/95 04/01/15     25.992     0.000    7.1193   432.81     0.134598   0.139390   0.144352   0.149490  0.154811     50.20    53.83
Harrisburg, PA           414738NX8 12/28/95 04/01/16     24.047     0.000    7.1593   403.90     0.125893   0.130399   0.135067   0.139902  0.144910     46.96    50.38
Harrisburg, PA           414738NY6 12/28/95 04/01/17     22.322     0.000    7.1792   376.54     0.117499   0.121717   0.126086   0.130612  0.135300     43.83    47.03
Harrisburg, PA           414738NZ3 12/28/95 04/01/18     20.535     0.000    7.2393   350.90     0.109870   0.113847   0.117968   0.122238  0.126663     41.00    44.02
Harrisburg, PA           414738PA6 12/28/95 04/01/19     19.125     0.000    7.2394   326.81     0.102328   0.106032   0.109871   0.113848  0.117969     38.18    41.00
Town of Harrison, NJ     415342KS2 01/09/07 06/01/10     83.578     0.000    5.3535   142.49     0.144832                                                21.72         
Town of Harrison, NJ     415342KZ6 01/09/07 06/01/10     83.578     0.000    5.3535   142.49     0.144832                                                21.72         
Hartford Life Insurance  41659LAS0 08/16/07 08/16/17    100.000     0.000    5.7021              0.177243   0.182296   0.187494   0.192839  0.198337     66.10    69.92
Hartford Life Insurance  4165X2AA4 12/22/06 12/22/11    100.000     0.000    4.8221              0.154531   0.158257   0.162073   0.165980               56.37    57.59
Hartford Life Insurance  4165X2AB2 12/22/06 12/22/11    100.000     2.000    4.8220              0.145993   0.148173   0.150406   0.152693               52.99    53.20
Hartford Life Insurance  4165X2AC0 01/23/07 01/23/13    100.000     0.000    4.9060              0.153834   0.157607   0.161474   0.165435  0.169493     57.27    60.11
Hartford Life Insurance  4165X2AE6 02/06/07 02/06/13    100.000     0.000    4.9496              0.155367   0.159212   0.163152   0.167190  0.171327     57.75    60.65
Hartford Life Insurance  4165X2AG1 02/20/07 02/20/13    100.000     0.000    4.8472              0.151772   0.155450   0.159217   0.163076  0.167028     56.28    59.04
Hartford Life Insurance  4165X2AJ5 03/05/07 03/05/13    100.000     0.000    4.6977              0.146557   0.150000   0.153523   0.157129  0.160820     54.19    56.76
Hartford Life Insurance  4165X2AL0 03/06/07 09/20/12    100.000     0.000    4.6360              0.144674   0.148028   0.151459   0.154970  0.158562     53.37    55.87
Hartford Life Insurance  4165X2AM8 03/19/07 03/19/13    100.000     0.000    4.8023              0.150202   0.153808   0.157501   0.161283  0.165156     55.47    58.16
Hartford Life Insurance  4165X2AP1 04/23/07 04/23/14    100.000     0.000    4.5737              0.142254   0.145507   0.148835   0.152239  0.155720     52.24    54.66
Hartford Life Insurance  4165X2AQ9 04/23/07 04/23/12    100.000     0.000    4.5578              0.141705   0.144934   0.148237   0.151616  0.155071     52.04    54.44
Hartford Life Insurance  4165X2AR7 05/07/07 05/07/13    100.000     0.000    4.6205              0.143876   0.147200   0.150601   0.154080  0.157640     52.76    55.22
Hartford Life Insurance  4165X2AT3 06/11/07 06/11/14    100.000     0.000    5.0297              0.158191   0.162169   0.166247   0.170428  0.174714     57.83    60.77
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Hartford Life Insurance  4165X2AU0 07/02/07 07/02/14    100.000     0.000    5.2090              0.160369   0.164546   0.168832   0.173229  0.177741     60.00    63.17
Hartford Life Insurance  4165X2AV8 07/23/07 07/23/14    100.000     0.000    5.1914              0.159773   0.163920   0.168175   0.172540  0.177019     59.59    62.73
Hartford Life Insurance  4165X2AW6 08/13/07 08/13/14    100.000     0.000    5.1603              0.158721   0.162816   0.167017   0.171327  0.175747     59.02    62.11
Hartford Life Insurance  4165X2AX4 09/04/07 09/04/14    100.000     0.000    5.1515              0.158422   0.162503   0.166689   0.170982  0.175386     58.73    61.80
Hartford Life Insurance  4165X2AZ9 10/29/07 10/29/12    100.000     0.000    4.3252              0.130881   0.133712   0.136603   0.139558  0.142576     47.98    50.08
Hartford Life Insurance  4165X2BA3 11/19/07 11/19/12    100.000     0.000    4.3476              0.131618   0.134479   0.137402   0.140389  0.143441     48.14    50.26
Hartford Life Insurance  4165X2BB1 12/10/07 12/10/12    100.000     0.000    4.1902              0.126461   0.129110   0.131815   0.134577  0.137397     46.12    48.07
Hartford Life Insurance  4165X2BD7 01/30/08 01/30/13    100.000     0.000    3.6931              0.108375   0.110376   0.112414   0.114490  0.116604     39.99    41.48
Hartford Life Insurance  4165X2BG0 06/04/08 06/04/10    100.000     0.000    3.1889              0.092886                                                14.21         
Hartford Life Insurance  4165X2BH8 07/02/08 06/25/13    100.000     0.000    4.4925              0.133278   0.136272   0.139333   0.142463  0.145663     48.56    50.76
Hartford Life Insurance  4165X2BJ4 07/09/08 07/09/15    100.000     0.000    4.1028              0.118691   0.121126   0.123611   0.126146  0.128734     44.01    45.84
Hartford Life Insurance  4165X2BK1 07/24/08 01/15/13    100.000     0.000    4.5364              0.131648   0.134634   0.137688   0.140811  0.144005     48.93    51.18
Hartford Life Insurance  41660A201 09/10/08 03/03/10    100.000     0.000    2.5347              0.072171                                                 4.47         
Hasbro, Inc.             418056AM9 11/30/01 12/01/21*   100.000    VARIES    N/A                 0.366554                                                43.25*        
Hasbro, Inc.             418056AN7 11/30/01 12/01/21*   100.000    VARIES    N/A                 0.366554                                                43.25*        
Headwaters, Inc.         42210PAA0 06/01/04 06/01/16    100.000    VARIES    7.9999              0.299018   0.307785   0.316902   0.326383  0.335121    109.76   116.34
Headwaters, Inc.         42210PAB8 06/01/04 06/01/16    100.000    VARIES    7.9999              0.299018   0.307785   0.316902   0.326383  0.335121    109.76   116.34
City of Hoboken          434110QH8 08/28/03 04/01/27     19.107     0.000    7.1397   107.13     0.058104   0.060179   0.062327   0.064552  0.066856     21.67    23.25
City of Hoboken          434110QJ4 08/28/03 04/01/28     17.813     0.000    7.1396    99.87     0.054168   0.056102   0.058105   0.060179  0.062327     20.20    21.67
City of Hoboken          434110QK1 08/28/03 04/01/29     16.606     0.000    7.1397    93.11     0.050498   0.052301   0.054168   0.056102  0.058105     18.83    20.20
City of Hoboken          434110QL9 08/28/03 04/01/30     15.481     0.000    7.1397    86.80     0.047077   0.048758   0.050498   0.052301  0.054168     17.56    18.83
City of Hoboken          434110QM7 08/28/03 04/01/31     14.432     0.000    7.1397    80.92     0.043888   0.045454   0.047077   0.048758  0.050498     16.37    17.56
City of Hoboken          434110QN5 08/28/03 04/01/32     13.454     0.000    7.1398    75.44     0.040914   0.042375   0.043887   0.045454  0.047077     15.26    16.37
City of Hoboken          434110QP0 08/28/03 04/01/33     12.543     0.000    7.1396    70.33     0.038143   0.039504   0.040914   0.042375  0.043888     14.23    15.26
Hologic, Inc.            436440AA9 12/10/07 12/15/37    100.000    VARIES    9.1269              0.289296   0.298351   0.311173   0.321101  0.333261    107.62   115.77
Hornbeck Offshore SVCS   440543AF3 08/17/09 09/01/17     97.123     8.000    8.5012      .96     0.007153   0.007457   0.007774   0.008104  0.008449      2.70     2.94
Hornbeck Offshore SVCS   440543AG1 08/17/09 09/01/17     97.123     8.000    8.5012      .96     0.007153   0.007457   0.007774   0.008104  0.008449      2.70     2.94
Hornbeck Offshore SVCS   440543AH9 08/17/09 09/01/17     97.123     8.000    8.5012      .96     0.007153   0.007457   0.007774   0.008104  0.008449      2.70     2.94
Host Marriott Corp.      441079209 12/02/96 12/02/26    100.000     6.750    6.7499              0.187500   0.187500   0.187500   0.187500  0.187500     67.50    67.50
Host Marriott Corp.      441079308 12/02/96 12/02/26    100.000     6.750    6.7499              0.187500   0.187500   0.187500   0.187500  0.187500     67.50    67.50
Hovnanian Enterprises    442488BD3 12/03/08 05/01/17     62.974    18.000   30.4024    13.63     0.041243   0.047512   0.054735   0.063055  0.072640     16.79    22.28
Hovnanian Enterprises    442488BE1 12/03/08 05/01/17     62.974    18.000   30.4024    13.63     0.041243   0.047512   0.054735   0.063055  0.072640     16.79    22.28
Hovnanian Enterprises    442488BF8 10/20/09 10/15/16     98.208    10.625   10.9992      .35     0.004920   0.005183   0.005468   0.005768  0.006086      1.86     2.07
Hovnanian Enterprises    442488BG6 10/20/09 10/15/16     98.208    10.625   10.9992      .35     0.004920   0.005183   0.005468   0.005768  0.006086      1.86     2.07
Hovnanian Enterprises    442488BH4 10/20/09 10/15/16     98.208    10.625   10.9992      .35     0.004920   0.005183   0.005468   0.005768  0.006086      1.86     2.07
Illinois Stud Asst Comm. 452281JD1 10/27/10 04/25/23     95.305     1.200    N/A                                       0.011874   0.011974  0.012076       .76     4.31
Insignia Financing I     45766X304 11/01/96 09/30/16    100.000     6.500    6.4999              0.178571   0.177596   0.178571   0.177596  0.177596     65.00    64.91
Interface, Inc.          458665AL0 06/05/09 11/01/13     96.301    11.375   12.4916     3.80     0.019103   0.020297   0.021564   0.022911  0.024342      7.24     8.17
Interface, Inc.          458665AM8 06/05/09 11/01/13     96.301    11.375   12.4916     3.80     0.019103   0.020297   0.021564   0.022911  0.024342      7.24     8.17
Interface, Inc.          458665AN6 06/05/09 11/01/13     96.301    11.375   12.4916     3.80     0.019103   0.020297   0.021564   0.022911  0.024342      7.24     8.17
Intl Bnk for Reconstr    459056GL5 03/06/85 02/15/10      6.446     0.000   11.2968   922.46     0.290568                                                13.08         
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Intl Bnk for Reconstr    459056GM3 03/06/85 08/15/10      6.175     0.000   11.2470   872.68     0.273950   0.294151                                     65.57         
Intl Bnk for Reconstr    459056GN1 03/06/85 02/15/11      5.992     0.000   11.1468   825.70     0.257419   0.276271   0.286913                         101.47    12.91
Intl Bnk for Reconstr    459056GP6 03/06/85 08/15/11      5.676     0.000   11.1466   782.11     0.243825   0.261681   0.271761   0.291663               96.11    65.02
Intl Bnk for Reconstr    459056GQ4 03/06/85 02/15/12      5.445     0.000   11.0969   740.93     0.230195   0.246994   0.256448   0.275163  0.285695     90.71   101.06
Intl Bnk for Reconstr    459056GR2 03/06/85 08/15/12      5.159     0.000   11.0967   701.98     0.218092   0.234008   0.242964   0.260695  0.270673     85.94    95.74
Intl Bnk for Reconstr    459056GS0 03/06/85 02/15/13      5.019     0.000   10.9967   665.88     0.205445   0.220334   0.228659   0.245230  0.254495     80.91    90.05
Intl Bnk for Reconstr    459056GT8 03/06/85 08/15/13      4.757     0.000   10.9970   631.17     0.194741   0.208854   0.216746   0.232454  0.241237     76.69    85.36
Intl Bnk for Reconstr    459056GU5 03/06/85 02/15/14      4.634     0.000   10.8975   599.53     0.183699   0.196919   0.204263   0.218963  0.227129     72.30    80.39
Intl Bnk for Reconstr    459056GV3 03/06/85 08/15/14      4.395     0.000   10.8971   568.56     0.174204   0.186740   0.193704   0.207644  0.215388     68.56    76.24
Intl Bnk for Reconstr    459056GW1 03/06/85 02/15/15      4.349     0.000   10.7474   541.60     0.164211   0.175903   0.182334   0.195316  0.202456     64.57    71.70
Intl Bnk for Reconstr    459056HY6 01/07/86 02/15/16      5.299     0.000    9.9989   497.40     0.144103   0.153815   0.158872   0.169580  0.175155     56.41    62.19
Intl Bnk for Reconstr    459056JH1 01/07/86 02/15/10      8.388     0.000   10.5490   903.87     0.272295                                                12.25         
Intl Bnk for Reconstr    459056JJ7 01/07/86 02/15/11      7.569     0.000   10.5487   815.56     0.245689   0.262934   0.272289                          96.50    12.25
Intl Bnk for Reconstr    459056JK4 01/07/86 02/15/12      6.915     0.000   10.4986   735.84     0.220896   0.236345   0.244696   0.261809  0.271060     86.73    96.08
Intl Bnk for Reconstr    459056JL2 01/07/86 02/15/13      6.323     0.000   10.4488   664.54     0.198795   0.212648   0.220109   0.235447  0.243709     78.03    86.40
Intl Bnk for Reconstr    459056JM0 01/07/86 02/15/14      5.865     0.000   10.3490   601.22     0.178590   0.190945   0.197551   0.211217  0.218525     70.06    77.50
Intl Bnk for Reconstr    459056JN8 01/07/86 02/15/15      5.604     0.000   10.1490   546.33     0.159995   0.170900   0.176645   0.188685  0.195028     62.69    69.21
Intl Fin Corp            45950K209 12/08/03 12/08/10    100.000     0.000    3.9408              0.138348   0.141074                                     47.11         
International Game Tech  459902AN2 12/20/06 12/15/36*    98.625    VARIES    N/A                 0.201845                                                 6.66*        
International Game Tech  459902AP7 12/20/06 12/15/36*    98.625    VARIES    N/A                 0.201845                                                 6.66*        
Interval Acquisiti Corp. 46113VAA6 08/20/08 09/01/16     91.022     9.500   11.2256    10.30     0.022316   0.023568   0.024891   0.026288  0.027764      8.57     9.56
Interval Acquisiti Corp. 46113VAB4 08/20/08 09/01/16     91.022     9.500   11.2256    10.30     0.022316   0.023568   0.024891   0.026288  0.027764      8.57     9.56
Irvington Township, NJ   464080JN1 12/21/06 07/15/11     79.066     0.000    5.2093   133.27     0.130561   0.133962   0.137451   0.141031               48.76    27.31
Irvington Township, NJ   464080JP6 12/21/06 07/15/12     75.184     0.000    5.1894   126.21     0.123614   0.126821   0.130112   0.133488  0.136951     46.16    48.58
Irvington Township, NJ   464080JQ4 12/21/06 07/15/13     71.337     0.000    5.2095   120.25     0.117804   0.120872   0.124021   0.127251  0.130566     43.99    46.32
Irvington Township, NJ   464080JR2 12/21/06 07/15/14     67.412     0.000    5.2795   115.26     0.113016   0.115999   0.119062   0.122205  0.125431     42.23    44.49
Irvington Township, NJ   464080JS0 12/21/06 07/15/15     63.882     0.000    5.2996   109.67     0.107559   0.110409   0.113335   0.116338  0.119421     40.19    42.35
Irvington Township, NJ   464080JT8 12/21/06 07/15/16     60.176     0.000    5.3796   104.98     0.103055   0.105827   0.108674   0.111597  0.114598     38.53    40.63
Irvington Township, NJ   464080JU5 12/21/06 07/15/17     56.947     0.000    5.3997    99.74     0.097938   0.100583   0.103298   0.106087  0.108951     36.62    38.63
Irvington Township, NJ   464080JV3 12/21/06 07/15/18     53.750     0.000    5.4396    94.88     0.093216   0.095752   0.098356   0.101031  0.103779     34.87    36.79
Irvington Township, NJ   464080JY7 12/21/06 07/15/10     83.153     0.000    5.2389   141.01     0.138191   0.141811                                     27.46         
Itron Inc.               465741AJ5 08/04/06 08/01/26    100.000    VARIES    7.3789              0.237777   0.243988   0.250428   0.257105  0.264029     88.62    93.40
Ivax Corporation         465823AH5 03/03/04 03/01/24    100.000    VARIES    7.0001              0.264640   0.272444   0.280522   0.288882  0.297067     98.58   104.48
Ivax Corporation         465823AJ1 03/03/04 03/01/24    100.000    VARIES    7.0001              0.264640   0.272444   0.280522   0.288882  0.297067     98.58   104.48
Ivax Corporation         465823AK8 12/22/04 12/15/24     98.500    VARIES    5.7510              0.191705   0.195720   0.199850   0.204099  0.208471     69.87    72.85
Ivax Corporation         465823AL6 03/03/04 03/01/24    100.000    VARIES    7.0001              0.264640   0.272444   0.280522   0.288882  0.297067     98.58   104.48
Ivax Corporation         465823AM4 03/03/04 03/01/24    100.000    VARIES    7.0001              0.264640   0.272444   0.280522   0.288882  0.297067     98.58   104.48
Ivax Corporation         465823AN2 12/22/04 12/15/24     98.500    VARIES    5.7510              0.191705   0.195720   0.199850   0.204099  0.208471     69.87    72.85
Ivax Corporation         465823AP7 05/09/05 05/15/25    100.000    VARIES    6.9833              0.249346   0.256598   0.264102   0.271869  0.279907     91.75    97.20
Ivax Corporation         465823AQ5 05/09/05 05/15/25    100.000    VARIES    6.9833              0.249346   0.256598   0.264102   0.271869  0.279907     91.75    97.20
JDS Uniphase Corporation 46612JAA9 10/31/03 11/15/10     98.000     0.000    0.2871    17.50     0.007952   0.007964                                      2.50         
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
JDS Uniphase Corporation 46612JAB7 10/31/03 11/15/10     98.000     0.000    0.2871    17.50     0.007952   0.007964                                      2.50         
JP Morgan Chase & Co.    46623EBY4 11/01/04 11/01/11    100.000    VARIES    4.4004              0.122253   0.122193   0.122131   0.122182               43.99    36.65
JP Morgan Chase & Co.    46625H241 07/31/09 07/31/14    100.000     0.000    5.8937              0.163715   0.168539   0.173506   0.178619  0.183883     61.28    64.95
JP Morgan Chase & Co.    46625H266 05/29/09 05/29/15    100.000     1.500    5.0865              0.143828   0.146426   0.149090   0.151822  0.154624     52.41    54.34
JP Morgan Chase & Co.    46625H563 10/31/08 10/31/13    100.000     0.000    7.5853              0.226990   0.235600   0.244535   0.253809  0.263436     84.34    90.85
JP Morgan Chase & Co.    46625H647 07/31/08 07/31/13    100.000     0.000    5.9091              0.173985   0.179126   0.184418   0.189867  0.195477     65.14    69.04
JP Morgan Chase & Co.    46625HBW9 09/30/04 09/30/10    100.000     0.000    4.1218              0.140405   0.143298                                     38.29         
JP Morgan Chase & Co.    46625HBZ2 10/29/04 10/29/10    100.000     0.000    4.1314              0.140797   0.143706                                     42.48         
JP Morgan Chase & Co.    46625HCB4 01/31/05 01/29/10    100.000    VARIES    4.2977              0.118897                                                 3.33         
JP Morgan Chase & Co.    46625HCF5 03/23/05 03/22/12    100.000     0.000    4.9619              0.171824   0.176087   0.180456   0.184933  0.189521     63.48    66.67
JP Morgan Chase & Co.    46625HCJ7 04/27/05 04/27/10    100.000     0.000    4.5824              0.156078                                                18.11         
JP Morgan Chase & Co.    46625HCL2 05/31/05 05/31/12    100.000     0.000    4.6009              0.156835   0.160443   0.164134   0.167910  0.171773     57.34    60.00
JP Morgan Chase & Co.    46625HCQ1 06/22/05 06/22/11    100.000     0.000    4.6504              0.158870   0.162564   0.166344                          57.93    28.44
JP Morgan Chase & Co.    46625HCZ1 09/26/05 09/24/10    100.000     0.000    4.5627              0.151770   0.155233                                     40.54         
JP Morgan Chase & Co.    46625HDP2 11/29/05 11/29/11    100.000     0.000    5.1216              0.174166   0.178626   0.183200   0.187892               63.79    60.93
JP Morgan Chase & Co.    46625HFT2 04/28/06 04/28/11    100.000     0.000    5.6132              0.189262   0.194574   0.200035                          69.77    23.40
JP Morgan Chase & Co.    46625HFU9 04/26/06 04/26/13    100.000     0.000    5.6025              0.188830   0.194120   0.199558   0.205148  0.210895     69.63    73.58
JP Morgan Chase & Co.    46625HGC8 05/31/06 05/28/10    100.000     0.000    5.5328              0.185985                                                27.34         
JP Morgan Chase & Co.    4662A02C4 07/20/10 09/20/11    100.000     7.000    1.1426                         0.031740   0.031430   0.030499                5.08     7.97
JP Morgan Chase & Co.    4662A0NW7 08/08/05 09/03/10    100.000     0.000    4.7413              0.159381   0.163160                                     39.25         
JP Morgan Chase & Co.    46634E783 12/24/09 06/23/15    100.000     0.000    3.6045              0.100128   0.101922   0.103759   0.105629  0.107533     36.40    37.72
Community HS DS #165, IL 466484EV0 06/28/07 12/01/11     78.317     0.000    5.5991   116.44     0.139269   0.143168   0.147176   0.151296               51.08    49.31
Community HS DS #165, IL 466484EW8 06/28/07 12/01/12     74.109     0.000    5.5992   110.19     0.131789   0.135478   0.139271   0.143170  0.147178     48.33    51.08
Community HS DS #165, IL 466484EX6 06/28/07 12/01/13     69.690     0.000    5.6993   105.58     0.126445   0.130048   0.133754   0.137565  0.141485     46.39    49.07
Community HS DS #165, IL 466484EY4 06/28/07 12/01/14     65.644     0.000    5.7494   100.37     0.120292   0.123750   0.127307   0.130967  0.134732     44.14    46.71
Community HS DS #165, IL 466484EZ1 06/28/07 12/01/15     61.520     0.000    5.8495    95.80     0.114969   0.118332   0.121793   0.125355  0.129021     42.20    44.70
Community HS DS #165, IL 466484FA5 06/28/07 12/01/16     57.808     0.000    5.8995    90.84     0.109084   0.112302   0.115614   0.119025  0.122536     40.05    42.44
Community HS DS #165, IL 466484FB3 06/28/07 12/01/17     53.993     0.000    5.9995    86.37     0.103857   0.106973   0.110182   0.113487  0.116892     38.14    40.46
Community HS DS #165, IL 466484FC1 06/28/07 12/01/18     50.612     0.000    6.0496    81.68     0.098282   0.101255   0.104318   0.107473  0.110724     36.10    38.31
Community HS DS #165, IL 466484FD9 06/28/07 12/01/19     47.112     0.000    6.1496    77.37     0.093217   0.096084   0.099038   0.102083  0.105222     34.25    36.39
Community HS DS #165, IL 466484FE7 06/28/07 12/01/20     44.055     0.000    6.1997    72.97     0.087982   0.090709   0.093521   0.096420  0.099409     32.33    34.37
Community HS DS #165, IL 466484FF4 06/28/07 12/01/21     41.157     0.000    6.2496    68.76     0.082954   0.085546   0.088219   0.090976  0.093819     30.49    32.42
Community HS DS #165, IL 466484FG2 06/28/07 12/01/22     38.700     0.000    6.2497    64.65     0.078003   0.080440   0.082954   0.085546  0.088220     28.67    30.49
Community HS DS #165, IL 466484FH0 06/28/07 12/01/23     36.102     0.000    6.2996    60.83     0.073434   0.075747   0.078133   0.080594  0.083132     26.99    28.72
Community HS DS #165, IL 466484FJ6 06/28/07 12/01/24     33.931     0.000    6.2996    57.17     0.069017   0.071191   0.073434   0.075747  0.078133     25.37    26.99
Community HS DS #165, IL 466484FK3 06/28/07 12/01/25     31.890     0.000    6.2997    53.73     0.064867   0.066910   0.069018   0.071191  0.073434     23.84    25.37
Community HS DS #165, IL 466484FL1 06/28/07 12/01/26     29.691     0.000    6.3497    50.45     0.060945   0.062880   0.064877   0.066936  0.069061     22.41    23.85
Community HS DS #165, IL 466484FM9 06/28/07 06/15/27     28.707     0.000    6.3499    48.76     0.059070   0.060945   0.062880   0.064877  0.066936     21.66    23.06
Jackson, TN              468826GP1 07/09/98 07/01/12     40.347     0.000    6.5999   446.69     0.155861   0.161004   0.166317   0.171806               57.04    60.86
Jarden Corporation       471109AC2 04/30/09 05/01/16     97.401     8.000    8.5000     1.89     0.008087   0.008430   0.008789   0.009162  0.009551      3.02     3.28
Community College 521,IL 474070GB9 11/30/07 12/01/10    105.367    VARIES    4.7158              0.133254   0.132139                                     43.77         
Community College 521,IL 474070GC7 11/30/07 12/01/11    106.275    VARIES    4.8730              0.139511   0.138510   0.137486   0.136437               49.98    45.18
Community College 521,IL 474070GD5 11/30/07 12/01/12    106.872    VARIES    4.9279              0.142444   0.141573   0.140681   0.139767  0.138831     51.07    50.43
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Community College 521,IL 474070GE3 11/30/07 12/01/13    107.171    VARIES    5.0310              0.146355   0.145599   0.144825   0.144031  0.143217     52.51    51.95
Community College 521,IL 474070GF0 11/30/07 12/01/14    105.427    VARIES    5.1337              0.147992   0.147513   0.147021   0.146517  0.146000     53.16    52.81
Jersey & Green County,IL 476538DL4 06/03/10 02/01/12    104.734     0.000    2.0437                         0.059460   0.059656   0.060265  0.060881     12.40    21.77
Jersey & Green County,IL 476538DM2 06/03/10 02/01/13    106.687    VARIES    2.3595                         0.069926   0.070192   0.071020  0.071858     14.58    25.67
Josephine County, OR     480890AA0 10/30/01 06/01/17     36.621     0.000    6.5496   253.87     0.112201   0.115876   0.119670   0.123589  0.127637     41.28    44.03
Josephine County, OR     480890AB8 10/30/01 06/01/18     33.518     0.000    6.6996   239.14     0.106288   0.109849   0.113528   0.117331  0.121262     39.12    41.79
Josephine County, OR     480890AK8 10/30/01 06/01/10     61.462     0.000    5.7494   362.09     0.155245                                                23.29         
Josephine County, OR     480890AL6 10/30/01 06/01/11     57.805     0.000    5.7994   344.20     0.147857   0.152145   0.156557                          54.26    23.48
Josephine County, OR     480890AM4 10/30/01 06/01/12     54.034     0.000    5.8995   328.63     0.141706   0.145886   0.150189   0.154619  0.159180     52.02    55.14
Josephine County, OR     480890AN2 10/30/01 06/01/13     50.411     0.000    5.9995   313.06     0.135508   0.139573   0.143760   0.148072  0.152514     49.76    52.79
Josephine County, OR     480890AP7 10/30/01 06/01/14     46.941     0.000    6.0994   297.56     0.129291   0.133234   0.137297   0.141485  0.145799     47.49    50.44
Josephine County, OR     480890AQ5 10/30/01 06/01/15     43.624     0.000    6.1996   282.22     0.123091   0.126906   0.130840   0.134896  0.139078     45.23    48.08
Josephine County, OR     480890AR3 10/30/01 06/01/16     40.464     0.000    6.2995   267.08     0.116928   0.120611   0.124410   0.128329  0.132371     42.98    45.73
Jostens Holding Corp.    481086AA4 12/02/03 12/01/13*    60.682    VARIES   10.2499              0.284721   0.284721                                     82.57*        
Jostens Holding Corp.    481086AB2 12/02/03 12/01/13*    60.682    VARIES   10.2499              0.284721   0.284721                                     82.57*        
Jostens Holding Corp.    481086AC0 12/02/03 12/01/13*    60.682    VARIES   10.2499              0.284721   0.284721                                     82.57*        
JP Morgan Chase & Co.    48121CU20 09/30/08 03/31/10    100.000     0.000    3.9571              0.113058                                                10.06         
JP Morgan Chase & Co.    48121CU61 10/31/08 04/30/10    100.000     0.000    4.1358              0.119025                                                14.16         
JP Morgan Chase & Co.    48121CU95 10/31/08 04/29/11    100.000     0.000    5.5425              0.160777   0.164330   0.169812                          59.91    20.04
JP Morgan Chase & Co.    48121CV29 10/31/08 04/29/11    100.000     0.000    5.5425              0.160777   0.164330   0.169812                          59.91    20.04
JP Morgan Chase & Co.    48121CV37 10/31/08 01/29/10    100.000     0.000    3.7897              0.105907                                                 2.97         
JP Morgan Chase & Co.    48121CV45 10/31/08 01/29/10    100.000     0.000    3.7897              0.105907                                                 2.97         
JP Morgan Chase & Co.    48121CV52 10/31/08 10/29/10    100.000     0.000    4.8229              0.138930   0.141503                                     42.29         
JP Morgan Chase & Co.    48121CV60 10/31/08 10/29/10    100.000     0.000    4.8229              0.138930   0.141503                                     42.29         
JP Morgan Chase & Co.    48121CV94 10/31/08 10/31/13    100.000     0.000    7.5164              0.223537   0.228156   0.240655   0.245628  0.257660     83.50    89.81
JP Morgan Chase & Co.    48123J2D0 09/19/07 09/19/12    100.000     0.000    5.3736              0.165969   0.170429   0.175008   0.179710  0.184538     61.47    64.82
JP Morgan Chase & Co.    48123J2E8 09/19/07 09/19/12    100.000     0.000    5.3736              0.165969   0.170429   0.175008   0.179710  0.184538     61.47    64.82
JP Morgan Chase & Co.    48123J3H0 08/22/07 08/19/10    100.000     0.000    5.2448              0.161514   0.165750                                     37.59         
JP Morgan Chase & Co.    48123J3L1 08/27/07 08/27/12    100.000     0.000    5.6034              0.173843   0.178713   0.183720   0.188868  0.194159     64.68    68.36
JP Morgan Chase & Co.    48123J3N7 09/19/07 03/19/13    100.000     0.000    5.4833              0.169718   0.174372   0.179152   0.184064  0.189110     62.90    66.39
JP Morgan Chase & Co.    48123J4P1 09/28/07 03/28/13    100.000     0.000    5.4134              0.167327   0.171856   0.176508   0.181285  0.186192     61.91    65.30
JP Morgan Chase & Co.    48123J4Q9 09/28/07 09/28/12    100.000     0.000    5.3437              0.164948   0.169355   0.173880   0.178526  0.183296     61.01    64.31
JP Morgan Chase & Co.    48123JA25 07/20/07 07/20/11    100.000     0.000    5.6219              0.174478   0.179383   0.184425   0.189609               65.30    37.63
JP Morgan Chase & Co.    48123JBA6 06/30/06 06/28/11    100.000     0.000    5.8597              0.199171   0.205006   0.211013                          72.79    37.35
JP Morgan Chase & Co.    48123JDG1 08/31/06 02/26/10    100.000     0.000    5.3940              0.175674                                                 9.66         
JP Morgan Chase & Co.    48123JEX3 09/29/06 03/31/10    100.000     0.000    5.1046              0.164968                                                14.68         
JP Morgan Chase & Co.    48123JEY1 09/29/06 09/30/13    100.000     0.000    5.3723              0.174985   0.179685   0.184512   0.189468  0.194558     64.71    68.23
JP Morgan Chase & Co.    48123JGD5 10/31/06 10/31/11    100.000     0.000    5.2930              0.171975   0.176527   0.181199   0.185994               63.29    55.04
JP Morgan Chase & Co.    48123JGS2 10/31/06 04/30/14    100.000     0.000    5.3122              0.172696   0.177283   0.181992   0.186826  0.191788     63.56    66.98
JP Morgan Chase & Co.    48123JHM4 11/30/06 05/28/10    100.000     0.000    5.0425              0.162598                                                23.90         
JP Morgan Chase & Co.    48123JHN2 11/30/06 11/29/13    100.000     0.000    5.2614              0.170768   0.175261   0.179872   0.184603  0.189460     62.58    65.91
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
JP Morgan Chase & Co.    48123JHP7 11/30/06 11/30/11    100.000     0.000    5.0819              0.164101   0.168271   0.172546   0.176931               60.09    57.56
JP Morgan Chase & Co.    48123JKQ1 12/29/06 05/31/10    100.000     0.000    5.0786              0.161538                                                24.23         
JP Morgan Chase & Co.    48123JKR9 12/29/06 05/30/14    100.000     0.000    5.2900              0.171150   0.175677   0.180324   0.185094  0.189989     62.71    66.07
JP Morgan Chase & Co.    48123JKT5 12/29/06 12/30/11    100.000     0.000    5.1198              0.165532   0.169769   0.174115   0.178572               60.36    63.31
JP Morgan Chase & Co.    48123JKV0 12/29/06 06/29/12    100.000     0.000    5.1597              0.166995   0.171303   0.175722   0.180256  0.184906     60.91    64.09
JP Morgan Chase & Co.    48123JML0 01/31/07 07/30/10    100.000     0.000    5.3770              0.166818   0.174142                                     36.36         
JP Morgan Chase & Co.    48123JMM8 01/31/07 01/30/15    100.000     0.000    5.6332              0.175857   0.183807   0.185902   0.194307  0.196522     67.18    71.02
JP Morgan Chase & Co.    48123JMQ9 01/31/07 07/31/12    100.000     0.000    5.4520              0.173246   0.177969   0.182821   0.187805  0.192924     64.66    68.24
JP Morgan Chase & Co.    48123JPS2 02/28/07 08/31/10    100.000     0.000    5.2245              0.164186   0.165728                                     40.02         
JP Morgan Chase & Co.    48123JPU7 02/28/07 02/27/15    100.000     0.000    5.3382              0.165459   0.172691   0.174410   0.182033  0.183844     62.84    66.24
JP Morgan Chase & Co.    48123JQ51 08/22/07 08/22/11    100.000     0.000    5.4140              0.167348   0.171878   0.176531   0.181310               62.25    41.64
JP Morgan Chase & Co.    48123JQ69 08/22/07 08/22/11    100.000     0.000    5.4140              0.167348   0.171878   0.176531   0.181310               62.25    41.64
JP Morgan Chase & Co.    48123JQ85 08/22/07 02/22/13    100.000     0.000    5.6831              0.176587   0.181605   0.186765   0.192072  0.197530     65.79    69.58
JP Morgan Chase & Co.    48123JQ93 07/31/07 07/29/11    100.000     0.000    5.3024              0.163518   0.167853   0.172304   0.176872               60.98    36.66
JP Morgan Chase & Co.    48123JRG6 02/28/07 02/28/13    100.000     0.000    5.3427              0.168384   0.170064   0.177501   0.179271  0.186083     62.89    66.17
JP Morgan Chase & Co.    48123JRJ0 02/28/07 02/28/14    100.000     0.000    5.3423              0.168371   0.170050   0.177486   0.179256  0.186066     62.89    66.16
JP Morgan Chase & Co.    48123JRK7 02/28/07 02/28/14    100.000     0.000    5.3423              0.168371   0.170050   0.177486   0.179256  0.186066     62.89    66.16
JP Morgan Chase & Co.    48123JSA8 03/30/07 09/30/10    100.000     0.000    5.0045              0.157300   0.161236                                     43.02         
JP Morgan Chase & Co.    48123JSB6 03/30/07 09/28/12    100.000     0.000    5.1229              0.161441   0.165577   0.169818   0.174168  0.178629     59.64    62.74
JP Morgan Chase & Co.    48123JSD2 03/30/07 09/30/14    100.000     0.000    5.2522              0.166085   0.170447   0.174923   0.179517  0.184231     61.38    64.65
JP Morgan Chase & Co.    48123JTG4 04/02/07 03/29/12    100.000     0.000    5.1330              0.161778   0.165931   0.170189   0.174557  0.179037     59.76    62.87
JP Morgan Chase & Co.    48123JUX5 04/30/07 10/29/10    100.000     0.000    5.0846              0.160107   0.164178                                     48.44         
JP Morgan Chase & Co.    48123JUZ0 04/30/07 10/31/14    100.000     0.000    5.3122              0.168228   0.172696   0.177283   0.181992  0.186826     61.92    65.25
JP Morgan Chase & Co.    48123JVA4 04/30/07 04/30/12    100.000     0.000    5.1529              0.162553   0.166742   0.171038   0.175445  0.179965     59.79    62.91
JP Morgan Chase & Co.    48123JVB2 04/18/07 10/31/11    100.000     0.000    5.2734              0.167137   0.171544   0.176067   0.180710               61.51    53.48
JP Morgan Chase & Co.    48123JXK0 05/30/07 05/31/11    100.000     0.000    5.3526              0.169674   0.174215   0.178877                          62.19    26.65
JP Morgan Chase & Co.    48123JXL8 05/30/07 11/30/12    100.000     0.000    5.4518              0.173236   0.177959   0.182810   0.187793  0.192912     63.51    67.02
JP Morgan Chase & Co.    48123JXM6 05/30/07 05/31/11    100.000     0.000    5.3526              0.169674   0.174215   0.178877                          62.19    26.65
JP Morgan Chase & Co.    48123JZV4 07/20/07 01/23/13    100.000     0.000    5.7512              0.179025   0.184173   0.189470   0.194918  0.200523     67.03    70.94
JP Morgan Chase & Co.    48123JZX0 07/20/07 07/20/11    100.000     0.000    5.6219              0.174478   0.179383   0.184425   0.189609               65.30    37.63
JP Morgan Chase & Co.    48123L2Z6 07/24/09 07/23/14    100.000     0.000    4.4937              0.124827   0.127616   0.130483   0.133415  0.136413     46.33    48.44
JP Morgan Chase & Co.    48123L3N2 07/02/09 07/02/14    100.000    VARIES    2.9362              0.081564   0.081742   0.081922   0.082770  0.083631     29.46    29.95
JP Morgan Chase & Co.    48123L3R3 07/20/09 07/20/14    100.000    VARIES    2.9075              0.080765   0.080829   0.080893   0.081559  0.082235     29.11    29.46
JP Morgan Chase & Co.    48123L4J0 08/31/09 08/31/12    100.000     0.000    2.6618              0.073532   0.073295   0.075502   0.075259  0.077099     27.04    27.71
JP Morgan Chase & Co.    48123L6J8 09/30/09 09/28/12    100.000     0.000    2.5609              0.071139   0.072039   0.072962   0.073896  0.074842     25.94    26.61
JP Morgan Chase & Co.    48123LAR5 06/13/08 12/13/12    100.000     0.000    5.2410              0.157332   0.161454   0.165685   0.170027  0.174483     57.53    60.59
JP Morgan Chase & Co.    48123LC36 02/27/09 02/27/14    100.000     0.000    5.9738              0.170896   0.176001   0.181258   0.186672  0.192247     63.73    67.59
JP Morgan Chase & Co.    48123LC44 02/27/09 02/27/15    100.000     0.000    6.1636              0.176488   0.181927   0.187534   0.193313  0.199271     65.88    70.01
JP Morgan Chase & Co.    48123LCQ5 07/21/08 04/21/10    100.000     0.000    4.1573              0.121583                                                13.37         
JP Morgan Chase & Co.    48123LDP6 07/31/08 08/02/12    100.000     0.000    5.4526              0.159884   0.164243   0.168720   0.173320  0.178046     59.66    62.96
JP Morgan Chase & Co.    48123LDQ4 07/31/08 07/31/14    100.000     0.000    6.1320              0.180941   0.186489   0.192207   0.198100  0.204174     67.84    72.06
JP Morgan Chase & Co.    48123LDR2 07/31/08 01/31/11    100.000     0.000    4.7839              0.139322   0.142655   0.146067                          51.77     4.24
JP Morgan Chase & Co.    48123LDS0 07/31/08 01/31/11    100.000     0.000    4.7839              0.139322   0.142655   0.146067                          51.77     4.24
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
JP Morgan Chase & Co.    48123LDT8 07/31/08 07/31/13    100.000     0.000    5.9323              0.174709   0.179891   0.185227   0.190721  0.196378     65.42    69.35
JP Morgan Chase & Co.    48123LDX9 07/31/08 07/31/13    100.000     0.000    5.9323              0.174709   0.179891   0.185227   0.190721  0.196378     65.42    69.35
JP Morgan Chase & Co.    48123LED2 07/30/08 10/31/11    100.000     0.000    5.1358              0.152009   0.155913   0.159916   0.164023               55.91    48.55
JP Morgan Chase & Co.    48123LFX7 08/21/08 06/23/10    100.000     0.000    4.2872              0.126055                                                21.68         
JP Morgan Chase & Co.    48123LH31 03/31/09 03/31/14    100.000     0.000    6.8761              0.197570   0.204363   0.211389   0.218657  0.226174     73.61    78.75
JP Morgan Chase & Co.    48123LHH0 09/30/08 03/31/11    100.000     0.000    4.9162              0.143360   0.146884   0.150494                          52.89    13.39
JP Morgan Chase & Co.    48123LLQ5 08/19/08 08/20/12    100.000     0.000    5.3068              0.155361   0.159484   0.163716   0.168060  0.172519     57.77    60.87
JP Morgan Chase & Co.    48123LMF8 09/30/08 09/30/13    100.000     0.000    6.2147              0.183526   0.189229   0.195109   0.201172  0.207423     68.15    72.45
JP Morgan Chase & Co.    48123LMG6 09/30/08 09/30/14    100.000     0.000    6.3642              0.188215   0.194204   0.200384   0.206761  0.213340     69.94    74.47
JP Morgan Chase & Co.    48123LNS9 09/30/08 03/31/11    100.000     0.000    4.9162              0.143360   0.146884   0.150494                          52.89    13.39
JP Morgan Chase & Co.    48123LNT7 09/30/08 03/31/11    100.000     0.000    4.9162              0.143360   0.146884   0.150494                          52.89    13.39
JP Morgan Chase & Co.    48123LNU4 09/30/08 09/30/11    100.000     0.000    5.3259              0.155926   0.160079   0.164342   0.168718               57.65    45.00
JP Morgan Chase & Co.    48123LNV2 09/30/08 09/30/13    100.000     0.000    6.2147              0.183526   0.189229   0.195109   0.201172  0.207423     68.15    72.45
JP Morgan Chase & Co.    48123LNW0 09/30/08 03/31/10    100.000     0.000    4.0065              0.115796                                                10.31         
JP Morgan Chase & Co.    48123LP40 04/30/09 01/31/13    100.000     0.000    5.2314              0.147218   0.151068   0.155020   0.159075  0.163236     54.87    57.78
JP Morgan Chase & Co.    48123LPC2 09/12/08 03/10/14    100.000     0.000    5.2252              0.152787   0.156779   0.160875   0.165078  0.169391     56.62    59.62
JP Morgan Chase & Co.    48123LPE8 09/11/08 09/13/11    100.000     0.000    4.9289              0.143786   0.147329   0.150960   0.154680               53.18    38.71
JP Morgan Chase & Co.    48123LQ56 04/17/09 04/17/14    100.000    VARIES    2.9876              0.082986   0.082981   0.083398   0.083820  0.083913     29.90    30.14
JP Morgan Chase & Co.    48123LRT3 10/31/08 10/31/13    100.000     0.000    7.5661              0.226375   0.234939   0.243827   0.253051  0.262624     84.10    90.58
JP Morgan Chase & Co.    48123LRU0 10/31/08 10/31/14    100.000     0.000    7.7555              0.232464   0.241479   0.250843   0.260570  0.270674     86.43    93.26
JP Morgan Chase & Co.    48123LRY2 10/31/08 10/31/11    100.000     0.000    6.2970              0.186106   0.191965   0.198009   0.204244               68.78    60.33
JP Morgan Chase & Co.    48123LRZ9 10/31/08 10/31/11    100.000     0.000    6.2970              0.186106   0.191965   0.198009   0.204244               68.78    60.33
JP Morgan Chase & Co.    48123LS96 04/14/09 03/12/12    100.000     0.000    5.8751              0.167140   0.172049   0.177103   0.182306  0.187661     62.14    65.84
JP Morgan Chase & Co.    48123LUM4 10/31/08 10/30/15    100.000     0.000    7.9479              0.236001   0.244038   0.255131   0.263820  0.274304     88.82    95.92
JP Morgan Chase & Co.    48123LUN2 10/31/08 10/30/15    100.000     0.000    7.9479              0.236001   0.244038   0.255131   0.263820  0.274304     88.82    95.92
JP Morgan Chase & Co.    48123LVF8 11/28/08 05/31/11    100.000     0.000    5.3920              0.158011   0.162271   0.166646                          57.92    24.83
JP Morgan Chase & Co.    48123LVG6 11/28/08 05/31/11    100.000     0.000    5.3920              0.158011   0.162271   0.166646                          57.92    24.83
JP Morgan Chase & Co.    48123LVN1 11/28/08 11/28/14    100.000     0.000    6.9664              0.207227   0.214446   0.221915   0.229645  0.237644     76.39    81.80
JP Morgan Chase & Co.    48123LVP6 11/28/08 05/29/15    100.000     0.000    7.0456              0.209785   0.217175   0.224826   0.232746  0.240945     77.33    82.88
JP Morgan Chase & Co.    48123LWW0 12/29/08 06/29/11    100.000     0.000    4.3053              0.124799   0.127485   0.130230                          45.42    23.18
JP Morgan Chase & Co.    48123LWX8 12/29/08 06/29/11    100.000     0.000    4.3053              0.124799   0.127485   0.130230                          45.42    23.18
JP Morgan Chase & Co.    48123LXB5 12/29/08 12/30/13    100.000     0.000    5.5032              0.161422   0.165863   0.170427   0.175117  0.179935     58.92    62.21
JP Morgan Chase & Co.    48123LXC3 12/29/08 12/28/11    100.000     0.000    4.4642              0.129590   0.132483   0.135440   0.138463               47.19    48.90
JP Morgan Chase & Co.    48123LXM1 12/29/08 12/29/14    100.000     0.000    5.6426              0.165708   0.170383   0.175190   0.180133  0.185215     60.52    63.98
JP Morgan Chase & Co.    48123M4H2 05/22/08 05/23/11    100.000     0.000    4.3026              0.127414   0.130155   0.132955                          46.57    18.88
JP Morgan Chase & Co.    48123M4L3 06/20/08 12/22/10    100.000     0.000    4.7607              0.141952   0.145331                                     50.43         
JP Morgan Chase & Co.    48123M4N9 05/22/08 11/22/13    100.000     0.000    4.9518              0.148023   0.151688   0.155444   0.159292  0.163236     54.24    56.96
JP Morgan Chase & Co.    48123M5Y4 06/30/08 06/28/13    100.000     0.000    5.4798              0.165029   0.169550   0.174196   0.178969  0.183872     60.25    63.60
JP Morgan Chase & Co.    48123M5Z1 06/30/08 06/28/13    100.000     0.000    5.4798              0.165029   0.169550   0.174196   0.178969  0.183872     60.25    63.60
JP Morgan Chase & Co.    48123M6A5 06/30/08 06/30/14    100.000     0.000    5.6400              0.170299   0.175102   0.180039   0.185117  0.190337     62.18    65.74
JP Morgan Chase & Co.    48123M6B3 06/30/08 12/31/10    100.000     0.000    4.7603              0.141900   0.145277                                     51.55         
JP Morgan Chase & Co.    48123M6C1 06/30/08 12/31/10    100.000     0.000    4.7603              0.141900   0.145277                                     51.55         
JP Morgan Chase & Co.    48123M6L1 06/06/08 06/06/13    100.000     0.000    5.1615              0.154767   0.158761   0.162858   0.167062  0.171373     56.64    59.60
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
JP Morgan Chase & Co.    48123MC34 04/23/08 10/21/10    100.000     0.000    4.2844              0.126796   0.129512                                     37.26         
JP Morgan Chase & Co.    48123MDK5 11/21/07 05/21/13    100.000     0.000    5.4319              0.167960   0.172521   0.177207   0.182020  0.186963     61.66    65.05
JP Morgan Chase & Co.    48123MDL3 11/21/07 11/21/12    100.000     0.000    5.3523              0.165244   0.169666   0.174206   0.178868  0.183655     60.64    63.93
JP Morgan Chase & Co.    48123MDM1 11/21/07 05/21/13    100.000     0.000    5.4319              0.167960   0.172521   0.177207   0.182020  0.186963     61.66    65.05
JP Morgan Chase & Co.    48123MER9 11/30/07 11/30/12    100.000     0.000    5.0116              0.153698   0.157550   0.161498   0.165544  0.169693     56.27    59.12
JP Morgan Chase & Co.    48123MES7 11/30/07 05/31/13    100.000     0.000    5.1118              0.157078   0.161093   0.165210   0.169433  0.173763     57.52    60.50
JP Morgan Chase & Co.    48123MEY4 11/07/07 11/05/10    100.000     0.000    4.8944              0.149724   0.153388                                     46.18         
JP Morgan Chase & Co.    48123MF80 04/25/08 04/25/13    100.000     0.000    5.0228              0.150301   0.154076   0.157945   0.161912  0.165978     55.29    58.10
JP Morgan Chase & Co.    48123MG97 04/30/08 10/31/12    100.000     0.000    4.8928              0.146133   0.149708   0.153371   0.157123  0.160967     53.69    56.35
JP Morgan Chase & Co.    48123MH21 04/30/08 04/30/13    100.000     0.000    5.0426              0.150938   0.154744   0.158645   0.162645  0.166746     55.49    58.33
JP Morgan Chase & Co.    48123MH39 04/30/08 04/30/14    100.000     0.000    5.2026              0.156092   0.160153   0.164319   0.168593  0.172979     57.43    60.45
JP Morgan Chase & Co.    48123MHS4 11/26/07 11/26/10    100.000     0.000    4.8606              0.148628   0.152240                                     48.95         
JP Morgan Chase & Co.    48123MHT2 11/30/07 11/30/12    100.000     0.000    5.0116              0.153698   0.157550   0.161498   0.165544  0.169693     56.27    59.12
JP Morgan Chase & Co.    48123MHZ8 12/21/07 03/21/12    100.000     0.000    5.0099              0.151763   0.155565   0.159462   0.163456  0.167551     56.09    58.93
JP Morgan Chase & Co.    48123MJA1 12/21/07 03/21/12    100.000     0.000    5.0099              0.151763   0.155565   0.159462   0.163456  0.167551     56.09    58.93
JP Morgan Chase & Co.    48123MJN3 12/26/07 06/26/13    100.000     0.000    5.1101              0.157021   0.161032   0.165147   0.169367  0.173694     57.29    60.26
JP Morgan Chase & Co.    48123MMN9 01/31/08 04/30/12    100.000     0.000    4.2604              0.127416   0.130130   0.132902   0.135733  0.138625     46.69    48.70
JP Morgan Chase & Co.    48123MMS8 01/31/08 01/31/13    100.000     0.000    4.5315              0.134627   0.137677   0.140797   0.143987  0.147249     49.95    52.24
JP Morgan Chase & Co.    48123MPA4 01/31/08 01/31/14    100.000     0.000    4.7582              0.141834   0.145208   0.148663   0.152200  0.155821     52.70    55.24
JP Morgan Chase & Co.    48123MPB2 02/21/08 02/18/10    100.000     0.000    4.1933              0.123921                                                 5.82         
JP Morgan Chase & Co.    48123MQU9 02/08/08 02/08/23*   100.000    VARIES    4.6162              0.123461   0.122631   0.121782                          26.76*        
JP Morgan Chase & Co.    48123MSA1 02/29/08 08/30/12    100.000     0.000    4.4026              0.129116   0.131238   0.134863   0.137079  0.140097     48.23    50.28
JP Morgan Chase & Co.    48123MSD5 02/29/08 02/28/13    100.000     0.000    4.5721              0.135165   0.136001   0.141416   0.142290  0.147143     50.26    52.48
JP Morgan Chase & Co.    48123MSE3 02/29/08 02/28/14    100.000     0.000    4.8222              0.143080   0.144141   0.150063   0.151176  0.156522     53.28    55.77
JP Morgan Chase & Co.    48123MSH6 02/29/08 01/29/10    100.000     0.000    3.7000              0.105899                                                 2.97         
JP Morgan Chase & Co.    48123MT93 05/21/08 11/22/10    100.000     0.000    4.2729              0.126481   0.129183                                     41.09         
JP Morgan Chase & Co.    48123MVT6 02/26/08 02/26/13    100.000     0.000    4.7223              0.140688   0.144010   0.147410   0.150891  0.154454     52.09    54.57
JP Morgan Chase & Co.    48123MW65 05/30/08 11/30/12    100.000     0.000    4.8222              0.143876   0.147345   0.150897   0.154535  0.158262     52.64    55.21
JP Morgan Chase & Co.    48123MX31 05/30/08 05/31/13    100.000     0.000    4.9616              0.148337   0.152017   0.155788   0.159653  0.163613     54.29    57.02
JP Morgan Chase & Co.    48123MX49 05/30/08 05/30/14    100.000     0.000    5.1515              0.154444   0.158422   0.162503   0.166689  0.170982     56.57    59.52
JP Morgan Chase & Co.    48123MX56 05/30/08 11/30/10    100.000     0.000    4.2425              0.125508   0.128171                                     41.77         
JP Morgan Chase & Co.    48124ACX3 12/28/09 12/31/14    100.000     0.000    3.5880              0.099146   0.099279   0.102736   0.102874  0.105870     36.22    37.53
JP Morgan Chase & Co.    48124ACY1 12/28/09 12/31/15    100.000     0.000    3.8782              0.107169   0.107466   0.111366   0.111674  0.115091     39.18    40.71
JP Morgan Chase & Co.    48124ACZ8 12/28/09 12/31/14    100.000     0.000    3.5880              0.099146   0.099279   0.102736   0.102874  0.105870     36.22    37.53
JP Morgan Chase & Co.    48124AD20 09/30/10 09/30/16    100.000     0.000    3.0410                                    0.084473   0.085757  0.087061      7.69    30.88
JP Morgan Chase & Co.    48124AGR2 02/05/10 02/07/12    100.000     0.000    1.4202              0.039451   0.039454   0.039734   0.040017  0.040301     12.90    14.44
JP Morgan Chase & Co.    48124AKU0 03/29/10 03/27/15    100.000     1.800    3.4731                         0.096477   0.097275   0.098096  0.098931     26.32    35.32
JP Morgan Chase & Co.    48124ALG0 04/08/10 04/08/14    100.000     0.000    3.0012                         0.083369   0.084620   0.085890  0.087179     22.03    30.90
JP Morgan Chase & Co.    48124ANY9 05/11/10 05/12/15    100.000     1.800    3.4048              0.094578   0.094583   0.095342   0.096114  0.096899     21.79    34.54
JP Morgan Chase & Co.    48124ARD1 06/09/10 06/09/15    100.000     0.000    3.8907                         0.108076   0.110178   0.112321  0.114506     21.88    40.15
JP Morgan Chase & Co.    48124ASD0 05/28/10 05/31/16    100.000     0.000    3.9190              0.107665   0.107111   0.109810   0.111350  0.113532     23.44    40.48
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
JP Morgan Chase & Co.    48124AUK1 06/15/10 06/15/15    100.000     1.650    3.6021                         0.100059   0.101036   0.102030  0.103042     19.63    36.58
JP Morgan Chase & Co.    48124AZC4 08/31/10 08/29/14    100.000     0.000    2.1822                                    0.059625   0.060600  0.060595      7.33    22.06
JP Morgan Chase & Co.    48124AZW0 09/15/10 09/15/25    100.000    VARIES    3.5831                                    0.099533   0.096837  0.094093     10.55    34.77
KBC IFIMA NV             48240JAA5 06/27/08 06/27/13    100.000     6.000    4.7451              0.133224   0.136384   0.135666   0.134930  0.134177     48.54    48.70
KBC IFIMA NV             48240JAB3 08/07/08 08/07/12    100.000     0.000    4.5769              0.133025   0.136069   0.139183   0.142368  0.145626     49.32    51.61
KFW                      48245ABB6 06/22/07 06/22/37     12.693     0.000    7.0001    24.09     0.029314   0.030340   0.031402   0.032501  0.033638     10.76    11.52
KFW                      48245ACA7 12/29/09 12/29/19*   100.000    VARIES    3.3709              0.093637                                                16.67*        
Kendall, Kane & Will IL  488764NQ0 04/22/03 10/01/10    100.839    VARIES    4.3594              0.121261   0.121179                                     32.73         
Kendall, Kane & Will IL  488764NR8 04/22/03 10/01/11    106.125    VARIES    4.6066              0.130123   0.129601   0.129068   0.128521               46.66    34.75
Kendall, Kane & Will IL  488764NS6 04/22/03 10/01/12    100.093    VARIES    4.7793              0.132836   0.132825   0.132812   0.132800  0.132787     47.82    47.81
Kendall, Kane & Will IL  488764NT4 04/22/03 10/01/13    100.778    VARIES    4.8954              0.136497   0.136438   0.136378   0.136316  0.136254     49.12    49.07
KFW                      500769BR4 04/19/06 04/18/36     19.778     0.000    5.4761    43.78     0.036342   0.037337   0.038359   0.039410  0.040489     13.41    14.15
KFW                      500769CH5 06/29/07 06/29/37     18.097     0.000    5.7800    27.77     0.033504   0.034473   0.035469   0.036494  0.037549     12.24    12.96
LTX-Credence Corporation 502403AA6 03/27/09 05/15/11     55.190     3.500   38.6963              0.719751   0.840199   0.983951                         292.94   131.85
LTX-Credence Corporation 502403AB4 05/26/09 05/15/11     56.940     3.500   39.9143              0.731387   0.857949   1.009768                         298.89   135.31
L-3 Commun Hldgs, Inc    502413AW7 07/29/05 08/01/35    100.000    VARIES    6.3295              0.202045   0.205802   0.209678   0.213676  0.217801     74.56    77.42
L-3 Commun Hldgs, Inc    502424AE4 07/29/05 08/01/35    100.000    VARIES    6.3295              0.202045   0.205802   0.209678   0.213676  0.217801     74.56    77.42
LaSalle Cnty, IL SD #125 504534CB2 03/06/08 12/01/10    105.068    VARIES    4.1024              0.116220   0.115100                                     38.15         
LaSalle Cnty, IL SD #125 504534CC0 03/06/08 12/01/11    106.222    VARIES    4.2744              0.122960   0.121937   0.120892   0.119825               44.02    39.70
LaSalle Cnty, IL SD #125 504534CD8 03/06/08 12/01/12    107.706    VARIES    4.2894              0.125329   0.124353   0.123356   0.122338  0.121298     44.88    44.16
LaSalle Cnty, IL SD #125 504534CE6 03/06/08 12/01/13    108.599    VARIES    4.3978              0.129936   0.129037   0.128118   0.127178  0.126218     46.56    45.90
LaSalle Cnty, IL SD #141 504588ED2 05/12/06 12/01/10    107.147    VARIES    5.6677              0.160203   0.158840                                     52.62         
LaSalle Cnty, IL SD #141 504588EF7 11/30/10 12/01/11    103.043     0.000    1.9209                         0.054982   0.054986   0.055514                1.70    18.24
LaSalle Cnty, IL SD #141 504588EG5 11/30/10 12/01/12    105.252    VARIES    2.2326                         0.065274   0.065279   0.066008  0.063553      2.02    23.58
LaSalle Cnty, IL SD #141 504588EH3 11/30/10 12/01/13    106.846    VARIES    2.6857                         0.079710   0.079716   0.080787  0.077871      2.47    28.84
LaSalle Cnty, IL SD #150 504597AV7 09/03/08 12/01/10    106.236    VARIES    4.4934              0.128448   0.126653                                     42.06         
LaSalle Cnty, IL SD #150 504597AW5 09/03/08 12/01/11    107.061    VARIES    4.8310              0.140314   0.138839   0.137328   0.135781               50.16    45.04
LaSalle cnty, IL SD #150 504597AX3 09/03/08 12/01/12    107.048    VARIES    5.0510              0.147640   0.146493   0.145317   0.144111  0.142875     52.87    52.02
LaSalle Cnty, IL SD #150 504597AY1 09/03/08 12/01/13    107.923    VARIES    5.1770              0.152912   0.151873   0.150807   0.149714  0.148592     54.80    54.03
Lake County IL SD #187   509262CV1 04/09/03 01/01/21     35.244     0.000    5.9694   171.16     0.086822   0.089414   0.092082   0.094831               31.72    33.64
Lamar Media Corporation  513075AN1 08/17/06 08/15/15     92.809     6.625    7.7500    21.43     0.019803   0.020571   0.021368   0.022196  0.023056      7.48     8.07
Lamar Media Corporation  513075AP6 08/17/06 08/15/15     92.809     6.625    7.7500    21.43     0.019803   0.020571   0.021368   0.022196  0.023056      7.48     8.07
Lamar Media Corporation  513075AQ4 08/17/06 08/15/15     92.809     6.625    7.7500    21.43     0.019803   0.020571   0.021368   0.022196  0.023056      7.48     8.07
Lamar Media Corporation  513075AV3 03/27/09 04/01/14     89.979     9.750   12.5008    11.65     0.044279   0.047046   0.049987   0.053111  0.056431     16.95    19.14
Lee & Ogle Counties, IL  523372AH3 07/02/03 04/01/10    101.077    VARIES    4.4821              0.124607                                                11.21         
Lee & Ogle Counties, IL  523372AW0 06/09/05 04/01/10     72.903     0.000    6.6753   254.82     0.179437                                                16.15         
Lee & Ogle Counties, IL  523372AX8 06/09/05 04/01/11     68.268     0.000    6.6757   238.64     0.168043   0.173652   0.179448                          62.53    16.15
Legg Mason, Inc.         524901303 05/12/08 06/30/21    100.000    VARIES    6.9753              0.198292   0.199783   0.201325   0.202922  0.202597     71.66    72.77
Legg Mason, Inc.         524901AN5 05/12/08 06/30/21    100.000    VARIES    6.9753              0.198292   0.199783   0.201325   0.202922  0.202597     71.66    72.77
Lehman Bros Hldgs Inc    524908FJ4 04/29/03 04/29/10    100.000     0.000    4.4000              0.162188                                                19.14         
Lehman Bros Hldgs Inc    524908FL9 05/01/03 05/01/10    100.000     0.250    4.3999              0.159915                                                19.19         
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Lehman Bros Hldgs Inc    524908FN5 05/08/03 05/08/10    100.000     0.250    4.2499              0.152984                                                19.43         
Lehman Bros Hldgs Inc    524908FP0 05/13/03 05/13/10    100.000     0.250    4.1999              0.150700                                                19.89         
Lehman Bros Hldgs Inc    524908JE1 09/10/03 06/10/10    100.000     0.000    4.5589              0.167861                                                26.69         
Lehman Bros Hldgs Inc    524908JJ0 10/09/03 10/09/10    100.000     1.600    4.3099              0.141668   0.143763                                     39.76         
Lehman Bros Hldgs Inc    524908LS7 02/11/04 02/11/11    100.000     0.750    4.3200              0.146281   0.148991   0.151759                          53.92     6.07
Lehman Bros Hldgs Inc    524908MJ6 10/06/04 10/06/11    100.000     0.250    4.4000              0.150248   0.153401   0.156623   0.159916               55.20    43.66
Lehman Bros Hldgs Inc    524908NL0 06/21/05 06/21/10    100.000     0.750    4.4580              0.146440                                                24.89         
Lehman Bros Hldgs Inc    524908NM8 06/29/05 06/29/12    100.000     0.250    4.4344              0.148542   0.151681   0.154890   0.158171  0.161524     54.05    56.36
Lehman Bros Hldgs Inc    524908NX4 10/13/05 10/13/15    100.000     5.175    5.1749              0.143750   0.143750   0.143750   0.143750  0.143750     51.75    51.75
Lehman Bros Hldgs Inc    524908NY2 10/28/05 10/28/12    100.000     3.000    4.9995              0.151006   0.152698   0.154432   0.156209  0.158031     54.88    56.14
Lehman Bros Hldgs Inc    524908PA2 11/17/05 11/17/12    100.000     3.000    5.2215              0.159172   0.161152   0.163184   0.165268  0.167407     57.83    59.31
Lehman Bros Hldgs Inc    524908PG9 01/06/06 01/06/12    100.000     0.250    5.0450              0.165515   0.169514   0.173615   0.177820  0.182130     61.72    64.75
Lehman Bros Hldgs Inc    524908PN4 03/29/06 03/29/13    100.000     1.500    5.4019              0.172286   0.175814   0.179437   0.183158  0.186980     63.32    65.96
Lehman Bros Hldgs Inc    524908SH4 08/01/06 08/01/13    100.000     2.000    5.4200              0.167088   0.170110   0.173215   0.176403  0.179678     61.61    63.90
Lehman Bros Hldgs Inc    524908TX8 10/12/06 10/12/11    100.000     0.250    5.5099              0.178933   0.183672   0.188541   0.193544               66.03    53.88
Lehman Bros Hldgs Inc    524908TZ3 10/17/06 10/17/13    100.000     1.000    5.3799              0.170450   0.174288   0.178229   0.182277  0.186433     62.63    65.50
Lehman Bros Hldgs Inc    524908UC2 12/12/06 12/12/13    100.000     0.250    5.0399              0.161429   0.165322   0.169313   0.173405  0.177599     58.96    61.85
Lehman Bros Hldgs Inc    524908UE8 12/11/06 12/11/11    104.625     0.000    5.0399              0.170065   0.174351   0.178744   0.183249               62.17    61.58
Lehman Bros Hldgs Inc    524908UH1 12/21/06 12/21/11    100.000     0.000    5.2200              0.169242   0.173659   0.178192   0.182843               61.81    63.20
Lehman Bros Hldgs Inc    524908UL2 12/27/06 12/27/13    100.000     0.450    5.1200              0.163467   0.167332   0.171296   0.175361  0.179530     59.58    62.43
Lehman Bros Hldgs Inc    524908UU2 02/06/07 02/06/14    100.000     1.250    5.5630              0.172143   0.175965   0.179894   0.183932  0.188082     63.78    66.68
Lehman Bros Hldgs Inc    524908UY4 02/16/07 02/16/12    100.000     0.250    5.3845              0.169831   0.174216   0.178720   0.183344  0.188093     63.13    66.44
Lehman Bros Hldgs Inc    524908VU1 03/29/07 03/29/14    100.000     1.000    5.6108              0.174860   0.178986   0.183228   0.187589  0.192072     64.46    67.56
Lehman Bros Hldgs Inc    52517P2E0 05/23/07 05/23/22    100.000    VARIES    5.3475              0.132290   0.132755   0.133233   0.133723  0.134227     47.74    48.09
Lehman Bros Hldgs Inc    52517P2J9 05/24/07 05/24/24    100.000    VARIES    5.5681              0.143684   0.143934   0.144190   0.144454  0.144725     51.79    51.98
Lehman Bros Hldgs Inc    52517P2V2 01/11/08 01/11/11    100.000     0.000    5.2399              0.157298   0.161419   0.165649                          58.79     1.66
Lehman Bros Hldgs Inc    52517P3A7 06/29/07 06/29/10    100.000     0.000    5.5600              0.177140                                                31.53         
Lehman Bros Hldgs Inc    52517P4E8 08/08/07 08/09/10    100.000     0.000    5.8200              0.181352   0.186629                                     40.48         
Lehman Bros Hldgs Inc    52517P4Q1 08/31/07 08/31/10    100.000     0.000    6.2200              0.194216   0.196991                                     47.51         
Lehman Bros Hldgs Inc    52517P4R9 11/14/07 11/14/12    100.000     0.000    5.9599              0.186190   0.191738   0.197452   0.203336  0.209395     68.56    72.70
Lehman Bros Hldgs Inc    52517P4T5 08/29/07 08/29/22    100.000    VARIES    6.2092              0.153484   0.150163   0.145072   0.141442  0.135390     54.37    51.08
Lehman Bros Hldgs Inc    52517P4U2 07/01/08 07/02/12    100.000     0.000    6.2999              0.186231   0.192097   0.198148   0.204390  0.210828     70.23    74.73
Lehman Bros Hldgs Inc    52517P4W8 08/31/07 08/31/10    100.000     0.000    6.2200              0.194216   0.196991                                     47.51         
Lehman Bros Hldgs Inc    52517P4X6 08/21/07 08/21/37    100.000    VARIES    7.1259              0.195229   0.197731   0.200323   0.203006  0.205786     71.40    73.31
Lehman Bros Hldgs Inc    52517P5M9 10/02/07 10/04/10    100.000     0.000    5.4599              0.168970   0.173583                                     46.96         
Lehman Bros Hldgs Inc    52517P5P2 10/02/07 10/04/10    100.000     0.000    5.4599              0.168970   0.173583                                     46.96         
Lehman Bros Hldgs Inc    52517P5S6 09/26/07 09/26/22    100.000    VARIES    5.7211              0.142169   0.138290   0.134299   0.130195  0.126768     49.73    46.89
Lehman Bros Hldgs Inc    52517P6R7 10/10/07 10/11/10    100.000     0.000    5.5800              0.173063   0.177891                                     49.33         
Lehman Bros Hldgs Inc    52517P6V8 11/01/07 11/01/10    100.000     0.000    5.2500              0.161759   0.166006                                     49.29         
Lehman Bros Hldgs Inc    52517P7A3 10/11/07 10/11/11     80.899     0.000    5.3700   101.18     0.134167   0.137770   0.141469   0.145267               49.53    40.30
Lehman Bros Hldgs Inc    52517P7D7 10/31/07 11/01/10    100.000     0.000    5.4599              0.168945   0.173557                                     51.51         
Lehman Bros Hldgs Inc    52517PAE1 10/15/93 10/15/23    100.000    VARIES    6.9789              0.206737   0.206459   0.206170   0.205872  0.205563     74.33    74.12
Lehman Bros Hldgs Inc    52517PC25 10/20/05 10/20/20    100.000    VARIES    5.2456              0.133019   0.130746   0.129868   0.126097  0.122955     47.91    46.21
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Lehman Bros Hldgs Inc    52517PE98 03/15/06 03/15/11    100.000     0.000    5.2946              0.176589   0.181264   0.186063                          65.42    13.77
Lehman Bros Hldgs Inc    52517PH46 05/17/06 05/17/21    100.000    VARIES    5.8803              0.164018   0.164553   0.165103   0.165670  0.166049     59.19    59.58
Lehman Bros Hldgs Inc    52517PK42 07/26/06 07/26/21    100.000    VARIES    4.6197              0.123649   0.124259   0.124884   0.125523  0.126016     44.81    45.25
Lehman Bros Hldgs Inc    52517PL66 09/14/06 09/14/21     95.000    VARIES    5.7713              0.150400   0.150051   0.149692   0.149322  0.148942     54.01    53.74
Lehman Bros Hldgs Inc    52517PL74 09/12/06 09/12/11    100.000     0.000    5.4399              0.177511   0.182340   0.187299   0.192394               65.84    47.93
Lehman Bros Hldgs Inc    52517PM24 09/29/06 09/29/21     95.500    VARIES    5.8013              0.152808   0.152607   0.152401   0.152188  0.151970     54.94    54.79
Lehman Bros Hldgs Inc    52517PM99 10/27/06 10/27/16     94.650    VARIES    5.6132              0.147899   0.147957   0.148017   0.148078  0.148141     53.26    53.30
Lehman Bros Hldgs Inc    52517PN64 11/07/06 11/07/16    100.000    VARIES    5.5099              0.145186   0.145359   0.145537   0.145721  0.145909     52.32    52.45
Lehman Bros Hldgs Inc    52517PQ20 12/28/06 12/28/21    100.000    VARIES    5.1185              0.138173   0.137444   0.136696   0.135929  0.135142     49.61    49.07
Lehman Bros Hldgs Inc    52517PQ87 12/21/06 12/21/21     97.500    VARIES    5.3886              0.134837   0.134728   0.134616   0.134501  0.134382     48.52    48.44
Lehman Bros Hldgs Inc    52517PR37 01/12/07 01/12/22    100.000    VARIES    5.3883              0.139431   0.139670   0.139916   0.140168  0.140427     50.32    50.50
Lehman Bros Hldgs Inc    52517PT27 02/15/07 02/15/22     97.500    VARIES    5.4901              0.146086   0.145521   0.144940   0.144344  0.143731     52.33    51.91
Lehman Bros Hldgs Inc    52517PT68 02/16/07 02/16/17    100.000    VARIES    5.6999              0.148220   0.148763   0.149322   0.149896  0.150487     53.61    54.02
Lehman Bros Hldgs Inc    52517PU82 03/05/07 03/05/22    100.000    VARIES    5.5000              0.145033   0.145252   0.145478   0.145710  0.145948     52.30    52.47
Lehman Bros Hldgs Inc    52517PUL3 06/12/03 06/12/18    100.000    VARIES    5.2471              0.132261   0.129971   0.127627   0.123809  0.120605     47.76    45.74
Lehman Bros Hldgs Inc    52517PUP4 07/03/03 07/03/18    100.000    VARIES    4.7451              0.104618   0.103959   0.099855   0.099003  0.094864     37.20    35.38
Lehman Bros Hldgs Inc    52517PUR0 07/17/03 07/17/15    100.000    VARIES    4.3972              0.096373   0.095721   0.096135   0.099877  0.100408     35.02    36.48
Lehman Bros Hldgs Inc    52517PV40 06/19/07 06/19/17    100.000    VARIES    5.4394              0.147682   0.147861   0.148045   0.148233  0.148427     53.20    53.33
Lehman Bros Hldgs Inc    52517PVC2 08/27/03 08/27/10    100.000     0.250    4.7000              0.170293   0.174132                                     40.88         
Lehman Bros Hldgs Inc    52517PVE8 09/25/03 09/25/10    100.000     0.250    4.3900              0.156175   0.159451                                     41.82         
Lehman Bros Hldgs Inc    52517PVG3 09/30/03 09/30/10    100.000     0.250    4.3099              0.152602   0.155741                                     41.62         
Lehman Bros Hldgs Inc    52517PVN8 12/17/03 12/17/18    100.000    VARIES    6.0028              0.180439   0.180258   0.181611   0.180990  0.181373     65.84    66.17
Lehman Bros Hldgs Inc    52517PVR9 01/13/04 01/13/11    100.000     0.250    4.3800              0.152539   0.155728   0.158986                          56.57     1.91
Lehman Bros Hldgs Inc    52517PW80 04/20/07 04/20/22    100.000    VARIES    5.1283              0.137313   0.136204   0.135067   0.133900  0.132704     49.07    48.25
Lehman Bros Hldgs Inc    52517PWB3 04/08/04 04/08/14    100.000    VARIES    4.8469              0.112891   0.112346   0.113038   0.114707  0.117487     41.12    41.94
Lehman Bros Hldgs Inc    52517PWC1 04/08/04 04/08/11    100.000    VARIES    4.2283              0.109096   0.110794   0.113758                          40.53    11.03
Lehman Bros Hldgs Inc    52517PWD9 04/14/04 04/14/11    100.000    VARIES    3.5801              0.098085   0.097637   0.098264                          35.73    10.12
Lehman Bros Hldgs Inc    52517PWR8 05/13/04 09/16/10     90.250     1.000    4.8310              0.148228   0.151137                                     38.32         
Lehman Bros Hldgs Inc    52517PWX5 07/07/04 07/07/11    100.000     0.250    5.0499              0.178038   0.182358   0.186787   0.191328               66.39    35.56
Lehman Bros Hldgs Inc    52517PX55 04/27/07 04/27/22    100.000    VARIES    5.3982              0.140053   0.137910   0.138258   0.138616  0.138983     49.92    49.88
Lehman Bros Hldgs Inc    52517PX71 04/17/07 04/17/37    100.000    VARIES    6.2486              0.167665   0.167696   0.167728   0.167762  0.167796     60.37    60.39
Lehman Bros Hldgs Inc    52517PXM8 10/25/04 10/25/17    100.000    VARIES    5.2494              0.141578   0.141273   0.142533   0.142247  0.142754     51.69    51.99
Lehman Bros Hldgs Inc    52517PXQ9 11/01/04 11/01/14    100.000    VARIES    4.9383              0.130411   0.130202   0.129987   0.130453  0.130931     46.88    46.94
Lehman Bros Hldgs Inc    52517PXS5 10/29/04 10/29/19    100.000    VARIES    5.4644              0.128571   0.125390   0.123519   0.120229  0.117541     46.02    44.10
Lehman Bros Hldgs Inc    52517PXV8 11/18/04 11/18/11    100.000    VARIES    5.0706              0.131480   0.131370   0.135668   0.135595               48.15    43.54
Lehman Bros Hldgs Inc    52517PXW6 11/22/04 11/22/19    100.000    VARIES    5.5393              0.149269   0.147892   0.151446   0.149716  0.152130     54.32    54.99
Lehman Bros Hldgs Inc    52517PXZ9 12/07/04 12/07/16    100.000    VARIES    5.2285              0.138182   0.138163   0.138144   0.138851  0.139576     49.74    49.89
Lehman Bros Hldgs Inc    52517PYD7 12/23/04 12/23/11    100.000    VARIES    4.7678              0.119206   0.121381   0.124957   0.127237               43.96    44.90
Lehman Bros Hldgs Inc    52517PYE5 12/23/04 12/23/19    100.000    VARIES    5.6986              0.149609   0.149528   0.151111   0.151064  0.151865     54.61    55.15
Lehman Bros Hldgs Inc    52517PYG0 12/30/04 12/30/19    100.000    VARIES    5.5380              0.144218   0.144673   0.145141   0.145544  0.145959     52.00    52.32
Lehman Bros Hldgs Inc    52517PYH8 01/06/05 01/06/20    100.000    VARIES    5.8754              0.153909   0.152718   0.149861   0.146919  0.143890     54.48    52.38
Lehman Bros Hldgs Inc    52517PYJ4 12/30/04 12/30/19    100.000    VARIES    5.8784              0.155822   0.156319   0.156832   0.157359  0.157902     56.19    56.56
Lehman Bros Hldgs Inc    52517PYM7 01/28/05 01/28/20    100.000    VARIES    5.9154              0.155283   0.154125   0.151289   0.148369  0.145363     55.08    53.03
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Lehman Bros Hldgs Inc    52517PYR6 02/02/05 02/02/17    100.000    VARIES    5.4992              0.145449   0.148317   0.146362   0.149271  0.147139     53.75    54.07
Lehman Bros Hldgs Inc    52517PYT2 02/24/05 02/24/20    100.000    VARIES    5.1276              0.129781   0.130260   0.130751   0.131254  0.131628     46.93    47.27
Lehman Bros Hldgs Inc    52517PYU9 02/24/05 02/24/20    100.000    VARIES    5.0875              0.128137   0.128747   0.129372   0.130013  0.130423     46.40    46.82
Lehman Bros Hldgs Inc    52517PYW5 03/23/05 03/23/20    100.000    VARIES    5.1879              0.132908   0.133401   0.133907   0.134427  0.134887     48.03    48.40
Lehman Bros Hldgs Inc    52517PYX3 03/17/05 03/17/20    100.000    VARIES    5.2322              0.156114   0.157473   0.158250   0.159047  0.159865     56.67    57.28
Lehman Bros Hldgs Inc    52517PZ38 06/22/07 06/22/22    100.000    VARIES    5.7685              0.152335   0.152546   0.152764   0.152988  0.153218     54.88    55.04
Lehman Bros Hldgs Inc    52517PZ87 05/23/07 05/23/22    100.000    VARIES    5.5672              0.138333   0.138742   0.139164   0.139596  0.140041     49.91    50.21
Lehman Bros Hldgs Inc    52517PZA2 03/23/05 03/23/20    100.000    VARIES    5.7272              0.146340   0.146951   0.147579   0.148226  0.148493     52.91    53.33
Lehman Bros Hldgs Inc    52517PZJ3 05/11/05 05/11/15    100.000    VARIES    5.2579              0.136342   0.135723   0.135088   0.134437  0.133768     48.91    48.45
Lehman Bros Hldgs Inc    52517PZL8 05/19/05 05/19/20    100.000    VARIES    5.8181              0.160127   0.159936   0.158932   0.157899  0.156836     57.56    56.94
Lehman Bros Hldgs Inc    52517PZM6 05/19/05 05/19/20    100.000    VARIES    5.8231              0.176680   0.178589   0.179260   0.179950  0.180660     64.06    64.72
Lehman Bros Hldgs Inc    52517PZN4 05/26/05 05/26/15    100.000    VARIES    5.1761              0.119374   0.117432   0.117317   0.117200  0.120233     42.55    42.32
Lehman Bros Hldgs Inc    52517PZS3 06/23/05 06/23/20    100.000    VARIES    5.4824              0.163637   0.165077   0.165795   0.166532  0.167290     59.19    59.83
Lehman Bros Hldgs Inc    52520W283 06/16/08 07/29/11    100.000     0.000    5.9599              0.176819   0.182089   0.187515   0.193103               66.23    40.01
Lehman Bros Hldgs Inc    52520W564 03/30/07 03/31/11    100.000     0.000    5.0675              0.159527   0.163569   0.167713                          58.90    14.93
Lehman Bros Hldgs Inc    52520WAG6 06/23/06 06/23/11    100.000     0.250    5.8865              0.198765   0.204411   0.210223                          72.66    36.16
Lehman Bros Hldgs Inc    52523J412 02/29/08 02/26/10    100.000     0.000    6.3699              0.190073                                                10.64         
Lehman Bros Hldgs Inc    52523J420 03/07/08 03/08/10    100.000     0.000    6.1000              0.185458                                                12.43         
Lehman Bros Hldgs Inc    52523J438 03/31/08 03/31/10    100.000     0.000    4.3100              0.127631                                                11.36         
Lehman Bros Hldgs Inc    5252M0AJ6 12/28/07 12/28/22    100.000    VARIES    5.6093              0.153210   0.153222   0.153234   0.153247  0.153260     55.16    55.17
Lehman Bros Hldgs Inc    5252M0AL1 03/20/08 03/22/10    100.000     0.000    5.9499              0.180531                                                14.62         
Lehman Bros Hldgs Inc    5252M0AM9 11/19/07 11/19/37    100.000    VARIES    7.4282              0.198641   0.195438   0.198715   0.195514  0.197702     71.92    71.90
Lehman Bros Hldgs Inc    5252M0AP2 02/07/08 02/07/12    100.000     0.000    5.2100              0.156330   0.160402   0.164581   0.168868  0.173267     58.20    61.27
Lehman Bros Hldgs Inc    5252M0AQ0 11/30/07 11/30/10    100.000     0.000    5.5100              0.170632   0.175333                                     56.98         
Lehman Bros Hldgs Inc    5252M0AV9 11/27/07 11/27/37     11.746     0.000    7.2677    18.96     0.027353   0.028347   0.029377   0.030444  0.031550     10.09    10.84
Lehman Bros Hldgs Inc    5252M0AY3 12/28/07 12/28/22    100.000    VARIES    5.8488              0.156668   0.156782   0.156899   0.157020  0.157144     56.42    56.51
Lehman Bros Hldgs Inc    5252M0BF3 01/11/08 01/11/10    100.000     0.000    5.0900              0.152462                                                 1.52         
Lehman Bros Hldgs Inc    5252M0BG1 01/11/08 01/11/12    100.000     0.000    5.3999              0.162481   0.166868   0.171373   0.176000  0.180752     60.79    64.12
Lehman Bros Hldgs Inc    5252M0BH9 12/27/07 12/27/11    100.000     0.000    5.7000              0.177170   0.182219   0.187413   0.192754               64.73    67.68
Lehman Bros Hldgs Inc    5252M0BJ5 12/28/07 12/28/22    100.000    VARIES    5.8954              0.159983   0.158967   0.157921   0.156845  0.155736     57.40    56.65
Lehman Bros Hldgs Inc    5252M0BK2 03/20/08 03/20/12    100.000     0.000    6.5800              0.201418   0.208045   0.214889   0.221959  0.229262     75.06    80.08
Lehman Bros Hldgs Inc    5252M0BR7 02/14/08 02/14/12    100.000     0.000    5.0900              0.152461   0.156341   0.160320   0.164400  0.168584     56.66    59.58
Lehman Bros Hldgs Inc    5252M0BT3 02/14/08 02/12/10    100.000     0.000    4.5399              0.134862                                                 5.53         
Lehman Bros Hldgs Inc    5252M0BU0 02/14/08 02/14/12    100.000     0.000    5.0900              0.152461   0.156341   0.160320   0.164400  0.168584     56.66    59.58
Lehman Bros Hldgs Inc    5252M0BV8 02/14/08 02/12/10    100.000     0.000    4.5399              0.134862                                                 5.53         
Lehman Bros Hldgs Inc    5252M0CE5 02/20/08 02/19/10    100.000     0.000    4.5000              0.133613                                                 6.41         
Lehman Bros Hldgs Inc    5252M0CH8 02/06/08 02/06/23    100.000    VARIES    5.6140              0.150207   0.148186   0.146107   0.143971  0.141774     53.12    51.59
Lehman Bros Hldgs Inc    5252M0CK1 02/12/08 02/12/38    100.000    VARIES    7.2994              0.200755   0.200765   0.200777   0.200789  0.200801     72.28    72.29
Lehman Bros Hldgs Inc    5252M0CV7 02/27/08 02/27/23    100.000    VARIES    5.1091              0.135767   0.135928   0.136093   0.136262  0.136436     48.95    49.07
Lehman Bros Hldgs Inc    5252M0DA2 02/29/08 02/28/11    100.000     0.000    6.6600              0.202977   0.206316   0.216720                          76.39    12.57
Lehman Bros Hldgs Inc    5252M0DB0 05/21/08 05/21/12    100.000     0.000    5.1300              0.153749   0.157693   0.161738   0.165886  0.170141     56.38    59.31
Lehman Bros Hldgs Inc    5252M0DF1 02/28/08 02/28/12    100.000     0.000    5.1099              0.149777   0.153603   0.160139   0.161553  0.168426     56.65    59.73
Lehman Bros Hldgs Inc    5252M0DK0 02/14/08 02/16/10    100.000     0.000    6.3999              0.195465                                                 8.80         
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Lehman Bros Hldgs Inc    5252M0DM6 02/29/08 03/01/10    100.000     0.000    4.5064              0.133111                                                 7.85         
Lehman Bros Hldgs Inc    5252M0DP9 03/31/08 03/31/23    100.000    VARIES    5.5588              0.147628   0.147800   0.147977   0.148159  0.148345     53.21    53.34
Lehman Bros Hldgs Inc    5252M0DQ7 03/20/08 09/20/12    100.000     0.000    6.9999              0.215584   0.223129   0.230939   0.239022  0.247387     80.52    86.25
Lehman Bros Hldgs Inc    5252M0EC7 03/10/08 03/10/23    100.000    VARIES    7.2993              0.200551   0.199760   0.199831   0.199905  0.199981     71.98    71.97
Lehman Bros Hldgs Inc    5252M0ED5 03/19/08 03/19/10    100.000     0.000    5.9499              0.180471                                                14.08         
Lehman Bros Hldgs Inc    5252M0EF0 03/28/08 03/28/12    100.000     0.000    5.2000              0.156007   0.160063   0.164224   0.168494  0.172875     57.66    60.69
Lehman Bros Hldgs Inc    5252M0EH6 03/13/08 03/13/23    100.000    VARIES    6.8587              0.184567   0.184705   0.184847   0.184994  0.185146     66.50    66.60
Lehman Bros Hldgs Inc    5252M0EL7 04/21/08 04/21/10    100.000     0.000    5.0299              0.150531                                                16.56         
Lehman Bros Hldgs Inc    5252M0EM5 03/31/08 03/31/11    100.000     0.000    4.7900              0.142847   0.146268   0.149771                          52.67    13.33
Lehman Bros Hldgs Inc    5252M0EN3 03/05/08 03/05/18     92.300     5.250    6.2995    10.73     0.017208   0.017750   0.018309   0.018886  0.019480      6.42     6.83
Lehman Bros Hldgs Inc    5252M0EP8 03/24/08 03/21/11    100.000     0.000    4.1948              0.123969   0.126569   0.129224                          45.62    10.34
Lehman Bros Hldgs Inc    5252M0EQ6 03/31/08 04/01/13    100.000     0.000    7.0999              0.219022   0.226797   0.234848   0.243185  0.251818     81.67    87.57
Lehman Bros Hldgs Inc    5252M0ES2 05/27/08 05/27/10    100.000    VARIES    5.0779              0.147734                                                21.57         
Lehman Bros Hldgs Inc    5252M0ET0 03/17/08 03/17/23    100.000    VARIES    6.5597              0.180959   0.180989   0.181019   0.181051  0.181083     65.16    65.18
Lehman Bros Hldgs Inc    5252M0EW3 04/10/08 04/10/23    100.000    VARIES    7.4983              0.201012   0.201173   0.201339   0.201512  0.201691     72.42    72.54
Lehman Bros Hldgs Inc    5252M0EX1 04/30/08 04/29/11    100.000     0.000    5.5100              0.166033   0.170607   0.175307                          61.17    20.69
Lehman Bros Hldgs Inc    5252M0EZ6 04/30/08 04/30/13    100.000    VARIES    5.9609              0.176996   0.178546   0.183867   0.185622  0.191154     64.42    66.95
Lehman Bros Hldgs Inc    5252M0FE2 05/22/08 11/23/12    100.000     0.000    5.8959              0.178723   0.183991   0.189415   0.194999  0.200748     65.69    69.63
Lehman Bros Hldgs Inc    5252M0FF9 05/16/08 05/17/10    100.000     0.000    5.2099              0.156352                                                21.26         
Lehman Bros Hldgs Inc    5252M0FM4 05/05/08 05/05/10    100.000     0.000    4.9399              0.147643                                                18.31         
Lehman Bros Hldgs Inc    5252M0FN2 05/30/08 05/31/11    100.000     0.000    5.5600              0.165871   0.169551   0.175222                          61.52    26.28
Lehman Bros Hldgs Inc    5252M0FV4 05/29/08 05/29/12    100.000     0.000    6.1184              0.186038   0.191730   0.197595   0.203640  0.209870     68.37    72.62
Lehman Bros Hldgs Inc    5252M0FW2 05/19/08 05/19/23    100.000    VARIES    7.2491              0.200110   0.199661   0.199196   0.198713  0.198214     71.92    71.58
Lehman Bros Hldgs Inc    5252M0FY8 05/30/08 05/30/13    100.000     0.000    6.1200              0.186089   0.191783   0.197652   0.203700  0.209933     68.38    72.62
Lehman Bros Hldgs Inc    5252M0FZ5 06/30/08 12/30/10    100.000     0.000    5.8300              0.176525   0.181671                                     64.30         
Lehman Bros Hldgs Inc    5252M0GC5 06/30/08 06/30/11    100.000     0.000    6.0299              0.183112   0.188633   0.194320                          66.93    34.78
Lehman Bros Hldgs Inc    5252M0GD3 06/26/08 06/26/23    100.000    VARIES    8.0972              0.213896   0.214129   0.214371   0.214622  0.214884     77.05    77.22
Lehman Bros Hldgs Inc    5252M0GF8 08/14/08 08/15/11    100.000     0.000    7.5200              0.224940   0.233398   0.242173   0.251279               84.84    55.89
Lehman Bros Hldgs Inc    5252M0GG6 06/27/08 06/27/12    100.000     0.000    6.2000              0.188741   0.194592   0.200624   0.206844  0.213256     69.05    73.39
Lehman Bros Hldgs Inc    5252M0GJ0 08/07/08 08/07/12    100.000     0.000    7.7699              0.232929   0.241979   0.251379   0.261145  0.271291     88.14    95.12
Lehman Bros Hldgs Inc    5252M0GN1 06/26/08 06/26/23    100.000    VARIES    8.2966              0.217308   0.217581   0.217866   0.218163  0.218471     78.28    78.49
Lehman Bros Hldgs Inc    5252M0GP6 06/24/08 06/24/11    100.000     0.000    6.0900              0.185096   0.190732   0.196540                          67.73    34.00
Lehman Bros Hldgs Inc    5252M0GQ4 07/14/08 07/14/23    100.000    VARIES    8.3470              0.220879   0.221093   0.221316   0.221548  0.221790     79.63    79.79
Lehman Bros Hldgs Inc    5252M0GR2 06/30/08 12/30/11    100.000     0.000    6.1400              0.186751   0.192484   0.198394   0.204484               68.27    72.32
Lehman Bros Hldgs Inc    5252M0GX9 08/22/08 08/22/11    100.000     0.000    7.5600              0.226176   0.234726   0.243598   0.252806               85.21    57.93
Liberty Media Corp.      530715AF8 11/16/99 11/15/29    100.000     4.000    9.0689              0.452861   0.468357   0.484557   0.501490  0.519192    167.28   179.08
Liberty Media Corp.      530715AG6 11/16/99 11/15/29    100.000     4.000    9.0689              0.452861   0.468357   0.484557   0.501490  0.519192    167.28   179.08
Liberty Media Corp.      530715AK7 02/10/00 02/15/30    100.000     3.750    9.4298              0.483276   0.501151   0.519868   0.539468  0.559992    182.17   196.14
Liberty Media Corp.      530715AL5 02/10/00 02/15/30    100.000     3.750    9.4298              0.483276   0.501151   0.519868   0.539468  0.559992    182.17   196.14
Liberty Media Corp.      530715AM3 01/11/01 01/15/31    100.000     3.500    N/A                 0.392133   0.405174   0.418743   0.432854  0.447524    147.93   158.07
Liberty Media Corp.      530715AN1 01/11/01 01/15/31    100.000     3.500    N/A                 0.392133   0.405174   0.418743   0.432854  0.447524    147.93   158.07
Liberty Media Corp.      530715AP6 03/08/01 03/15/31    100.000     3.250   10.3696              0.558269   0.582534   0.608057   0.634903  0.663141    210.62   229.57
Liberty Media Corp.      530715AQ4 03/08/01 03/15/31    100.000     3.250   10.3696              0.558269   0.582534   0.608057   0.634903  0.663141    210.62   229.57
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Liberty Media Corp.      530715AR2 03/08/01 03/15/31    100.000     3.250   10.3696              0.558269   0.582534   0.608057   0.634903  0.663141    210.62   229.57
Liberty Media Corp.      530718AB1 03/26/03 03/30/23     98.500     0.750    5.6006              0.210550   0.215863   0.221325   0.226939  0.232711     77.73    81.72
Liberty Media Corp.      530718AF2 03/26/03 03/30/23     98.500     0.750    N/A                 0.266076   0.273787   0.281829   0.290217  0.298965     98.61   104.53
Linear Technology Corp.  535678AA4 04/24/07 05/01/27    100.000    VARIES    7.0000              0.215480   0.220105   0.224892   0.229847  0.234975     78.97    82.46
Linear Technology Corp.  535678AB2 04/24/07 05/01/27*   100.000    VARIES    6.9998              0.214816   0.219296                                     65.25*        
Linear Technology Corp.  535678AC0 04/24/07 05/01/27    100.000    VARIES    7.0000              0.215480   0.220105   0.224892   0.229847  0.234975     78.97    82.46
Linear Technology Corp.  535678AD8 04/24/07 05/01/27*   100.000    VARIES    6.9998              0.214816   0.219296                                     65.25*        
Lithia Motors, Inc.      536797AA1 05/03/04 05/01/14    100.000    VARIES    8.9998              0.355833   0.367478   0.379606   0.392241  0.405402    131.62   140.48
Lithia Motors, Inc.      536797AB9 05/03/04 05/01/14    100.000    VARIES    8.9998              0.355833   0.367478   0.379606   0.392241  0.405402    131.62   140.48
Livingston Counties, IL  538412AQ0 10/27/10 12/01/11    102.139     0.000    1.7298                         0.049080   0.049160   0.049586                3.14    16.30
Livingston Counties, IL  538412AR8 10/27/10 12/01/12    103.208    VARIES    2.0372                         0.058407   0.058519   0.059115  0.057407      3.74    21.14
Livingston Counties, IL  538412AS6 10/27/10 12/01/13    103.968    VARIES    2.5380                         0.073300   0.073475   0.074408  0.072226      4.70    26.58
Livingston Counties, IL  538412AT4 10/27/10 12/01/14    105.289    VARIES    2.7890                         0.081571   0.081786   0.082927  0.080377      5.23    29.61
Livingston Counties, IL  538412AU1 10/27/10 12/01/15    104.254    VARIES    3.2393                         0.093811   0.094098   0.095622  0.092866      6.01    34.11
Lucent Tech Cap Tr I     549462208 03/19/02 03/15/17    100.000     7.750    7.7499              0.215278   0.215278   0.215278   0.215278  0.215278     77.50    77.50
Lucent Tech Cap Tr I     549462307 03/19/02 03/15/17    100.000     7.750    7.7499              0.215278   0.215278   0.215278   0.215278  0.215278     77.50    77.50
MTR Gaming Group, Inc.   553769AG5 08/12/09 07/15/14     95.248    12.625   13.9919     2.71     0.019500   0.020660   0.022105   0.023652  0.025307      7.66     8.77
MTR Gaming Group, Inc.   553769AH3 08/12/09 07/15/14     95.248    12.625   13.9919     2.71     0.019500   0.020660   0.022105   0.023652  0.025307      7.66     8.77
Macon CNTYS DIST 537, IL 555545BM3 04/01/10 12/01/11    103.604     0.000    1.5184              0.043700   0.043811   0.044144   0.044479               11.83    14.63
Macon CNTYS DIST 537, IL 555545BN1 04/01/10 12/01/12    105.299     0.000    1.8728              0.054779   0.054950   0.055465   0.055984  0.056508     14.84    20.09
Macon CNTYS DIST 537, IL 555545BP6 04/01/10 12/01/13    105.732     0.000    2.4439              0.071778   0.072070   0.072951   0.073843  0.074745     19.47    26.48
Macon CNTYS DIST 537, IL 555545BQ4 04/01/10 12/01/14    105.395     0.000    2.8119              0.082324   0.082710   0.083873   0.085052  0.086248     22.34    30.48
Macon CNTYS DIST 537, IL 555545BR2 04/01/10 12/01/15    105.886     0.000    3.0211              0.088860   0.089308   0.090657   0.092026  0.093416     24.13    32.97
Macon CNTYS DIST 537, IL 555545BS0 04/01/10 12/01/16    106.138     0.000    3.2973              0.097216   0.097750   0.099361   0.101000  0.102665     26.41    36.16
Macon CNTYS DIST 537, IL 555545BT8 04/01/10 12/01/17    103.230     0.000    3.7059              0.106268   0.106925   0.108906   0.110924  0.112979     28.89    39.69
Macon CNTYS DIST 537, IL 555545BU5 04/01/10 12/01/18    105.024     0.000    3.5846              0.104577   0.105202   0.107088   0.109007  0.110961     28.42    39.01
Macoupin CNTY SD #1, IL  556003DN8 10/26/10 12/01/11    104.371     0.000    1.4738                         0.042729   0.042791   0.043106                2.78    14.18
Macoupin CNTY SD #1, IL  556003DP3 10/26/10 12/01/12    107.851    VARIES    1.9309                         0.057848   0.057956   0.058516  0.055577      3.76    20.89
Mariner Energy Inc.      56845TAG2 06/10/09 06/30/16*    97.093    11.750   12.3796     1.52     0.008011   0.008507                                      2.83*        
Marion County, OR        56913RAJ7 03/28/02 06/01/10     58.440     0.000    6.6784   388.67     0.179518                                                26.93         
Marion County, OR        56913RAK4 03/28/02 06/01/11     53.951     0.000    6.8387   369.70     0.171738   0.177611   0.183684                          63.24    27.55
Marion County, OR        56913RAL2 03/28/02 06/01/12     49.948     0.000    6.9388   348.61     0.162526   0.168165   0.173999   0.180036  0.186282     59.87    64.09
Marion County, OR        56913RAM0 03/28/02 06/01/13     46.303     0.000    7.0088   327.31     0.152979   0.158340   0.163889   0.169632  0.175577     56.36    60.38
Marion County, OR        56913RAN8 03/28/02 06/01/14     42.967     0.000    7.0588   306.49     0.143502   0.148567   0.153811   0.159239  0.164860     52.88    56.68
Marion County, OR        56913RAP3 03/28/02 06/01/15     39.329     0.000    7.2089   288.16     0.135646   0.140535   0.145601   0.150849  0.156286     50.01    53.68
Marion County, OR        56913RAQ1 03/28/02 06/01/16     36.142     0.000    7.3089   269.52     0.127324   0.131977   0.136800   0.141799  0.146981     46.96    50.45
Marion County, OR        56913RAR9 03/28/02 06/01/17     33.393     0.000    7.3590   251.21     0.118884   0.123258   0.127794   0.132496  0.137371     43.85    47.14
Marion County, OR        56913RAS7 03/28/02 06/01/18     31.307     0.000    7.3092   233.48     0.110297   0.114328   0.118506   0.122837  0.127326     40.68    43.71
Marion County, OR        56913RAT5 03/28/02 06/01/19     28.898     0.000    7.3592   217.40     0.102886   0.106672   0.110597   0.114666  0.118886     37.95    40.80
Marion County, OR        56913RAU2 03/28/02 06/01/20     26.649     0.000    7.4091   202.23     0.095876   0.099428   0.103111   0.106931  0.110892     35.37    38.04
Marquee Holdings, Inc.   57143VAA7 08/18/04 08/15/14     55.894    VARIES   11.9996              0.333327   0.333327   0.333327   0.333326  0.333326    120.00   120.00
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Marquee Holdings, Inc.   57143VAB5 08/18/04 08/15/14     55.894    VARIES   11.9996              0.333327   0.333327   0.333327   0.333326  0.333326    120.00   120.00
Marquee Holdings, Inc.   57143VAC3 08/18/04 08/15/14     55.894    VARIES   11.9996              0.333327   0.333327   0.333327   0.333326  0.333326    120.00   120.00
Masco Corporation        574599AW6 07/20/01 07/20/31     39.445    VARIES    8.1251              0.166834   0.172865   0.179141   0.185672  0.192468     63.13    67.81
Masco Corporation        574599BB1 07/20/01 07/20/31     39.445    VARIES    8.1251              0.166834   0.172865   0.179141   0.185672  0.192468     63.13    67.81
Mason CNTYS SD #191, IL  574816BW3 07/02/10 12/01/18    106.295    VARIES    4.3308                         0.127874   0.130166   0.132985  0.126917     22.96    47.27
Mason CNTYS SD #191, IL  574816BX1 07/02/10 12/01/19    105.637    VARIES    4.7793                         0.140242   0.143016   0.146434  0.139495     25.19    52.00
Medicis Pharma Corp.     584690AB7 08/14/03 06/04/33     93.000    VARIES    9.1499              0.384036   0.399064   0.414779   0.431214  0.448400    141.79   153.19
Medtronic, Inc.          585055AA4 09/11/01 09/15/21    100.000    VARIES    6.7187              0.279503   0.286571   0.293876   0.301427  0.309231    103.42   108.78
Medtronic, Inc.          585055AB2 09/11/01 09/15/21    100.000    VARIES    6.7187              0.279503   0.286571   0.293876   0.301427  0.309231    103.42   108.78
Medtronic, Inc.          585055AD8 09/11/01 09/15/21    100.000    VARIES    6.7187              0.279503   0.286571   0.293876   0.301427  0.309231    103.42   108.78
Merisant Worldwide, Inc. 58985CAA8 11/12/03 05/15/14     55.131    VARIES   12.2495              0.340271   0.340270   0.340270   0.340270  0.340269    122.50   122.50
Merrill Lynch & Co.,Inc. 590188W79 12/30/04 01/02/14    100.000     0.000    4.6291              0.158035   0.161693   0.165435   0.169264  0.173182     58.88    61.63
Merrill Lynch & Co.,Inc. 590188X86 05/05/05 05/12/10    100.000    VARIES    4.2139              0.117079                                                15.34         
Merrill Lynch & Co.,Inc. 59018FBA9 05/16/03 05/17/10    100.000     0.250    4.0324              0.143158                                                19.47         
Merrill Lynch & Co.,Inc. 59018FCR1 04/04/07 04/04/37    100.000    VARIES    5.7580              0.153734   0.153781   0.153830   0.153880  0.153932     55.36    55.40
Merrill Lynch & Co.,Inc. 59018YC66 05/02/07 05/02/17    100.000    VARIES    5.5833              0.148389   0.148755   0.149131   0.149518  0.149915     53.53    53.80
Merrill Lynch & Co.,Inc. 59018YC82 05/09/07 05/09/22*   100.000    VARIES    5.7115              0.150724   0.148999                                     19.44*        
Merrill Lynch & Co.,Inc. 59018YD65 05/18/07 05/18/17    100.000    VARIES    5.6522              0.152458   0.152706   0.152960   0.153222  0.153491     54.95    55.14
Merrill Lynch & Co.,Inc. 59018YD81 05/31/07 05/31/22*   100.000    VARIES    5.8983              0.159061   0.159193                                     38.03*        
Merrill Lynch & Co.,Inc. 59018YE31 05/31/07 05/31/10    100.000     0.000    5.2943              0.167589                                                24.97         
Merrill Lynch & Co.,Inc. 59018YE49 06/06/07 06/06/17    100.000    VARIES    5.9091              0.158853   0.159138   0.159432   0.159735  0.160046     57.25    57.47
Merrill Lynch & Co.,Inc. 59018YL33 11/28/07 11/30/10    100.000     0.000    4.3746              0.132538   0.135437                                     44.13         
Merrill Lynch Bank USA   59020WA43 01/31/07 01/31/11    100.000     0.000    5.1147              0.161197   0.165319   0.169547                          60.03     4.92
Merrill Lynch Bank USA   59020WA68 01/31/07 01/31/12    100.000     0.000    5.1060              0.160887   0.164995   0.169207   0.173527  0.177957     59.92    63.01
Merrill Lynch Bank USA   59020WA76 01/31/07 02/21/12    100.000     0.000    5.0982              0.161091   0.165197   0.169408   0.173727  0.178155     59.81    62.90
Merrill Lynch Bank USA   59020WA84 02/28/07 11/29/10    100.000     0.000    4.8296              0.152128   0.153261                                     50.71         
Merrill Lynch Bank USA   59020WA92 02/28/07 02/28/11    100.000     0.000    4.8250              0.150162   0.151277   0.157495                          55.92     9.13
Merrill Lynch Bank USA   59020WB42 03/15/07 03/15/13    100.000     0.000    4.8033              0.150238   0.153846   0.157541   0.161324  0.165199     55.51    58.21
Merrill Lynch Bank USA   59020WC33 03/07/07 03/05/10    100.000     0.000    5.0065              0.157327                                                10.07         
Merrill Lynch Bank USA   59020WC66 03/30/07 03/31/11    100.000     0.000    4.8134              0.150589   0.154214   0.157925                          55.53    14.06
Merrill Lynch Bank USA   59020WC74 03/30/07 03/30/12    100.000     0.000    4.8040              0.150261   0.153870   0.157566   0.161351  0.165226     55.41    58.10
Merrill Lynch Bank USA   59020WC82 03/30/07 03/31/11    100.000     0.000    4.8134              0.150589   0.154214   0.157925                          55.53    14.06
Merrill Lynch Bank USA   59020WC90 04/30/07 04/30/12    100.000     0.000    4.7640              0.148867   0.152413   0.156043   0.159760  0.163566     54.67    57.30
Merrill Lynch Bank USA   59020WD24 04/30/07 04/30/12    100.000     0.000    4.8440              0.151661   0.155334   0.159096   0.162950  0.166896     55.71    58.44
Merrill Lynch Bank USA   59020WD32 04/30/07 04/29/11    100.000     0.000    4.8567              0.152086   0.155780   0.159563                          55.88    18.83
Merrill Lynch Bank USA   59020WD57 04/30/07 01/28/11    100.000     0.000    4.8369              0.149585   0.153202   0.156908                          55.62     4.24
Merrill Lynch Bank USA   59020WE64 06/29/07 06/30/11    100.000     0.000    5.1569              0.161818   0.163284   0.170271                          59.34    30.65
Merrill Lynch Bank USA   59020WE98 06/29/07 06/30/11    100.000     0.000    5.1569              0.161818   0.163284   0.170271                          59.34    30.65
Merrill Lynch Bank USA   59020WF55 07/31/07 07/29/11    100.000     0.000    4.9035              0.146768   0.152858   0.154053   0.160446               55.81    33.35
Merrill Lynch Bank USA   59020WF63 07/31/07 07/29/11    100.000     0.000    4.9035              0.146768   0.152858   0.154053   0.160446               55.81    33.35
Merrill Lynch Bank USA   59020WG47 09/28/07 09/28/11    100.000     0.000    4.7367              0.143691   0.144696   0.150578   0.151631               53.29    40.85
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Merrill Lynch Bank USA   59020WUH2 02/28/05 03/01/10    100.000     0.000    3.9130              0.128703                                                 7.59         
Merrill Lynch Bank USA   59020WVY4 08/26/05 08/26/10    100.000     0.000    4.2933              0.141349   0.144383                                     33.76         
Merrill Lynch Bank USA   59020WWA5 09/30/05 03/30/11    100.000     0.000    4.3666              0.144175   0.147323   0.150539                          53.05    13.40
Merrill Lynch Bank USA   59020WWC1 09/30/05 03/31/14    100.000     0.000    4.4692              0.148156   0.151467   0.154852   0.158312  0.161850     54.54    57.01
Merrill Lynch Bank USA   59020WWD9 10/28/05 04/28/11    100.000     0.000    4.6987              0.157166   0.160858   0.164637                          57.71    19.26
Merrill Lynch Bank USA   59020WWG2 11/27/05 05/27/11    100.000     0.000    4.7139              0.157771   0.161489   0.165296                          57.72    24.13
Merrill Lynch Bank USA   59020WWH0 11/28/05 05/27/11    100.000     0.000    4.7163              0.157845   0.161567   0.165377                          57.75    24.15
Merrill Lynch Bank USA   59020WWP2 12/30/05 06/30/11    100.000     0.000    4.5788              0.152441   0.155931   0.159501                          55.51    28.55
Merrill Lynch Bank USA   59020WWV9 02/28/06 02/28/11    100.000     0.000    4.8559              0.158672   0.159874   0.166470                          59.10     9.66
Merrill Lynch Bank USA   59020WXK2 04/28/06 04/30/12    100.000     0.000    5.2512              0.174935   0.179528   0.184242   0.189079  0.194044     64.37    67.80
Merrill Lynch Bank USA   59020WXL0 04/28/06 04/29/10    100.000     0.000    5.2516              0.174926                                                20.64         
Merrill Lynch Bank USA   59020WXM8 05/31/06 05/31/12    100.000     0.000    5.2311              0.174096   0.178649   0.183322   0.188117  0.193037     63.78    67.16
Merrill Lynch Bank USA   59020WXN6 05/31/06 05/31/10    100.000     0.000    5.2117              0.173337                                                25.83         
Merrill Lynch Bank USA   59020WXR7 06/30/06 06/30/10    100.000     0.000    5.4416              0.182404                                                32.65         
Merrill Lynch Bank USA   59020WXU0 06/30/06 12/30/10    100.000     0.000    5.4415              0.182400   0.187363                                     66.37         
Merrill Lynch Bank USA   59020WYB1 07/31/06 07/29/10    100.000     0.000    5.2020              0.168547   0.172931                                     35.85         
Merrill Lynch Bank USA   59020WYD7 07/28/06 07/28/11    100.000     0.000    5.2152              0.169064   0.173473   0.177996   0.182638               63.02    37.68
Merrill Lynch Bank USA   59020WYE5 08/31/06 08/31/10    100.000     0.000    5.1348              0.165149   0.166628                                     40.24         
Merrill Lynch Bank USA   59020WYF2 08/31/06 08/31/10    100.000     0.000    5.1348              0.165149   0.166628                                     40.24         
Merrill Lynch Bank USA   59020WYG0 08/31/06 08/31/11    100.000     0.000    5.1359              0.165190   0.166670   0.173783   0.175340               61.62    42.34
Merrill Lynch Bank USA   59020WYH8 09/15/06 09/15/10    100.000     0.000    4.9635              0.159723   0.163687                                     41.28         
Merrill Lynch Bank USA   59020WYJ4 09/07/06 09/07/10    100.000     0.000    5.0131              0.161556   0.165605                                     40.47         
Merrill Lynch Bank USA   59020WYK1 09/28/06 06/30/10    100.000     0.000    4.9465              0.161131                                                28.84         
Merrill Lynch Bank USA   59020WYM7 09/28/06 09/30/10    100.000     0.000    4.9484              0.159213   0.163152                                     43.54         
Merrill Lynch Bank USA   59020WYU9 10/31/06 07/29/10    100.000     0.000    4.8869              0.155014   0.158802                                     32.92         
Merrill Lynch Bank USA   59020WYV7 10/31/06 10/31/12    100.000     0.000    4.8867              0.156899   0.160733   0.164660   0.168683  0.172805     57.65    60.50
Merrill Lynch Bank USA   59020WYW5 10/31/06 10/31/12    100.000     0.000    4.8867              0.156899   0.160733   0.164660   0.168683  0.172805     57.65    60.50
Merrill Lynch Bank USA   59020WZD6 11/10/06 11/10/11    100.000     0.000    4.8559              0.155771   0.159553   0.163427   0.167395               57.15    51.21
Merrill Lynch Bank USA   59020WZE4 10/30/06 04/30/12    100.000     0.000    4.9187              0.158076   0.161964   0.165947   0.170028  0.174210     58.09    60.98
Merrill Lynch Bank USA   59020WZG9 12/06/06 12/06/10    100.000     0.000    4.6787              0.149307   0.152800                                     50.65         
Merrill Lynch Bank USA   59020WZH7 11/30/06 09/01/10    100.000     0.000    4.7482              0.150094   0.153658                                     36.66         
Merrill Lynch Bank USA   59020WZJ3 11/30/06 09/01/10    100.000     0.000    4.7482              0.150094   0.153658                                     36.66         
Merrill Lynch Bank USA   59020WZV6 12/28/06 09/27/10    100.000     0.000    4.8737              0.154540   0.158306                                     41.79         
Merrill Lynch Bank USA   59020WZW4 12/28/06 12/28/10    100.000     0.000    4.8781              0.156583   0.160402                                     56.59         
Merrill Lynch Bank USA   59020WZX2 12/28/06 12/28/10    100.000     0.000    4.8781              0.156583   0.160402                                     56.59         
Merrill Lynch & Co.,Inc. 59021J141 06/03/03 06/03/10    100.000     0.000    3.5047              0.122019                                                18.55         
Merrill Lynch & Co.,Inc. 59021S232 10/04/05 10/04/10    100.000     4.350    4.3499              0.120833   0.120833                                     32.99         
Merrill Lynch & Co.,Inc. 59021S265 09/29/05 11/19/12    100.000     0.000    4.3795              0.145551   0.148738   0.151995   0.155323  0.158725     53.24    55.60
Merrill Lynch & Co.,Inc. 59021S356 06/06/05 06/07/10    100.000     0.000    3.9710              0.131673                                                20.54         
Merrill Lynch & Co.,Inc. 59021S414 07/06/05 07/06/10    100.000     3.860    3.8599              0.107222   0.107222                                     19.84         
Merrill Lynch & Co.,Inc. 59021S489 05/10/05 05/10/12    100.000     4.200    4.1999              0.116667   0.116667   0.116667   0.116667  0.116667     42.00    42.00
Merrill Lynch & Co.,Inc. 59021S695 03/08/05 03/08/10    100.000    VARIES    4.7598              0.132115                                                 8.85         
Merrill Lynch & Co.,Inc. 59021S778 02/04/05 02/04/10    100.000     3.800    3.7999              0.105556                                                 3.48         
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Merrill Lynch & Co.,Inc. 59021S844 11/30/04 01/22/10    100.000     0.000    3.7349              0.123208                                                 2.59         
Merrill Lynch & Co.,Inc. 59021V193 08/09/06 02/09/10    100.000     0.000    5.4163              0.176619                                                 6.71         
Merrill Lynch & Co.,Inc. 59021V623 02/06/06 02/07/11    100.000     0.000    4.7259              0.154612   0.158266   0.162005                          57.38     5.83
Merrill Lynch & Co.,Inc. 59021V748 01/04/06 01/04/11    100.000     4.510    4.5099              0.125278   0.125278   0.125278                          45.10      .38
Merrill Lynch & Co.,Inc. 59021V870 12/07/05 12/07/10    100.000     4.530    4.5299              0.125833   0.125833                                     42.28         
Merrill Lynch & Co.,Inc. 59021W183 11/01/04 04/30/12    100.000     0.000    3.9886              0.134970   0.137662   0.140407   0.143207  0.146063     49.41    51.40
Merrill Lynch & Co.,Inc. 59021W217 08/31/04 08/31/11    100.000     0.000    3.9615              0.133149   0.133572   0.138476   0.138916               49.33    33.59
Merrill Lynch & Co.,Inc. 59021W308 07/02/03 07/02/10    100.000     0.000    3.6451              0.125761   0.128053                                     23.18         
Merrill Lynch & Co.,Inc. 59021W464 05/14/04 02/14/12    100.000     0.000    3.1804              0.104266   0.105924   0.107609   0.109320  0.111058     38.29    39.52
Merrill Lynch & Co.,Inc. 59021W555 07/30/04 07/29/11    100.000     0.000    4.1841              0.142947   0.145938   0.148991   0.152108               52.92    31.55
Merrill Lynch & Co.,Inc. 59021W571 03/01/04 03/28/11    100.000     0.000    3.5813              0.121252   0.123424   0.125634                          44.45    10.93
Merrill Lynch & Co.,Inc. 59021W654 12/26/03 12/27/10    100.000     0.000    4.2588              0.152353   0.155597                                     54.82         
Merrill Lynch & Co.,Inc. 59021W704 08/05/03 08/05/10    100.000     0.000    4.3986              0.158633   0.162122                                     34.58         
Merrill Lynch & Co.,Inc. 59021W712 12/08/03 03/08/11    100.000     0.000    3.8789              0.134391   0.136998   0.139655                          49.44     9.36
Merrill Lynch & Co.,Inc. 59021W795 01/30/04 01/31/11    100.000     0.000    3.6710              0.124560   0.126846   0.129174                          45.95     3.75
Merrill Lynch & Co.,Inc. 59021W845 09/30/03 09/30/10    100.000     0.000    4.1291              0.146574   0.149600                                     39.97         
Merrill Lynch & Co.,Inc. 59021WAA8 07/15/04 07/15/11    100.000     0.000    4.1324              0.140838   0.143748   0.146719   0.149750               52.20    29.01
Merrill Lynch & Co.,Inc. 59022C228 04/05/07 09/07/10    100.000     0.000    5.1184              0.160703   0.164815                                     40.27         
Merrill Lynch & Co.,Inc. 59022C301 10/04/06 10/04/11    100.000     5.310    5.3099              0.147500   0.147500   0.147500   0.147500               53.10    40.27
Merrill Lynch & Co.,Inc. 59022C590 12/28/06 06/28/10    100.000     0.000    5.0631              0.163403                                                28.92         
Merrill Lynch & Co.,Inc. 59022C640 12/22/06 12/22/11    100.000     5.190    5.1899              0.144167   0.144167   0.144167   0.144167               51.90    50.60
Merrill Lynch & Co.,Inc. 59022C806 10/05/06 04/05/10    100.000     0.000    5.0549              0.163103                                                15.33         
Merrill Lynch & Co.,Inc. 59022W380 09/07/07 08/08/11    100.000     0.000    5.0756              0.155234   0.159174   0.163213   0.167355               57.73    36.16
Merrill Lynch & Co.,Inc. 59022W505 05/09/07 05/09/12    100.000     0.000    5.1563              0.162672   0.166866   0.171168   0.175581  0.180108     59.76    62.88
Merrill Lynch & Co.,Inc. 59022W570 08/09/07 07/08/11    100.000     0.000    5.5011              0.169545   0.174208   0.179000   0.183924               63.51    34.36
Merrill Lynch & Co.,Inc. 59022W620 07/05/07 01/05/11    100.000     0.000    5.4003              0.166879   0.171385   0.176013                          62.50      .70
United Mexican States    593048BN0 03/30/01 12/30/19     89.000     8.125    9.3823    29.58     0.013962   0.014617   0.015303   0.016020  0.016772      5.15     5.64
Miami Dade County, FL    59333MXE0 12/15/09 12/15/26     73.673     5.760    8.7675      .31     0.019426   0.020278   0.021167   0.022095  0.023063      7.17     7.82
Michaels Stores, Inc.    594087AN8 10/31/06 11/01/16     50.110    VARIES    N/A                 0.288938   0.308983   0.330419   0.353343  0.377857    110.11   125.92
Michaels Stores, Inc.    594087AP3 10/31/06 11/01/16     50.110    VARIES    N/A                 0.288938   0.308983   0.330419   0.353343  0.377857    110.11   125.92
Microchip Technology Inc 595017AA2 12/07/07 12/15/37    100.000    VARIES    9.1009              0.287818   0.296628   0.309174   0.318834  0.330701    107.03   114.98
Microchip Technology Inc 595017AB0 12/07/07 12/15/37    100.000    VARIES    9.1009              0.287818   0.296628   0.309174   0.318834  0.330701    107.03   114.98
Mississippi Home Corp.   60535MCB3 07/21/93 09/15/16     19.775     0.000    7.1244   427.70     0.121236   0.125554   0.130027   0.134659  0.139456     45.35    48.64
Morgan Stanley           6174462G3 12/28/07 12/20/11    100.000     0.000    4.6540              0.141595   0.144890   0.148262   0.151712               51.64    52.36
Morgan Stanley           6174462H1 01/31/08 02/07/12    100.000     3.878    3.8779              0.107722   0.107722   0.107722   0.107722  0.107722     38.78    38.78
Morgan Stanley           6174462M0 01/31/08 03/31/11    100.000     0.000    3.9039              0.115665   0.117922   0.120224                          42.46    10.70
Morgan Stanley           6174462X6 02/29/08 11/29/10    100.000     0.000    3.7932              0.111901   0.112164                                     37.20         
Morgan Stanley           6174463E7 02/29/08 02/29/12    100.000     0.000    4.0950              0.120215   0.120676   0.125188   0.125669  0.129651     44.58    46.33
Morgan Stanley           6174463V9 03/31/08 04/06/12    100.000     3.806    3.8059              0.105722   0.105722   0.105722   0.105722  0.105722     38.06    38.06
Morgan Stanley           6174463X5 03/31/08 09/28/12    100.000     0.000    3.9245              0.115536   0.117803   0.120115   0.122472  0.124875     42.43    44.11
Morgan Stanley           6174463Y3 02/29/08 11/29/10    100.000     0.000    3.9110              0.115610   0.115949                                     38.44         
Morgan Stanley           6174464D8 03/28/08 09/30/13    100.000     0.000    4.2223              0.123543   0.125462   0.128815   0.130815  0.133577     45.93    47.83
Morgan Stanley           6174464N6 03/24/08 02/24/14    100.000     0.000    4.6797              0.138803   0.142051   0.145375   0.148776  0.152258     51.39    53.82
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           6174464P1 03/20/08 03/20/23     81.700     2.935    4.6422              0.107050   0.107643   0.108249   0.108869  0.109504     38.77    39.21
Morgan Stanley           6174464Q9 03/20/08 03/20/23     78.350     2.624    4.6439              0.103080   0.103781   0.104499   0.105233  0.105984     37.38    37.90
Morgan Stanley           6174464T3 03/28/08 12/07/12    100.000     0.000    3.5735              0.105398   0.107281   0.109198   0.111149  0.113135     38.37    39.76
Morgan Stanley           6174464W6 03/31/08 04/26/13    100.000     0.000    4.0406              0.119528   0.121943   0.124407   0.126920  0.129484     43.78    45.57
Morgan Stanley           6174464Z9 04/30/08 04/29/11    100.000     0.000    5.2346              0.157103   0.161215   0.165435                          57.81    19.52
Morgan Stanley           6174465F2 04/30/08 07/05/13    100.000     0.000    3.8715              0.112528   0.114707   0.116927   0.119191  0.121498     41.68    43.31
Morgan Stanley           6174465J4 04/25/08 10/25/13    100.000     0.000    5.0328              0.150623   0.154413   0.158299   0.162283  0.166366     55.41    58.24
Morgan Stanley           6174465N5 04/14/08 10/04/13    100.000     0.000    4.2160              0.124534   0.127159   0.129840   0.132577  0.135372     45.77    47.72
Morgan Stanley           6174465Q8 04/11/08 04/11/11    100.000     0.000    4.5349              0.134735   0.137790   0.140914                          49.55    14.09
Morgan Stanley           6174465T2 05/30/08 11/30/11    100.000     5.437    5.4369              0.151028   0.151028   0.151028   0.151028               54.37    49.69
Morgan Stanley           6174465Y1 05/30/08 05/31/11    100.000     0.000    5.3781              0.161772   0.166122   0.170589                          59.29    25.42
Morgan Stanley           6174466M6 05/23/08 05/23/11    100.000     0.000    4.8832              0.145826   0.149387   0.153034                          53.41    21.73
Morgan Stanley           6174466S3 06/30/08 06/30/14    100.000     0.000    6.0285              0.183066   0.188584   0.194268   0.200124  0.206156     66.91    71.00
Morgan Stanley           6174466U8 06/30/08 03/30/11    100.000     0.000    5.3825              0.159795   0.164095   0.168511                          59.09    15.00
Morgan Stanley           6174467G8 07/31/08 01/31/11    100.000     0.000    5.6636              0.166360   0.171071   0.175916                          62.18     5.10
Morgan Stanley           6174467K9 07/31/08 01/31/11    100.000     0.000    5.6636              0.166360   0.171071   0.175916                          62.18     5.10
Morgan Stanley           6174467L7 07/31/08 11/29/11     87.000     0.000    4.2238    53.25     0.107920   0.110199   0.112526   0.114903               39.41    37.34
Morgan Stanley           617446B24 12/29/06 09/29/10    100.000     0.000    4.9890              0.158708   0.162667                                     43.25         
Morgan Stanley           617446F20 02/27/07 08/27/10    100.000     0.000    5.1430              0.162201   0.166372                                     39.03         
Morgan Stanley           617446F79 03/30/07 12/30/10    100.000     0.000    4.9794              0.158365   0.162307                                     57.56         
Morgan Stanley           617446H28 04/27/07 04/27/37    100.000    VARIES    5.5782              0.145033   0.142880   0.140667   0.138392  0.136054     51.54    49.94
Morgan Stanley           617446H69 05/30/07 06/26/17    100.000     0.000    5.8001              0.186650   0.192063   0.197633   0.203365  0.209262     68.22    72.24
Morgan Stanley           617446H85 05/22/07 05/22/10    100.000     0.000    5.1009              0.160707                                                22.66         
Morgan Stanley           617446HP7 02/14/03 03/30/10    100.000     0.000    4.6889              0.177093                                                15.76         
Morgan Stanley           617446HZ5 04/28/03 09/15/10    100.000     0.000    4.7477              0.177923   0.182147                                     45.95         
Morgan Stanley           617446J26 06/29/07 03/30/11    100.000     0.000    5.5052              0.172842   0.177599   0.182488                          63.96    16.24
Morgan Stanley           617446J75 08/13/07 02/27/13    117.470     0.000    5.6319              0.205813   0.211609   0.217568   0.223694  0.229994     76.59    80.97
Morgan Stanley           617446JB6 04/23/03 04/30/10    100.000     0.000    4.5948              0.171634                                                20.42         
Morgan Stanley           617446JE0 04/30/03 04/30/10    100.000     0.000    4.6430              0.173811                                                20.68         
Morgan Stanley           617446JF7 05/28/03 12/30/10    100.000     0.000    3.9647              0.142649   0.145477                                     51.72         
Morgan Stanley           617446JG5 05/06/03 05/15/10    100.000     0.250    4.1168              0.147076                                                19.71         
Morgan Stanley           617446JH3 05/21/03 05/30/10    100.000     0.000    3.5121              0.122442                                                18.24         
Morgan Stanley           617446JP5 11/25/03 12/30/10    100.000     1.500    5.3753              0.190428   0.194426                                     69.08         
Morgan Stanley           617446JQ3 12/26/03 12/30/10    100.000     2.000    4.2373              0.135519   0.137213                                     48.96         
Morgan Stanley           617446K40 06/26/08 06/24/15    100.000     1.100    6.5992              0.198877   0.204431   0.210168   0.216095  0.222217     72.67    76.81
Morgan Stanley           617446K81 07/31/07 01/29/10    100.000     0.000    5.2547              0.161899                                                 4.53         
Morgan Stanley           617446MF3 01/28/04 01/30/11    100.000     1.000    4.0908              0.135078   0.137273   0.139513                          49.69     4.05
Morgan Stanley           617446MG1 01/21/04 07/30/11    100.000     0.300    4.1284              0.141619   0.144370   0.147179   0.150045               52.32    31.28
Morgan Stanley           617446MH9 02/25/04 04/30/11    100.000     2.000    4.1708              0.131798   0.133388   0.135011                          47.93    16.07
Morgan Stanley           617446MJ5 02/17/04 07/30/11    102.625     0.300    4.1929              0.147763   0.150686   0.153670   0.156717               54.61    32.67
Morgan Stanley           617446MK2 03/29/04 06/30/11    100.000     1.500    3.7482              0.118997   0.120446   0.121923                          43.10    21.82
Morgan Stanley           617446ML0 03/22/04 05/15/10    121.125     0.250    3.5206              0.142755                                                19.13         
Morgan Stanley           617446N47 08/31/07 02/28/11    100.000     0.000    5.1183              0.156428   0.157816   0.164537                          58.35     9.54
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           617446N54 07/26/07 07/26/11    100.000     0.000    5.4412              0.168279   0.172857   0.177560   0.182390               62.84    37.27
Morgan Stanley           617446N88 08/10/07 11/16/10    100.000     0.000    4.9813              0.154708   0.158561                                     49.43         
Morgan Stanley           617446Q85 11/30/07 12/05/11    100.000     4.389    4.3889              0.121917   0.121917   0.121917   0.121917               43.89    40.72
Morgan Stanley           617446R76 09/28/07 06/30/11    100.000     0.000    5.0267              0.156210   0.160136   0.164161                          56.95    29.38
Morgan Stanley           617446SX8 12/06/04 12/30/11    100.000     0.500    4.4990              0.153065   0.156196   0.159397   0.162671               55.67    57.81
Morgan Stanley           617446W70 11/30/07 12/31/10    100.000     0.000    4.2644              0.129347   0.132105                                     46.93         
Morgan Stanley           617446X95 11/28/07 01/07/11    100.000     0.000    4.4074              0.131328   0.134222   0.137180                          48.82      .82
Morgan Stanley           617446Y94 12/31/07 06/30/10    100.000     0.000    4.5526              0.138377                                                24.77         
Morgan Stanley           617446YM5 08/30/05 09/01/14    100.000     0.000    4.8471              0.163096   0.167048   0.171097   0.175243  0.179491     60.39    63.35
Morgan Stanley           617446Z28 12/31/07 10/07/11    100.000     0.000    4.8047              0.145174   0.148662   0.152233   0.155891               53.48    42.67
Morgan Stanley           617446Z77 02/07/08 06/06/14    100.000     0.000    4.6169              0.139432   0.142651   0.145944   0.149313  0.152760     50.94    53.32
Morgan Stanley           61744Y140 03/27/03 06/15/10    100.000     0.000    4.7690              0.181818                                                29.82         
Morgan Stanley           61745E2A8 04/30/09 04/30/24    100.000    VARIES    4.6881              0.125467   0.120594   0.115607   0.110504  0.110455     43.69    40.39
Morgan Stanley           61745E2G5 05/13/09 05/13/24    100.000    VARIES    4.6721              0.125028   0.120161   0.115181   0.110085  0.110492     43.66    40.32
Morgan Stanley           61745E2Q3 07/30/10 07/30/25    100.000    VARIES    5.4814                                    0.152262   0.151105  0.149918     22.99    54.25
Morgan Stanley           61745E2U4 06/30/09 07/01/24    100.000    VARIES    3.8188              0.102250   0.098368   0.094412   0.090380               36.11    33.26
Morgan Stanley           61745E2V2 02/26/10 02/26/30    100.000    VARIES    6.1599                         0.171109   0.167824   0.164437  0.160946     51.78    58.95
Morgan Stanley           61745E2W0 08/12/10 08/12/30    100.000    VARIES    5.7343                                    0.159288   0.155095  0.150781     22.14    55.41
Morgan Stanley           61745E3H2 02/26/10 02/26/25    100.000    VARIES    5.9431                         0.165089   0.161740   0.158292  0.156371     49.93    56.93
Morgan Stanley           61745E3J8 07/28/10 07/28/17    100.000    VARIES    2.9665                                    0.020598   0.018942  0.017262      3.15     6.06
Morgan Stanley           61745E3V1 03/16/10 03/16/25    100.000    VARIES    5.8130                         0.161473   0.158092   0.154614  0.151557     45.66    55.60
Morgan Stanley           61745E3W9 08/17/10 08/17/20    100.000    VARIES    2.7071                                    0.023748   0.022622  0.021480      3.18     8.04
Morgan Stanley           61745E4G3 08/06/09 08/06/24*   100.000    VARIES    6.7611              0.187809   0.182889                                     39.49*        
Morgan Stanley           61745E4P3 03/15/10 03/15/25    100.000    VARIES    5.6291                         0.156366   0.152949   0.149436  0.147723     44.36    53.88
Morgan Stanley           61745E4Q1 08/24/10 08/24/30    100.000    VARIES    5.2836                                    0.146769   0.145510  0.144217     18.64    52.29
Morgan Stanley           61745E4U2 08/26/09 08/26/16    100.000    VARIES    5.1504              0.143067   0.144248   0.145459   0.146701  0.147975     52.02    52.90
Morgan Stanley           61745E4V0 03/18/10 03/18/25    100.000    VARIES    5.8931                         0.163698   0.160336   0.156876  0.153314     45.98    56.37
Morgan Stanley           61745E4W8 08/25/10 08/25/25    100.000    VARIES    5.0043                                    0.139009   0.135537  0.131977     17.52    48.53
Morgan Stanley           61745E5A5 08/27/09 08/27/24*   100.000    VARIES    5.0632              0.140645   0.135767                                     32.31*        
Morgan Stanley           61745E5C1 08/27/10 08/27/15    100.000    VARIES    1.8388                                    0.007415   0.007154  0.006891       .92     2.56
Morgan Stanley           61745E5G2 08/31/09 08/31/24*   100.000    VARIES    5.6208              0.155273   0.147870                                     36.21*        
Morgan Stanley           61745E5H0 03/30/10 03/30/30    100.000    VARIES    5.9049                         0.164026   0.159028   0.153881  0.151773     44.00    55.66
Morgan Stanley           61745E5P2 03/30/10 03/30/30    100.000    VARIES    5.9384                         0.164956   0.160782   0.156483  0.152057     44.32    56.31
Morgan Stanley           61745E5U1 09/30/09 09/30/29    100.000    VARIES    5.7074              0.158539   0.155136   0.151636   0.148037  0.144334     55.83    53.28
Morgan Stanley           61745E5W7 08/31/10 08/31/20    100.000    VARIES    2.8095                                    0.014197   0.012426  0.010984      1.75     4.86
Morgan Stanley           61745E6G1 10/07/09 10/07/24*   100.000    VARIES    5.2060              0.144612   0.140422                                     39.16*        
Morgan Stanley           61745E6J5 08/31/10 08/31/30    100.000    VARIES    5.4234                                    0.149818   0.143266  0.140573     18.43    52.34
Morgan Stanley           61745E6P1 04/22/10 04/20/30    100.000    VARIES    6.0247                         0.167353   0.162409   0.157260  0.151956     41.32    56.80
Morgan Stanley           61745E6V8 04/15/10 04/15/25    100.000    VARIES    5.5533                         0.154258   0.153143   0.151996  0.152006     39.41    54.84
Morgan Stanley           61745E7G0 10/30/09 10/30/29    100.000    VARIES    5.8639              0.162887   0.159111   0.155224   0.151224  0.147106     57.49    54.67
Morgan Stanley           61745E7H8 04/23/10 04/23/25    100.000    VARIES    5.7579                         0.159944   0.156552   0.153062  0.149471     39.44    55.25
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           61745ED32 06/20/08 06/20/28    100.000    VARIES    5.0572              0.130879   0.127516   0.124067   0.120532  0.120074     46.44    43.98
Morgan Stanley           61745ED99 10/30/09 10/30/29    100.000    VARIES    5.8166              0.161574   0.157386   0.153077   0.148643  0.144079     56.89    53.76
Morgan Stanley           61745EE23 04/29/10 04/29/30    100.000    VARIES    6.0035                         0.166766   0.161766   0.156616  0.151311     40.05    56.66
Morgan Stanley           61745EE64 06/27/08 06/27/18    100.000    VARIES    6.1703              0.172331   0.172986   0.175633   0.176442  0.175985     63.04    64.26
Morgan Stanley           61745EE80 05/05/10 05/05/25    100.000    VARIES    5.6438                         0.156774   0.152576   0.148259  0.147379     36.76    53.86
Morgan Stanley           61745EE98 09/22/10 09/22/19    100.000    VARIES    2.8227                                    0.021760   0.021218  0.020668      2.15     7.63
Morgan Stanley           61745EF48 07/07/08 07/07/23    100.000    VARIES    6.0756              0.160331   0.155919   0.151373   0.146690  0.141863     55.37    52.00
Morgan Stanley           61745EF63 05/18/10 05/18/25    100.000    VARIES    6.0398                         0.167774   0.166130   0.164436  0.164464     37.34    59.43
Morgan Stanley           61745EF71 09/22/10 09/22/25    100.000    VARIES    5.6905                                    0.158071   0.154665  0.151162     15.65    55.61
Morgan Stanley           61745EG88 07/28/08 07/28/23    100.000    VARIES    5.9673              0.161498   0.159272   0.156979   0.154618  0.152187     57.05    55.35
Morgan Stanley           61745EH20 05/12/10 05/12/25    100.000    VARIES    5.8071                         0.161309   0.156314   0.151175  0.150932     36.70    55.08
Morgan Stanley           61745EH38 09/30/10 09/30/25    100.000    VARIES    5.2659                                    0.146276   0.145739  0.145188     13.31    52.46
Morgan Stanley           61745EH87 05/20/10 05/20/30    100.000    VARIES    5.8155                         0.161542   0.157355   0.153045  0.148611     35.53    55.51
Morgan Stanley           61745EJ44 08/04/08 08/04/23    100.000    VARIES    5.9469              0.156721   0.152295   0.147738   0.143045  0.138213     54.30    50.94
Morgan Stanley           61745EJ77 09/30/10 09/30/17    100.000    VARIES    2.7147                                    0.015965   0.014781  0.013580      1.45     5.32
Morgan Stanley           61745EJA0 06/09/08 06/09/23*   100.000    VARIES    4.7552              0.119421                                                18.87*        
Morgan Stanley           61745EL33 09/30/10 09/30/19    100.000    VARIES    2.8240                                    0.031503   0.030128  0.028735      2.87    10.84
Morgan Stanley           61745EL82 05/27/10 05/27/30    100.000    VARIES    6.1976                         0.172156   0.166731   0.161138  0.156980     36.66    58.68
Morgan Stanley           61745EL90 10/15/10 10/15/19    100.000    VARIES    2.5025                                    0.019819   0.019042  0.018256      1.51     6.88
Morgan Stanley           61745ELG4 05/28/08 05/26/23*   100.000    VARIES    4.9020              0.126582                                                18.35*        
Morgan Stanley           61745EM40 08/29/08 08/29/18    100.000    VARIES    5.7096              0.157340   0.160937   0.162637   0.165931  0.166574     58.75    60.45
Morgan Stanley           61745EM57 12/22/09 12/22/24    100.000    VARIES    5.6398              0.156662   0.153246   0.149735   0.148226  0.146674     55.72    53.61
Morgan Stanley           61745EM73 10/29/10 10/29/30    100.000    VARIES    5.2869                                    0.146860   0.145602  0.144311      9.11    52.49
Morgan Stanley           61745EN23 08/29/08 08/29/23    100.000    VARIES    5.7316              0.152999   0.151950   0.149186   0.148006  0.144363     55.18    53.64
Morgan Stanley           61745EP70 01/15/10 01/15/25    100.000    VARIES    5.4037                         0.150105   0.148119   0.146079  0.143984     51.61    52.27
Morgan Stanley           61745EP88 06/16/10 06/16/13    100.000    VARIES    2.1929                         0.018168   0.017782   0.017392  0.017583      3.54     6.33
Morgan Stanley           61745EP96 10/15/10 10/15/15    100.000    VARIES    1.8991                                    0.016945   0.016715  0.016483      1.29     6.02
Morgan Stanley           61745EQ79 10/29/10 10/29/30    100.000    VARIES    5.1584                                    0.143290   0.139821  0.136263      8.88    50.52
Morgan Stanley           61745ER45 06/23/10 06/23/30    100.000    VARIES    6.3849                         0.177359   0.174153   0.170845  0.167431     33.32    62.05
Morgan Stanley           61745ER52 10/15/10 10/15/19    100.000    VARIES    2.6938                                    0.025132   0.024080  0.023014      1.91     8.70
Morgan Stanley           61745ER94 01/25/10 01/25/25    100.000    VARIES    5.1353                         0.142647   0.139178   0.135619  0.134187     47.39    48.68
Morgan Stanley           61745ES28 06/24/10 06/24/20    100.000    VARIES    5.8922                         0.163674   0.163586   0.165188  0.166838     30.61    59.20
Morgan Stanley           61745ES93 10/27/10 10/27/17    100.000    VARIES    2.4455                                    0.018263   0.017750  0.017231      1.17     6.42
Morgan Stanley           61745ET43 12/03/08 12/03/23    100.000    VARIES    6.0934              0.162549   0.159038   0.155421   0.155359  0.155296     57.69    55.94
Morgan Stanley           61745ET68 06/22/10 06/22/15    100.000    VARIES    2.6966                         0.009955   0.009453   0.008944  0.009064      1.88     3.31
Morgan Stanley           61745ETD3 05/19/08 05/19/23*   100.000    VARIES    4.6778              0.118324                                                16.33*        
Morgan Stanley           61745ETG6 06/30/08 06/30/28    100.000    VARIES    5.7070              0.151086   0.148461   0.145762   0.142986  0.142378     53.91    51.97
Morgan Stanley           61745ETH4 05/19/08 05/19/28    100.000    VARIES    5.3131              0.139206   0.136263   0.133241   0.130139  0.129301     49.33    47.24
Morgan Stanley           61745ETQ4 02/28/06 03/01/11    100.000    VARIES    5.0618              0.139196   0.137135   0.139619                          50.48     8.24
Morgan Stanley           61745EU33 02/03/10 02/03/35    100.000    VARIES    5.3927                         0.149799   0.146348   0.142804  0.139735     48.62    51.07
Morgan Stanley           61745EU58 11/16/10 11/16/15    100.000    VARIES    1.5999                                    0.008765   0.008496  0.008224       .39     3.08
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           61745EU90 03/17/10 03/17/30    100.000    VARIES    6.1264                         0.170180   0.165182   0.160031  0.154722     47.81    57.45
Morgan Stanley           61745EUH2 02/23/07 02/23/37    100.000    VARIES    5.5058              0.142864   0.140680   0.138435   0.136128  0.133758     50.47    48.82
Morgan Stanley           61745EUK5 05/19/08 05/19/23    100.000    VARIES    5.2763              0.139290   0.136736   0.134114   0.131423  0.130938     49.47    47.66
Morgan Stanley           61745EUV1 02/22/08 02/22/23    100.000    VARIES    4.3863              0.116026   0.114001   0.111932   0.109818  0.109320     40.88    39.58
Morgan Stanley           61745EUX7 03/03/08 03/03/28    100.000    VARIES    4.3854              0.117456   0.115937   0.114997   0.114036  0.113054     41.72    41.00
Morgan Stanley           61745EUY5 02/29/08 02/29/28    100.000    VARIES    4.3844              0.110689   0.105314   0.103351   0.097937  0.098706     38.51    36.16
Morgan Stanley           61745EV32 11/23/10 05/23/16    100.000    VARIES    1.4641                                    0.010548   0.010214  0.009878       .40     3.71
Morgan Stanley           61745EV65 01/20/09 01/20/24    100.000    VARIES    5.9021              0.156901   0.149645   0.142175   0.134484  0.136201     52.81    48.84
Morgan Stanley           61745EVD0 03/14/08 03/14/28    100.000    VARIES    4.2040              0.109533   0.107028   0.104471   0.101860  0.101301     38.44    36.80
Morgan Stanley           61745EVE8 04/07/08 04/07/23    100.000    VARIES    4.3273              0.109753   0.106118   0.102404   0.098609  0.098718     38.24    35.87
Morgan Stanley           61745EVH1 03/31/08 03/30/23    100.000    VARIES    4.2080              0.108617   0.104234   0.103251   0.098845  0.100012     38.34    36.57
Morgan Stanley           61745EVL2 04/25/08 04/25/28    100.000    VARIES    4.8906              0.124140   0.120044   0.115847   0.111548  0.111418     43.41    40.64
Morgan Stanley           61745EVM0 04/25/08 04/25/23    100.000    VARIES    5.3229              0.140910   0.138469   0.135963   0.133389  0.132846     49.96    48.28
Morgan Stanley           61745EVP3 04/25/08 04/25/28    100.000    VARIES    5.5441              0.142235   0.138093   0.133836   0.129461  0.129085     49.90    47.08
Morgan Stanley           61745EW49 01/30/09 01/30/24    100.000    VARIES    6.4553              0.175240   0.171034   0.166692   0.162210  0.157583     61.04    57.83
Morgan Stanley           61745EW72 11/23/10 11/23/19    100.000    VARIES    2.3593                                    0.019583   0.018855  0.018118       .74     6.86
Morgan Stanley           61745EX22 03/31/09 03/31/24    100.000    VARIES    5.5881              0.150251   0.145136   0.139877   0.134472  0.134233     52.23    48.87
Morgan Stanley           61745EX30 02/16/10 02/16/30    100.000    VARIES    5.7678                         0.160218   0.155225   0.150089  0.148271     49.79    54.02
Morgan Stanley           61745EX48 07/16/10 07/16/30    100.000    VARIES    6.0985                                    0.169405   0.164406  0.159255     27.95    58.41
Morgan Stanley           61745EX89 03/31/09 03/31/24    100.000    VARIES    5.2808              0.141762   0.136703   0.131512   0.126183  0.126021     49.19    45.89
Morgan Stanley           61745EX97 02/16/10 02/16/30    100.000    VARIES    5.6112                         0.155867   0.152447   0.148930  0.145315     48.64    53.29
Morgan Stanley           61745EY21 07/15/10 07/15/20    100.000    VARIES    3.4515                                    0.025746   0.024243  0.022715      4.27     8.49
Morgan Stanley           61745EY62 04/23/09 04/23/24    100.000    VARIES    5.9383              0.159954   0.154806   0.149505   0.144047  0.138427     55.95    52.09
Morgan Stanley           61745EZ46 05/01/09 05/01/14    100.000    VARIES    5.4528              0.151811   0.152164   0.153822   0.154410  0.154225     54.84    55.51
Morgan Stanley           61745EZ53 02/18/10 02/18/30    100.000    VARIES    5.4861                         0.152394   0.147431   0.142331  0.140862     47.04    51.28
Morgan Stanley           61746BCS3 02/09/06 02/11/13    100.000     0.000    5.3494              0.178804   0.183586   0.188496   0.193538  0.198715     66.59    70.20
Morgan Stanley           61746BCT1 02/27/06 02/27/13    100.000     0.000    5.3615              0.179229   0.184034   0.188967   0.194033  0.199235     66.59    70.21
Morgan Stanley           61746S190 01/27/04 03/30/11    100.000     1.875    4.2069              0.134128   0.135853   0.137615                          48.91    12.25
Morgan Stanley           61746S273 10/26/04 10/30/11    100.000     0.000    4.2472              0.145638   0.148731   0.151889   0.155115               53.37    46.00
Morgan Stanley           61746S422 09/28/04 09/30/12    100.000     1.300    4.4570              0.145457   0.147894   0.150385   0.152932  0.155535     53.25    55.07
Morgan Stanley           61746S539 08/27/04 03/30/11    100.000     0.000    4.4434              0.154387   0.157817   0.161323                          56.83    14.36
Morgan Stanley           61746S646 07/28/04 01/30/11    100.000     0.000    4.6243              0.161487   0.165221   0.169041                          59.95     4.90
Morgan Stanley           61746S703 02/25/04 12/30/11    100.000     0.400    4.5064              0.159143   0.162479   0.165890   0.169377               57.90    60.18
Morgan Stanley           61746S778 04/28/04 12/30/11    100.000     0.000    4.8845              0.178414   0.182771   0.187235   0.191808               65.02    68.04
Morgan Stanley           61746S877 03/29/04 12/30/11    100.000     0.500    4.0511              0.138136   0.140653   0.143221   0.145840               50.19    51.89
Morgan Stanley           61746SBD0 11/30/04 12/30/11    100.000     0.250    4.4263              0.151874   0.155081   0.158360   0.161711               55.26    57.45
Morgan Stanley           61746SBU2 01/06/06 07/06/11    100.000    VARIES    5.1444              0.154989   0.156828   0.158792   0.160794               56.79    29.74
Morgan Stanley           61746SCT4 06/30/06 03/20/10    100.000     0.000    5.7485              0.191693                                                15.14         
Morgan Stanley           61746SDA4 11/07/06 05/07/10    100.000     0.000    5.3445              0.173910                                                21.91         
Morgan Stanley           61746SDC0 12/11/06 12/11/13    100.000     0.000    5.1239              0.165662   0.169907   0.174260   0.178724  0.183303     60.57    63.72
Morgan Stanley           61746Y155 08/29/05 08/30/10    100.000     0.000    4.5922              0.151306   0.153935                                     36.95         
Morgan Stanley           61746Y288 06/28/05 06/30/11    100.000     0.500    4.2966              0.141615   0.144359   0.147162                          51.48    26.34
Morgan Stanley           61746Y478 04/27/05 10/30/10    100.000     1.000    4.5617              0.149027   0.151793                                     45.06         
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           61746Y650 02/24/05 09/01/10    100.000     0.000    4.4162              0.149449   0.152749                                     36.46         
Morgan Stanley           61746Y858 12/28/04 12/30/11    100.000     0.000    4.4273              0.153121   0.156511   0.159976   0.163517               55.74    58.07
Morgan Stanley           61746YAB2 12/30/04 12/30/12    100.000     0.000    4.7234              0.165703   0.169616   0.173622   0.177722  0.181920     60.37    63.25
Morgan Stanley           617475116 11/30/07 02/20/13    100.000     0.000    4.6219              0.138908   0.142118   0.145402   0.148763  0.152200     51.44    53.84
Morgan Stanley           617475124 11/30/07 11/30/12    100.000     0.000    4.4317              0.134383   0.137361   0.140405   0.143516  0.146696     49.10    51.30
Morgan Stanley           617475546 10/31/07 11/07/14    100.000     4.849    4.8489              0.134694   0.134694   0.134694   0.134694  0.134694     48.49    48.49
Morgan Stanley           617475579 07/31/07 07/27/12    100.000     5.518    5.5179              0.153278   0.153278   0.153278   0.153278  0.153278     55.18    55.18
Morgan Stanley           617475652 08/31/07 02/20/12    100.000     0.000    5.2169              0.160412   0.164596   0.168890   0.173295  0.177816     59.61    62.76
Morgan Stanley           61747MLD1 06/29/07 12/29/10    100.000     0.000    5.4252              0.172282   0.176956                                     62.52         
Morgan Stanley           61747S371 06/29/07 12/20/12    100.000     5.363    5.3629              0.148972   0.148972   0.148972   0.148972  0.148972     53.63    53.63
Morgan Stanley           61747S413 05/31/07 08/20/11    100.000     0.000    5.2996              0.165371   0.169753   0.174251   0.178869               61.49    40.73
Morgan Stanley           61747S561 10/31/06 10/28/11    100.000     5.433    5.4329              0.150917   0.150917   0.150917   0.150917               54.33    44.82
Morgan Stanley           61747S850 08/31/06 08/26/11    100.000    VARIES    5.4559              0.151633   0.151688   0.151560   0.151591               54.59    35.62
Morgan Stanley           61747W182 03/31/08 03/28/13    100.000     0.000    4.0410              0.119167   0.121575   0.124032   0.126538  0.129094     43.79    45.57
Morgan Stanley           61747W463 02/29/08 02/20/15    100.000     0.000    5.4016              0.158794   0.165786   0.167488   0.174862  0.176657     60.39    63.70
Morgan Stanley           61747W752 12/31/07 12/31/12    100.000     4.894    4.8939              0.135944   0.135944   0.135944   0.135944  0.135944     48.94    48.94
Morgan Stanley           61747W794 12/31/07 12/31/12    100.000     0.000    4.8469              0.148172   0.151762   0.155440   0.159207  0.163066     54.00    56.64
Morgan Stanley           61747Y162 06/30/06 06/24/11    100.000     5.771    5.7709              0.160306   0.160306   0.160306                          57.71    27.73
Morgan Stanley           61747Y394 02/23/06 02/23/10    100.000     0.000    5.2711              0.175664                                                 9.13         
Morgan Stanley           61747Y584 02/09/06 02/17/10    100.000     0.000    5.2162              0.173711                                                 7.99         
Morgan Stanley           61747YBR5 05/31/07 11/30/10    100.000     0.000    5.2745              0.166882   0.171283                                     55.70         
Morgan Stanley           61747YBS3 06/29/07 06/29/10    100.000     0.000    5.4202              0.172101                                                30.63         
Morgan Stanley           61747YBT1 05/29/07 09/01/14    100.000     0.000    5.6123              0.176646   0.181603   0.186699   0.191938  0.197324     65.69    69.43
Morgan Stanley           617480173 04/30/08 11/05/14    100.000     5.627    5.6269              0.156306   0.156306   0.156306   0.156306  0.156306     56.27    56.27
Morgan Stanley           617480199 04/30/08 01/30/15    100.000     0.000    6.0537              0.181194   0.186678   0.192329   0.198150  0.204148     67.90    72.07
Morgan Stanley           617480330 05/30/08 02/28/14    100.000     0.000    5.5930              0.165562   0.167417   0.174951   0.176911  0.183857     61.93    65.31
Morgan Stanley           617480496 06/30/08 12/30/13    100.000     0.000    5.6404              0.170313   0.175117   0.180055   0.185133  0.190355     62.19    65.74
Morgan Stanley           617480579 07/31/08 01/20/10    100.000     0.000    3.6189              0.104093                                                 1.98         
Morgan Stanley           617480603 07/31/08 01/20/10    100.000     0.000    3.6189              0.104093                                                 1.98         
Morgan Stanley           617480629 07/31/08 11/29/11     87.000     0.000    4.2238    53.25     0.107920   0.110199   0.112526   0.114903               39.41    37.34
Morgan Stanley           617480710 08/29/08 11/29/11     86.300     0.000    4.5833    54.07     0.116283   0.118948   0.121674   0.124462               42.51    40.41
Morgan Stanley           617480801 09/30/08 03/20/10    100.000     0.000    9.8213              0.299486                                                23.66         
Morgan Stanley           617482AA2 07/25/08 11/30/11    100.000     0.000    5.8223              0.174749   0.179836   0.185072   0.190460               64.15    61.86
Morgan Stanley           617482AL8 08/29/08 08/31/11    100.000     0.000    5.6318              0.164513   0.166387   0.173908   0.175890               61.55    42.45
Morgan Stanley           617482AM6 08/29/08 05/31/11    100.000     0.000    5.7855              0.172629   0.177623   0.182761                          63.36    27.23
Morgan Stanley           617482AN4 07/28/08 07/28/14    100.000     0.000    6.2015              0.183113   0.188791   0.194644   0.200680  0.206902     68.71    73.03
Morgan Stanley           617482AP9 08/29/08 01/05/11    100.000     0.000    5.4658              0.158963   0.163307   0.167770                          59.56      .67
Morgan Stanley           617482AQ7 08/29/08 08/31/11    100.000    VARIES    5.7662              0.166477   0.167385   0.173948   0.174947               61.85    42.28
Morgan Stanley           617482AR5 08/29/08 04/04/14    100.000     0.000    5.7350              0.169515   0.174376   0.179377   0.184520  0.189812     62.76    66.41
Morgan Stanley           617482AT1 08/29/08 11/29/11     86.300     0.000    4.5833    54.07     0.116283   0.118948   0.121674   0.124462               42.51    40.41
Morgan Stanley           617482AY0 08/29/08 11/30/11    100.000     0.000    5.6758              0.169130   0.173930   0.178866   0.183942               62.05    59.76
Morgan Stanley           617482AZ7 08/29/08 11/30/11    100.000     0.000    5.7597              0.171807   0.176755   0.181845   0.187082               63.05    60.77
Morgan Stanley           617482BQ6 09/30/08 12/30/10    100.000     0.000    9.6342              0.301102   0.315607                                    110.71         
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           617482BX1 09/30/08 11/30/11     94.000     0.000    6.4662              0.181875   0.187755   0.193825   0.200092               66.90    64.90
Morgan Stanley           617482CR3 10/21/08 10/20/10    100.000     0.000    6.1849              0.182565   0.188211                                     53.78         
Morgan Stanley           617482CS1 10/20/08 10/20/11     73.000     0.000   10.7703    97.96     0.242554   0.255616   0.269382   0.283889               91.58    80.46
Morgan Stanley           617482CV4 10/21/08 10/29/10    100.000     0.000    6.1261              0.181001   0.186545                                     54.94         
Morgan Stanley           617482CY8 10/31/08 10/31/11     83.000     0.000    6.3084    62.63     0.154764   0.159646   0.164682   0.169876               57.20    50.17
Morgan Stanley           617482DC5 11/28/08 11/30/11    100.000     0.000    4.4417              0.128955   0.131819   0.134746   0.137739               47.12    44.87
Morgan Stanley           617482DJ0 12/29/08 12/29/10    100.000     0.000    6.5936              0.195431   0.201874                                     71.12         
Morgan Stanley           617482DL5 12/31/08 12/30/11     80.160     0.000    7.5159    61.56     0.178154   0.183839   0.191796   0.197916               66.09    70.74
Morgan Stanley           617482DX9 02/27/09 02/28/11    100.000     0.000    4.9651              0.140582   0.141723   0.147649                          52.39     8.56
Morgan Stanley           617482EF7 02/27/09 02/27/24    100.000    VARIES    5.6208              0.151155   0.146035   0.140771   0.135359  0.129795     52.21    48.34
Morgan Stanley           617482EG5 03/03/09 02/27/24    100.000    VARIES    6.2075              0.168437   0.164181   0.159793   0.155269  0.150604     58.80    55.57
Morgan Stanley           617482EL4 03/31/09 03/31/11    100.000     0.000    5.5476              0.158377   0.162770   0.167285                          58.62    14.89
Morgan Stanley           617482EN0 03/25/09 03/25/24    100.000    VARIES    6.4376              0.173850   0.168716   0.163418   0.157949  0.157060     60.66    57.24
Morgan Stanley           617482ES9 03/26/09 03/26/29    100.000    VARIES    5.8244              0.155581   0.149191   0.142615   0.135848  0.134995     53.63    49.40
Morgan Stanley           617482ET7 04/16/09 04/16/12    100.000     0.000    5.7696              0.164893   0.169650   0.174544   0.179579  0.184760     60.94    64.51
Morgan Stanley           617482EW0 04/30/09 04/30/12    100.000     0.000    5.5196              0.157555   0.161903   0.166371   0.170962  0.175681     58.04    61.29
Morgan Stanley           617482EX8 04/30/09 04/30/12    100.000     0.000    5.4582              0.155754   0.160005   0.164372   0.168858  0.173466     57.36    60.54
Morgan Stanley           617482FB5 04/16/09 04/16/29    100.000    VARIES    5.8955              0.158359   0.152791   0.147060   0.141159  0.140193     55.16    51.36
Morgan Stanley           617482FH2 05/29/09 05/29/12    100.000     0.000    4.8002              0.136540   0.139817   0.143173   0.146609  0.150128     49.96    52.38
Morgan Stanley           617482FJ8 05/29/09 05/29/12    100.000     0.000    4.8475              0.137919   0.141262   0.144686   0.148193  0.151785     50.47    52.95
Morgan Stanley           617482FM1 05/27/09 05/27/29    100.000    VARIES    3.6954              0.098903   0.095085   0.091196   0.087235  0.087102     34.66    31.98
Morgan Stanley           617482FQ2 06/30/09 06/28/13    100.000     0.000    4.0308              0.114201   0.116502   0.118851   0.121246  0.123690     41.54    43.23
Morgan Stanley           617482FR0 06/30/09 09/28/12    100.000     0.000    4.3979              0.123480   0.126195   0.128970   0.131806  0.134705     45.45    47.47
Morgan Stanley           617482FW9 06/22/09 06/22/29    100.000    VARIES    4.2479              0.113426   0.108755   0.103985   0.099113  0.099327     39.91    36.52
Morgan Stanley           617482FX7 06/26/09 06/26/24    100.000    VARIES    5.0455              0.136681   0.133122   0.129473   0.125731  0.121895     48.53    45.90
Morgan Stanley           617482FZ2 07/31/09 07/31/13    100.000     0.000    3.7618              0.104495   0.106460   0.108463   0.110503  0.112581     38.57    40.04
Morgan Stanley           617482GB4 07/31/09 10/31/12    100.000     0.000    4.0209              0.112817   0.115085   0.117398   0.119759  0.122166     41.30    42.98
Morgan Stanley           617482GC2 07/31/09 10/31/11    100.000     0.000    3.3818              0.094736   0.096338   0.097967   0.099623               34.59    29.59
Morgan Stanley           617482GD0 07/06/09 07/06/12    100.000     0.000    3.9872              0.110756   0.112964   0.115216   0.117513  0.119856     41.05    42.70
Morgan Stanley           617482GF5 07/16/09 07/16/29    100.000    VARIES    4.2615              0.118377   0.114389   0.110315   0.106155  0.101906     40.57    37.58
Morgan Stanley           617482GG3 07/29/09 07/29/24    100.000    VARIES    5.6514              0.156984   0.153570   0.150061   0.146452  0.142741     54.85    52.26
Morgan Stanley           617482GH1 07/31/09 07/31/29    100.000    VARIES    6.8887              0.191355   0.187421   0.183352   0.179143  0.174789     66.97    63.96
Morgan Stanley           617482GK4 08/31/09 02/28/13    100.000     0.000    3.5389              0.097760   0.097867   0.101250   0.101362  0.104289     36.13    37.35
Morgan Stanley           617482GL2 08/31/09 05/31/12    100.000     0.000    3.0328              0.084885   0.086172   0.087479   0.088805  0.090152     30.87    31.81
Morgan Stanley           617482GM0 08/31/09 08/30/13    100.000     0.000    4.0427              0.111064   0.112678   0.115587   0.117279  0.119650     41.39    43.00
Morgan Stanley           617482GQ1 08/18/09 08/17/12    100.000     0.000    3.1202              0.086674   0.088019   0.089392   0.090786  0.092203     31.81    32.81
Morgan Stanley           617482GR9 09/30/09 03/29/13    100.000     0.000    3.2543              0.090399   0.091862   0.093357   0.094876  0.096420     33.08    34.16
Morgan Stanley           617482GV0 09/30/09 09/30/14    100.000     4.132    4.1319              0.114778   0.114778   0.114778   0.114778  0.114778     41.32    41.32
Morgan Stanley           617482HD9 10/30/09 04/30/13    100.000     0.000    3.4452              0.095703   0.097351   0.099028   0.100734  0.102469     34.95    36.17
Morgan Stanley           617482HE7 10/09/09 10/09/24     97.500    VARIES    5.4787              0.148382   0.144660   0.140836   0.136908  0.135452     52.13    49.55
Morgan Stanley           617482HG2 10/19/09 10/19/29    100.000    VARIES    5.9196              0.164434   0.161080   0.157626   0.154069  0.150408     58.10    55.59
Morgan Stanley           617482HH0 10/30/09 01/31/13    100.000     0.000    3.2279              0.089666   0.090389   0.091848   0.093330  0.094837     32.74    33.78
Morgan Stanley           617482JB1 12/31/09 06/28/13    100.000     0.000    3.1055              0.085318   0.086148   0.087966   0.088844  0.090223     31.30    32.28
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           617482JK1 11/30/09 05/30/13    100.000     0.000    2.8998              0.080551   0.081719   0.082904   0.084106  0.085325     29.28    30.14
Morgan Stanley           617482JL9 11/16/09 11/16/11    100.000     0.000    2.0182              0.056062   0.056628   0.057200   0.057777               20.34    18.12
Morgan Stanley           617482JN5 11/20/09 11/20/11    100.000     0.000    2.0285              0.056349   0.056921   0.057498   0.058081               20.44    18.45
Morgan Stanley           617482JP0 12/29/09 06/29/12    100.000     0.000    2.4717              0.068660   0.069508   0.070367   0.071237  0.072117     24.87    25.49
Morgan Stanley           617482JQ8 12/29/09 09/30/13    100.000     0.000    3.4574              0.094985   0.095291   0.097471   0.098614  0.100319     34.96    36.05
Morgan Stanley           617482JR6 12/11/09 12/12/11    100.000     0.000    2.1726              0.060356   0.061012   0.061675   0.062345               21.87    21.15
Morgan Stanley           617482JT2 01/28/10 07/29/13    100.000     0.000    2.8031              0.077864   0.077871   0.078963   0.080069  0.081192     26.10    28.96
Morgan Stanley           617482JX3 05/27/10 05/24/12    100.000     0.000    2.5278                         0.070218   0.071091   0.071990  0.072899     15.06    25.82
Morgan Stanley           617482KC7 07/30/10 07/30/12    100.000     0.000    2.6135                                    0.072599   0.073548  0.074509     10.96    26.59
Morgan Stanley           617482KD5 11/29/10 05/22/15    100.000     2.000    3.0665                                    0.085181   0.085618  0.086078      2.73    30.78
Morgan Stanley           617482KF0 01/25/10 01/25/16    100.000     0.000    4.0787                         0.113298   0.115609   0.117966  0.120372     38.43    42.79
Morgan Stanley           617482KY9 03/08/10 03/13/15    100.000     0.000    4.0832              0.113424   0.113488   0.115805   0.118170  0.120582     33.50    42.63
Morgan Stanley           617482LA0 03/15/10 03/15/16    100.000     0.000    4.5963                         0.127676   0.130610   0.133612  0.136682     36.83    48.20
Morgan Stanley           617482MX9 08/09/10 08/09/20    100.000    VARIES    4.9489                                    0.137471   0.136749  0.136008     19.52    49.15
Morgan Stanley           617482NM2 09/30/10 09/30/16    100.000     0.000    3.8819                                    0.107832   0.109925  0.112059      9.81    39.58
Morgan Stanley           617482NP5 09/28/10 09/28/15    100.000     0.000    3.4261                                    0.095171   0.096802  0.098460      8.85    34.86
Morgan Stanley           617482NS9 09/30/10 09/30/15    100.000     0.000    3.4418                                    0.095607   0.097253  0.098926      8.70    35.02
Morgan Stanley           617482NW0 10/12/10 10/09/15    100.000     0.000    3.2213                                    0.089482   0.090899  0.092363      7.07    32.70
Morgan Stanley           617482PA6 10/28/10 05/29/12    100.000     0.000    0.8742                         0.024285   0.024303   0.024409  0.024516      1.53     8.78
Morgan Stanley           617482PB4 10/28/10 05/29/13    100.000     0.000    1.6525                         0.045903   0.045968   0.046348  0.046731      2.89    16.64
Morgan Stanley           617482PC2 10/28/10 05/29/14    100.000     0.000    2.5250                         0.070141   0.070294   0.071181  0.072080      4.42    25.52
Morgan Stanley           617482PD0 10/29/10 05/29/15    100.000     0.000    3.1816                         0.088378   0.088613   0.090022  0.091455      5.49    32.25
Morgan Stanley           617483144 06/30/09 06/26/14    100.000     0.000    5.3758              0.153254   0.157373   0.161603   0.165947  0.170408     55.95    59.00
Morgan Stanley           617483169 06/30/09 06/28/11    100.000     0.000    3.6476              0.103152   0.105033   0.106949                          37.48    18.93
Morgan Stanley           617483227 04/30/09 04/20/11    100.000     0.000    4.7205              0.134049   0.137213   0.140452                          49.28    15.31
Morgan Stanley           617483235 04/30/09 04/21/14    100.000     0.000    5.6383              0.160816   0.165350   0.170012   0.174805  0.179733     59.35    62.75
Morgan Stanley           617483284 04/30/09 10/20/12    100.000     0.000    5.5171              0.157246   0.161583   0.166041   0.170621  0.175328     58.01    61.26
Morgan Stanley           617483300 09/30/08 11/30/11     94.000     0.000    6.4662              0.181875   0.187755   0.193825   0.200092               66.90    64.90
Morgan Stanley           617483342 05/29/09 05/20/11    100.000     0.000    3.8967              0.110246   0.112394   0.114584                          40.25    15.93
Morgan Stanley           617483383 05/29/09 05/20/14    100.000     0.000    5.2382              0.149129   0.153035   0.157043   0.161156  0.165377     54.71    57.62
Morgan Stanley           617483433 01/30/09 07/20/10    100.000     0.000    4.8055              0.136518   0.139798                                     27.76         
Morgan Stanley           617483482 01/30/09 01/30/12    100.000     0.000    6.1849              0.177118   0.182595   0.188242   0.194064  0.200065     66.43    70.60
Morgan Stanley           617483508 08/29/08 01/29/10    100.000     0.000    3.1863              0.091113                                                 2.55         
Morgan Stanley           617483524 02/27/09 08/20/10    100.000     0.000    4.7507              0.134979   0.138186                                     31.49         
Morgan Stanley           617483599 03/31/09 03/20/14    100.000     0.000    6.3536              0.180757   0.183459   0.192425   0.195301  0.203719     67.68    71.93
Morgan Stanley           617483615 03/31/09 03/20/11    100.000     0.000    5.5984              0.158723   0.160505   0.167733                          59.19    13.08
Morgan Stanley           617483680 10/20/08 04/20/10    100.000     0.000   10.2895              0.315987                                                34.44         
Morgan Stanley           617483714 10/20/08 10/20/11     73.000     0.000   10.7703    97.96     0.242554   0.255616   0.269382   0.283889               91.58    80.46
Morgan Stanley           617483722 10/31/08 04/20/10    100.000     0.000    5.1473              0.150227                                                16.37         
Morgan Stanley           617483748 10/31/08 10/31/11     83.000     0.000    6.3084    62.63     0.154764   0.159646   0.164682   0.169876               57.20    50.17
Morgan Stanley           617483763 11/28/08 05/20/10    100.000     0.000    3.8747              0.111749                                                15.53         
Morgan Stanley           617483813 12/31/08 06/20/10    100.000     0.000    6.5912              0.195012                                                32.96         
Morgan Stanley           617483821 12/31/08 12/30/11     80.160     0.000    7.5159    61.56     0.178154   0.183839   0.191796   0.197916               66.09    70.74
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           617483888 09/30/08 03/20/10    100.000     0.000    9.8213              0.299486                                                23.66         
Morgan Stanley           617484217 07/31/09 07/27/11    100.000     0.000    3.2408              0.088067   0.090946   0.090912   0.093917               33.12    19.36
Morgan Stanley           617484282 08/31/09 02/25/15    100.000     0.000    4.7184              0.128219   0.133319   0.134240   0.139684  0.140649     48.50    50.81
Morgan Stanley           617484381 03/09/10 01/07/16    100.000     0.000    4.4482                         0.123562   0.125364   0.128152  0.131002     36.39    46.61
Morgan Stanley           617484506 08/31/09 08/29/11    100.000     0.000    2.2311              0.060961   0.061973   0.062322   0.063363               22.60    15.15
Morgan Stanley           617484530 11/30/09 05/28/15    100.000     0.000    3.9207              0.108911   0.111022   0.113199   0.115418  0.117681     39.73    41.30
Morgan Stanley           617484605 08/25/09 08/27/12    100.000     0.000    3.3592              0.093329   0.094896   0.096490   0.098111  0.099759     34.27    35.43
Morgan Stanley           617484621 11/06/09 11/06/14    100.000     0.000    4.0719              0.113109   0.115412   0.117762   0.120160  0.122606     41.39    43.09
Morgan Stanley           617484654 12/04/09 12/04/13    100.000     0.000    3.4578              0.096052   0.097712   0.099402   0.101120  0.102869     34.97    36.19
Morgan Stanley           617484753 09/30/09 09/28/11    100.000     0.000    1.7533              0.048703   0.049125   0.049556   0.049990               17.69    13.31
Morgan Stanley           617484779 09/30/09 03/27/15    100.000     0.000    4.2843              0.119010   0.121516   0.124120   0.126778  0.129494     43.78    45.67
Morgan Stanley           61748A114 06/24/03 06/15/10    100.000     0.000    3.8194              0.135547                                                22.23         
Morgan Stanley           61748A221 12/29/06 12/23/11    100.000     5.081    5.0809              0.141139   0.141139   0.141139   0.141139               50.81    49.68
Morgan Stanley           61748A296 11/06/06 11/30/11    100.000     0.000    5.4050              0.176827   0.181606   0.186514   0.191555               64.82    62.27
Morgan Stanley           61748A353 11/30/06 05/20/10    100.000     0.000    5.3425              0.173584                                                24.13         
Morgan Stanley           61748A460 10/31/06 07/20/10    100.000     0.000    5.3335              0.170993   0.175553                                     34.85         
Morgan Stanley           61748A494 07/31/06 07/20/10    100.000     0.000    5.5513              0.181463   0.186500                                     37.02         
Morgan Stanley           61748A585 04/28/06 04/20/10    100.000     0.000    5.4899              0.184109                                                20.07         
Morgan Stanley           61748A742 06/01/04 03/30/12    100.000     2.800    5.2533              0.167631   0.169991   0.172413   0.174899  0.177450     61.21    62.97
Morgan Stanley           61748A775 11/25/03 12/30/10    100.000     2.000    5.9877              0.214295   0.219048                                     77.79         
Morgan Stanley           61748AAA4 09/24/03 12/30/10    100.000     0.000    5.0246              0.190502   0.195288                                     69.25         
Morgan Stanley           61748AAC0 04/30/04 12/30/11    100.000     0.000    4.8871              0.178487   0.182848   0.187316   0.191893               65.05    68.07
Morgan Stanley           61748AAD8 04/30/04 12/30/11    100.000     0.000    4.8871              0.178487   0.182848   0.187316   0.191893               65.05    68.07
Morgan Stanley           61748AAF3 11/29/05 11/30/12    100.000     0.000    5.2402              0.179049   0.183740   0.188554   0.193495  0.198565     65.60    69.08
Morgan Stanley           61748AAG1 11/29/05 11/30/12    100.000     0.000    5.2402              0.179049   0.183740   0.188554   0.193495  0.198565     65.60    69.08
Morgan Stanley           61748AAL0 12/12/06 11/30/11    100.000     0.000    4.8724              0.154415   0.157313   0.162031   0.165071               57.14    54.51
Morgan Stanley           61748U300 04/21/06 04/19/10    100.000     0.000    5.5592              0.187040                                                20.20         
Morgan Stanley           61750V188 05/31/07 05/25/12    100.000     5.318    5.3179              0.147722   0.147722   0.147722   0.147722  0.147722     53.18    53.18
Morgan Stanley           61750V220 04/20/07 04/20/11    100.000     0.000    5.1825              0.163604   0.167843   0.172193                          60.27    18.77
Morgan Stanley           61750V238 04/20/07 04/20/10    100.000     0.000    5.1064              0.160901                                                17.54         
Morgan Stanley           61750V295 04/30/07 04/27/12    100.000     5.055    5.0549              0.140417   0.140417   0.140417   0.140417  0.140417     50.55    50.55
Morgan Stanley           61750V642 02/28/07 02/20/11    100.000     0.000    5.1739              0.159569   0.166410   0.167932                          60.60     8.40
Morgan Stanley           61750V733 01/30/07 07/29/11    100.000     0.000    5.3487              0.169510   0.174043   0.178698   0.183477               63.24    38.03
Morgan Stanley           61750V840 01/31/07 01/27/12    100.000     5.280    5.2799              0.146667   0.146667   0.146667   0.146667  0.146667     52.80    52.80
Morgan Stanley           61750VAG0 07/29/10 07/29/25    100.000    VARIES    5.9967                                    0.166577   0.163243  0.159809     25.32    58.34
Morgan Stanley           61759G570 07/22/10 07/21/18    100.000    VARIES    4.8833                                    0.135650   0.134897  0.134121     21.57    48.45
Morgan Stanley           61759G588 07/23/10 07/22/16    100.000     0.000    4.6755                                    0.129876   0.132896  0.136003     20.52    48.27
Morgan Stanley           61759G612 08/30/10 08/25/16    100.000     0.000    4.0488                                    0.112468   0.114682  0.117003     13.61    41.46
Morgan Stanley           61759G653 07/30/10 03/30/17    100.000     0.000    5.0431                         0.140089   0.141266   0.144828  0.148480     21.26    52.15
Morgan Stanley           61759G844 06/29/10 06/24/16    100.000     0.000    5.4889                         0.152470   0.156538   0.160834  0.165248     27.78    57.19
Morris CNTY Improv Auth  618027AP1 02/18/10 08/15/11    100.000     0.000    1.2156                         0.033768   0.033969   0.034176               10.60     7.65
Morris CNTY Improv Auth  618027AQ9 02/18/10 08/15/12    100.000     0.000    1.3546                         0.037628   0.037879   0.038135  0.038393     11.81    13.75
Morris CNTY Improv Auth  618027AR7 02/18/10 08/15/13    100.000     0.000    2.1177                         0.058825   0.059438   0.060067  0.060703     18.50    21.68
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morris CNTY Improv Auth  618027AS5 02/18/10 08/15/14    100.000     0.000    2.8538                         0.079275   0.080387   0.081534  0.082697     24.96    29.46
Morris CNTY Improv Auth  618027AT3 02/18/10 08/15/15    100.000     0.000    3.0318                         0.084217   0.085472   0.086768  0.088083     26.53    31.36
Morris CNTY Improv Auth  618027AU0 02/18/10 08/15/16    100.000     0.000    3.4140                         0.094834   0.096426   0.098072  0.099746     29.90    35.46
Morris CNTY Improv Auth  618027AV8 02/18/10 08/15/17    100.000     0.000    3.6588                         0.101634   0.103462   0.105355  0.107282     32.06    38.11
Morris CNTY Improv Auth  618027AW6 02/18/10 08/15/18    100.000     0.000    3.8475                         0.106877   0.108899   0.110994  0.113129     33.73    40.16
Morris CNTY Improv Auth  618027AX4 02/18/10 08/15/19    100.000     0.000    3.8535                         0.107043   0.109072   0.111173  0.113315     33.78    40.22
Morris CNTY Improv Auth  618027AY2 02/18/10 08/15/20    100.000     0.000    3.8574                         0.107151   0.109184   0.111289  0.113436     33.81    40.26
Morris CNTY Improv Auth  618027AZ9 02/18/10 08/15/21    100.000     0.000    3.8593                         0.107205   0.109240   0.111348  0.113496     33.83    40.28
Morris CNTY Improv Auth  618027BA3 02/18/10 08/15/22    100.000     0.000    3.8595                         0.107210   0.109244   0.111352  0.113501     33.83    40.29
Morris CNTY Improv Auth  618027BB1 02/18/10 08/15/23    100.000     0.000    3.8580                         0.107169   0.109202   0.111308  0.113455     33.82    40.27
Morris CNTY Improv Auth  618027BC9 02/18/10 08/15/24    100.000     0.000    3.8550                         0.107086   0.109116   0.111219  0.113363     33.79    40.24
Morris CNTY Improv Auth  618027BD7 02/18/10 08/15/25    100.000     0.000    3.8507                         0.106965   0.108990   0.111088  0.113227     33.76    40.19
Multnomah County, OR     625506HH6 12/08/99 06/01/13     36.019     0.000    7.7198   411.87     0.164502   0.170851   0.177446   0.184295  0.191409     60.75    65.53
Multnomah County, OR     625506HJ2 12/08/99 06/01/14     33.298     0.000    7.7399   382.14     0.152766   0.158678   0.164818   0.171197  0.177822     56.42    60.87
Multnomah County, OR     625506HK9 12/08/99 06/01/15     30.863     0.000    7.7399   354.20     0.141594   0.147074   0.152766   0.158678  0.164818     52.30    56.42
Multnomah County, OR     625506HL7 12/08/99 06/01/16     28.606     0.000    7.7399   328.30     0.131240   0.136319   0.141594   0.147074  0.152766     48.47    52.30
Multnomah County, OR     625506HN3 12/08/99 06/01/20     21.112     0.000    7.7400   242.30     0.096860   0.100609   0.104503   0.108547  0.112748     35.77    38.60
Multnomah County, OR     625506HP8 12/08/99 06/01/21     19.568     0.000    7.7400   224.58     0.089777   0.093252   0.096860   0.100609  0.104503     33.16    35.77
Multnomah County, OR     625506HQ6 12/08/99 06/01/22     18.137     0.000    7.7400   208.15     0.083212   0.086432   0.089777   0.093252  0.096861     30.73    33.16
Multnomah County, OR     625506HR4 12/08/99 06/01/23     16.811     0.000    7.7399   192.93     0.077127   0.080111   0.083212   0.086432  0.089777     28.49    30.73
Multnomah County, OR     625506HS2 12/08/99 06/01/24     15.582     0.000    7.7399   178.82     0.071487   0.074253   0.077127   0.080112  0.083212     26.40    28.49
Multnomah County, OR     625506HT0 12/08/99 06/01/25     14.442     0.000    7.7400   165.75     0.066259   0.068823   0.071487   0.074253  0.077127     24.47    26.40
Multnomah County, OR     625506HU7 12/08/99 06/01/26     13.386     0.000    7.7400   153.63     0.061414   0.063790   0.066259   0.068823  0.071487     22.68    24.47
Multnomah County, OR     625506HV5 12/08/99 06/01/27     12.407     0.000    7.7400   142.39     0.056922   0.059125   0.061413   0.063790  0.066259     21.02    22.68
Multnomah County, OR     625506HW3 12/08/99 06/01/28     11.500     0.000    7.7399   131.98     0.052760   0.054802   0.056923   0.059125  0.061414     19.49    21.02
Multnomah County, OR     625506HX1 12/08/99 06/01/29     10.659     0.000    7.7399   122.33     0.048902   0.050794   0.052760   0.054802  0.056923     18.06    19.49
Multnomah County, OR     625506HY9 12/08/99 06/01/30      9.879     0.000    7.7401   113.38     0.045325   0.047079   0.048901   0.050794  0.052759     16.74    18.06
Muzak Holdings Finance   62844VAC5 03/18/99 03/15/10     53.328    VARIES   12.9997              0.361105                                                26.72         
Nanogen, Inc.            630075AA7 08/27/07 08/27/10     72.000     6.250   18.9017              0.466978   0.494704                                    115.20         
Nash Finch Company       631158AC6 03/15/05 03/15/35     46.611    VARIES    8.0045              0.128336   0.131658   0.135113   0.138706  0.142443     47.52    50.06
Nash Finch Company       631158AD4 03/15/05 03/15/35     46.611    VARIES    8.0045              0.128336   0.131658   0.135113   0.138706  0.142443     47.52    50.06
National Rural Utilities 637432KV6 02/06/08 12/15/23     87.915     0.000    0.8138    13.69     0.020177   0.020259   0.020341   0.020424  0.020507      7.28     7.34
National Rural Utilities 637432KY0 02/06/08 12/15/10     97.850     0.000    0.7617    14.26     0.021000   0.021080                                      7.24         
National Rural Utilities 637432KZ7 02/06/08 12/15/11     96.997     0.000    0.7917    14.70     0.021649   0.021734   0.021820   0.021907                7.81     7.52
National Rural Utilities 637432LA1 02/06/08 12/15/12     96.936     0.000    0.6415    11.89     0.017481   0.017537   0.017594   0.017650  0.017707      6.31     6.35
National Rural Utilities 637432LB9 02/06/08 12/15/13     96.036     0.000    0.6915    12.70     0.018688   0.018752   0.018817   0.018882  0.018947      6.74     6.79
National Rural Utilities 637432LC7 02/06/08 12/15/14     93.808     0.000    0.9341    16.79     0.024767   0.024883   0.024999   0.025116  0.025233      8.94     9.02
National Rural Utilities 637432LD5 02/06/08 12/15/15     93.011     0.000    0.9240    16.46     0.024288   0.024400   0.024513   0.024626  0.024740      8.77     8.85
National Rural Utilities 637432LE3 02/06/08 12/15/16     92.647     0.000    0.8640    15.33     0.022595   0.022692   0.022790   0.022889  0.022988      8.15     8.23
National Rural Utilities 637432LF0 02/06/08 12/15/17     92.124     0.000    0.8338    14.70     0.021671   0.021761   0.021852   0.021943  0.022034      7.82     7.89
National Rural Utilities 637432LG8 02/06/08 12/15/18     91.459     0.000    0.8238    14.42     0.021254   0.021341   0.021429   0.021517  0.021606      7.67     7.73
National Rural Utilities 637432LH6 02/06/08 12/15/19     90.603     0.000    0.8339    14.46     0.021314   0.021403   0.021492   0.021582  0.021672      7.69     7.76
National Rural Utilities 637432LJ2 02/06/08 12/15/20     90.083     0.000    0.8138    14.03     0.020675   0.020759   0.020844   0.020929  0.021014      7.46     7.52
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
National Rural Utilities 637432LK9 02/06/08 12/15/21     89.231     0.000    0.8238    14.07     0.020735   0.020821   0.020906   0.020992  0.021079      7.48     7.54
National Rural Utilities 637432LL7 02/06/08 12/15/22     88.108     0.000    0.8538    14.40     0.021232   0.021323   0.021414   0.021505  0.021597      7.66     7.73
Navistar Intl Corp.      63934EAL2 10/28/09 10/15/14     78.000     3.000    8.5279     6.39     0.101438   0.105451   0.109947   0.114636  0.119524     37.89    41.15
Network Associates, Inc. 640938AA4 02/13/98 02/13/18     39.106     0.000    4.7500   292.13     0.088531   0.090633   0.092786   0.094990  0.097246     32.84    34.42
NJ Econ Dev Auth         64578JAA4 12/22/05 07/01/15     60.170     0.000    5.4048   144.08     0.111968   0.114994   0.118101   0.121293               40.85    43.09
NJ Econ Dev Auth         64578JAB2 12/22/05 07/01/16     56.811     0.000    5.4449   137.15     0.106670   0.109574   0.112557   0.115622               38.92    41.07
NJ Econ Dev Auth         64578JAC0 12/22/05 07/01/17     53.569     0.000    5.4898   130.49     0.101591   0.104379   0.107245   0.110188               37.07    39.14
NJ Econ Dev Auth         64578JAD8 12/22/05 07/01/18     50.436     0.000    5.5399   124.09     0.096712   0.099390   0.102144   0.104973               35.30    37.28
NJ Econ Dev Auth         64578JAE6 12/22/05 07/01/19     47.535     0.000    5.5748   117.76     0.091849   0.094409   0.097040   0.099745               33.53    35.42
NJ Econ Dev Auth         64578JAF3 09/07/07 07/01/15     62.947     0.000    6.0088    92.61     0.120524   0.124146   0.127875   0.131717               44.04    46.73
NJ Econ Dev Auth         64578JAG1 09/07/07 07/01/16     59.024     0.000    6.0689    87.75     0.114298   0.117766   0.121340   0.125022               41.77    44.35
NJ Econ Dev Auth         64578JAH9 09/07/07 07/01/17     55.019     0.000    6.1789    83.37     0.108742   0.112101   0.115565   0.119135               39.75    42.25
NJ Econ Dev Auth         64578JAJ5 09/07/07 07/01/18     51.284     0.000    6.2689    78.90     0.103045   0.106275   0.109606   0.113042               37.68    40.08
NJ Econ Dev Auth         64578JAK2 09/07/07 07/01/19     47.828     0.000    6.3391    74.46     0.097330   0.100415   0.103598   0.106881               35.59    37.89
NJ Econ Dev Auth         64578JAL0 09/07/07 07/01/20     44.269     0.000    6.4592    70.30     0.092042   0.095015   0.098084   0.101251               33.67    35.88
NJ Econ Dev Auth         64578JAM8 09/07/07 07/01/21     41.265     0.000    6.5092    66.07     0.086558   0.089376   0.092284   0.095288               31.67    33.76
NJ Econ Dev Auth         64578JAN6 09/07/07 07/01/22     38.760     0.000    6.4992    61.96     0.081161   0.083799   0.086522   0.089334               29.69    31.65
NJ Econ Dev Auth         64578JAP1 09/07/07 07/01/23     36.303     0.000    6.5092    58.12     0.076150   0.078629   0.081188   0.083830               27.86    29.70
NJ Econ Dev Auth         645913AN4 06/30/97 02/15/10     40.322     0.000    7.3241   588.14     0.196263                                                 8.64         
NJ Econ Dev Auth         645913AP9 06/30/97 02/15/11     37.204     0.000    7.3892   549.87     0.184089   0.190890   0.197943                          69.38     8.71
NJ Econ Dev Auth         645913AQ7 06/30/97 02/15/12     34.381     0.000    7.4342   512.79     0.172061   0.178457   0.185090   0.191970  0.199106     64.87    69.78
NJ Econ Dev Auth         645913AR5 06/30/97 02/15/13     31.673     0.000    7.4942   478.13     0.160914   0.166944   0.173200   0.179690  0.186423     60.69    65.32
NJ Econ Dev Auth         645913AS3 06/30/97 02/15/14     29.262     0.000    7.5292   444.84     0.149970   0.155616   0.161474   0.167553  0.173861     56.57    60.91
NJ Econ Dev Auth         645913AT1 06/30/97 02/15/15     27.085     0.000    7.5492   413.39     0.139508   0.144774   0.150238   0.155909  0.161794     52.63    56.68
NJ Econ Dev Auth         645913AU8 06/30/97 02/15/16     25.082     0.000    7.5644   383.98     0.129681   0.134586   0.139676   0.144959  0.150442     48.93    52.70
NJ Econ Dev Auth         645913AV6 06/30/97 02/15/17     23.177     0.000    7.5895   356.59     0.120581   0.125157   0.129907   0.134836  0.139953     45.50    49.02
NJ Econ Dev Auth         645913AW4 06/30/97 02/15/18     21.450     0.000    7.6043   330.99     0.112008   0.116267   0.120688   0.125276  0.130040     42.27    45.55
NJ Econ Dev Auth         645913AX2 06/30/97 02/15/19     19.886     0.000    7.6095   307.18     0.103974   0.107930   0.112037   0.116299  0.120724     39.24    42.28
NJ Econ Dev Auth         645913AY0 06/30/97 02/15/20     18.435     0.000    7.6144   285.04     0.096507   0.100181   0.103995   0.107954  0.112064     36.42    39.25
NJ Econ Dev Auth         645913AZ7 06/30/97 02/15/21     17.088     0.000    7.6194   264.48     0.089567   0.092979   0.096521   0.100198  0.104016     33.80    36.43
NJ Econ Dev Auth         645913BA1 06/30/97 02/15/22     15.838     0.000    7.6244   245.37     0.083118   0.086286   0.089576   0.092991  0.096536     31.37    33.81
NJ Econ Dev Auth         645913BB9 06/30/97 02/15/23     14.678     0.000    7.6294   227.63     0.077126   0.080068   0.083122   0.086293  0.089585     29.11    31.37
NJ Econ Dev Auth         645913BC7 06/30/97 02/15/24     13.601     0.000    7.6346   211.14     0.071559   0.074290   0.077126   0.080070  0.083127     27.01    29.11
NJ Econ Dev Auth         645913BD5 06/30/97 02/15/25     12.602     0.000    7.6397   195.83     0.066387   0.068923   0.071555   0.074289  0.077126     25.06    27.01
NJ Econ Dev Auth         645913BE3 06/30/97 02/15/26     11.676     0.000    7.6446   181.62     0.061583   0.063937   0.066381   0.068918  0.071552     23.25    25.06
New Omaha Holdings Corp. 647579AA9 09/24/07 09/30/16    100.000    VARIES   11.4999              0.400265   0.423280   0.447619   0.473357  0.500575    152.55   170.59
Centro NP LLC            64806QAA2 10/30/09 01/15/14     67.500     7.970   19.6685     8.99     0.147395   0.153435   0.168525   0.185098  0.203301     57.66    69.42
Centro NP LLC            64806QAD6 10/30/09 01/15/14     67.500     7.650   19.2575     9.06     0.148576   0.154540   0.169421   0.185734  0.203618     58.02    69.60
Centro NP LLC            64806QAF1 10/30/09 01/15/14     67.500     7.680   19.2960     9.06     0.148467   0.154437   0.169337   0.185674  0.203588     57.99    69.59
Centro NP LLC            64806QAG9 10/30/09 01/15/14     67.500     7.680   19.2960     9.06     0.148467   0.154437   0.169337   0.185674  0.203588     57.99    69.59
Centro NP LLC            64806QAK0 10/30/09 01/15/14     67.500     6.900   18.2959     9.23     0.151380   0.157153   0.171530   0.187221  0.204348     58.88    70.02
Centro NP LLC            64806QAL8 10/30/09 01/15/14     67.500     6.900   18.2959     9.23     0.151380   0.157153   0.171530   0.187221  0.204348     58.88    70.02
The City of New York     649655LN5 05/27/93 05/15/10     24.595     0.000    8.4398   723.91     0.224948                                                30.14         
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
NY State Dorm Auth       649902ZR7 10/20/09 09/15/25     86.380     5.800    7.2575      .93     0.013029   0.013410   0.013896   0.014401  0.014923      4.85     5.20
City of Newark, NJ       6503667S0 04/10/03 04/01/22     30.037     0.000    6.4399   159.72     0.081000   0.083608   0.086300   0.089079  0.091948     30.11    32.08
City of Newark, NJ       6503667T8 04/10/03 04/01/23     28.029     0.000    6.4699   149.88     0.076080   0.078542   0.081082   0.083705  0.086413     28.28    30.14
City of Newark, NJ       6503667U5 04/10/03 04/01/24     26.193     0.000    6.4899   140.59     0.071407   0.073724   0.076116   0.078586  0.081136     26.55    28.30
City of Newark, NJ       6503667V3 04/10/03 04/01/25     24.468     0.000    6.5099   131.82     0.066994   0.069174   0.071426   0.073751  0.076152     24.91    26.56
City of Newark, NJ       6503667W1 04/10/03 04/01/26     22.848     0.000    6.5299   123.55     0.062829   0.064880   0.066998   0.069186  0.071445     23.36    24.91
City of Newark, NJ       6503667X9 04/10/03 04/01/27     21.327     0.000    6.5498   115.76     0.058899   0.060828   0.062820   0.064877  0.067002     21.90    23.36
City of Newark, NJ       6503667Y7 04/10/03 04/01/28     19.947     0.000    6.5600   108.47     0.055208   0.057019   0.058889   0.060820  0.062815     20.53    21.90
City of Newark, NJ       6503667Z4 04/10/03 04/01/29     18.653     0.000    6.5700   101.62     0.051738   0.053438   0.055193   0.057006  0.058879     19.24    20.53
City of Newark, NJ       6503668A8 04/10/03 04/01/30     17.440     0.000    6.5799    95.19     0.048477   0.050072   0.051719   0.053421  0.055178     18.03    19.24
City of Newark, NJ       6503668B6 04/10/03 04/01/31     16.302     0.000    6.5900    89.14     0.045412   0.046908   0.048454   0.050051  0.051700     16.89    18.02
City of Newark, NJ       6503668C4 04/10/03 04/01/32     15.279     0.000    6.5899    83.55     0.042561   0.043964   0.045412   0.046909  0.048454     15.83    16.89
City of Newark, NJ       6503668D2 04/10/03 04/01/33     14.320     0.000    6.5899    78.30     0.039889   0.041204   0.042561   0.043964  0.045412     14.84    15.83
Nexstar Fin Hldgs Inc    65335BAD6 03/27/03 04/01/13     57.442    VARIES   11.3746              0.315965   0.315964   0.315964   0.315964  0.315963    113.75   113.75
Nexstar Fin Hldgs Inc    65335BAE4 03/27/03 04/01/13     57.442    VARIES   11.3746              0.315965   0.315964   0.315964   0.315964  0.315963    113.75   113.75
Nexstar Fin Hldgs Inc    65335BAF1 03/27/03 04/01/13     57.442    VARIES   11.3746              0.315965   0.315964   0.315964   0.315964  0.315963    113.75   113.75
Nextera Energy Inc.      65339F309 05/26/09 06/01/14     98.500    VARIES    4.3841              0.120405   0.120852   0.121309   0.121776  0.122253     43.45    43.78
Nomura America Finance   65539AAG5 11/24/10 11/24/25    100.000    VARIES    5.5492                                    0.154147   0.149946  0.145628      5.70    54.42
NorAm Energy Corporation 655419AC3 06/17/96 03/15/12*    80.000     6.000    8.2985   154.57     0.052104                                                  .52*        
Omnicom Group, Inc.      681919AH9 02/07/01 02/07/31    100.000    VARIES    6.7111              0.321348   0.331127   0.341008   0.351220  0.361776    120.28   127.59
Omnicom Group, Inc.      681919AJ5 02/07/01 02/07/31    100.000    VARIES    6.7111              0.321348   0.331127   0.341008   0.351220  0.361776    120.28   127.59
Omnicom Group, Inc.      681919AK2 02/07/01 02/07/31    100.000    VARIES    6.7111              0.321348   0.331127   0.341008   0.351220  0.361776    120.28   127.59
Omnicom Group, Inc.      681919AL0 03/06/02 07/31/32    102.250    VARIES    6.6935              0.298595   0.312667   0.316658   0.331457  0.335761    114.32   121.20
Omnicom Group, Inc.      681919AM8 03/06/02 07/31/32    102.250    VARIES    6.6935              0.298595   0.312667   0.316658   0.331457  0.335761    114.32   121.20
Omnicom Group, Inc.      681919AN6 06/10/03 06/15/33    100.000    VARIES    4.6001              0.171843   0.175795   0.179839   0.183975  0.188207     62.70    65.62
Omnicom Group, Inc.      681919AP1 06/10/03 06/15/33    100.000    VARIES    4.6001              0.171843   0.175795   0.179839   0.183975  0.188207     62.70    65.62
Omnicom Group, Inc.      681919AQ9 06/30/06 07/01/38    100.000    VARIES    7.3396              0.262439   0.272070   0.282054   0.292405               96.21   103.40
Omnicom Group, Inc.      681919AR7 06/10/03 06/15/33    100.000    VARIES    4.6001              0.171843   0.175795   0.179839   0.183975  0.188207     62.70    65.62
Omnicom Group, Inc.      681919AT3 06/30/06 07/01/38    100.000    VARIES    7.3396              0.262439   0.272070   0.282054   0.292405               96.21   103.40
Omnicom Group, Inc.      681919AU0 06/30/06 07/01/38    100.000    VARIES    7.3396              0.262439   0.272070   0.282054   0.292405               96.21   103.40
Orange County, CA        68428LAV6 06/12/96 09/01/11     29.734     0.000    8.1288   578.45     0.192538   0.200364   0.208507   0.216982               72.64    51.57
Orange County, CA        68428LAW4 06/12/96 09/01/12     27.201     0.000    8.1888   535.47     0.178795   0.186116   0.193736   0.201669  0.209926     67.48    73.12
Orange County, CA        68428LAX2 06/12/96 09/01/13     25.020     0.000    8.2089   494.48     0.165284   0.172068   0.179130   0.186482  0.194136     62.38    67.61
Orange County, CA        68428LAY0 06/12/96 09/01/10     32.377     0.000    8.0887   624.90     0.207559   0.215954                                     51.33         
Orange County, CA        68428LAZ7 06/12/96 09/01/14     23.005     0.000    8.2290   456.45     0.152733   0.159017   0.165560   0.172372  0.179464     57.65    62.50
Orange County, CA        68428LBA1 06/12/96 09/01/15     21.183     0.000    8.2391   421.13     0.140991   0.146799   0.152847   0.159143  0.165699     53.22    57.70
Orange County, CA        68428LBB9 06/12/96 09/01/16     19.464     0.000    8.2591   388.48     0.130196   0.135572   0.141171   0.147001  0.153071     49.16    53.30
Orange County, CA        68428LBT0 03/03/97 09/01/11     34.929     0.000    7.3901   536.92     0.177549   0.184110   0.190913   0.197967               66.70    47.09
Orange County, CA        68428LBU7 04/01/97 09/01/12     30.602     0.000    7.8293   508.92     0.172728   0.179490   0.186516   0.193818  0.201405     65.05    70.25
Orange County, CA        68428LBV5 04/01/97 09/01/13     28.339     0.000    7.8295   471.30     0.159962   0.166224   0.172731   0.179493  0.186520     60.25    65.05
Orange County, CA        68428LBW3 01/17/97 09/01/14     26.499     0.000    7.6793   438.64     0.146348   0.151967   0.157802   0.163861  0.170153     55.07    59.38
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Orange County, CA        68428LBX1 04/01/97 09/01/15     24.175     0.000    7.8595   404.43     0.137472   0.142875   0.148489   0.154325  0.160389     51.78    55.93
Orange County, CA        68428LBY9 01/17/97 09/01/16     22.492     0.000    7.7493   377.56     0.126423   0.131322   0.136410   0.141696  0.147186     47.59    51.35
Orange County, CA        68428LBZ6 01/17/97 09/01/17     20.762     0.000    7.7695   349.92     0.117290   0.121847   0.126580   0.131498  0.136606     44.16    47.66
Orange County, CA        68428LCA0 01/17/97 09/01/18     19.198     0.000    7.7795   324.21     0.108728   0.112957   0.117351   0.121916  0.126658     40.94    44.18
Orange County, CA        68428LCB8 01/17/97 09/01/19     17.826     0.000    7.7696   300.44     0.100706   0.104618   0.108683   0.112905  0.117291     37.92    40.92
Orange County, CA        68428LCC6 01/17/97 09/01/20     16.480     0.000    7.7796   278.31     0.093336   0.096967   0.100739   0.104657  0.108729     35.14    37.93
Orange County, CA        68428LCD4 01/17/97 09/01/21     15.306     0.000    7.7694   257.96     0.086466   0.089825   0.093315   0.096940  0.100706     32.55    35.13
Orange County, CA        68428LCK8 01/17/97 09/01/10     36.871     0.000    7.4592   583.78     0.192568   0.199750                                     47.51         
Oregon Community College 68583RAG7 04/23/03 06/30/10     72.765     0.000    4.4727   250.60     0.121526                                                21.75         
Oregon Community College 68583RAH5 04/23/03 06/30/11     68.075     0.000    4.7525   251.34     0.123033   0.125957   0.128950                          44.82    23.08
Oregon Community College 68583RAJ1 04/23/03 06/30/12     63.740     0.000    4.9623   247.39     0.121946   0.124972   0.128073   0.131250  0.134507     44.45    46.68
Oregon Community College 68583RAK8 04/23/03 06/30/13     59.557     0.000    5.1521   241.46     0.119775   0.122860   0.126025   0.129272  0.132602     43.68    45.96
Oregon Community College 68583RAL6 04/23/03 06/30/14     55.504     0.000    5.3320   234.23     0.116882   0.119999   0.123198   0.126482  0.129854     42.64    44.95
Oregon Community College 68583RAM4 04/23/03 06/30/15     51.363     0.000    5.5419   226.81     0.113969   0.117127   0.120373   0.123708  0.127136     41.60    43.94
Oregon Community College 68583RAN2 04/23/03 06/30/16     47.583     0.000    5.7117   217.74     0.110024   0.113166   0.116398   0.119722  0.123141     40.18    42.51
Oregon Community College 68583RAP7 04/23/03 06/30/17     44.239     0.000    5.8317   207.49     0.105259   0.108329   0.111487   0.114738  0.118084     38.45    40.73
Oregon Community College 68583RAQ5 04/23/03 06/30/18     40.975     0.000    5.9616   197.29     0.100509   0.103505   0.106590   0.109767  0.113039     36.73    38.95
Oregon Community College 68583RAR3 04/23/03 06/30/19     37.976     0.000    6.0714   186.88     0.095548   0.098448   0.101437   0.104516  0.107689     34.93    37.08
Oregon Community College 68583RAS1 04/23/03 06/30/20     35.297     0.000    6.1514   176.44     0.090446   0.093228   0.096096   0.099051  0.102098     33.07    35.13
Oregon Community College 68583RAT9 04/23/03 06/30/21     32.815     0.000    6.2213   166.27     0.085427   0.088085   0.090825   0.093650  0.096563     31.24    33.21
Oregon Community College 68583RAU6 04/23/03 06/30/22     30.636     0.000    6.2613   156.43     0.080476   0.082996   0.085594   0.088274  0.091037     29.43    31.30
Oregon Community College 68583RAV4 04/23/03 06/30/23     28.748     0.000    6.2713   147.07     0.075686   0.078060   0.080507   0.083032  0.085635     27.68    29.44
Oregon Sch Brds Assoc    686053AH2 10/31/02 06/30/10     70.827     0.000    4.5493   269.61     0.123559                                                22.12         
Oregon Sch Brds Assoc    686053AJ8 10/31/02 06/30/11     66.180     0.000    4.8194   269.38     0.124643   0.127646   0.130722                          45.42    23.40
Oregon Sch Brds Assoc    686053AK5 10/31/02 06/30/12     62.040     0.000    4.9992   263.59     0.122742   0.125810   0.128955   0.132178  0.135482     44.75    47.01
Oregon Sch Brds Assoc    686053AL3 10/31/02 06/30/13     57.955     0.000    5.1793   256.70     0.120295   0.123410   0.126606   0.129884  0.133248     43.87    46.17
Oregon Sch Brds Assoc    686053AM1 10/31/02 06/30/14     53.950     0.000    5.3594   248.82     0.117342   0.120486   0.123715   0.127030  0.130434     42.82    45.14
Oregon Sch Brds Assoc    686053AN9 10/31/02 06/30/15     50.233     0.000    5.5093   239.40     0.113496   0.116623   0.119835   0.123137  0.126529     41.43    43.74
Oregon Sch Brds Assoc    686053AP4 10/31/02 06/30/16     46.574     0.000    5.6694   229.69     0.109501   0.112605   0.115797   0.119080  0.122455     39.99    42.28
Oregon Sch Brds Assoc    686053AQ2 10/31/02 06/30/17     43.110     0.000    5.8193   219.37     0.105130   0.108189   0.111337   0.114577  0.117911     38.40    40.67
Oregon Sch Brds Assoc    686053AR0 10/31/02 06/30/18     40.030     0.000    5.9294   208.35     0.100233   0.103204   0.106264   0.109414  0.112658     36.62    38.83
Oregon Sch Brds Assoc    686053AS8 10/31/02 06/30/19     37.212     0.000    6.0194   197.24     0.095185   0.098050   0.101001   0.104041  0.107172     34.79    36.91
Oregon Sch Brds Assoc    686053AT6 10/31/02 06/30/20     34.591     0.000    6.0995   186.30     0.090158   0.092908   0.095741   0.098661  0.101670     32.96    35.00
Oregon Sch Brds Assoc    686053BZ1 04/21/03 06/30/10     72.765     0.000    4.4692   250.61     0.121433                                                21.74         
Oregon Sch Brds Assoc    686053CA5 04/21/03 06/30/11     68.075     0.000    4.7492   251.39     0.122955   0.125874   0.128863                          44.80    23.07
Oregon Sch Brds Assoc    686053CB3 04/21/03 06/30/12     63.740     0.000    4.9593   247.45     0.121880   0.124903   0.128000   0.131174  0.134426     44.43    46.66
Oregon Sch Brds Assoc    686053CC1 04/21/03 06/30/13     59.557     0.000    5.1493   241.54     0.119720   0.122802   0.125964   0.129207  0.132534     43.66    45.94
Oregon Sch Brds Assoc    686053CD9 04/21/03 06/30/14     55.504     0.000    5.3293   234.32     0.116837   0.119951   0.123147   0.126428  0.129797     42.63    44.93
Oregon Sch Brds Assoc    686053CE7 04/21/03 06/30/15     51.363     0.000    5.5394   226.91     0.113932   0.117087   0.120330   0.123663  0.127088     41.59    43.93
Oregon Sch Brds Assoc    686053CF4 04/21/03 06/30/16     47.583     0.000    5.7092   217.85     0.109994   0.113134   0.116363   0.119685  0.123102     40.17    42.50
Oregon Sch Brds Assoc    686053CG2 04/21/03 06/30/17     44.239     0.000    5.8294   207.60     0.105235   0.108303   0.111459   0.114708  0.118051     38.44    40.72
Oregon Sch Brds Assoc    686053CH0 04/21/03 06/30/18     40.975     0.000    5.9593   197.40     0.100490   0.103484   0.106568   0.109743  0.113013     36.72    38.94
Oregon Sch Brds Assoc    686053CJ6 04/21/03 06/30/19     37.976     0.000    6.0693   186.99     0.095533   0.098432   0.101419   0.104497  0.107668     34.92    37.07
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Oregon Sch Brds Assoc    686053CK3 04/21/03 06/30/20     35.297     0.000    6.1494   176.55     0.090435   0.093216   0.096082   0.099036  0.102081     33.06    35.13
Oregon Sch Brds Assoc    686053CL1 04/21/03 06/30/21     32.815     0.000    6.2193   166.37     0.085419   0.088076   0.090815   0.093639  0.096550     31.23    33.21
Oregon Sch Brds Assoc    686053CM9 04/21/03 06/30/22     30.636     0.000    6.2594   156.53     0.080471   0.082989   0.085587   0.088265  0.091028     29.43    31.30
Oregon Sch Brds Assoc    686053CN7 04/21/03 06/30/23     28.748     0.000    6.2695   147.17     0.075682   0.078055   0.080502   0.083025  0.085628     27.68    29.44
Oscient Pharmaceuticals  68812RAD7 11/25/08 04/15/11*    12.200    12.500    N/A                 1.053632   1.605925                                    228.42*        
Oscient Pharmaceuticals  68812RAE5 11/25/08 04/15/11*    12.200    12.500    N/A                 1.053632   1.605925                                    228.42*        
PMA Capital Corporation  693419AA1 10/21/02 09/30/22*   100.000    VARIES    N/A                 0.266402   0.270176   0.277071                          81.19*        
Paterson, City of        7031302A1 04/11/03 04/01/15     51.501     0.000    5.6199   232.59     0.115091   0.118325   0.121650   0.125068  0.128582     42.61    45.03
Paterson, City of        7031302B9 04/11/03 04/01/16     47.811     0.000    5.7699   222.77     0.110737   0.113932   0.117219   0.120600  0.124079     41.02    43.42
Paterson, City of        7031302C7 04/11/03 04/01/17     44.317     0.000    5.9099   212.46     0.106064   0.109198   0.112425   0.115747  0.119168     39.32    41.68
Paterson, City of        703130Z56 04/11/03 04/01/10     72.826     0.000    4.5999   260.50     0.124903                                                11.24         
Paterson, City of        703130Z64 04/11/03 04/01/11     68.193     0.000    4.8599   259.88     0.125617   0.128669   0.131796                          46.33    11.86
Paterson, City of        703130Z72 04/11/03 04/01/12     63.812     0.000    5.0698   255.41     0.124262   0.127412   0.130641   0.133953  0.137349     45.88    48.23
Paterson, City of        703130Z80 04/11/03 04/01/13     59.701     0.000    5.2398   248.33     0.121449   0.124631   0.127897   0.131247  0.134686     44.87    47.26
Paterson, City of        703130Z98 04/11/03 04/01/14     55.492     0.000    5.4399   241.19     0.118686   0.121914   0.125230   0.128637  0.132135     43.90    46.32
Penn Virginia Corp.      707882AB2 06/15/09 06/15/16     97.003    10.375   11.0000     1.62     0.008656   0.009132   0.009635   0.010165  0.010724      3.22     3.58
Peoria, IL SD #150       713040FA6 08/15/05 01/01/11     77.688     0.000    4.7492   177.27     0.125874   0.128863                                     45.85         
Peoria, IL SD #150       713040FB4 08/15/05 01/01/12     73.711     0.000    4.8393   171.69     0.122165   0.125121   0.128149   0.131249               44.51    46.69
Peoria, IL SD #150       713040FC2 08/15/05 01/01/13     69.865     0.000    4.9194   165.68     0.118111   0.121017   0.123993   0.127043               43.04    45.19
Peoria County, IL        71319RAX5 05/14/09 12/01/10    104.800     0.000    2.2848              0.067347   0.068117                                     22.36         
Peoria County, IL        71319RAZ0 11/12/09 12/01/10    103.096     0.000    1.2849              0.036823   0.037059                                     12.19         
Peoria County, IL        71319RBB2 05/13/10 12/01/11    103.559     0.000    1.3244              0.038100   0.038125   0.038377   0.038632                8.70    12.71
Peoria County, IL        71319RBD8 11/10/10 12/01/11    102.712     0.000    0.9903                         0.028257   0.028273   0.028413                1.44     9.36
Petro Stopping Centers   71646DAJ1 02/09/04 04/30/14     93.312     5.000    N/A                 0.196005   0.193771   0.191420   0.188948  0.186347     69.88    68.15
Petro Stopping Centers   71646DAK8 02/09/04 04/30/14    100.000     5.000    N/A                 0.196005   0.193771   0.191420   0.188948  0.186347     69.88    68.15
Philadelphia Authority   71781LAP4 02/03/99 04/15/24     19.046     0.000    6.6895   200.13     0.071569   0.073963   0.076437   0.078994  0.081636     26.57    28.37
Philadelphia Authority   71781LAQ2 02/03/99 04/15/12     43.760     0.000    6.3590   429.01     0.151051   0.155854   0.160810   0.165923  0.171198     55.98    59.60
Philadelphia Authority   71781LAR0 02/03/99 04/15/13     40.766     0.000    6.4191   404.81     0.142934   0.147522   0.152257   0.157144  0.162187     52.99    56.45
Philadelphia Authority   71781LAS8 02/03/99 04/15/14     37.933     0.000    6.4792   381.49     0.135084   0.139460   0.143978   0.148642  0.153458     50.09    53.39
Philadelphia Authority   71781LAT6 02/03/99 04/15/15     35.256     0.000    6.5392   359.07     0.127505   0.131674   0.135979   0.140425  0.145017     47.30    50.44
Philadelphia Authority   71781LAU3 02/03/99 04/15/16     32.784     0.000    6.5893   337.41     0.120096   0.124053   0.128140   0.132362  0.136722     44.56    47.54
Philadelphia Authority   71781LAV1 02/03/99 04/15/17     30.618     0.000    6.6093   316.43     0.112734   0.116460   0.120309   0.124284  0.128392     41.83    44.64
Philadelphia Authority   71781LAW9 02/03/99 04/15/18     28.637     0.000    6.6193   296.58     0.105710   0.109209   0.112823   0.116557  0.120415     39.23    41.87
Philadelphia Authority   71781LAX7 02/03/99 04/15/19     26.727     0.000    6.6393   277.94     0.099162   0.102454   0.105855   0.109369  0.113000     36.80    39.28
Philadelphia Authority   71781LAY5 02/03/99 04/15/20     24.985     0.000    6.6494   260.38     0.092938   0.096028   0.099221   0.102520  0.105928     34.49    36.82
Philadelphia Authority   71781LAZ2 02/03/99 04/15/21     23.403     0.000    6.6494   243.89     0.087053   0.089948   0.092938   0.096028  0.099221     32.31    34.49
Philadelphia Authority   71781LBA6 02/03/99 04/15/22     21.872     0.000    6.6594   228.41     0.081565   0.084281   0.087087   0.089987  0.092983     30.27    32.32
Philadelphia Authority   71781LBB4 02/03/99 04/15/23     20.437     0.000    6.6695   213.86     0.076408   0.078956   0.081589   0.084310  0.087121     28.36    30.28
Philadelphia Authority   71781LBC2 02/03/99 04/15/25     17.878     0.000    6.6796   187.48     0.067012   0.069250   0.071563   0.073953  0.076423     24.87    26.56
Philadelphia Authority   71781LBD0 02/03/99 04/15/26     16.697     0.000    6.6896   175.45     0.062744   0.064843   0.067012   0.069253  0.071569     23.29    24.87
Pioneer Drilling Company 723655AA4 03/11/10 03/15/18     95.750     9.875   10.6775              0.009685   0.009700   0.010218   0.010764  0.011338      2.87     3.90
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Pioneer Drilling Company 723655AB2 03/11/10 03/15/18     95.750     9.875   10.6775              0.009685   0.009700   0.010218   0.010764  0.011338      2.87     3.90
Plains Expl & Prodtn Co. 726505AG5 03/06/09 03/01/16     92.373    10.000   11.6241     6.18     0.021645   0.022903   0.024234   0.025643  0.027133      8.33     9.33
Playboy Enterprises,Inc. 728117AA0 03/15/05 03/15/25    100.000    VARIES    7.7502              0.269123   0.276323   0.283802   0.291570  0.299640     99.74   105.25
Playboy Enterprises,Inc. 728117AB8 03/15/05 03/15/25    100.000    VARIES    7.7502              0.269123   0.276323   0.283802   0.291570  0.299640     99.74   105.25
Pope & Talbot, Inc.      732827AC4 07/30/02 06/01/13     86.415     8.375   10.5037    76.06     0.041325   0.043496   0.045780   0.048184  0.050715     15.40    17.06
Pope & Talbot, Inc.      732827AD2 07/30/02 06/01/13     86.415     8.375   10.5037    76.06     0.041325   0.043496   0.045780   0.048184  0.050715     15.40    17.06
Presidio ISD             741020DW8 05/14/98 02/15/12     38.054     0.000    7.1489   481.07     0.166600   0.172555   0.178722   0.185111  0.191727     62.70    67.26
Presidio ISD             741020DX6 05/14/98 02/15/13     35.472     0.000    7.1490   448.44     0.155301   0.160853   0.166603   0.172558  0.178726     58.44    62.70
Presidio ISD             741020DY4 05/14/98 02/15/14     33.066     0.000    7.1490   418.02     0.144767   0.149941   0.155301   0.160852  0.166602     54.48    58.44
Presidio ISD             741020DZ1 05/14/98 02/15/15     30.822     0.000    7.1492   389.67     0.134949   0.139773   0.144770   0.149945  0.155304     50.79    54.48
Presidio ISD             741020EA5 05/14/98 02/15/16     28.486     0.000    7.1992   363.77     0.126278   0.130824   0.135533   0.140412  0.145466     47.54    51.02
Presidio ISD             741020EB3 05/14/98 02/15/17     26.541     0.000    7.1992   338.93     0.117655   0.121890   0.126278   0.130823  0.135533     44.29    47.54
Presidio ISD             741020EC1 05/14/98 02/15/18     24.728     0.000    7.1993   315.79     0.109622   0.113568   0.117656   0.121892  0.126279     41.27    44.29
Presidio ISD             741020ED9 05/14/98 02/15/19     22.810     0.000    7.2493   294.22     0.102375   0.106086   0.109931   0.113916  0.118045     38.55    41.40
Presidio ISD             741020EE7 05/14/98 02/15/20     21.242     0.000    7.2493   273.99     0.095339   0.098795   0.102376   0.106086  0.109932     35.90    38.55
Presidio ISD             741020EF4 05/14/98 02/15/21     19.782     0.000    7.2493   255.16     0.088786   0.092004   0.095339   0.098795  0.102375     33.43    35.90
Presidio ISD             741020EG2 05/14/98 02/15/22     18.422     0.000    7.2494   237.62     0.082683   0.085680   0.088786   0.092004  0.095339     31.14    33.43
Primus Telecom IHC, Inc. 74163XAE5 07/01/09 05/20/13     73.521    VARIES    N/A                 0.527758   0.558023   0.591284   0.627895  0.652449    197.35   221.29
Pride International Inc. 741932AE7 01/16/01 01/16/21     60.841     0.000    2.5000   151.67     0.052186   0.052839   0.053499   0.054168  0.054845     19.12    19.60
Providian Financial Corp 74406AAD4 03/19/04 03/15/16    100.000    VARIES    9.4998              0.388451   0.403274   0.418800   0.435065  0.452231    145.73   157.24
QBE Funding Trust II     747271AA2 09/10/02 04/15/22     55.100     0.000    3.0644   137.18     0.058205   0.059096   0.060002   0.060921  0.061855     21.25    21.91
QBE Funding Trust        74729CAA6 04/15/02 04/15/22     59.358     0.000    2.6249   132.23     0.052632   0.053323   0.054023   0.054732  0.055450     19.18    19.68
QBE Funding Trust III    74729LAA6 09/24/04 09/24/24     67.165     0.000    2.0000    74.27     0.041218   0.041631   0.042047   0.042467  0.042892     14.99    15.29
Quebecor Media, Inc.     74819RAH9 10/05/07 03/15/16     93.750     7.750    8.8148    12.44     0.016884   0.017628   0.018405   0.019216  0.020063      6.37     6.95
Quicksilver Resources    74837RAA2 11/01/04 11/01/24     98.500    VARIES    6.7504              0.236897   0.243134   0.249582   0.256247  0.263137     87.17    91.86
Quicksilver Resources    74837RAB0 11/01/04 11/01/24     98.500    VARIES    6.7504              0.236897   0.243134   0.249582   0.256247  0.263137     87.17    91.86
Quicksilver Resources    74837RAF1 06/25/09 01/01/16     96.717    11.750   12.5012     1.76     0.010082   0.010712   0.011381   0.012093                3.74     4.23
R H Donnelley Corp.      74955WAC3 01/27/06 01/15/13*    90.981     6.875    8.6239    44.30     0.036153   0.037712                                      1.03*        
R H Donnelley Corp.      74955WAD1 01/27/06 01/15/13*    90.981     6.875    8.6239    44.30     0.036153   0.037712                                      1.03*        
R H Donnelley Corp.      74955WAE9 01/27/06 01/15/13*    90.981     6.875    8.6239    44.30     0.036153   0.037712                                      1.03*        
R H Donnelley Corp.      74955WAF6 01/27/06 01/15/13*    90.981     6.875    8.6239    44.30     0.036153   0.037712                                      1.03*        
R H Donnelley Corp.      749568AA9 01/27/06 01/15/13*    90.981     6.875    8.6239    44.30     0.036153   0.037712                                      1.03*        
R H Donnelley Corp.      749568AB7 01/27/06 01/15/13*    90.981     6.875    8.6239    44.30     0.036153   0.037712                                      1.03*        
Range Resources Corp.    75281AAK5 05/14/09 05/15/19     95.067     8.000    8.7501     2.03     0.009236   0.009640   0.010062   0.010502  0.010962      3.44     3.74
Regal Beloit Corporation 758750AA1 04/05/04 03/15/24    100.000    VARIES    8.7503              0.342104   0.353334   0.365055   0.377289  0.390058    127.61   136.27
Regal Beloit Corporation 758750AB9 04/05/04 03/15/24    100.000    VARIES    8.7503              0.342104   0.353334   0.365055   0.377289  0.390058    127.61   136.27
Reliant Energy, Inc.     75952J207 09/21/99 09/15/29    100.000     2.000    9.8183              0.621020   0.648779   0.677902   0.708454  0.740506    234.59   256.18
Rhodia, SA               762397AK3 05/17/04 06/01/10     96.743    10.250   11.0023    29.60     0.019808                                                 2.97         
Rhodia, SA               762397AL1 05/17/04 06/01/10     96.743    10.250   11.0023    29.60     0.019808                                                 2.97         
Rhodia, SA               762397AM9 05/17/04 06/01/10     96.743    10.250   11.0023    29.60     0.019808                                                 2.97         
Richland CNTYS CD#529,IL 763536DW6 08/04/10 12/01/11    101.846     0.000    2.0715                         0.058606   0.059000   0.059612                8.63    19.58
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Richland CNTYS SD#529,IL 763536DX4 08/04/10 12/01/12    102.728    VARIES    2.2816                         0.065108   0.065590   0.066339  0.064138      9.59    23.70
Richland CNTYS SD#529,IL 763536DY2 08/04/10 12/01/13    102.554    VARIES    2.6844                         0.076473   0.077140   0.078176  0.075745     11.26    27.91
Roper Industries, Inc.   776696AA4 12/29/03 01/15/34     39.502     1.482    7.0003              0.094814   0.098133   0.101568   0.105123  0.108803     35.85    38.41
Royal Bank of Canada     78008E3H8 03/31/08 03/28/13    100.000     0.000    4.2547              0.125862   0.128540   0.131274   0.134067  0.136919     46.30    48.29
Royal Bank of Canada     78008E3L9 02/29/08 02/28/14    100.000     0.000    4.7399              0.140471   0.141456   0.147208   0.148240  0.153421     52.28    54.69
Royal Bank of Canada     78008E4D6 03/31/08 09/28/12    100.000     0.000    3.9648              0.116792   0.119107   0.121468   0.123876  0.126332     42.90    44.61
Royal Bank of Canada     78008E4N4 03/31/08 03/31/10    100.000     0.000    2.9899              0.086836                                                 7.73         
Royal Bank of Canada     78008E6S1 04/11/08 04/11/28*   100.000     5.850    5.8499              0.162500   0.162500   0.162500                          45.66*        
Royal Bank of Canada     78008E6V4 04/30/08 04/29/11    100.000     0.000    3.8934              0.114580   0.116811   0.119085                          41.93    14.05
Royal Bank of Canada     78008E6Y8 03/31/08 03/29/12    100.000     0.000    3.7626              0.110516   0.112595   0.114713   0.116872  0.119070     40.55    42.09
Royal Bank of Canada     78008E7C5 04/30/08 04/30/10    100.000     0.000    3.4699              0.101493                                                12.08         
Royal Bank of Canada     78008E7D3 04/30/08 04/30/13    100.000     0.000    4.4900              0.133312   0.136305   0.139365   0.142494  0.145693     48.90    51.12
Royal Bank of Canada     78008EAC1 08/31/05 02/26/10    100.000     0.000    4.5211              0.150107                                                 8.26         
Royal Bank of Canada     78008EAM9 01/31/06 01/31/11    100.000     0.000    4.9599              0.163551   0.167607   0.171764                          60.85     4.98
Royal Bank of Canada     78008EAX5 03/31/06 03/31/11    100.000     0.000    5.2699              0.175621   0.180248   0.184998                          64.91    16.46
Royal Bank of Canada     78008EBC0 04/28/06 04/29/11    100.000     0.000    5.4968              0.184631   0.189706   0.194920                          68.02    23.00
Royal Bank of Canada     78008EBE6 05/31/06 05/31/11    100.000     0.000    5.4699              0.183533   0.188552   0.193709                          67.29    28.86
Royal Bank of Canada     78008EBK2 06/30/06 06/30/10    100.000     0.000    5.7499              0.194775                                                34.86         
Royal Bank of Canada     78008EBN6 06/30/06 06/30/11    100.000     0.000    5.7700              0.195586   0.201229   0.207034                          71.44    37.06
Royal Bank of Canada     78008EBP1 07/31/06 01/29/10    100.000     0.000    5.4743              0.178785                                                 5.01         
Royal Bank of Canada     78008EBT3 08/31/06 08/31/11    100.000     0.000    5.2799              0.170539   0.172188   0.179663   0.181399               63.67    43.80
Royal Bank of Canada     78008EBW6 10/31/06 10/31/13    100.000     0.000    5.2200              0.169241   0.173659   0.178191   0.182842  0.187614     62.27    65.56
Royal Bank of Canada     78008ECA3 09/29/06 09/30/11    100.000     0.000    5.0371              0.162464   0.166555   0.170750   0.175051               59.98    46.71
Royal Bank of Canada     78008ECC9 10/31/06 10/31/11    100.000     0.000    5.1199              0.165514   0.169751   0.174097   0.178554               60.87    52.86
Royal Bank of Canada     78008ECD7 10/31/06 04/29/11    100.000     0.000    5.1231              0.165609   0.169851   0.174202                          60.92    20.56
Royal Bank of Canada     78008ECE5 10/31/06 10/31/11    100.000     0.000    5.1199              0.165514   0.169751   0.174097   0.178554               60.87    52.86
Royal Bank of Canada     78008ECH8 11/27/06 11/29/13    100.000     0.000    5.0359              0.162441   0.166531   0.170725   0.175023  0.179430     59.48    62.51
Royal Bank of Canada     78008ECK1 11/27/06 11/30/11    100.000     0.000    4.9914              0.160821   0.164835   0.168948   0.173165               58.87    56.34
Royal Bank of Canada     78008ECS4 01/31/07 01/29/10    100.000     0.000    5.3149              0.168300                                                 4.71         
Royal Bank of Canada     78008EDB0 02/22/07 02/24/10    100.000     0.000    5.1003              0.160731                                                 8.52         
Royal Bank of Canada     78008EDG9 02/07/07 02/07/11    100.000     0.000    5.2200              0.164937   0.169241   0.173659                          61.41     6.25
Royal Bank of Canada     78008EDM6 02/28/07 02/28/11    100.000     0.000    5.0199              0.156973   0.158290   0.164952                          58.52     9.57
Royal Bank of Canada     78008EE37 11/26/07 11/26/12    100.000     0.000    4.8999              0.149946   0.153620   0.157383   0.161239  0.165190     54.90    57.63
Royal Bank of Canada     78008EE45 11/26/07 11/26/12    100.000     0.000    4.8999              0.149946   0.153620   0.157383   0.161239  0.165190     54.90    57.63
Royal Bank of Canada     78008EFG7 04/30/07 04/29/11    100.000     0.000    5.0935              0.160423   0.164509   0.168699                          59.00    19.91
Royal Bank of Canada     78008EFH5 04/30/07 04/30/12    100.000     0.000    5.1100              0.161029   0.165143   0.169362   0.173689  0.178127     59.22    62.28
Royal Bank of Canada     78008EH59 12/31/07 12/31/13    100.000     0.000    4.7699              0.145599   0.149071   0.152626   0.156266  0.159993     53.05    55.61
Royal Bank of Canada     78008EJV0 06/29/07 06/29/12    100.000     0.000    5.5299              0.176055   0.180923   0.185926   0.191066  0.196349     64.28    67.88
Royal Bank of Canada     78008EJW8 06/29/07 06/29/12    100.000    VARIES    5.5339              0.176199   0.166548   0.171156   0.175892  0.180759     61.68    62.49
Royal Bank of Canada     78008EJX6 06/29/07 06/29/12    100.000     0.000    5.5299              0.176055   0.180923   0.185926   0.191066  0.196349     64.28    67.88
Royal Bank of Canada     78008EJY4 06/29/07 06/29/12    100.000     0.000    5.5299              0.176055   0.180923   0.185926   0.191066  0.196349     64.28    67.88
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Royal Bank of Canada     78008ELR6 07/06/07 07/09/12    100.000    VARIES    5.6200              0.174496   0.179400   0.172450   0.177296  0.182278     63.35    64.64
Royal Bank of Canada     78008EMB0 07/31/07 07/30/10    100.000     0.000    5.1846              0.156054   0.162753                                     33.98         
Royal Bank of Canada     78008EPA9 07/31/07 07/29/11    100.000     0.000    5.2536              0.161861   0.166112   0.170476   0.174954               60.34    36.27
Royal Bank of Canada     78008EPB7 07/31/07 07/31/12    100.000     0.000    5.3300              0.164481   0.168864   0.173364   0.177984  0.182728     61.34    64.66
Royal Bank of Canada     78008EPH4 08/31/07 08/31/12    100.000     0.000    5.1899              0.158841   0.160306   0.167192   0.168734  0.175015     59.27    62.27
Royal Bank of Canada     78008EPL5 08/31/07 08/31/12    100.000     0.000    5.1899              0.158841   0.160306   0.167192   0.168734  0.175015     59.27    62.27
Royal Bank of Canada     78008EPN1 08/31/07 08/31/11    100.000     0.000    5.0800              0.155142   0.156489   0.163123   0.164539               57.86    39.74
Royal Bank of Canada     78008ER33 01/31/08 01/29/10    100.000     0.000    3.2645              0.095186                                                 2.67         
Royal Bank of Canada     78008ER41 01/31/08 01/29/10    100.000     0.000    3.2645              0.095186                                                 2.67         
Royal Bank of Canada     78008ER58 01/31/08 01/31/14    100.000     0.000    4.6199              0.137434   0.140608   0.143857   0.147180  0.150579     51.02    53.40
Royal Bank of Canada     78008EWF0 10/31/07 10/31/12    100.000     0.000    4.7100              0.143600   0.146982   0.150443   0.153986  0.157613     52.72    55.23
Royal Bank of Canada     78008EX36 01/31/08 01/29/10    100.000     0.000    3.2645              0.095186                                                 2.67         
Royal Bank of Canada     78008EY27 02/06/08 02/08/10    100.000     0.000    3.2597              0.095067                                                 3.52         
Royal Bank of Canada     78008EY84 02/29/08 02/26/10    100.000     0.000    3.3638              0.096073                                                 5.38         
Royal Bank of Canada     78008EY92 02/29/08 02/26/10    100.000     0.000    3.3638              0.096073                                                 5.38         
Royal Bank of Canada     78008EYJ0 10/26/07 04/26/10    100.000     0.000    4.6513              0.141650                                                16.29         
Royal Bank of Canada     78008EZ34 02/29/08 02/26/10    100.000     0.000    3.3638              0.096073                                                 5.38         
Royal Bank of Canada     78008G3K6 06/30/09 06/30/14    100.000     0.000    3.9699              0.112467   0.114699   0.116976   0.119298  0.121666     40.89    42.53
Royal Bank of Canada     78008G3L4 06/30/09 06/29/12    100.000     0.000    3.0462              0.085901   0.087209   0.088538   0.089886  0.091255     31.17    32.12
Royal Bank of Canada     78008G3S9 06/26/09 06/26/29*   100.000    VARIES    5.9700              0.164150   0.162417   0.159512                          58.44*        
Royal Bank of Canada     78008G5L2 06/26/09 12/26/14    100.000    VARIES    3.9701              0.110679   0.111084   0.111497   0.111918  0.111314     39.92    40.21
Royal Bank of Canada     78008G5R9 08/12/09 08/12/16    100.000    VARIES    4.2505              0.118072   0.118810   0.119564   0.120334  0.121121     42.85    43.40
Royal Bank of Canada     78008G5S7 07/20/09 04/20/15    100.000    VARIES    4.0008              0.111413   0.111975   0.112548   0.113132  0.113728     40.29    40.71
Royal Bank of Canada     78008GBJ0 04/30/08 10/31/12    100.000     0.000    4.3499              0.128890   0.131694   0.134558   0.137485  0.140475     47.25    49.33
Royal Bank of Canada     78008GBM3 04/30/08 04/30/28*   100.000     5.970    5.9699              0.165833   0.165833                                     49.58*        
Royal Bank of Canada     78008GBV3 05/30/08 11/30/12    100.000     0.000    4.6199              0.137434   0.140609   0.143857   0.147180  0.150580     50.25    52.59
Royal Bank of Canada     78008GBX9 05/30/08 05/31/11    100.000     0.000    4.1200              0.121664   0.124170   0.126728                          44.41    18.88
Royal Bank of Canada     78008GBY7 05/30/08 05/28/10    100.000     0.000    3.7500              0.110115                                                16.19         
Royal Bank of Canada     78008GCC4 05/30/08 05/28/10    100.000     0.000    3.7502              0.110121                                                16.19         
Royal Bank of Canada     78008GDW9 05/27/08 08/24/11    100.000     0.000    4.0799              0.119168   0.121599   0.124080   0.126611               43.96    29.37
Royal Bank of Canada     78008GEM0 06/30/08 06/30/10    100.000     0.000    3.8600              0.113551                                                20.33         
Royal Bank of Canada     78008GEN8 06/30/08 06/30/14    100.000     0.000    4.8299              0.144124   0.147604   0.151169   0.154819  0.158558     52.52    55.09
Royal Bank of Canada     78008GGN6 06/30/08 06/30/10    100.000     0.000    3.8600              0.113551                                                20.33         
Royal Bank of Canada     78008GGU0 06/30/08 06/30/11    100.000     0.000    4.1200              0.121664   0.124170   0.126728                          44.26    22.68
Royal Bank of Canada     78008GH39 03/31/09 03/31/15    100.000     0.000    5.2300              0.149078   0.152976   0.156976   0.161081  0.165294     55.09    58.01
Royal Bank of Canada     78008GH47 03/31/09 03/31/14    100.000     0.000    5.0300              0.143237   0.146839   0.150532   0.154318  0.158199     52.88    55.57
Royal Bank of Canada     78008GHD7 07/31/08 01/31/13    100.000     0.000    4.3700              0.126752   0.129521   0.132351   0.135243  0.138198     46.97    49.05
Royal Bank of Canada     78008GHE5 07/31/08 07/30/10    100.000     0.000    3.7350              0.105312   0.109057                                     22.79         
Royal Bank of Canada     78008GHH8 07/31/08 07/29/11    100.000     0.000    4.0200              0.116188   0.118524   0.120906   0.123336               42.97    25.59
Royal Bank of Canada     78008GHN5 07/31/08 07/30/10    100.000     0.000    3.6249              0.102097   0.105671                                     22.09         
Royal Bank of Canada     78008GHP0 07/31/08 07/30/10    100.000     0.000    3.7350              0.105312   0.109057                                     22.79         
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Royal Bank of Canada     78008GKU5 07/31/08 07/31/28*   100.000    VARIES    5.8087              0.154494   0.154596                                     32.31*        
Royal Bank of Canada     78008GKX9 07/23/08 01/25/10    100.000     0.000    3.4099              0.097998                                                 2.35         
Royal Bank of Canada     78008GL83 04/30/09 04/30/12    100.000     0.000    2.9229              0.082381   0.083585   0.084807   0.086046  0.087304     30.02    30.91
Royal Bank of Canada     78008GLE0 07/29/08 01/29/14    100.000     0.000    4.7199              0.137372   0.140614   0.143933   0.147330  0.150807     51.03    53.47
Royal Bank of Canada     78008GLG5 07/30/08 01/28/10    100.000     0.000    3.3400              0.095886                                                 2.59         
Royal Bank of Canada     78008GLJ9 07/25/08 07/25/12    100.000     0.000    4.5600              0.132509   0.135530   0.138620   0.141781  0.145013     49.20    51.47
Royal Bank of Canada     78008GLV2 08/05/08 08/06/12    100.000     0.000    4.3999              0.127675   0.130483   0.133354   0.136288  0.139286     47.29    49.40
Royal Bank of Canada     78008GLZ3 08/29/08 02/26/10    100.000     0.000    3.4000              0.097656                                                 5.37         
Royal Bank of Canada     78008GMB5 08/29/08 08/31/10    100.000     0.000    3.4302              0.098055   0.098111                                     23.74         
Royal Bank of Canada     78008GMC3 08/29/08 09/28/12    100.000     0.000    4.2399              0.123244   0.125857   0.128525   0.131250  0.134032     45.33    47.27
Royal Bank of Canada     78008GMD1 08/29/08 08/31/10    100.000     0.000    3.4802              0.099534   0.099615                                     24.10         
Royal Bank of Canada     78008GNX6 08/29/08 08/31/10    100.000     0.000    3.4802              0.099534   0.099615                                     24.10         
Royal Bank of Canada     78008GPA4 09/30/08 09/30/13    100.000     0.000    3.6499              0.105123   0.107042   0.108995   0.110985  0.113010     38.54    39.96
Royal Bank of Canada     78008GPB2 09/30/08 09/30/10    100.000     0.000    2.8399              0.081145   0.082297                                     22.04         
Royal Bank of Canada     78008GPD8 09/30/08 09/30/11    100.000     0.000    3.2500              0.093236   0.094751   0.096291   0.097855               34.12    26.18
Royal Bank of Canada     78008GPG1 09/30/08 03/31/10    100.000     0.000    3.1499              0.090278                                                 8.03         
Royal Bank of Canada     78008GPH9 09/30/08 09/30/10    100.000     0.000    3.2099              0.092052   0.093529                                     25.03         
Royal Bank of Canada     78008GPK2 09/30/08 09/30/10    100.000     0.000    2.8399              0.081145   0.082297                                     22.04         
Royal Bank of Canada     78008GPL0 09/30/08 03/31/10    100.000     0.000    3.1499              0.090278                                                 8.03         
Royal Bank of Canada     78008GRW4 10/31/08 10/29/10    100.000     0.000    3.0299              0.086729   0.088043                                     26.08         
Royal Bank of Canada     78008GRZ7 10/31/08 04/30/10    100.000     0.000    2.5799              0.073527                                                 8.75         
Royal Bank of Canada     78008GS45 04/30/09 04/30/29    100.000    VARIES    5.2899              0.144953   0.142909   0.141546   0.140147  0.138711     51.61    50.53
Royal Bank of Canada     78008GSA1 10/31/08 04/30/10    100.000     0.000    2.5799              0.073527                                                 8.75         
Royal Bank of Canada     78008GSC7 10/31/08 10/31/13    100.000     0.000    3.3799              0.097089   0.098730   0.100398   0.102095  0.103821     35.45    36.66
Royal Bank of Canada     78008GUK6 10/15/08 10/15/10    100.000     0.000    3.3000              0.094717   0.096280                                     27.18         
Royal Bank of Canada     78008GUZ3 11/28/08 05/28/10    100.000     0.000    1.9999              0.056672                                                 8.33         
Royal Bank of Canada     78008GVG4 11/28/08 05/28/10    100.000     0.000    1.9999              0.056672                                                 8.33         
Royal Bank of Canada     78008GWE8 12/31/08 06/30/10    100.000     0.000    1.3999              0.039435                                                 7.06         
Royal Bank of Canada     78008HBH2 08/14/09 08/14/29    100.000    VARIES    5.1500              0.143056   0.139230   0.135304   0.135427  0.135553     49.75    48.77
Royal Bank of Canada     78008HDB3 08/13/09 08/13/29*   100.000    VARIES    5.2200              0.145001   0.142804                                     31.79*        
Royal Bank of Canada     78008HHA1 09/30/09 09/30/14    100.000     0.000    3.0100              0.083611   0.084870   0.086147   0.087443  0.088760     30.56    31.48
Royal Bank of Canada     78008HHK9 09/28/09 09/28/29    100.000    VARIES    4.6900              0.130279   0.126168   0.121962   0.122100  0.122241     45.39    43.96
Royal Bank of Canada     78008HKB5 10/30/09 10/31/12    100.000     0.000    2.1099              0.058611   0.059229   0.059854   0.060486  0.061124     21.29    21.74
Royal Bank of Canada     78008HLM0 10/30/09 10/30/14    100.000     0.000    3.1599              0.087778   0.089164   0.090573   0.092004  0.093458     32.02    33.04
Royal Bank of Canada     78008HNN6 11/30/09 11/28/14    100.000     0.000    2.8231              0.078420   0.079515   0.080637   0.081776  0.082930     28.50    29.31
Royal Bank of Canada     78008HQJ2 11/27/09 11/27/12    100.000     0.000    1.8099              0.050277   0.050732   0.051192   0.051655  0.052122     18.21    18.54
Royal Bank of Canada     78008HQQ6 11/25/09 11/25/14    100.000     0.000    2.9000              0.080556   0.081724   0.082909   0.084111  0.085331     29.30    30.15
Royal Bank of Canada     78008HQS2 11/30/09 11/30/29*   100.000    VARIES    4.9592              0.137756   0.134973                                     44.82*        
Royal Bank of Canada     78008HRB8 12/31/09 06/30/15    100.000     0.000    3.3099              0.091944   0.093466   0.095013   0.096585  0.098184     33.38    34.49
Royal Bank of Canada     78008HRE2 12/16/09 12/16/24*   100.000     5.000    4.9999              0.138889   0.138889                                     35.42*        
Royal Bank of Canada     78008HRF9 12/16/09 12/16/24*   100.000     5.000    4.9999              0.138889   0.138889                                     35.42*        
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Royal Bank of Canada     78008HTB6 12/23/09 12/23/19*   100.000     4.600    4.5999              0.127778   0.127778                                     33.48*        
Royal Bank of Canada     78008HTL4 12/23/09 12/23/24*   100.000     5.110    5.1099              0.141944   0.141944                                     37.19*        
Royal Bank of Canada     78008HUA6 01/28/10 01/28/20    100.000    VARIES    4.5517                         0.126437   0.127418   0.128422  0.129448     42.25    46.36
Royal Bank of Canada     78008HVL1 01/28/10 01/28/25    100.000     5.130    5.1299                         0.142500   0.142500   0.142500  0.142500     47.45    51.30
Royal Bank of Canada     78008HWF3 02/16/10 02/16/17    100.000    VARIES    3.8707                         0.107521   0.108393   0.109281  0.110186     33.99    39.42
Royal Bank of Canada     78008HWJ5 02/26/10 02/26/30*   100.000    VARIES    5.1986                         0.144408                                     25.99*        
Royal Bank of Canada     78008HYB0 02/26/10 02/26/25*   100.000     5.050    5.0499                         0.140278                                     25.25*        
Royal Bank of Canada     78008HZE3 03/31/10 03/31/14    100.000     0.000    2.7599                         0.076667   0.077725   0.078797  0.079885     20.87    28.37
Royal Bank of Canada     78008KDT7 07/15/10 07/16/15    100.000     0.000    2.3886                         0.066351   0.066356   0.067148  0.067950     11.02    24.29
Royal Bank of Canada     78008KPH0 10/29/10 10/30/15    100.000     0.000    1.8491                         0.051365   0.051368   0.051843  0.052322      3.18    18.64
Royal Bank of Canada     78008KRQ8 11/30/10 11/30/15    100.000     0.000    2.1099                                    0.058611   0.059229  0.059854      1.82    21.25
Royal Bank of Scotland   78009KAA0 07/16/03 01/16/14    100.000     0.000    4.1274              0.146498   0.149521   0.152607   0.155756  0.158970     54.29    56.56
Royal Bank of Scotland   78009KAB8 01/13/05 01/13/20    100.000    VARIES    4.7500              0.129609   0.129735   0.129865   0.130144  0.130430     46.72    46.90
Royal Bank of Scotland   78009KEF5 03/31/10 03/31/14    100.000     0.000    2.6710                         0.074195   0.075186   0.076190  0.077207     20.20    27.43
Royal Bank of Scotland   78009KFP2 04/30/10 04/30/14    100.000     0.000    2.6792                         0.074423   0.075419   0.076430  0.077454     18.00    27.46
Royal Bank of Scotland   78009KLF7 08/11/10 08/11/20    100.000    VARIES    4.9855                                    0.138487   0.138996  0.139518     19.39    50.09
Royal Bank of Scotland   78009KMB5 08/19/10 08/19/17    100.000    VARIES    2.6315                                    0.021988   0.020402  0.018795      2.90     7.21
Royal Bank of Scotland   78009KME9 09/16/10 09/16/20    100.000    VARIES    3.6714                                    0.024957   0.024064  0.023154      2.62     8.64
Royal Bank of Scotland   78009KMF6 09/20/10 09/20/17    100.000    VARIES    2.5212                                    0.020312   0.018904  0.017477      2.05     6.77
Royal Bank of Scotland   78009KMG4 09/30/10 09/28/18    100.000    VARIES    N/A                                       0.019139   0.018239  0.017544      1.78     6.67
Royal Bank of Scotland   78009KMV1 10/29/10 10/29/20    100.000    VARIES    2.4406                                    0.012239   0.011046  0.009839       .76     4.04
Royal Bank of Scotland   78009KNB4 10/27/10 10/27/17    100.000    VARIES    2.4218                                    0.024552   0.023868  0.023176      1.57     8.63
Royal Bank of Scotland   78009KNQ1 11/16/10 11/16/30    100.000    VARIES    5.5208                                    0.153358   0.149923  0.146394      6.90    54.28
Royal Bank of Scotland   78009KNR9 11/16/10 11/16/20    100.000    VARIES    4.5134                                    0.125373   0.125695  0.126024      5.64    45.22
Royal Bank of Scotland   78009KPH9 12/13/10 12/13/28    100.000    VARIES    5.3208                                    0.147801   0.145082  0.142291      2.66    52.62
Royal Caribbean Cruises  780153AT9 07/06/09 07/15/15     97.399    11.875   12.5022     1.47     0.008416   0.008942   0.009501   0.010095  0.010726      3.30     3.73
SG Structured Prods,Inc. 78423AA28 11/10/10 11/06/40    100.000     3.632    3.6319                                    0.100889   0.100889  0.100889      5.15    36.32
SG Structured Prods,Inc. 78423AYJ5 08/31/10 08/29/25    100.000     7.380    3.6971                                    0.101015   0.099720  0.096753     12.42    36.10
SG Structured Prods,Inc. 78423AYN6 09/30/10 09/30/15    100.000     0.000    1.9321                                    0.053672   0.054191  0.054714      4.88    19.51
SG Structured Prods,Inc. 78423AZA3 10/29/10 04/29/16    100.000     0.000    1.7220                                    0.047836   0.048248  0.048663      2.97    17.35
SG Structured Prods,Inc. 78423AZY1 11/10/10 11/06/40    100.000     3.632    3.6319                                    0.100889   0.100889  0.100889      5.15    36.32
SG Structured Prods,Inc. 78423AZZ8 11/10/10 11/06/40    100.000     3.632    3.6319                                    0.100889   0.100889  0.100889      5.15    36.32
SLM Corporation          78442FCY2 10/01/04 10/01/14    100.000    VARIES    5.0009              0.138059   0.138135   0.138213   0.138294  0.138376     49.73    49.79
Sabine Pass LNG, LP      785583AG0 09/15/08 11/30/16     79.000     7.500   11.5231    21.81     0.051012   0.053952   0.057060   0.060348  0.063825     19.08    21.34
Sabine Pass LNG, LP      785583AH8 09/15/08 11/30/16     79.000     7.500   11.5231    21.81     0.051012   0.053952   0.057060   0.060348  0.063825     19.08    21.34
San Luis Obispo County   798703AQ7 07/02/03 09/01/18     45.439     0.000    5.2695   182.79     0.091658   0.094073   0.096551   0.099095  0.101706     34.02    35.83
San Luis Obispo County   798703AR5 07/02/03 09/01/19     42.462     0.000    5.3695   174.60     0.087804   0.090161   0.092582   0.095068  0.097620     32.61    34.38
San Luis Obispo County   798703AS3 07/02/03 09/01/20     39.603     0.000    5.4695   166.39     0.083920   0.086215   0.088573   0.090995  0.093484     31.18    32.91
San Luis Obispo County   798703AT1 07/02/03 09/01/21     37.061     0.000    5.5395   158.05     0.079874   0.082086   0.084360   0.086696  0.089097     29.69    31.36
San Luis Obispo County   798703AU8 07/02/03 09/01/22     34.700     0.000    5.5995   149.86     0.075867   0.077991   0.080175   0.082420  0.084727     28.21    29.81
San Luis Obispo County   798703AV6 07/02/03 09/01/23     32.578     0.000    5.6397   141.88     0.071912   0.073939   0.076024   0.078168  0.080372     26.75    28.28
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
San Luis Obispo County   798703AW4 07/02/03 09/01/24     30.563     0.000    5.6796   134.22     0.068105   0.070039   0.072028   0.074074  0.076177     25.34    26.80
San Luis Obispo County   798703AX2 07/02/03 09/01/25     28.774     0.000    5.6997   126.89     0.064422   0.066258   0.068146   0.070088  0.072085     23.97    25.35
San Luis Obispo County   798703AY0 07/02/03 09/01/26     27.018     0.000    5.7297   119.88     0.060919   0.062664   0.064459   0.066306  0.068206     22.67    23.99
San Luis Obispo County   798703AZ7 07/02/03 09/01/27     25.534     0.000    5.7297   113.30     0.057573   0.059222   0.060919   0.062664  0.064459     21.42    22.67
San Luis Obispo County   798703BA1 07/02/03 09/01/28     24.132     0.000    5.7296   107.08     0.054411   0.055969   0.057573   0.059222  0.060919     20.25    21.42
San Luis Obispo County   798703BB9 07/02/03 09/01/29     22.806     0.000    5.7297   101.19     0.051422   0.052895   0.054411   0.055969  0.057573     19.14    20.25
San Luis Obispo County   798703BC7 07/02/03 09/01/30     21.553     0.000    5.7298    95.63     0.048597   0.049990   0.051422   0.052895  0.054411     18.08    19.14
The Service Master, Co.  81760NAE9 07/24/08 07/15/15     97.266    10.750   11.3274              0.306892   0.307361   0.307857   0.308380  0.308934    110.73   111.10
The Service Master, Co.  81760NAF6 07/24/08 07/15/15     97.266    10.750   11.3274              0.306892   0.307361   0.307857   0.308380  0.308934    110.73   111.10
The Service Master, Co.  81760NAG4 07/24/08 07/15/15     97.266    10.750   11.3274              0.306892   0.307361   0.307857   0.308380  0.308934    110.73   111.10
Shelby CNTYS, SD #21, IL 821510AP9 06/08/10 12/01/11    104.598     0.000    1.9519                         0.056713   0.057245   0.057803               11.53    18.99
Shelby CNTYS, SD #21, IL 821510AQ7 06/08/10 12/01/12    106.675    VARIES    2.4625                         0.072971   0.073834   0.074743  0.070277     14.84    26.64
Shelby CNTYS, SD #21, IL 821510AR5 06/08/10 12/01/13    107.980    VARIES    2.9663                         0.088974   0.090242   0.091581  0.086265     18.10    32.61
Shelby CNTYS, SD #21, IL 821510AS3 06/08/10 12/01/14    108.333    VARIES    3.4682                         0.104370   0.106109   0.107949  0.101873     21.24    38.40
Silgan Holdings Inc.     827048AM1 05/12/09 08/15/16     97.280     7.250    7.7468     1.84     0.008107   0.008421   0.008747   0.009086  0.009438      3.06     3.30
Sinclair Broadcast Group 829226AS8 05/20/03 07/15/18    100.000    VARIES    9.2480              0.347330   0.357128   0.367380   0.378107  0.393021    130.13   138.44
Sinclair Broadcast Group 829226AU3 05/20/03 07/15/18    100.000    VARIES    9.2480              0.347330   0.357128   0.367380   0.378107  0.393021    130.13   138.44
Sinclair Broadcast Group 829226AV1 06/15/05 09/15/12     81.000     6.000    9.7100   103.63     0.077543   0.081308   0.085256   0.089395  0.093735     29.41    32.34
Sinclair Broadcast Group 829226AW9 05/10/07 05/15/27    100.000    VARIES    7.7902              0.244584   0.250865   0.257391   0.264171  0.271215     89.77    94.52
Solectron Corporation    834182AK3 05/08/00 05/08/20     57.912     0.000    2.7499   174.60     0.057343   0.058131   0.058930   0.059741  0.060562     20.87    21.45
Solo Cup Company         83427BAA4 07/02/09 11/01/13     97.928    10.500   11.1154     1.94     0.011090   0.011707   0.012357   0.013044  0.013769      4.18     4.66
Sonic Automotive, Inc.   83545GAK8 11/23/05 11/30/10     98.125     4.250    4.6733    15.01     0.011230   0.011492                                      3.74         
Sovereign Bancorp, Inc.  846048205 02/26/04 03/01/34    100.000    VARIES    7.4512              0.249442   0.254207   0.259151   0.264278  0.269596     91.82    95.47
Spartan Stores, Inc.     846822AD6 05/29/07 05/15/27    100.000    VARIES    8.2501              0.258992   0.265809   0.272906   0.280296  0.287992     95.10   100.27
Spartan Stores, Inc.     846822AE4 05/29/07 05/15/27    100.000    VARIES    8.2501              0.258992   0.265809   0.272906   0.280296  0.287992     95.10   100.27
Spectrum Brands, Inc.    84762LAE5 08/28/09 08/28/19     86.000    12.000    N/A                 0.338467   0.362445   0.388121   0.415616  0.445059    132.27   151.68
Spirit Aerosystems, Inc. 85205TAA8 09/30/09 10/01/17     97.804     7.500    7.8750      .51     0.005617   0.005838   0.006068   0.006307  0.006555      2.10     2.27
Spirit Aerosystems, Inc. 85205TAB6 09/30/09 10/01/17     97.804     7.500    7.8750      .51     0.005617   0.005838   0.006068   0.006307  0.006555      2.10     2.27
St. Clair CNTY SD#522,IL 85227XCS2 07/01/10 12/01/11     98.192     0.000    1.2918                         0.035231   0.035426   0.035655                6.35    11.73
St. Clair CNTY SD#522,IL 85227XCT0 07/01/10 12/01/12    100.590    VARIES    1.7284                         0.048297   0.048645   0.049065  0.048137      8.70    17.57
St. Clair CNTY SD#522,IL 85227XCU7 07/01/10 12/01/13    100.650    VARIES    2.2805                         0.063761   0.064366   0.065100  0.063599     11.50    23.28
St. Clair CNTY SD#522,IL 85227XCV5 07/01/10 12/01/14    101.031    VARIES    2.7378                         0.076834   0.077711   0.078774  0.076621     13.86    28.13
St. Clair CNTY SD#522,IL 85227XCW3 07/01/10 12/01/15    100.491    VARIES    3.1869                         0.088961   0.090143   0.091579  0.088900     16.05    32.67
Stephenson Ogle ETC CNTY 859103CD3 11/04/09 01/01/11     99.901     0.000    1.9871              0.055319   0.055868                                     20.01         
Stephenson Ogle ETC CNTY 859103CE1 11/04/09 01/01/12     99.809    VARIES    2.4893              0.069288   0.070151   0.069088   0.069118               25.10    24.88
Stephenson Ogle ETC CNTY 859103CF8 11/04/09 01/01/13     99.722    VARIES    2.9892              0.083195   0.084439   0.082891   0.082926               30.17    29.85
Stephenson Ogle ETC CNTY 859103CG6 11/04/09 01/01/14    103.872    VARIES    3.4851              0.101114   0.102877   0.099587                          36.72   135.29
Stephenson Ogle ETC CNTY 859103CH4 11/04/09 01/01/15    102.111    VARIES    3.9859              0.113771   0.116038   0.112603   0.112383               41.37    40.50
STMicroelectronics N.V.  861012AF9 02/23/06 02/23/16    100.000     0.000    1.4999              0.043903   0.044232   0.044564   0.044898  0.045235     15.95    16.19
Sunsource, Inc.          867948AA9 09/30/97 09/30/27    110.000    11.600   10.4989              0.317374   0.317120   0.316852   0.316570  0.316273    114.16   113.96
Synovus Financial Corp.  87161C204 05/04/10 05/15/13    100.000    13.000    N/A                 0.361112   0.347204   0.294343   0.239554  0.181147     80.01    90.89
Synovus Financial Corp.  87161C303 05/04/10 05/15/13    100.000    13.000    N/A                 0.361112   0.347204   0.294343   0.239554  0.181147     80.01    90.89
Tabletop Holdings, Inc.  87336NAA9 11/12/03 05/15/14     55.131    VARIES   12.2495              0.340271   0.340270   0.340270   0.340270  0.340269    122.50   122.50
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Tabletop Holdings, Inc.  87336NAB7 11/12/03 05/15/14     55.131    VARIES   12.2495              0.340271   0.340270   0.340270   0.340270  0.340269    122.50   122.50
Tazewell CNTY,SD 102, IL 877741BX5 04/07/10 12/01/13    100.040    VARIES    2.3840              0.066250   0.066487   0.067279   0.068081  0.066244     17.56    24.33
Tenet Healthcare Corp.   88033GBD1 03/03/09 05/01/15     89.500     9.000   11.4189    10.37     0.036481   0.038564   0.040766   0.043093  0.045554     13.77    15.38
Tenet Healthcare Corp.   88033GBE9 03/03/09 05/01/15     89.500     9.000   11.4189    10.37     0.036481   0.038564   0.040766   0.043093  0.045554     13.77    15.38
Tenet Healthcare Corp.   88033GBF6 03/03/09 05/01/18     89.500    10.000   11.9135     5.64     0.019877   0.021061   0.022315   0.023645  0.025053      7.52     8.44
Tenet Healthcare Corp.   88033GBG4 03/03/09 05/01/18     89.500    10.000   11.9135     5.64     0.019877   0.021061   0.022315   0.023645  0.025053      7.52     8.44
Tenet Healthcare Corp.   88033GBH2 06/15/09 07/01/19     95.229     8.875    9.6265     1.60     0.008546   0.008957   0.009388   0.009840                3.15     3.46
Tenet Healthcare Corp.   88033GBJ8 06/15/09 07/01/19     95.229     8.875    9.6265     1.60     0.008546   0.008957   0.009388   0.009840                3.15     3.46
Terex Corporation        880779AW3 06/03/09 06/01/16     97.633    10.875   11.3747     1.34     0.006763   0.007148   0.007554   0.007984  0.008438      2.53     2.82
Tesoro Corporation       881609AW1 06/05/09 06/01/19     96.172     9.750   10.3745     1.31     0.006637   0.006981   0.007343   0.007724  0.008125      2.47     2.74
Thermwood Corporation    883672AC1 04/27/99 04/27/14     45.454    12.000   27.1328   173.78     0.133773   0.151921   0.172532   0.195938  0.222520     53.91    69.52
3M Company               88579YAA9 11/21/02 11/21/32     86.087    VARIES    4.5435              0.148803   0.152183   0.155640   0.159176  0.162792     54.45    56.95
3M Company               88579YAB7 11/21/02 11/21/32     86.087    VARIES    4.5435              0.148803   0.152183   0.155640   0.159176  0.162792     54.45    56.95
3M Company               88579YAC5 11/21/02 11/21/32     86.087    VARIES    4.5435              0.148803   0.152183   0.155640   0.159176  0.162792     54.45    56.95
Time Warner Inc.         887315AZ2 01/17/96 01/15/36     17.038    VARIES    8.8000              0.133142   0.139001   0.145117   0.151502  0.158168     50.97    55.56
Toyota Motor Credit Corp 89233PA22 12/12/06 12/12/16    100.000     0.000    4.9609              0.159629   0.163589   0.167647   0.171805  0.176067     58.33    61.26
Toyota Motor Credit Corp 89233PA97 01/18/07 01/20/37     13.723     0.000    6.7298    29.63     0.030282   0.031301   0.032354   0.033442  0.034568     11.42    12.20
Toyota Motor Credit Corp 89233PB96 01/29/07 01/29/10    100.000     0.000    5.1598              0.162797                                                 4.56         
Toyota Motor Credit Corp 89233PC79 02/27/07 08/27/10    100.000     0.000    5.0599              0.159256   0.163285                                     38.31         
Toyota Motor Credit Corp 89233PK62 09/28/07 09/28/10    100.000     0.000    4.8548              0.148437   0.152041                                     40.28         
Toyota Motor Credit Corp 89233PP26 12/20/07 12/20/27*   100.000    VARIES    6.0715              0.161049                                                27.22*        
Toyota Motor Credit Corp 89233PP42 01/07/08 01/07/23*   100.000    VARIES    5.5225              0.142814                                                  .86*        
Toyota Motor Credit Corp 89233PQ58 01/30/08 01/30/23*   100.000    VARIES    5.1341              0.137132   0.135754                                     28.41*        
Toyota Motor Credit Corp 89233PQ74 02/01/08 02/01/23*   100.000    VARIES    5.2566              0.135355                                                 4.06*        
Toyota Motor Credit Corp 89233PR32 02/01/08 02/01/23    100.000    VARIES    5.1590              0.138183   0.136359   0.134489   0.132570  0.131702     48.86    47.65
Toyota Motor Credit Corp 89233PR65 02/21/08 02/21/28*   100.000    VARIES    5.7143              0.153034   0.151372                                     34.90*        
Toyota Motor Credit Corp 89233PS72 02/28/08 02/28/28    100.000    VARIES    5.9780              0.157293   0.156056   0.157347   0.153469  0.154426     57.19    56.36
Toyota Motor Credit Corp 89233PT55 03/10/08 03/10/23*   100.000    VARIES    5.5305              0.142248                                                 9.67*        
Toyota Motor Credit Corp 89233PU61 03/28/08 03/28/10    100.000     0.000    2.4421              0.070353                                                 6.12         
Toyota Motor Credit Corp 89233PU79 03/28/08 03/28/38     24.099     0.000    4.8000    20.98     0.034502   0.035330   0.036178   0.037046  0.037935     12.73    13.34
Toyota Motor Credit Corp 89233PV37 04/16/08 04/14/23*   100.000    VARIES    5.1224              0.134519                                                13.86*        
Toyota Motor Credit Corp 89233PVF0 09/26/05 09/26/25*    30.655     0.000    6.0001    87.93     0.064723   0.066665                                     17.50*        
Toyota Motor Credit Corp 89233PYX8 08/16/06 08/16/16*   100.000    VARIES    6.2307              0.165344                                                 7.44*        
Toyota Motor Credit Corp 89233PZQ2 10/24/06 10/24/16    100.000    VARIES    6.2020              0.161455   0.161211   0.161742   0.162480  0.163241     58.10    58.46
Toyota Motor Credit Corp 89233PZU3 11/29/06 11/29/13    100.000     0.500    5.0554              0.160874   0.164589   0.168398   0.172304  0.176308     58.82    61.58
Trenton, City of         895130J52 03/13/03 04/01/10     73.222     0.000    4.4698   256.85     0.121447                                                10.93         
Trenton, City of         895130J60 03/13/03 04/01/11     69.016     0.000    4.6597   253.95     0.120796   0.123611   0.126491                          44.51    11.38
Trenton, City of         895130J78 03/13/03 04/01/12     64.697     0.000    4.8697   250.49     0.119939   0.122860   0.125851   0.128915  0.132054     44.24    46.42
Trenton, City of         895130J86 03/13/03 04/01/13     60.578     0.000    5.0498   244.66     0.117807   0.120781   0.123831   0.126958  0.130163     43.49    45.71
Trenton, City of         895130J94 03/13/03 04/01/14     56.464     0.000    5.2397   238.09     0.115325   0.118346   0.121447   0.124629  0.127894     42.61    44.87
Trenton, City of         895130K27 03/13/03 04/01/15     52.558     0.000    5.4098   230.09     0.112041   0.115071   0.118184   0.121381  0.124664     41.43    43.70
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Trenton, City of         895130K35 03/13/03 04/01/22     31.423     0.000    6.1698   160.85     0.080185   0.082659   0.085208   0.087837  0.090547     29.76    31.63
Trinity Industries, Inc. 896522AF6 06/07/06 06/01/36    100.000    VARIES    8.5854              0.283004   0.290532   0.298383   0.306571  0.315110    103.70   109.39
UBS AG                   90261J525 02/13/07 02/12/10    100.000     0.000    5.1607              0.159269                                                 6.69         
UBS AG                   90261J533 02/13/07 05/14/12    100.000     0.000    5.1800              0.164704   0.166215   0.173346   0.174936  0.181439     60.81    63.95
UBS AG                   90261J723 12/29/06 12/31/10    100.000     0.000    4.7524              0.152028   0.155640                                     55.23         
UBS AG                   90261J772 11/30/06 05/31/11    100.000     0.000    4.9842              0.160487   0.164487   0.168586                          58.75    25.12
UBS AG                   90261JCJ0 09/22/08 09/22/11    100.000     0.000    3.2414              0.092983   0.094490   0.096021   0.097577               34.05    25.34
UBS AG                   90261JCM3 10/30/08 10/31/11    100.000     0.000    3.1851              0.091316   0.092771   0.094248   0.095749               33.31    28.45
UBS AG                   90261JDG5 08/19/09 08/19/24*   100.000    VARIES    5.4268              0.150745   0.145790                                     33.48*        
UBS AG                   90261JEC3 10/13/09 10/15/24    100.000    VARIES    4.7485              0.131858   0.127734   0.123512   0.121529  0.119499     46.09    43.80
UBS AG                   90261JEJ8 10/29/09 10/29/24    100.000    VARIES    4.7011              0.130588   0.126149   0.121605   0.119362  0.117067     45.66    43.09
UBS AG                   90261JER0 10/30/09 10/29/12    100.000     0.000    2.8210              0.078364   0.079463   0.080584   0.081721  0.082873     28.55    29.36
UBS AG                   90261JFX6 08/06/10 08/06/25    100.000    VARIES    4.7391                                    0.131644   0.129654  0.127616     19.09    46.45
UBS AG                   90261JGA5 10/14/10 10/14/25    100.000    VARIES    3.8934                                    0.108153   0.106886  0.105595      8.33    38.51
UBS AG                   90261JGE7 11/24/10 11/24/25    100.000    VARIES    4.2920                                    0.119224   0.117707  0.116158      4.41    42.53
UBS AG                   90261KBZ2 12/24/02 10/07/11    100.000     0.000    4.4124              0.164828   0.168465   0.172181   0.175980               60.61    48.21
UBS AG                   90261KCN8 02/27/03 09/08/10    100.000     0.000    3.8939              0.139146   0.141855                                     34.86         
UBS AG                   90261KCZ1 03/31/03 04/08/10    100.000     0.000    3.9373              0.141044                                                13.68         
UBS AG                   90261KDE7 04/30/03 05/07/10    100.000     0.000    3.8491              0.137091                                                17.27         
UBS AG                   90261KDH0 05/30/03 06/07/10    100.000     0.000    3.1911              0.108966                                                17.00         
UBS AG                   90261KDY3 06/30/03 07/08/10    100.000     0.000    3.1599              0.106019   0.107694                                     20.13         
UBS AG                   90261KED8 07/31/03 08/06/10    100.000     0.000    4.0001              0.141015   0.143836                                     30.83         
UBS AG                   90261KFS4 10/31/03 01/31/12    100.000     0.000    4.3914              0.156603   0.160042   0.163556   0.167147  0.170817     58.05    60.62
UBS AG                   90261KHK9 02/27/04 05/31/11    100.000     0.000    3.9738              0.138479   0.141230   0.144036                          50.52    21.46
UBS AG                   90261KHL7 03/31/04 01/03/12    100.000     0.000    3.7505              0.126670   0.129046   0.131466   0.133931  0.136442     46.88    48.66
UBS AG                   90261KHS2 05/28/04 05/31/11    100.000     0.000    4.8441              0.175152   0.179395   0.183740                          64.08    27.38
UBS AG                   90261KJA9 09/30/04 10/07/10    100.000     0.000    3.9704              0.134354   0.137021                                     37.56         
UBS AG                   90261KJE1 10/29/04 11/07/12    100.000     2.810    4.0782              0.120536   0.119432   0.122304   0.121206  0.123463     43.89    44.50
UBS AG                   90261KJW1 02/28/05 05/31/11    100.000     0.000    4.5353              0.155901   0.159436   0.163052                          56.98    24.29
UBS AG                   90261KKW9 06/30/05 12/30/11    100.000     0.000    4.1500              0.138684   0.141561   0.144499   0.147497               50.45    52.41
UBS AG                   90261KLE8 07/26/05 07/30/10    100.000     0.000    4.4197              0.146302   0.149535                                     31.16         
UBS AG                   90261KLN8 07/25/05 04/29/11    100.000     0.000    4.7399              0.160767   0.164578   0.168478                          59.04    19.88
UBS AG                   90261XAN2 04/27/05 04/27/35*    12.879     0.000    6.9499    48.52     0.033813                                                 3.92*        
UBS AG                   90261XCT7 01/12/07 01/12/47      7.389     0.000    6.6201    15.77     0.015991   0.016520   0.017067   0.017632  0.018215      6.03     6.44
UBS AG                   90261XDL3 05/23/07 05/23/22*   100.000    VARIES    5.5105              0.143414   0.141747                                     33.12*        
UBS AG                   90261XDM1 05/23/07 05/23/22*   100.000    VARIES    5.5145              0.145797   0.144549                                     33.71*        
UBS AG                   90261XDS8 06/27/07 06/27/14*   100.000    VARIES    5.7007              0.159558   0.159663                                     28.24*        
UBS AG                   90261XDU3 07/20/07 07/20/27    100.000    VARIES    5.7801              0.150217   0.145943   0.141545   0.138216  0.134792     51.91    49.27
UBS AG                   90261XEE8 10/09/07 10/09/37     12.693     0.000    7.0001    21.05     0.028322   0.029314   0.030340   0.031402  0.032501     10.54    11.29
UBS AG                   90261XEU2 03/06/08 03/06/18    100.000    VARIES    4.6051              0.126411   0.125387   0.124559   0.123711  0.123105     45.11    44.52
UBS AG                   90261XFQ0 07/16/09 07/16/24*   100.000    VARIES    6.1000              0.169447   0.165084   0.160587                          47.03*        
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
UBS AG                   90261XFS6 08/11/09 08/11/24*   100.000    VARIES    5.8275              0.161878   0.157691                                     34.86*        
UBS AG                   902623230 01/31/08 01/29/10    100.000     0.000    3.1599              0.089987                                                 2.52         
UBS AG                   902644319 04/30/08 04/30/10    100.000     0.000    3.3641              0.097702                                                11.63         
UBS AG                   902644525 05/30/08 05/31/11    100.000     0.000    3.6277              0.105197   0.106520   0.109048                          38.76    16.36
UBS AG                   902644707 06/30/08 06/30/11    100.000     0.000    4.0855              0.120586   0.123050   0.125563                          43.86    22.48
UBS AG                   90264M350 09/30/08 03/31/11    100.000     0.000    3.8118              0.109961   0.112057   0.114192                          40.35    10.16
UBS AG                   90264M863 01/30/09 01/31/11    100.000     0.000    1.4325              0.039208   0.040143   0.039772                          14.57     1.19
UBS AG                   90265G162 02/27/09 02/28/11    100.000     0.000    4.1150              0.116028   0.116485   0.120852                          43.03     7.01
UBS AG                   90265G329 03/31/09 03/31/11    100.000     0.000    4.1678              0.118188   0.120650   0.123165                          43.44    10.96
UBS AG                   90265G535 04/30/09 04/29/11    100.000     0.000    4.1266              0.116980   0.119394   0.121857                          42.85    14.38
UBS AG                   90265G659 06/10/09 06/11/12    100.000     0.000    4.9453              0.140788   0.144269   0.147837   0.151492  0.155238     51.45    54.03
UBS AG                   90265G691 06/23/09 06/25/12    100.000     0.000    4.5858              0.130340   0.133328   0.136385   0.139513  0.142712     47.50    49.70
UBS AG                   902669233 11/30/10 11/30/12    100.000     0.000    0.7458                                    0.020717   0.020794  0.020872       .64     7.48
US Oncology Holdings,Inc 90342DAC3 03/13/07 03/15/12     98.000     9.797    N/A                 0.232357   0.247140   0.258422   0.266753  0.275365     89.07    96.33
US Oncology Holdings,Inc 90342DAD1 03/13/07 03/15/12     98.000     9.797    N/A                 0.232357   0.247140   0.258422   0.266753  0.275365     89.07    96.33
Union City, NJ           905734MC0 02/07/07 11/01/13     69.720     0.000    5.4276   117.28     0.121697   0.125000   0.128392   0.131877  0.135456     44.81    47.27
Union City, NJ           905734MD8 02/07/07 11/01/14     65.880     0.000    5.4688   111.71     0.115993   0.119165   0.122424   0.125771  0.129210     42.71    45.08
Union City, NJ           905734ME6 02/07/07 11/01/15     62.150     0.000    5.5197   106.44     0.110595   0.113647   0.116784   0.120007  0.123319     40.73    43.01
Union City, NJ           905734MF3 02/07/07 11/01/16     58.640     0.000    5.5586   101.18     0.105193   0.108116   0.111121   0.114210  0.117384     38.75    40.94
Union City, NJ           905734MG1 02/07/07 11/01/17     55.340     0.000    5.5882    96.03     0.099881   0.102671   0.105540   0.108489  0.111520     36.80    38.88
Unisys Corporation       909214BM9 07/31/09 10/15/14     83.461    12.750   17.7426     8.85     0.058626   0.063478   0.069490   0.075241  0.081916     23.13    27.39
Unisys Corporation       909214BN7 07/31/09 09/15/15     80.450    14.250   19.9112     7.62     0.050072   0.054159   0.060538   0.065480  0.072790     20.16    24.33
United Technologies Corp 913017AR0 11/13/89 11/15/19     98.974     8.875    8.9741     3.85     0.001139   0.001171   0.001243   0.001278  0.001350       .43      .47
Univ of NC-Chap Hill     914713KR2 08/14/91 02/15/10     19.000     0.000    9.1799   799.27     0.243809                                                10.73         
Univ of NC-Chap Hill     914713KS0 08/14/91 02/15/11     17.000     0.000    9.2951   733.24     0.225303   0.235774   0.246732                          85.91    10.86
Univ of NC-Chap Hill     914713KT8 08/14/91 02/15/12     16.000     0.000    9.1409   667.37     0.203068   0.212349   0.222055   0.232204  0.242816     77.36    84.59
Univ of NC-Chap Hill     914713KU5 08/14/91 02/15/13     14.000     0.000    9.3557   611.80     0.188708   0.197536   0.206776   0.216449  0.226574     71.98    78.87
Univ of NC-Chap Hill     914713KV3 08/14/91 02/15/14     13.000     0.000    9.2751   558.28     0.171328   0.179274   0.187588   0.196287  0.205390     65.32    71.52
Univ of NC-Chap Hill     914713KW1 08/14/91 02/15/15     12.000     0.000    9.2278   510.08     0.156068   0.163269   0.170802   0.178683  0.186927     59.48    65.10
Upshur County, WV        916734AD8 12/30/93 04/01/10     96.023     8.750    9.2270    38.63     0.012667                                                 1.14         
Uruguay, Republic        917288AN2 05/29/03 01/02/10     68.000     2.036    8.4695   319.83     0.171449                                                  .17         
Uruguay, Republic        917288AT9 05/29/03 03/25/14     76.000     7.875   11.8705   110.07     0.066056   0.069976   0.074130   0.078529  0.083190     25.26    28.35
Uruguay, Republic        917288AU6 05/29/03 05/04/14     73.000     7.250   11.6875   122.27     0.073935   0.078255   0.082828   0.087669  0.092792     27.90    31.26
Uruguay, Republic        917288AV4 05/29/03 06/22/15     76.000     8.750   12.6875    87.92     0.055602   0.059129   0.062880   0.066869  0.071111     20.72    23.43
Uruguay, Republic        917288AX0 05/29/03 01/20/17     73.000     7.625   11.6165    81.37     0.047539   0.050300   0.053222   0.056313  0.059584     18.53    20.74
Uruguay, Republic        917288AY8 05/29/03 02/15/11     76.500     7.250   12.0060   186.52     0.110916   0.117574   0.124632                          42.99     5.48
Uruguay, Republic        917288AZ5 05/29/03 03/15/15     71.500     7.500   12.0979   111.23     0.066941   0.070990   0.075284   0.079838  0.084668     25.71    28.92
Uruguay, Republic        917288BA9 05/29/03 01/15/33    100.000     7.875    N/A                 0.131575   0.132089   0.132637   0.133218  0.133835     47.63    48.05
Ventas Realty LP         92276MAR6 04/13/09 06/01/16     84.250     6.500    9.5994    11.56     0.046805   0.049052   0.051406   0.053874  0.056459     17.39    19.10
Ventas Realty LP         92276MAS4 04/13/09 06/01/16     84.250     6.500    9.5994    11.56     0.046805   0.049052   0.051406   0.053874  0.056459     17.39    19.10
Ventas Realty LP         92276MAU9 04/13/09 06/01/16     84.250     6.500    9.5994    11.56     0.046805   0.049052   0.051406   0.053874  0.056459     17.39    19.10
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Vermilion & Edg Cntys IL 923439CP6 07/07/04 12/01/10    103.260    VARIES    5.4566              0.152365   0.151975                                     50.21         
Vermilion & Edg Cntys IL 923439CQ4 07/07/04 12/01/11    103.596    VARIES    5.7572              0.161541   0.161153   0.160755   0.160345               58.06    52.98
Vermilion & Edg Cntys IL 923439CR2 07/07/04 12/01/12    102.910    VARIES    6.0085              0.168673   0.168399   0.168118   0.167827  0.167528     60.66    60.45
Vermilion & Edg Cntys IL 923439CS0 07/07/04 12/01/13    103.470    VARIES    6.1103              0.172345   0.172051   0.171749   0.171437  0.171116     61.97    61.75
Vermilion & Edg Cntys IL 923439CT8 07/07/04 12/01/14    103.682    VARIES    6.2118              0.175758   0.175480   0.175193   0.174897  0.174592     63.21    63.00
VeriSign, Inc.           92343EAC6 08/20/07 08/15/37    100.000    VARIES    8.5008              0.262366   0.269680   0.277306   0.285255  0.293543     97.80   103.47
VeriSign, Inc.           92343EAD4 08/20/07 08/15/37    100.000    VARIES    8.5008              0.262366   0.269680   0.277306   0.285255  0.293543     97.80   103.47
Veritas Capital Trust    92343W300 12/22/97 01/01/28    100.000    10.000    9.9999              0.277778   0.277778   0.277778   0.277778              100.00   100.00
Vermilion Cnty IL SD 118 923613CZ4 02/24/06 12/01/12    103.452    VARIES    5.3855              0.152115   0.151723   0.151321   0.150907  0.150483     54.67    54.38
Vermilion Cnty IL SD #7  92407PAC4 05/10/06 12/01/10    106.058    VARIES    6.1567              0.173624   0.172342                                     57.07         
Vermilion Cnty IL SD #7  92407PAD2 05/10/06 12/01/11    106.419    VARIES    6.3192              0.180185   0.179076   0.177932   0.176752               64.60    58.51
Virgin Media Finance PLC 92769VAA7 06/03/09 08/15/16     95.574     9.500   10.3878     2.51     0.012139   0.012769   0.013433   0.014130  0.014864      4.66     5.16
Viginia Pub School Auth  92817SPA0 11/13/09 09/15/26     90.643     6.050    7.0049      .40     0.008320   0.008518   0.008816   0.009125  0.009444      3.08     3.30
Visant Holding Corp.     92829NAA3 04/04/06 12/01/13*    96.005     8.750    9.4957    16.03     0.014293   0.014971                                      4.24*        
Visant Holding Corp.     92829NAB1 04/04/06 12/01/13*    96.005     8.750    9.4957    16.03     0.014293   0.014971                                      4.24*        
WMG Holdings Corp.       92930MAE3 12/23/04 12/15/14     63.002    VARIES    9.4995              0.263880   0.263880   0.263879   0.263879  0.263879     95.00    95.00
WMG Holdings Corp.       92930MAF0 12/23/04 12/15/14     63.002    VARIES    9.4995              0.263880   0.263880   0.263879   0.263879  0.263879     95.00    95.00
WMG Acquisition Corp.    92933BAA2 05/28/09 06/15/16     96.289     9.500   10.2522     2.22     0.010910   0.011470   0.012058   0.012676  0.013325      4.05     4.47
Wachovia Corporation     929769305 11/03/06 11/03/10    100.000     0.000    5.0440              0.162698   0.166801                                     49.87         
Wachovia Corporation     92976WAB2 09/02/04 03/02/10    100.000     0.000    3.9756              0.134457                                                 8.20         
Wachovia Corporation     92976WAG1 02/02/05 02/02/10    100.000     0.000    4.2142              0.141229                                                 4.38         
Wachovia Corporation     92976WAJ5 03/03/05 03/03/10    100.000     0.000    4.3759              0.147697                                                 9.16         
Wachovia Corporation     92976WAP1 05/05/05 05/05/10    100.000     0.000    4.4194              0.149448                                                18.53         
Wachovia Corporation     929903342 07/06/07 01/05/11    100.000     0.000    5.3883              0.166444   0.170929   0.175534                          62.33      .70
Wachovia Corporation     929903557 08/30/06 01/29/10    100.000     0.000    5.1441              0.165694                                                 4.64         
Wachovia Corporation     929903623 07/07/06 07/07/11    100.000     2.000    5.6798              0.176477   0.179911   0.183442   0.187074               65.36    34.77
Wachovia Corporation     929903664 07/03/06 04/30/12    100.000     0.000    5.7522              0.192992   0.198542   0.204253   0.210127  0.216171     71.16    75.32
Wachovia Corporation     929903714 04/06/06 04/01/11    100.000     0.000    5.2167              0.173408   0.177932   0.182573                          64.07    16.43
Wachovia Corporation     929903763 03/06/06 03/01/11    100.000     0.000    4.9696              0.163813   0.167883   0.172055                          60.69    10.32
Wachovia Corporation     929903870 12/14/05 12/01/10    100.000     0.000    4.8742              0.163878   0.167872                                     54.80         
Wachovia Corporation     929903BB7 02/09/06 02/15/12    100.000     0.000    4.8130              0.158035   0.161839   0.165733   0.169722  0.173806     58.62    61.48
Wachovia Corporation     929903BC5 02/09/06 02/15/12    100.000     2.000    4.8189              0.148135   0.150366   0.152651   0.154990  0.157386     54.34    56.02
Wachovia Corporation     929903DD1 04/05/07 04/15/11    100.000     0.000    4.8580              0.152358   0.156059   0.159849                          56.08    16.62
Walter Industries, Inc.  93317QAB1 04/20/04 05/01/24    100.000    VARIES    7.7498              0.273362   0.279918   0.286728   0.293802  0.301151    100.39   105.36
Walter Industries, Inc.  93317QAC9 04/20/04 05/01/24    100.000    VARIES    7.7498              0.273362   0.279918   0.286728   0.293802  0.301151    100.39   105.36
WebMD Corporation        94769MAD7 06/25/03 06/15/23*    97.250    VARIES    N/A                 0.326991   0.338128                                     55.66*        
WebMD Corporation        94769MAE5 06/25/03 06/15/23*    97.250    VARIES    N/A                 0.326991   0.338128                                     55.66*        
WebMD Corporation        94769MAF2 08/30/05 09/01/25*   100.000    VARIES    N/A                 0.220227   0.224763   0.229453                          80.98*        
WebMD Corporation        94769MAG0 08/30/05 09/01/25*   100.000    VARIES    N/A                 0.220227   0.224763   0.229454                          80.98*        
Wells Fargo & Company    949746FB2 05/05/03 05/05/10    100.000     0.000    3.8530              0.137161                                                17.01         
Wells Fargo & Company    949746FL0 12/29/03 01/08/10    100.000     0.000    3.5212              0.118620                                                  .83         
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Wells Fargo & Company    949746FU0 04/30/04 05/05/11    100.000     0.000    3.1299              0.103182   0.104797   0.106437                          37.62    13.20
Wells Fargo & Company    949746FW6 05/25/04 10/25/12    100.000     2.350    5.3000              0.174070   0.176953   0.179913   0.182951  0.186069     63.57    65.72
Wells Fargo & Company    949746HZ7 07/07/04 10/07/11    100.000     2.900    5.1067              0.160438   0.162477   0.164569   0.166714               58.47    45.81
Wells Fargo & Company    949746JA0 07/09/04 01/20/10    100.000     0.000    4.4422              0.153922                                                 2.92         
Wells Fargo & Company    949746JK8 12/07/04 12/07/11    100.000     0.000    4.4897              0.155719   0.159214   0.162789   0.166443               56.86    55.35
Wells Fargo & Company    949746ND9 02/07/06 02/07/11    100.000     0.000    5.0600              0.167421   0.171657   0.176000                          62.27     6.34
Wells Fargo & Co.        94986RBC4 11/05/10 05/06/16    100.000     0.000    1.7322                         0.048117   0.048120   0.048536  0.048957      2.69    17.44
Wells Fargo & Co.        94986RBH3 11/05/10 11/05/17    100.000    VARIES    2.5030                                    0.069528   0.070004  0.070485      3.89    25.17
Wesco International,Inc. 95082PAD7 09/27/05 10/15/25*   100.000    VARIES    N/A                 0.276385   0.284487   0.292911                          99.87*        
Wesco International,Inc. 95082PAE5 09/27/05 10/15/25*   100.000    VARIES    N/A                 0.276385   0.284487   0.292911                          99.87*        
Wesco International,Inc. 95082PAF2 11/02/06 11/15/26    100.000    VARIES    8.0002              0.268931   0.277744   0.286909   0.296442  0.306355     99.23   105.90
Wesco International,Inc. 95082PAG0 11/02/06 11/15/26    100.000    VARIES    8.0002              0.268931   0.277744   0.286909   0.296442  0.306355     99.23   105.90
Wesco International,Inc. 95082PAH8 08/27/09 09/15/29    100.000    VARIES   13.8738              0.386902   0.402179   0.418517   0.435987  0.454670    145.39   157.64
White CNTYS SD #533, IL  963806DF8 08/04/10 12/01/14    109.473    VARIES    3.1287                         0.095143   0.096111   0.097614  0.092768     14.02    34.77
White CNTYS SD #533, IL  963806DG6 08/04/10 12/01/15    108.920    VARIES    3.6292                         0.109804   0.111099   0.113115  0.107775     16.18    40.26
White CNTYS SD #533, IL  963806DH4 08/04/10 12/01/16    108.932    VARIES    3.8808                         0.117430   0.118911   0.121218  0.115665     17.31    43.13
White CNTYS SD #533, IL  963806DJ0 08/04/10 12/01/17    108.163    VARIES    4.1816                         0.125640   0.127347   0.130010  0.124210     18.52    46.23
White CNTYS SD #533, IL  963806DK7 08/04/10 12/01/18    105.851    VARIES    4.6311                         0.136170   0.138219   0.141420  0.135261     20.08    50.25
White CNTYS SD #533, IL  963806DL5 08/04/10 12/01/19    102.631    VARIES    4.8822                         0.139185   0.141394   0.144845  0.138888     20.53    51.45
Wild Oats Markets, Inc.  96808BAA5 05/25/04 05/15/34    100.000    VARIES    8.2511              0.306521   0.315442   0.324732   0.334404  0.347409    112.79   119.69
Wild Oats Markets, Inc.  96808BAB3 05/25/04 05/15/34    100.000    VARIES    8.2511              0.306521   0.315442   0.324732   0.334404  0.347409    112.79   119.69
Will & Kankakee IL 207-U 968631MK4 06/23/10 10/01/11    100.494     0.000    2.3746                         0.066288   0.066717   0.067509               12.50    18.16
Will & Kankakee IL 207-U 968631ML2 06/23/10 10/01/12    100.833    VARIES    2.8790                         0.080639   0.081271   0.082441  0.080263     15.22    29.38
Richland School DS #88A  968794ED5 03/03/09 10/01/28     93.191     5.500    N/A                 0.012167   0.012554   0.012226   0.012616  0.012198      4.46     4.47
Will County SD #122, IL  968852FG3 11/19/97 11/01/16     23.888     0.000    7.6998   357.95     0.126035   0.130888   0.135927   0.141160  0.146594     46.84    50.52
Will County SD #122, IL  968852FH1 11/19/97 11/01/17     22.150     0.000    7.6997   331.90     0.116863   0.121362   0.126035   0.130887  0.135926     43.43    46.84
Will County SD #122, IL  968852TN3 03/15/07 10/01/25     34.635     0.000    5.7999    60.06     0.064541   0.066412   0.068338   0.070320  0.072359     23.91    25.32
Will County SD #122, IL  968852TP8 03/15/07 10/01/26     32.402     0.000    5.8498    56.70     0.060974   0.062757   0.064593   0.066482  0.068427     22.60    23.94
Will County SD #122, IL  968852WL3 04/02/09 10/01/23     92.349     5.250    6.0500     2.54     0.009648   0.009940   0.010240   0.010550  0.010869      3.58     3.80
Will County SD #122, IL  968852WM1 04/02/09 10/01/28     24.364     0.000    7.3750    13.59     0.051743   0.053651   0.055630   0.057681  0.059808     19.32    20.77
Comm Unit SD #365-U, IL  969078QM9 03/17/09 11/01/27     23.731     0.000    7.8743    14.99     0.054470   0.056615   0.058844   0.061161  0.063569     20.26    21.88
Comm Unit SD #365-U, IL  969078QN7 03/17/09 11/01/28     21.864     0.000    7.8992    13.85     0.050351   0.052340   0.054407   0.056556  0.058790     18.73    20.24
Woodford CNTY SD #60, IL 979319AW0 07/02/10 12/01/11    103.897     0.000    1.9113                         0.055162   0.055598   0.056129                9.89    18.44
Woodford CNTY SD #60, IL 979319AX8 07/02/10 12/01/12    105.490    VARIES    2.3712                         0.069484   0.070166   0.070998  0.067407     12.46    25.33
Woodford CNTY SD #60, IL 979319AY6 07/02/10 12/01/13    106.305    VARIES    2.8744                         0.084880   0.085890   0.087124  0.082890     15.22    31.05
Woodford CNTY SD #60, IL 979319AZ3 07/02/10 12/01/14    106.517    VARIES    3.3754                         0.099873   0.101269   0.102978  0.098074     17.92    36.67
Woodford CNTY SD #60, IL 979319BA7 07/02/10 12/01/15    107.046    VARIES    3.7759                         0.112277   0.114032   0.116185  0.110577     20.15    41.34
Woodford CNTY SD #60, IL 979319BB5 07/02/10 12/01/16    105.573    VARIES    4.2263                         0.123943   0.126111   0.128776  0.122765     22.25    45.78
Woodford CNTY SD #60, IL 979319BC3 07/02/10 12/01/17    104.694    VARIES    4.4776                         0.130217   0.132630   0.135599  0.129384     23.38    48.18
Wynn Las Vegas, LLC      983130AH8 11/06/07 12/01/14*    97.250     6.625    7.1268     6.99     0.009823   0.010173                                      2.41*        
Wynn Las Vegas, LLC      983130AJ4 11/06/07 12/01/14*    97.250     6.625    7.1268     6.99     0.009823   0.010173                                      2.41*        
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Wynn Las Vegas, LLC.     983130AK1 11/06/07 12/01/14*    97.250     6.625    7.1268     6.99     0.009823   0.010173                                      2.41*        
Wynn Las Vegas, LLC      983130AL9 10/19/09 11/01/17     97.823     7.875    8.2509      .39     0.005470   0.005695   0.005930   0.006175  0.006430      2.04     2.21
Wynn Las Vegas, LLC      983130AN5 10/19/09 11/01/17     97.823     7.875    8.2509      .39     0.005470   0.005695   0.005930   0.006175  0.006430      2.04     2.21
Sirius XM Radio, Inc.    983759AD3 02/13/09 06/01/11*    43.000    VARIES    N/A                 0.938954                                               140.84*        
Sirius XM Radio, Inc.    983759AE1 02/13/09 06/01/11*    43.000    VARIES    N/A                 0.938954                                               140.84*        
Sirius XM Radio, Inc.    983759AH4 02/13/09 06/01/11*    43.000    VARIES    N/A                 0.938954                                               140.84*        
Xilinx, Inc.             983919AC5 03/05/07 03/15/37    100.000    VARIES    7.2004              0.222182   0.227056   0.232105   0.237337  0.242756     81.91    85.63
Xilinx, Inc.             983919AD3 03/05/07 03/15/37    100.000    VARIES    7.2004              0.222182   0.227056   0.232105   0.237337  0.242756     81.91    85.63
York County, PA          986812LW3 12/28/95 02/01/11     35.767     0.000    6.9294   571.26     0.173787   0.179808   0.186038                          65.48     5.58
York County, PA          986812LX1 12/28/95 02/01/12     33.049     0.000    6.9995   536.05     0.163709   0.169439   0.175369   0.181506  0.187859     61.72    66.11
York County, PA          986812LY9 12/28/95 02/01/13     30.649     0.000    7.0395   501.47     0.153489   0.158891   0.164484   0.170273  0.176267     57.88    62.02
York County, PA          986812LZ6 12/28/95 02/01/14     28.302     0.000    7.0994   469.15     0.144073   0.149187   0.154483   0.159967  0.165645     54.35    58.28
York County, PA          986812MA0 12/28/95 02/01/15     26.297     0.000    7.1196   437.83     0.134602   0.139393   0.144356   0.149494  0.154816     50.78    54.46
York County, PA          986812MB8 12/28/95 02/01/16     24.378     0.000    7.1496   408.52     0.125799   0.130296   0.134953   0.139778  0.144775     47.47    50.92
York County, PA          986812MC6 12/28/95 02/01/17     22.586     0.000    7.1795   380.94     0.117501   0.121719   0.126089   0.130615  0.135304     44.35    47.59
York County, PA          986812MD4 12/28/95 02/01/18     20.780     0.000    7.2396   355.03     0.109872   0.113849   0.117970   0.122240  0.126665     41.48    44.54
York County, PA          986812ME2 12/28/95 02/01/19     19.353     0.000    7.2397   330.66     0.102330   0.106034   0.109872   0.113850  0.117971     38.64    41.48
York County, PA          986812MF9 12/28/95 02/01/20     18.025     0.000    7.2396   307.96     0.095305   0.098755   0.102329   0.106033  0.109872     35.98    38.64
York County, PA          986812MG7 12/28/95 02/01/21     16.787     0.000    7.2397   286.82     0.088763   0.091976   0.095305   0.098755  0.102330     33.51    35.98
York County, PA          986812MH5 12/28/95 02/01/22     15.635     0.000    7.2396   267.13     0.082669   0.085662   0.088763   0.091976  0.095305     31.21    33.51
York County, PA          986812MJ1 12/28/95 02/01/23     14.561     0.000    7.2398   248.79     0.076994   0.079781   0.082669   0.085662  0.088763     29.07    31.21
York County, PA          986812MK8 12/28/95 02/01/24     13.562     0.000    7.2396   231.71     0.071709   0.074304   0.076994   0.079781  0.082669     27.08    29.07
York County, PA          986812QD0 12/28/95 02/01/20     18.025     0.000    7.2396   307.96     0.095305   0.098755   0.102329   0.106033  0.109872     35.98    38.64
York County, PA          986812RC1 12/28/95 02/01/20     18.025     0.000    7.2396   307.96     0.095305   0.098755   0.102329   0.106033  0.109872     35.98    38.64
Zions Bancorporation     989701AX5 09/23/09 09/23/14     86.888     7.750   11.2499     5.51     0.056246   0.059410   0.062752   0.066282  0.070010     21.46    23.94
Quebecor Media, Inc.     C7603NAD4 10/05/07 03/15/16     93.750     7.750    8.8148    12.44     0.016884   0.017628   0.018405   0.019216  0.020063      6.37     6.95
Rhodia, SA               F7813KAH4 05/17/04 06/01/10     96.743    10.250   11.0023    29.60     0.019808                                                 2.97         
QBE Funding Trust        G7303WAA9 04/15/02 04/15/22     59.358     0.000    2.6249   132.23     0.052632   0.053323   0.054023   0.054732  0.055450     19.18    19.68
UBS AG                   G91654452 03/31/06 12/31/10    100.000     0.000    5.1603              0.172591   0.174157                                     63.11         
UBS AG                   G91654585 04/28/06 04/28/11    100.000     0.000    5.4584              0.183072   0.188069   0.193202                          67.44    22.60
UBS AG                   G91654627 05/31/06 06/30/11    100.000     0.000    5.4442              0.182320   0.184229   0.192381                          66.91    34.63
UBS AG                   G91654643 04/28/06 04/30/10    100.000     0.000    5.4636              0.182324                                                21.70         
UBS AG                   G91654676 05/19/06 05/21/10    100.000     0.000    5.4430              0.181506                                                25.41         
UBS AG                   G91654718 05/31/06 09/30/11    100.000     0.000    5.4466              0.179001   0.182870   0.188883   0.192966               66.96    52.12
UBS AG                   G91654825 07/31/06 08/31/11    100.000     0.000    5.5653              0.182112   0.184128   0.192388   0.194518               68.11    46.95
UBS AG                   G91659279 10/31/06 02/28/11    100.000     0.000    5.1978              0.166055   0.167593   0.174798                          61.97    10.14
UBS AG                   G9183D252 12/29/05 11/30/11    100.000     0.000    4.9267              0.163809   0.166927   0.171978   0.175252               60.62    57.87
UBS AG                   G9183D526 01/31/06 01/31/12    100.000     0.000    4.8995              0.157719   0.164260   0.165541   0.172407  0.173751     59.96    62.93
UBS AG                   G9183D641 01/27/06 06/30/11    100.000     0.000    4.7775              0.158857   0.159999   0.166537                          58.20    29.98
UBS AG                   G9213L852 11/30/05 02/28/11    100.000     0.000    4.8489              0.160312   0.161522   0.168180                          59.70     9.75
STMicroelectronics N.V.  N8357EAF3 02/23/06 02/23/16    100.000     0.000    1.4999              0.043903   0.044232   0.044564   0.044898  0.045235     15.95    16.19
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Alliance Imaging, Inc.   U01860AC6 12/04/07 12/15/12*    91.500     7.250    9.4095    30.40     0.045526                                                  .91*        
Alliance One Intl, Inc.  U0187PAE6 07/02/09 07/15/16     95.177    10.000   11.0023     2.35     0.013156   0.013880   0.014644   0.015449  0.016299      5.11     5.69
Alliance One Intl, Inc.  U0187PAF3 07/02/09 07/15/16     95.177    10.000   11.0023     2.35     0.013156   0.013880   0.014644   0.015449  0.016299      5.11     5.69
Anixter International    U03525AB5 07/07/03 07/07/33     38.016    VARIES    7.3003              0.118535   0.122861   0.127346   0.131994  0.136812     44.98    48.33
Apria Healthcare Group   U03846AB5 05/27/09 11/01/14     97.050    11.250   12.0051     2.42     0.011710   0.012412   0.013158   0.013947  0.014785      4.43     4.98
ASG Consolidated LLC     U04402AA8 10/19/04 11/01/11*    63.700    VARIES   11.4983              0.319409   0.319407                                     52.06*        
Ashland Inc.             U04428AB1 05/27/09 06/01/17     96.577     9.125    9.7504     1.75     0.008508   0.008923   0.009358   0.009814  0.010292      3.16     3.48
Bank of America Corp.    U0662KBL4 03/18/02 01/04/17     38.300     0.000    6.5924   251.72     0.112585   0.116296   0.120129   0.124089  0.128179     42.53    45.38
Burlington Coat Factory  U10676AA9 04/13/06 10/15/14     75.522    VARIES   14.4995              0.402771   0.402771   0.402770   0.402770  0.402769    145.00   145.00
Cardinal Health 409, Inc U14147AA7 04/10/07 04/15/15    100.000     9.500    9.4999              0.260989   0.259563   0.260989   0.259563  0.259563     95.00    94.89
Crosstex Energy, L.P.    U19163AA9 02/10/10 02/15/18     97.907     8.875    9.2505              0.005050   0.005060   0.005294   0.005539  0.005796      1.66     2.02
HCA Inc.                 U24788AC2 11/17/06 11/15/16    100.000     9.625    N/A                 0.282170   0.282215   0.282263   0.282313  0.282365    101.59   101.63
Dex Media, Inc.          U24975AB7 11/10/03 11/15/13*    64.314    VARIES    8.9997              0.249994                                                 7.00*        
Dex Media, Inc.          U24975AC5 02/11/04 11/15/13*    69.384    VARIES    8.3689              0.237373                                                 6.65*        
Drummond Company, Inc.   U2644RAB1 10/20/09 10/15/14     98.053     9.000    9.4992      .62     0.008730   0.009134   0.009567   0.010022  0.010498      3.28     3.60
FelCor Lodging Limited   U31522AK8 10/01/09 10/01/14     87.750    10.000   13.4435     4.49     0.049908   0.053263   0.056843   0.060664  0.064741     19.19    21.86
First Data Corporation   U3198DAA2 10/24/07 09/24/15     94.796     9.875   10.8718    10.35     0.014671   0.015469   0.016310   0.017196  0.018131      5.58     6.21
GATX Financial Corp.     U3697RAA7 10/25/04 06/15/11     95.703     6.273    7.0956    31.79     0.020582   0.021313   0.022069                           7.56     3.62
Goodman Global, Inc.     U3826AAA8 12/16/09 12/15/14*    54.607     0.000   12.4806     2.84     0.189312   0.201062                                     63.62*        
GRW Operating Partnershp U40382AA8 04/07/10 04/01/17     95.347    10.875   11.8737                         0.012397   0.013109   0.013887  0.014711      3.34     5.00
Graphic Packaging Intl   U41508AC3 06/16/09 06/15/17     97.292     9.500    9.9998     1.25     0.006679   0.007013   0.007363   0.007732  0.008118      2.48     2.73
Hornbeck Offshore SVCS   U44070AC1 08/17/09 09/01/17     97.123     8.000    8.5012      .96     0.007153   0.007457   0.007774   0.008104  0.008449      2.70     2.94
Interface, Inc.          U45841AE0 06/05/09 11/01/13     96.301    11.375   12.4916     3.80     0.019103   0.020297   0.021564   0.022911  0.024342      7.24     8.17
Interval Acquisiti Corp. U46077AA8 08/20/08 09/01/16     91.022     9.500   11.2256    10.30     0.022316   0.023568   0.024891   0.026288  0.027764      8.57     9.56
Jostens Holding Corp.    U47995AA0 12/02/03 12/01/13*    60.682    VARIES   10.2499              0.284721   0.284721                                     82.57*        
Hovnanian Enterprises    U48654AL8 10/20/09 10/15/16     98.208    10.625   10.9992      .35     0.004920   0.005183   0.005468   0.005768  0.006086      1.86     2.07
Lamar Media Corporation  U51260AD6 08/17/06 08/15/15     92.809     6.625    7.7500    21.43     0.019803   0.020571   0.021368   0.022196  0.023056      7.48     8.07
Liberty Media Corp.      U52892AD5 01/11/01 01/15/31    100.000     3.500    N/A                 0.392133   0.405174   0.418743   0.432854  0.447524    147.93   158.07
Linear Technology Corp.  U53476AA2 04/24/07 05/01/27    100.000    VARIES    7.0000              0.215480   0.220105   0.224892   0.229847  0.234975     78.97    82.46
Linear Technology Corp.  U53476AB0 04/24/07 05/01/27*   100.000    VARIES    6.9998              0.214816   0.219296                                     65.25*        
Marquee Holdings, Inc.   U57131AA9 08/18/04 08/15/14     55.894    VARIES   11.9996              0.333327   0.333327   0.333327   0.333326  0.333326    120.00   120.00
Michaels Stores, Inc.    U59329AE9 10/31/06 11/01/16     50.110    VARIES    N/A                 0.288938   0.308983   0.330419   0.353343  0.377857    110.11   125.92
MTR Gaming Group, Inc.   U60753AC1 08/12/09 07/15/14     95.248    12.625   13.9919     2.71     0.019500   0.020660   0.022105   0.023652  0.025307      7.66     8.77
Muzak Holdings Finance   U62340AA9 03/18/99 03/15/10     53.328    VARIES   12.9997              0.361105                                                26.72         
Nexstar Finance, Inc.    U6497BAC3 03/27/03 04/01/13     57.442    VARIES   11.3746              0.315965   0.315964   0.315964   0.315964  0.315963    113.75   113.75
New Omaha Holdings Corp. U65169AA9 09/24/07 09/30/16    100.000    VARIES   11.4999              0.400265   0.423280   0.447619   0.473357  0.500575    152.55   170.59
Omnicom Group, Inc.      U68191AF9 02/07/01 02/07/31    100.000    VARIES    6.7111              0.321348   0.331127   0.341008   0.351220  0.361776    120.28   127.59
Pioneer Drilling Company U72356AA3 03/11/10 03/15/18     95.750     9.875   10.6775              0.009685   0.009700   0.010218   0.010764  0.011338      2.87     3.90
Pope & Talbot, Inc.      U7316MAA0 07/30/02 06/01/13     86.415     8.375   10.5037    76.06     0.041325   0.043496   0.045780   0.048184  0.050715     15.40    17.06
Roche Holdings, Inc.     U75000AE6 01/19/00 01/19/15     66.386     0.000    2.7499   207.31     0.065733   0.066637   0.067553   0.068482  0.069424     24.12    24.79
R H Donnelley Corp.      U76214AB8 01/27/06 01/15/13*    90.981     6.875    8.6239    44.30     0.036153   0.037712                                      1.03*        
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2010 1st   2010 2nd   2010 3rd   2011 2nd  2011 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/10      Period     Period    2011 1st    Period    Period      2010     2011 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
R H Donnelley Corp.      U76216AA5 01/27/06 01/15/13*    90.981     6.875    8.6239    44.30     0.036153   0.037712                                      1.03*        
The Service Master, Co.  U8151CAA8 07/24/08 07/15/15     97.266    10.750   11.3274              0.306892   0.307361   0.307857   0.308380  0.308934    110.73   111.10
Tabletop Holdings, Inc.  U81965AA0 11/12/03 05/15/14     55.131    VARIES   12.2495              0.340271   0.340270   0.340270   0.340270  0.340269    122.50   122.50
Sinclair Brdcast Grp Inc U82751AE5 05/20/03 07/15/18    100.000    VARIES    9.2480              0.347330   0.357128   0.367380   0.378107  0.393021    130.13   138.44
Solo Cup Company         U83440AA2 07/02/09 11/01/13     97.928    10.500   11.1154     1.94     0.011090   0.011707   0.012357   0.013044  0.013769      4.18     4.66
Spirit Aerosystems, Inc. U84591AA1 09/30/09 10/01/17     97.804     7.500    7.8750      .51     0.005617   0.005838   0.006068   0.006307  0.006555      2.10     2.27
Sabine Pass LNG, LP      U8596QAC6 09/15/08 11/30/16     79.000     7.500   11.5231    21.81     0.051012   0.053952   0.057060   0.060348  0.063825     19.08    21.34
Tenet Healthcare Corp.   U88030AF5 06/15/09 07/01/19     95.229     8.875    9.6265     1.60     0.008546   0.008957   0.009388   0.009840                3.15     3.46
Tenet Healthcare Corp.   U88030AG3 03/03/09 05/01/15     89.500     9.000   11.4189    10.37     0.036481   0.038564   0.040766   0.043093  0.045554     13.77    15.38
Tenet Healthcare Corp.   U88030AH1 03/03/09 05/01/18     89.500    10.000   11.9135     5.64     0.019877   0.021061   0.022315   0.023645  0.025053      7.52     8.44
Unisys Corporation       U90921AC8 07/31/09 10/15/14     83.461    12.750   17.7426     8.85     0.058626   0.063478   0.069490   0.075241  0.081916     23.13    27.39
Unisys Corporation       U90921AD6 07/31/09 09/15/15     80.450    14.250   19.9112     7.62     0.050072   0.054159   0.060538   0.065480  0.072790     20.16    24.33
US Oncology Holdings,Inc U91245AB3 03/13/07 03/15/12     98.000     9.797    N/A                 0.232357   0.247140   0.258422   0.266753  0.275365     89.07    96.33
Ventas Realty LP         U92200AG6 04/13/09 06/01/16     84.250     6.500    9.5994    11.56     0.046805   0.049052   0.051406   0.053874  0.056459     17.39    19.10
Visant Holding Corp.     U9225GAA9 04/04/06 12/01/13*    96.005     8.750    9.4957    16.03     0.014293   0.014971                                      4.24*        
WMG Acquisition Corp.    U97128AA7 05/28/09 06/15/16     96.289     9.500   10.2522     2.22     0.010910   0.011470   0.012058   0.012676  0.013325      4.05     4.47
WMG Holdings Corp.       U97137AC4 12/23/04 12/15/14     63.002    VARIES    9.4995              0.263880   0.263880   0.263879   0.263879  0.263879     95.00    95.00
Wynn Las Vegas, LLC      U98347AD6 11/06/07 12/01/14*    97.250     6.625    7.1268     6.99     0.009823   0.010173                                      2.41*        
Wynn Las Vegas, LLC      U98347AE4 10/19/09 11/01/17     97.823     7.875    8.2509      .39     0.005470   0.005695   0.005930   0.006175  0.006430      2.04     2.21
Sirius XM Radio, Inc.    U9840AAA7 02/13/09 06/01/11*    43.000    VARIES    N/A                 0.938954                                               140.84*        
    -----------------------------                                                                                                                                      
    *  Called in 2010; reportable OID is computed to call date.                                                                                                        










SECTION I-C Inflation Indexed Debt Instruments





                                                     Inflation-Adj    Stated
                                 Issue     Maturity   Principal on   Interest  Total OID    2010 1st   2010 2nd   2010 3rd    Calendar Year
Name of Issuer       CUSIP No.    Date       Date     Issue Date       Rate    to 1/1/10     Period     Period     Period         2010
______________       _________  ________  _________   ___________    ________  _________    ________   ________   ________    _____________
U.S. Treasury         912810FD5  04/15/98  04/15/28      100.000       3.625%     336.57     0.031817   0.048473    0.044711       15.67
U.S. Treasury         912810FH6  04/15/99  04/15/29      100.000       3.875%     315.00     0.031304   0.047691    0.043990       15.41
U.S. Treasury         9128275W8  01/15/00  01/15/10      100.000       4.250%     284.89     0.029335                               0.41
U.S. Treasury         9128276R8  01/15/01  01/15/11      100.000       3.500%     242.07     0.028358   0.058384    0.021147       14.56
U.S. Treasury         912810FQ6  10/15/01  04/15/32      100.000       3.375%     217.90     0.028992   0.044170    0.040741       14.28
U.S. Treasury         9128277J5  01/15/02  01/15/12      100.000       3.375%     217.46     0.027795   0.057227    0.020727       14.27
U.S. Treasury         912828AF7  07/15/02  07/15/12      100.000       3.000%     202.32     0.027450   0.056515    0.020470       14.09
U.S. Treasury         912828BD1  07/15/03  07/15/13      100.000       1.875%     177.02     0.026872   0.055326    0.020039       13.80
U.S. Treasury         912828BW9  01/15/04  01/15/14      100.000       2.000%     169.95     0.026711   0.054994    0.019919       13.71
U.S. Treasury         912810FR4  07/15/04  01/15/25      100.000       2.375%     146.85     0.026183   0.053908    0.019525       13.44
U.S. Treasury         912828CP3  07/15/04  07/15/14      100.000       2.000%     146.85     0.026183   0.053908    0.019525       13.44
U.S. Treasury         912828CZ1  10/15/04  04/15/10      100.000       0.875%     141.11     0.027164                               2.83
U.S. Treasury         912828DH0  01/15/05  01/15/15      100.000       1.625%     132.14     0.025848   0.053217    0.019275       13.27
U.S. Treasury         912828EA4  07/15/05  07/15/15      100.000       1.875%     111.39     0.025374   0.052242    0.018922       13.03
U.S. Treasury         912810FS2  01/15/06  01/15/26      100.000       2.000%      89.18     0.024867   0.051197    0.018543       12.77
U.S. Treasury         912828ET3  01/15/06  01/15/16      100.000       2.000%      89.18     0.024867   0.051197    0.018543       12.77
U.S. Treasury         912828FB1  04/15/06  04/15/11      100.000       2.375%      89.13     0.025927   0.039499    0.036434       12.77
U.S. Treasury         912828FL9  07/15/06  07/15/16      100.000       2.500%      70.44     0.024439   0.050316    0.018224       12.55
U.S. Treasury         912810PS1  01/15/07  01/15/27      100.000       2.375%      71.96     0.024474   0.050388    0.018250       12.57
U.S. Treasury         912828GD6  01/15/07  01/15/17      100.000       2.375%      71.96     0.024474   0.050388    0.018250       12.57
U.S. Treasury         912828GN4  04/15/07  04/15/12      100.000       2.000%      65.32     0.025360   0.038636    0.035637       12.49
U.S. Treasury         912828GX2  07/15/07  07/15/17      100.000       2.625%      43.04     0.023813   0.049029    0.017758       12.23
U.S. Treasury         912810PV4  01/15/08  01/15/28      100.000       1.750%      31.89     0.023559   0.048504    0.017568       12.10
U.S. Treasury         912828HN3  01/15/08  01/15/18      100.000       1.625%      22.76     0.023559   0.048504    0.017568       12.10
U.S. Treasury         912828HW3  04/15/08  04/15/13      100.000       0.625%      22.76     0.024347   0.037092    0.034214       11.99
U.S. Treasury         912828JE1  07/15/08  07/15/18      100.000       1.375%       2.49     0.022888   0.047122    0.017068       11.75
U.S. Treasury         912810PZ5  01/15/09  01/15/29      100.000       2.500%       6.88     0.022988   0.047329    0.017142       11.80
U.S. Treasury         912828JX9  01/15/09  01/15/19      100.000       2.125%       6.88     0.022988   0.047329    0.017142       11.80
U.S. Treasury         912828KM1  04/15/09  04/15/14      100.000       1.250%      21.47     0.024316   0.037046    0.034171       11.97
U.S. Treasury         912828LA6  07/15/09  07/15/19      100.000       1.875%      12.45     0.023115   0.047591    0.017237       11.87
U.S. Treasury         912828MF4  01/15/10  01/15/20      100.000       1.375%                           0.046990    0.017020       11.40
U.S. Treasury         912810QF8  02/15/10  02/15/40      100.000       2.125%                           0.049648    0.020943       11.90
U.S. Treasury         912828MY3  04/15/10  04/15/15      100.000       0.500%                           0.036177    0.033370        9.22
U.S. Treasury         912828NM8  07/15/10  07/15/20      100.000       1.250%                                       0.016876        2.87







                                    Section II

                          STRIPPED COMPONENTS OF U.S. TREASURY AND
                              GOVERNMENT-SPONSORED ENTERPRISES
 
 
   FOR BROKERS & MIDDLEMEN ONLY: Original Issue Discount (OID) to be reported for stripped
   interest & principal components per $1000 Maturity Value (for calendar year 2010).
 
          Strips                                   Strips
          Maturing             OID                 Maturing             OID
      From       Through    per $1000          From       Through    per $1000
     --------    --------   ---------         --------    --------   ---------
     01/01/10    03/31/10      0.15            07/01/20    09/30/20     26.92
     04/01/10    06/30/10      1.00            10/01/20    12/31/20     26.77
     07/01/10    09/30/10      2.46            01/01/21    03/31/21     26.67
     10/01/10    12/31/10      4.69            04/01/21    06/30/21     26.51
     01/01/11    03/31/11      6.27            07/01/21    09/30/21     26.35
     04/01/11    06/30/11      7.94            10/01/21    12/31/21     26.18
     07/01/11    09/30/11      9.69            01/01/22    03/31/22     26.05
     10/01/11    12/31/11     11.22            04/01/22    06/30/22     25.87
     01/01/12    03/31/12     12.63            07/01/22    09/30/22     25.69
     04/01/12    06/30/12     13.93            10/01/22    12/31/22     25.47
     07/01/12    09/30/12     15.20            01/01/23    03/31/23     25.28
     10/01/12    12/31/12     16.36            04/01/23    06/30/23     25.06
     01/01/13    03/31/13     17.49            07/01/23    09/30/23     24.86
     04/01/13    06/30/13     18.59            10/01/23    12/31/23     24.63
     07/01/13    09/30/13     19.67            01/01/24    03/31/24     24.40
     10/01/13    12/31/13     20.63            04/01/24    06/30/24     24.17
     01/01/14    03/31/14     21.55            07/01/24    09/30/24     23.94
     04/01/14    06/30/14     22.45            10/01/24    12/31/24     23.70
     07/01/14    09/30/14     23.31            01/01/25    03/31/25     23.44
     10/01/14    12/31/14     24.15            04/01/25    06/30/25     23.21
     01/01/15    03/31/15     24.87            07/01/25    09/30/25     22.96
     04/01/15    06/30/15     25.48            10/01/25    12/31/25     22.72
     07/01/15    09/30/15     26.06            01/01/26    03/31/26     22.47
     10/01/15    12/31/15     26.61            04/01/26    06/30/26     22.22
     01/01/16    03/31/16     27.06            07/01/26    09/30/26     21.97
     04/01/16    06/30/16     27.33            10/01/26    12/31/26     21.72
     07/01/16    09/30/16     27.59            01/01/27    03/31/27     21.47
     10/01/16    12/31/16     27.76            04/01/27    06/30/27     21.22
     01/01/17    03/31/17     27.77            07/01/27    09/30/27     20.98
     04/01/17    06/30/17     27.84            10/01/27    12/31/27     20.74
     07/01/17    09/30/17     27.84            01/01/28    03/31/28     20.49
     10/01/17    12/31/17     27.83            04/01/28    06/30/28     20.25
     01/01/18    03/31/18     27.80            07/01/28    09/30/28     20.00
     04/01/18    06/30/18     27.78            10/01/28    12/31/28     19.77
     07/01/18    09/30/18     27.74            01/01/29    03/31/29     19.53
     10/01/18    12/31/18     27.70            04/01/29    06/30/29     19.29
     01/01/19    03/31/19     27.58            07/01/29    09/30/29     19.06
     04/01/19    06/30/19     27.47            10/01/29    12/31/29     18.84
     07/01/19    09/30/19     27.40            01/01/30    03/31/30     18.61
     10/01/19    12/31/19     27.28            04/01/30    06/30/30     18.38
     01/01/20    03/31/20     27.15            07/01/30    09/30/30     18.17
     04/01/20    06/30/20     27.06            10/01/30    12/31/30     17.95
     01/01/31    03/31/31     17.73            01/01/41    03/31/41     10.95
     04/01/31    06/30/31     17.52            04/01/41    06/30/41     10.82





                                     (continued)
 
 
          Strips                                   Strips
          Maturing             OID                 Maturing             OID
      From       Through    per $1000          From       Through    per $1000
     --------    --------   ---------         --------    --------   ---------
     07/01/31    09/30/31     17.31            07/01/41    09/30/41     10.69
     10/01/31    12/31/31     17.10            10/01/41    12/31/41     10.57
     01/01/32    03/31/32     16.90            01/01/42    03/31/42     10.44
     04/01/32    06/30/32     16.69            04/01/42    06/30/42     10.32
     07/01/32    09/30/32     16.50            07/01/42    09/30/42     10.20
     10/01/32    12/31/32     16.30            10/01/42    12/31/42     10.08
     01/01/33    03/31/33     16.10            01/01/43    03/31/43      9.96
     04/01/33    06/30/33     15.91            04/01/43    06/30/43      9.84
     07/01/33    09/30/33     15.72            07/01/43    09/30/43      9.73
     10/01/33    12/31/33     15.54            10/01/43    12/31/43      9.61
     01/01/34    03/31/34     15.35            01/01/44    03/31/44      9.50
     04/01/34    06/30/34     15.16            04/01/44    06/30/44      9.39
     07/01/34    09/30/34     14.98            07/01/44    09/30/44      9.28
     10/01/34    12/31/34     14.80            10/01/44    12/31/44      9.17
     01/01/35    03/31/35     14.63            01/01/45    03/31/45      9.06
     04/01/35    06/30/35     14.45            04/01/45    06/30/45      8.96
     07/01/35    09/30/35     14.28            07/01/45    09/30/45      8.85
     10/01/35    12/31/35     14.11            10/01/45    12/31/45      8.75
     01/01/36    03/31/36     13.95            01/01/46    03/31/46      8.65
     04/01/36    06/30/36     13.77            04/01/46    06/30/46      8.55
     07/01/36    09/30/36     13.61            07/01/46    09/30/46      8.45
     10/01/36    12/31/36     13.44            10/01/46    12/31/46      8.35
     01/01/37    03/31/37     13.29            01/01/47    03/31/47      8.25
     04/01/37    06/30/37     13.13            04/01/47    06/30/47      8.15
     07/01/37    09/30/37     12.96            07/01/47    09/30/47      8.06
     10/01/37    12/31/37     12.80            10/01/47    12/31/47      7.97
     01/01/38    03/31/38     12.65            01/01/48    03/31/48      7.87
     04/01/38    06/30/38     12.50            04/01/48    06/30/48      7.78
     07/01/38    09/30/38     12.33            07/01/48    09/30/48      7.69
     10/01/38    12/31/38     12.19            10/01/48    12/31/48      7.60
     01/01/39    03/31/39     12.04            01/01/49    03/31/49      7.51
     04/01/39    06/30/39     11.90            04/01/49    06/30/49      7.42
     07/01/39    09/30/39     11.76            07/01/49    09/30/49      7.34
     10/01/39    12/31/39     11.62            10/01/49    12/31/49      7.25
     01/01/40    03/31/40     11.48            01/01/50    03/31/50      7.17
     04/01/40    06/30/40     11.35            04/01/50    06/30/50      7.09
     07/01/40    09/30/40     11.21            07/01/50    09/30/50      7.00
     10/01/40    12/31/40     11.08            10/01/50    12/31/50      6.92



     Note:  This section lists OID for use SOLELY by brokers and other middlemen
    in preparing information returns for zero coupon instruments issued under the
    Department of the Treasury's STRIPS program, by government-sponsored enterprises
    such as the Resolution Funding Corporation and the Financing Corporation, or as
    instruments backed by U.S. Treasury securities that represent ownership
    interests in such securities.  If you owned or held such debt instruments in 2010,
    do not rely on the amounts listed in this section.  Instead, follow the OID
    computation rules and methods described earlier in this publication under
    "Figuring OID on Stripped Bonds and Coupons."





                               Section III-A

                      Short Term U.S. Treasury Bills
                    Issued at a Discount and Maturing
                          January 2010 - December 2011

                                                   Discount to be
                                 Issue Price      Reported as 2010
 CUSIP     Maturity    Issue   (% of Principal   Interest(Per $1,000
 Number      Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
912795R78  01/07/10  07/09/09       99.856                 1.44
912795R86  01/14/10  01/15/09       99.565                 4.35
912795R94  01/21/10  07/23/09       99.856                 1.44
912795S77  01/28/10  07/30/09       99.861                 1.39
912795S85  02/04/10  08/06/09       99.861                 1.39
912795T27  02/11/10  02/12/09       99.383                 6.17
912795T35  02/18/10  08/20/09       99.864                 1.37
912795T43  02/25/10  08/27/09       99.871                 1.29
912795T50  03/04/10  09/03/09       99.879                 1.21
912795T68  03/11/10  03/12/09       99.292                 7.08
912795T76  03/18/10  09/17/09       99.894                 1.06
912795T84  03/25/10  09/24/09       99.904                 0.96
912795UL3  04/01/10  05/15/09       99.554                 4.46
912795U33  04/08/10  04/09/09       99.403                 5.97
912795UM1  04/15/10  10/15/09       99.924                 0.76
912795Y54  04/19/10  04/01/10       99.993                 0.07
912795UN9  04/22/10  10/22/09       99.914                 0.86
912795UP4  04/29/10  10/29/09       99.906                 0.94
912795U41  05/06/10  05/07/09       99.464                 5.36
912795UQ2  05/13/10  11/12/09       99.917                 0.83
912795UR0  05/20/10  11/19/09       99.917                 0.83
912795US8  05/27/10  11/27/09       99.930                 0.70
912795U58  06/03/10  06/04/09       99.550                 4.50
912795UT6  06/10/10  07/06/09       99.492                 5.09
912795Z53  06/15/10  06/10/10       99.998                 0.02
912795UU3  06/17/10  08/18/09       99.625                 3.75
912795UV1  06/24/10  12/24/09       99.914                 0.86
912795U66  07/01/10  07/02/09       99.449                 5.51
912795UW9  07/08/10  01/07/10       99.909                 0.91
912795UY5  07/15/10  09/10/09       99.671                 3.29
912795UZ2  07/22/10  01/21/10       99.927                 0.73
912795U74  07/29/10  07/30/09       99.525                 4.75
912795V24  08/05/10  02/04/10       99.917                 0.83
912795V57  08/12/10  02/11/10       99.914                 0.86
912795V65  08/19/10  02/18/10       99.906                 0.94
912795U82  08/26/10  08/27/09       99.535                 4.65
912795V73  09/02/10  03/04/10       99.906                 0.94
912795VA6  09/09/10  03/11/10       99.896                 1.04
912795VB4  09/16/10  03/18/10       99.879                 1.21
912795U90  09/23/10  09/24/09       99.591                 4.09
912795VC2  09/30/10  04/01/10       99.879                 1.21
912795W23  10/07/10  04/08/10       99.866                 1.34
912795W31  10/14/10  04/15/10       99.879                 1.21
912795UH2  10/21/10  10/22/09       99.621                 3.79
912795W49  10/28/10  04/29/10       99.879                 1.21
912795W56  11/04/10  05/06/10       99.876                 1.24





                         Section III-A (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2010
 CUSIP     Maturity    Issue   (% of Principal   Interest(Per $1,000
 Number      Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
912795W72  11/12/10  05/13/10       99.883                 1.17
912795UJ8  11/18/10  11/19/09       99.682                 3.18
912795W80  11/26/10  05/27/10       99.888                 1.12
912795W98  12/02/10  06/03/10       99.889                 1.11
912795X30  12/09/10  06/10/10       99.894                 1.06
9127956D8  12/15/10  12/08/10       99.997                 0.03
912795UK5  12/16/10  12/17/09       99.585                 4.15
912795X48  12/23/10  06/24/10       99.914                 0.86
912795X55  12/30/10  07/01/10       99.891                 1.09




                                                   Discount to be
                                 Issue Price      Reported as 2011
 CUSIP     Maturity    Issue   (% of Principal   Interest(Per $1,000
 Number      Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
912795X71  01/06/11  07/08/10       99.896                 1.04
912795UX7  01/13/11  01/14/10       99.661                 3.39
912795X89  01/20/11  07/22/10       99.901                 0.99
912795X97  01/27/11  07/29/10       99.899                 1.01
912795Y21  02/03/11  08/05/10       99.901                 0.99
912795V40  02/10/11  02/11/10       99.676                 3.24
9127952B6  02/17/11  08/19/10       99.906                 0.94
9127952C4  02/24/11  08/26/10       99.906                 0.94
9127952D2  03/03/11  09/02/10       99.904                 0.96
912795V99  03/10/11  03/11/10       99.621                 3.79
9127952G5  03/17/11  09/16/10       99.904                 0.96
9127952H3  03/24/11  09/23/10       99.901                 0.99
9127952J9  03/31/11  09/30/10       99.904                 0.96
912795VD0  04/07/11  04/08/10       99.510                 4.90
9127952L4  04/14/11  10/14/10       99.917                 0.83
9127952M2  04/21/11  10/21/10       99.914                 0.86
9127952N0  04/28/11  10/28/10       99.914                 0.86
912795VE8  05/05/11  05/06/10       99.575                 4.25
9127952Q3  05/12/11  11/12/10       99.919                 0.81
9127952R1  05/19/11  11/18/10       99.909                 0.91
9127952S9  05/26/11  11/26/10       99.902                 0.98
912795W64  06/02/11  06/03/10       99.631                 3.69
9127952U4  06/09/11  12/09/10       99.906                 0.94
9127952V2  06/16/11  12/16/10       99.904                 0.96
9127952W0  06/23/11  12/23/10       99.906                 0.94
912795X22  06/30/11  07/01/10       99.676                 3.24
912795X63  07/28/11  07/29/10       99.702                 2.98
9127952A8  08/25/11  08/26/10       99.737                 2.63
9127952F7  09/22/11  09/23/10       99.732                 2.68
9127952K6  10/20/11  10/21/10       99.773                 2.27
9127952P5  11/17/11  11/18/10       99.717                 2.83
9127952T7  12/15/11  12/16/10       99.702                 2.98



                                 Section III-B



                            FEDERAL HOME LOAN BANKS
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2010

                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313385RJ7  01/04/10  01/05/09      99.221                 7.79
313385RK4  01/05/10  01/05/09      99.138                 8.62
313385RL2  01/06/10  01/06/09      99.138                 8.62
313385RM0  01/07/10  01/07/09      99.189                 8.11
313385RN8  01/08/10  01/08/09      99.189                 8.11
313385RR9  01/11/10  01/16/09      99.250                 7.50
313385RS7  01/12/10  01/12/09      99.341                 6.59
313385RT5  01/13/10  01/13/09      99.341                 6.59
313385RU2  01/14/10  01/14/09      99.290                 7.10
313385RV0  01/15/10  01/15/09      99.240                 7.60
313385RZ1  01/19/10  01/20/09      99.242                 7.58
313385SA5  01/20/10  01/20/09      99.240                 7.60
313385SB3  01/21/10  01/21/09      99.138                 8.62
313385SC1  01/22/10  01/22/09      99.138                 8.62
313385SF4  01/25/10  02/09/09      99.115                 8.85
313385SG2  01/26/10  01/26/09      99.047                 9.53
313385SH0  01/27/10  01/28/09      99.090                 9.10
313385SJ6  01/28/10  01/28/09      99.122                 8.78
313385SK3  01/29/10  01/29/09      99.108                 8.92
313385SN7  02/01/10  02/02/09      99.052                 9.48
313385SP2  02/02/10  02/02/09      99.042                 9.58
313385SQ0  02/03/10  02/03/09      99.012                 9.88
313385SR8  02/04/10  02/04/09      99.006                 9.94
313385SS6  02/05/10  02/05/09      99.006                 9.94
313385SV9  02/08/10  02/09/09      98.989                10.11
313385SW7  02/09/10  02/09/09      98.986                10.14
313385SX5  02/10/10  02/11/09      98.989                10.11
313385SY3  02/11/10  02/11/09      99.006                 9.94
313385SZ0  02/12/10  02/12/09      99.017                 9.83
313385TD8  02/16/10  02/18/09      98.992                10.08
313385TE6  02/17/10  02/18/09      98.989                10.11
313385TF3  02/18/10  02/18/09      98.986                10.14
313385TG1  02/19/10  02/19/09      98.986                10.14
313385TK2  02/22/10  05/21/09      99.723                 2.77
313385TL0  02/23/10  02/24/09      98.989                10.11
313385TM8  02/24/10  02/24/09      98.986                10.14
313385TN6  02/25/10  02/25/09      98.986                10.14
313385TP1  02/26/10  02/27/09      98.989                10.11
313385TS5  03/01/10  03/04/09      98.994                10.06
313385TT3  03/02/10  03/09/09      99.006                 9.94
313385TU0  03/03/10  03/03/09      98.986                10.14
313385TV8  03/04/10  03/06/09      98.992                10.08
313385TW6  03/05/10  03/06/09      98.989                10.11
313385TZ9  03/08/10  03/10/09      98.951                10.49





                         Section III-B (Continued)



                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313385UA2  03/09/10  03/09/09      98.986                10.14
313385UB0  03/10/10  03/10/09      98.946                10.54
313385UC8  03/11/10  03/11/09      98.946                10.54
313385UD6  03/12/10  03/12/09      98.935                10.65
313385UG9  03/15/10  03/19/09      99.017                 9.83
313385UH7  03/16/10  03/16/09      98.935                10.65
313385UJ3  03/17/10  03/18/09      99.009                 9.91
313385UK0  03/18/10  03/19/09      99.141                 8.59
313385UL8  03/19/10  09/15/09      99.887                 1.13
313385UP9  03/22/10  03/26/09      99.148                 8.52
313385UQ7  03/23/10  03/23/09      99.138                 8.62
313385UR5  03/24/10  03/24/09      99.138                 8.62
313385US3  03/25/10  08/25/09      99.853                 1.47
313385UT1  03/26/10  03/27/09      99.151                 8.49
313385UW4  03/29/10  03/30/09      99.141                 8.59
313385UX2  03/30/10  03/30/09      99.123                 8.77
313385UY0  03/31/10  04/01/09      99.151                 8.49
313385UZ7  04/01/10  04/01/09      99.148                 8.52
313385VD5  04/05/10  04/07/09      99.163                 8.37
313385VE3  04/06/10  04/07/09      99.161                 8.39
313385VF0  04/07/10  04/07/09      99.158                 8.42
313385VG8  04/08/10  04/08/09      99.158                 8.42
313385VH6  04/09/10  04/29/09      99.367                 6.32
313385VL7  04/12/10  07/10/09      99.755                 2.45
313385VM5  04/13/10  10/16/09      99.925                 0.75
313385VN3  04/14/10  05/18/09      99.549                 4.51
313385VP8  04/15/10  04/28/09      99.335                 6.65
313385VQ6  04/16/10  07/28/09      99.731                 2.69
313385VT0  04/19/10  04/20/09      99.263                 7.37
313385VU7  04/20/10  04/20/09      99.262                 7.38
313385VV5  04/21/10  04/21/09      99.260                 7.40
313385VW3  04/22/10  04/27/09      99.300                 7.00
313385VX1  04/23/10  04/27/09      99.298                 7.02
313385WA0  04/26/10  04/27/09      99.292                 7.08
313385WB8  04/27/10  04/28/09      99.292                 7.08
313385WC6  04/28/10  05/06/09      99.395                 6.05
313385WD4  04/29/10  05/07/09      99.395                 6.05
313385WE2  04/30/10  07/28/09      99.716                 2.84
313385WH5  05/03/10  05/15/09      99.500                 5.00
313385WJ1  05/04/10  05/05/09      99.343                 6.57
313385WK8  05/05/10  05/05/09      99.341                 6.59
313385WL6  05/06/10  05/18/09      99.500                 5.00
313385WM4  05/07/10  02/02/10      99.969                 0.31
313385WQ5  05/10/10  05/15/09      99.490                 5.10
313385WR3  05/11/10  05/12/09      99.393                 6.07
313385WS1  05/12/10  05/13/09      99.474                 5.26
313385WT9  05/13/10  05/18/09      99.460                 5.40
313385WU6  05/14/10  05/14/09      99.483                 5.17





                         Section III-B (Continued)



                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313385WX0  05/17/10  05/18/09      99.474                 5.26
313385WY8  05/18/10  05/20/09      99.445                 5.55
313385WZ5  05/19/10  05/19/09      99.463                 5.37
313385XA9  05/20/10  05/27/09      99.493                 5.07
313385XB7  05/21/10  06/01/09      99.548                 4.52
313385XE1  05/24/10  05/28/09      99.529                 4.71
313385XF8  05/25/10  05/28/09      99.497                 5.03
313385XG6  05/26/10  05/26/09      99.483                 5.17
313385XH4  05/27/10  05/27/09      99.483                 5.17
313385XJ0  05/28/10  08/27/09      99.764                 2.36
313385XN1  06/01/10  06/02/09      99.535                 4.65
313385XP6  06/02/10  06/02/09      99.534                 4.66
313385XQ4  06/03/10  12/08/09      99.926                 0.74
313385XR2  06/04/10  06/05/09      99.403                 5.97
313385XU5  06/07/10  12/09/09      99.920                 0.80
313385XV3  06/08/10  06/11/09      99.417                 5.83
313385XW1  06/09/10  03/10/10      99.956                 0.44
313385XX9  06/10/10  06/11/09      99.434                 5.66
313385XY7  06/11/10  06/15/09      99.469                 5.31
313385YB6  06/14/10  12/16/09      99.915                 0.85
313385YC4  06/15/10  06/15/09      99.463                 5.37
313385YD2  06/16/10  06/16/09      99.463                 5.37
313385YE0  06/17/10  06/19/09      99.435                 5.65
313385YF7  06/18/10  06/19/09      99.434                 5.66
313385YJ9  06/21/10  07/14/09      99.554                 4.47
313385YK6  06/22/10  06/22/09      99.432                 5.68
313385YL4  06/23/10  06/23/09      99.432                 5.68
313385YM2  06/24/10  06/24/09      99.432                 5.68
313385YN0  06/25/10  02/12/10      99.945                 0.55
313385YR1  06/28/10  07/15/09      99.546                 4.54
313385YS9  06/29/10  06/29/09      99.473                 5.27
313385YT7  06/30/10  11/09/09      99.877                 1.23
313385YU4  07/01/10  07/01/09      99.463                 5.37
313385YV2  07/02/10  07/14/09      99.500                 5.00
313385YZ3  07/06/10  07/07/09      99.494                 5.06
313385ZA7  07/07/10  07/07/09      99.493                 5.07
313385ZB5  07/08/10  07/10/09      99.506                 4.94
313385ZC3  07/09/10  07/10/09      99.505                 4.95
313385ZF6  07/12/10  07/13/09      99.494                 5.06
313385ZG4  07/13/10  07/14/09      99.484                 5.16
313385ZH2  07/14/10  07/20/09      99.481                 5.19
313385ZJ8  07/15/10  07/20/09      99.480                 5.20
313385ZK5  07/16/10  07/20/09      99.479                 5.21
313385ZN9  07/19/10  07/20/09      99.474                 5.26
313385ZP4  07/20/10  02/18/10      99.928                 0.72
313385ZQ2  07/21/10  07/22/09      99.474                 5.26
313385ZR0  07/22/10  01/22/10      99.930                 0.70
313385ZS8  07/23/10  07/28/09      99.520                 4.80





                         Section III-B (Continued)



                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313385ZV1  07/26/10  02/02/10      99.918                 0.82
313385ZW9  07/27/10  04/16/10      99.955                 0.45
313385ZX7  07/28/10  12/28/09      99.876                 1.24
313385ZY5  07/29/10  08/05/09      99.503                 4.97
313385ZZ2  07/30/10  08/04/09      99.480                 5.20
313385A48  08/02/10  08/07/09      99.480                 5.20
313385A55  08/03/10  01/22/10      99.925                 0.75
313385A63  08/04/10  08/06/09      99.476                 5.24
313385A71  08/05/10  08/05/09      99.453                 5.47
313385A89  08/06/10  08/11/09      99.480                 5.20
313385B39  08/09/10  08/14/09      99.500                 5.00
313385B47  08/10/10  03/29/10      99.948                 0.52
313385B54  08/11/10  08/12/09      99.494                 5.06
313385B62  08/12/10  03/12/10      99.936                 0.64
313385B70  08/13/10  08/20/09      99.523                 4.77
313385C20  08/16/10  08/26/09      99.556                 4.44
313385C38  08/17/10  04/20/10      99.947                 0.53
313385C46  08/18/10  08/18/09      99.513                 4.87
313385C53  08/19/10  08/24/09      99.530                 4.70
313385C61  08/20/10  08/21/09      99.525                 4.75
313385C95  08/23/10  11/23/09      99.833                 1.67
313385D29  08/24/10  08/24/09      99.523                 4.77
313385D37  08/25/10  08/27/09      99.546                 4.54
313385D45  08/26/10  08/26/09      99.503                 4.97
313385D52  08/27/10  08/27/09      99.544                 4.56
313385D86  08/30/10  03/03/10      99.925                 0.75
313385D94  08/31/10  09/01/09      99.555                 4.45
313385E28  09/01/10  09/01/09      99.554                 4.46
313385E36  09/02/10  09/18/09      99.641                 3.59
313385E44  09/03/10  09/03/09      99.564                 4.36
313385E85  09/07/10  03/11/10      99.925                 0.75
313385E93  09/08/10  03/08/10      99.928                 0.72
313385F27  09/09/10  09/09/09      99.574                 4.26
313385F35  09/10/10  09/11/09      99.596                 4.04
313385F68  09/13/10  03/15/10      99.879                 1.21
313385F76  09/14/10  05/07/10      99.942                 0.58
313385F84  09/15/10  09/15/09      99.594                 4.06
313385F92  09/16/10  09/16/09      99.594                 4.06
313385G26  09/17/10  09/17/09      99.594                 4.06
313385G59  09/20/10  09/24/09      99.599                 4.01
313385G67  09/21/10  03/23/10      99.869                 1.31
313385G75  09/22/10  09/22/09      99.605                 3.95
313385G83  09/23/10  09/24/09      99.596                 4.04
313385G91  09/24/10  09/28/09      99.609                 3.91
313385H41  09/27/10  03/29/10      99.899                 1.01
313385H58  09/28/10  12/28/09      99.772                 2.28
313385H66  09/29/10  09/30/09      99.619                 3.81
313385H74  09/30/10  01/28/10      99.898                 1.02





                         Section III-B (Continued)



                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313385H82  10/01/10  10/07/09      99.651                 3.49
313385J31  10/04/10  10/08/09      99.649                 3.51
313385J49  10/05/10  04/29/10      99.907                 0.93
313385J56  10/06/10  04/22/10      99.907                 0.93
313385J64  10/07/10  10/07/09      99.645                 3.55
313385J72  10/08/10  10/09/09      99.637                 3.63
313385K39  10/12/10  03/02/10      99.869                 1.31
313385K47  10/13/10  10/14/09      99.626                 3.74
313385K54  10/14/10  02/09/10      99.870                 1.30
313385K62  10/15/10  10/20/09      99.660                 3.40
313385K96  10/18/10  02/11/10      99.876                 1.24
313385L20  10/19/10  10/19/09      99.605                 3.95
313385L38  10/20/10  04/23/10      99.890                 1.10
313385L46  10/21/10  10/22/09      99.606                 3.94
313385L53  10/22/10  03/23/10      99.834                 1.66
313385L87  10/25/10  12/24/09      99.729                 2.71
313385L95  10/26/10  04/26/10      99.888                 1.12
313385M29  10/27/10  10/28/09      99.596                 4.04
313385M37  10/28/10  10/29/09      99.596                 4.04
313385M45  10/29/10  02/10/10      99.870                 1.31
313385M78  11/01/10  05/03/10      99.874                 1.26
313385M86  11/02/10  11/10/09      99.653                 3.47
313385M94  11/03/10  11/10/09      99.652                 3.48
313385N28  11/04/10  11/13/09      99.664                 3.36
313385N36  11/05/10  11/06/09      99.656                 3.44
313385N69  11/08/10  11/10/09      99.647                 3.53
313385N77  11/09/10  02/10/10      99.804                 1.96
313385N85  11/10/10  02/10/10      99.803                 1.97
313385P26  11/12/10  11/12/09      99.655                 3.45
313385P59  11/15/10  11/18/09      99.668                 3.32
313385P67  11/16/10  05/13/10      99.870                 1.30
313385P75  11/17/10  12/18/09      99.647                 3.53
313385P83  11/18/10  04/30/10      99.865                 1.35
313385P91  11/19/10  11/20/09      99.717                 2.83
313385Q41  11/22/10  05/12/10      99.865                 1.35
313385Q58  11/23/10  05/03/10      99.864                 1.36
313385Q66  11/24/10  12/17/09      99.658                 3.42
313385Q82  11/26/10  12/01/09      99.760                 2.40
313385R32  11/29/10  05/24/10      99.869                 1.31
313385R40  11/30/10  04/15/10      99.860                 1.40
313385R57  12/01/10  12/21/09      99.693                 3.07
313385R65  12/02/10  12/07/09      99.710                 2.90
313385R73  12/03/10  12/04/09      99.628                 3.72
313385S23  12/06/10  12/10/09      99.659                 3.41
313385S31  12/07/10  12/08/09      99.701                 2.99
313385S49  12/08/10  05/05/10      99.855                 1.45
313385S56  12/09/10  12/10/09      99.670                 3.30
313385S64  12/10/10  12/14/09      99.629                 3.71





                         Section III-B (Continued)



                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313385S98  12/13/10  06/01/10      99.870                 1.30
313385T22  12/14/10  12/17/09      99.648                 3.52
313385T30  12/15/10  12/16/09      99.569                 4.31
313385T48  12/16/10  12/17/09      99.646                 3.54
313385T55  12/17/10  12/21/09      99.686                 3.14
313385T89  12/20/10  12/28/09      99.613                 3.87
313385T97  12/21/10  06/21/10      99.909                 0.91
313385U20  12/22/10  12/22/09      99.594                 4.06
313385U38  12/23/10  12/29/09      99.561                 4.39
313385U79  12/27/10  06/25/10      99.871                 1.29
313385U87  12/28/10  01/04/10      99.562                 4.38
313385U95  12/29/10  01/04/10      99.561                 4.39
313385V29  12/30/10  02/03/10      99.716                 2.84
313385V37  12/31/10  06/28/10      99.897                 1.03



                                 Section III-C



                    FEDERAL NATIONAL MORTGAGE ASSOCIATION
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2010

                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313589RJ4  01/04/10  01/14/09      99.359                 6.41
313589RK1  01/05/10  02/24/09      99.291                 7.09
313589RL9  01/06/10  01/22/09      99.273                 7.27
313589RM7  01/07/10  01/28/09      99.216                 7.84
313589RN5  01/08/10  01/23/09      99.271                 7.29
313589RR6  01/11/10  02/12/09      99.288                 7.12
313589RS4  01/12/10  05/29/09      99.797                 2.03
313589RT2  01/13/10  02/03/09      99.140                 8.60
313589RU9  01/14/10  02/23/09      99.278                 7.22
313589RV7  01/15/10  01/27/09      99.196                 8.04
313589RZ8  01/19/10  02/06/09      99.104                 8.96
313589SA2  01/20/10  01/30/09      99.113                 8.87
313589SB0  01/21/10  01/30/09      99.110                 8.90
313589SC8  01/22/10  01/30/09      99.108                 8.92
313589SF1  01/25/10  02/05/09      99.076                 9.24
313589SG9  01/26/10  02/24/09      99.244                 7.56
313589SH7  01/27/10  05/19/09      99.740                 2.60
313589SJ3  01/28/10  02/05/09      99.068                 9.32
313589SK0  01/29/10  02/05/09      99.065                 9.35
313589SN4  02/01/10  02/09/09      99.088                 9.12
313589SP9  02/02/10  02/10/09      99.107                 8.93
313589SQ7  02/03/10  02/09/09      99.083                 9.17
313589SR5  02/04/10  03/11/09      99.175                 8.25
313589SS3  02/05/10  02/13/09      99.122                 8.78
313589SV6  02/08/10  03/12/09      99.168                 8.32
313589SW4  02/09/10  08/20/09      99.885                 1.15
313589SX2  02/10/10  06/17/09      99.808                 1.92
313589SY0  02/11/10  03/31/09      99.516                 4.84
313589SZ7  02/12/10  02/24/09      99.157                 8.43
313589TD5  02/16/10  03/04/09      99.137                 8.63
313589TE3  02/17/10  03/10/09      99.130                 8.70
313589TF0  02/18/10  03/12/09      99.143                 8.57
313589TG8  02/19/10  03/10/09      99.135                 8.65
313589TK9  02/22/10  03/10/09      99.108                 8.92
313589TL7  02/23/10  09/18/09      99.921                 0.79
313589TM5  02/24/10  05/14/09      99.658                 3.42
313589TN3  02/25/10  03/13/09      99.137                 8.63
313589TP8  02/26/10  03/05/09      99.105                 8.95
313589TS2  03/01/10  03/12/09      99.095                 9.05
313589TT0  03/02/10  03/18/09      99.137                 8.63
313589TU7  03/03/10  03/16/09      99.130                 8.70
313589TV5  03/04/10  07/01/09      99.761                 2.39
313589TW3  03/05/10  03/18/09      99.130                 8.70
313589TZ6  03/08/10  05/28/09      99.692                 3.08





                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313589UB7  03/10/10  03/16/09      99.132                 8.68
313589UC5  03/11/10  06/10/09      99.711                 2.89
313589UD3  03/12/10  04/22/09      99.550                 4.50
313589UG6  03/15/10  04/08/09      99.422                 5.78
313589UH4  03/16/10  06/01/09      99.704                 2.96
313589UJ0  03/17/10  04/17/09      99.434                 5.66
313589UK7  03/18/10  04/30/09      99.580                 4.20
313589UL5  03/19/10  04/14/09      99.416                 5.84
313589UP6  03/22/10  04/16/09      99.424                 5.76
313589UQ4  03/23/10  12/03/09      99.976                 0.24
313589UR2  03/24/10  04/28/09      99.624                 3.76
313589US0  03/25/10  04/08/09      99.405                 5.95
313589UT8  03/26/10  04/07/09      99.402                 5.98
313589UW1  03/29/10  06/10/09      99.692                 3.08
313589UX9  03/30/10  10/26/09      99.944                 0.56
313589UY7  03/31/10  04/29/09      99.617                 3.83
313589UZ4  04/01/10  04/15/09      99.288                 7.12
313589VA8  04/02/10  05/20/09      99.613                 3.87
313589VD2  04/05/10  04/16/09      99.361                 6.39
313589VE0  04/06/10  04/15/09      99.308                 6.92
313589VF7  04/07/10  05/29/09      99.661                 3.39
313589VG5  04/08/10  04/16/09      99.316                 6.84
313589VH3  04/09/10  04/16/09      99.304                 6.96
313589VL4  04/12/10  04/30/09      99.518                 4.82
313589VM2  04/13/10  02/12/10      99.983                 0.17
313589VN0  04/14/10  05/29/09      99.653                 3.47
313589VP5  04/15/10  06/29/09      99.662                 3.38
313589VQ3  04/16/10  04/30/09      99.581                 4.19
313589VT7  04/19/10  11/09/09      99.924                 0.76
313589VU4  04/20/10  05/21/09      99.610                 3.90
313589VV2  04/21/10  05/26/09      99.615                 3.85
313589VW0  04/22/10  05/01/09      99.506                 4.94
313589VX8  04/23/10  05/04/09      99.508                 4.92
313589WA7  04/26/10  06/23/09      99.625                 3.75
313589WB5  04/27/10  11/09/09      99.920                 0.80
313589WC3  04/28/10  07/17/09      99.699                 3.01
313589WD1  04/29/10  07/16/09      99.697                 3.03
313589WE9  04/30/10  06/23/09      99.620                 3.80
313589WH2  05/03/10  05/11/09      99.494                 5.06
313589WJ8  05/04/10  05/26/09      99.571                 4.29
313589WK5  05/05/10  05/11/09      99.491                 5.09
313589WL3  05/06/10  07/21/09      99.679                 3.21
313589WM1  05/07/10  08/04/09      99.693                 3.07
313589WQ2  05/10/10  05/22/09      99.559                 4.41
313589WR0  05/11/10  11/16/09      99.922                 0.78
313589WS8  05/12/10  06/17/09      99.671                 3.29
313589WT6  05/13/10  08/06/09      99.681                 3.19
313589WU3  05/14/10  06/29/09      99.610                 3.90





                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313589WX7  05/17/10  06/23/09      99.581                 4.19
313589WY5  05/18/10  06/26/09      99.593                 4.07
313589WZ2  05/19/10  07/28/09      99.656                 3.44
313589XA6  05/20/10  06/04/09      99.592                 4.08
313589XB4  05/21/10  06/08/09      99.634                 3.66
313589XE8  05/24/10  06/19/09      99.567                 4.33
313589XF5  05/25/10  08/26/09      99.766                 2.34
313589XG3  05/26/10  08/26/09      99.765                 2.35
313589XH1  05/27/10  06/02/09      99.601                 3.99
313589XJ7  05/28/10  06/12/09      99.543                 4.57
313589XN8  06/01/10  06/24/09      99.553                 4.47
313589XP3  06/02/10  10/09/09      99.889                 1.11
313589XQ1  06/03/10  07/21/09      99.604                 3.96
313589XR9  06/04/10  06/26/09      99.562                 4.38
313589XU2  06/07/10  02/25/10      99.966                 0.34
313589XV0  06/08/10  01/25/10      99.967                 0.33
313589XW8  06/09/10  12/01/09      99.937                 0.63
313589XX6  06/10/10  12/22/09      99.929                 0.71
313589XY4  06/11/10  06/26/09      99.553                 4.47
313589YB3  06/14/10  07/06/09      99.581                 4.19
313589YC1  06/15/10  07/01/09      99.564                 4.36
313589YD9  06/16/10  09/11/09      99.776                 2.24
313589YE7  06/17/10  08/28/09      99.748                 2.52
313589YF4  06/18/10  07/22/09      99.568                 4.32
313589YJ6  06/21/10  07/02/09      99.548                 4.52
313589YK3  06/22/10  11/16/09      99.891                 1.09
313589YL1  06/23/10  12/23/09      99.894                 1.06
313589YM9  06/24/10  08/03/09      99.576                 4.24
313589YN7  06/25/10  07/02/09      99.543                 4.57
313589YR8  06/28/10  10/27/09      99.858                 1.42
313589YS6  06/29/10  12/15/09      99.897                 1.03
313589YT4  06/30/10  09/24/09      99.837                 1.63
313589YU1  07/01/10  07/22/09      99.570                 4.30
313589YV9  07/02/10  08/27/09      99.708                 2.92
313589YZ0  07/06/10  07/23/09      99.536                 4.64
313589ZA4  07/07/10  07/28/09      99.513                 4.87
313589ZB2  07/08/10  07/22/09      99.561                 4.39
313589ZC0  07/09/10  08/20/09      99.623                 3.77
313589ZF3  07/12/10  07/24/09      99.490                 5.10
313589ZG1  07/13/10  07/24/09      99.489                 5.11
313589ZH9  07/14/10  07/27/09      99.482                 5.18
313589ZJ5  07/15/10  07/27/09      99.480                 5.20
313589ZK2  07/16/10  07/23/09      99.553                 4.47
313589ZN6  07/19/10  08/05/09      99.497                 5.03
313589ZP1  07/20/10  12/14/09      99.879                 1.21
313589ZQ9  07/21/10  12/14/09      99.878                 1.22
313589ZR7  07/22/10  10/15/09      99.829                 1.71
313589ZS5  07/23/10  08/06/09      99.493                 5.07





                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313589ZV8  07/26/10  08/05/09      99.477                 5.23
313589ZW6  07/27/10  08/21/09      99.575                 4.25
313589ZX4  07/28/10  10/27/09      99.810                 1.90
313589ZY2  07/29/10  12/14/09      99.874                 1.26
313589ZZ9  07/30/10  08/05/09      99.471                 5.29
313589A45  08/02/10  08/10/09      99.455                 5.45
313589A52  08/03/10  08/10/09      99.453                 5.47
313589A60  08/04/10  08/10/09      99.452                 5.48
313589A78  08/05/10  08/10/09      99.450                 5.50
313589A86  08/06/10  09/18/09      99.785                 2.15
313589B36  08/09/10  08/21/09      99.539                 4.61
313589B44  08/10/10  09/09/09      99.637                 3.63
313589B51  08/11/10  08/21/09      99.537                 4.63
313589B69  08/12/10  11/17/09      99.836                 1.64
313589B77  08/13/10  08/20/09      99.533                 4.67
313589C27  08/16/10  08/31/09      99.601                 3.99
313589C35  08/17/10  01/06/10      99.845                 1.55
313589C43  08/18/10  10/07/09      99.781                 2.19
313589C50  08/19/10  08/24/09      99.560                 4.40
313589C68  08/20/10  10/08/09      99.772                 2.28
313589C92  08/23/10  12/11/09      99.816                 1.84
313589D26  08/24/10  09/18/09      99.773                 2.27
313589D34  08/25/10  10/29/09      99.758                 2.42
313589D42  08/26/10  09/30/09      99.789                 2.11
313589D59  08/27/10  10/13/09      99.770                 2.30
313589D83  08/30/10  10/26/09      99.752                 2.48
313589D91  08/31/10  09/29/09      99.785                 2.15
313589E25  09/01/10  09/17/09      99.729                 2.71
313589E33  09/02/10  11/18/09      99.792                 2.08
313589E41  09/03/10  12/11/09      99.808                 1.92
313589E82  09/07/10  09/23/09      99.709                 2.91
313589E90  09/08/10  01/20/10      99.872                 1.28
313589F24  09/09/10  10/20/09      99.712                 2.88
313589F32  09/10/10  09/18/09      99.722                 2.78
313589F65  09/13/10  10/16/09      99.686                 3.14
313589F73  09/14/10  10/19/09      99.688                 3.12
313589F81  09/15/10  10/16/09      99.685                 3.15
313589F99  09/16/10  10/16/09      99.684                 3.16
313589G23  09/17/10  10/08/09      99.694                 3.06
313589G56  09/20/10  10/15/09      99.688                 3.12
313589G64  09/21/10  10/19/09      99.691                 3.09
313589G72  09/22/10  10/13/09      99.685                 3.15
313589G80  09/23/10  10/07/09      99.678                 3.22
313589G98  09/24/10  11/03/09      99.711                 2.89
313589H48  09/27/10  10/02/09      99.700                 3.00
313589H55  09/28/10  10/06/09      99.653                 3.47
313589H63  09/29/10  10/09/09      99.665                 3.35
313589H71  09/30/10  10/07/09      99.652                 3.48





                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313589H89  10/01/10  10/15/09      99.649                 3.51
313589J38  10/04/10  10/15/09      99.646                 3.54
313589J46  10/05/10  10/16/09      99.646                 3.54
313589J53  10/06/10  11/06/09      99.675                 3.25
313589J61  10/07/10  11/25/09      99.798                 2.02
313589J79  10/08/10  10/15/09      99.642                 3.58
313589K36  10/12/10  11/06/09      99.669                 3.31
313589K44  10/13/10  01/12/10      99.817                 1.83
313589K51  10/14/10  11/16/09      99.733                 2.67
313589K69  10/15/10  11/16/09      99.741                 2.59
313589K93  10/18/10  12/03/09      99.796                 2.04
313589L27  10/19/10  01/07/10      99.755                 2.45
313589L35  10/20/10  01/20/10      99.818                 1.82
313589L43  10/21/10  03/05/10      99.828                 1.72
313589L50  10/22/10  11/06/09      99.660                 3.40
313589L84  10/25/10  12/08/09      99.724                 2.76
313589L92  10/26/10  12/08/09      99.723                 2.77
313589M26  10/27/10  12/15/09      99.710                 2.90
313589M34  10/28/10  01/04/10      99.678                 3.22
313589M42  10/29/10  11/12/09      99.659                 3.41
313589M75  11/01/10  11/10/09      99.634                 3.66
313589M83  11/02/10  11/17/09      99.689                 3.11
313589M91  11/03/10  11/10/09      99.632                 3.68
313589N25  11/04/10  11/12/09      99.633                 3.67
313589N33  11/05/10  11/18/09      99.687                 3.13
313589N66  11/08/10  11/19/09      99.715                 2.85
313589N74  11/09/10  11/19/09      99.714                 2.86
313589N82  11/10/10  11/17/09      99.682                 3.18
313589P23  11/12/10  01/04/10      99.645                 3.55
313589P56  11/15/10  11/24/09      99.723                 2.77
313589P64  11/16/10  01/26/10      99.771                 2.29
313589P72  11/17/10  02/22/10      99.777                 2.23
313589P80  11/18/10  11/23/09      99.720                 2.80
313589P98  11/19/10  02/12/10      99.767                 2.33
313589Q48  11/22/10  01/11/10      99.729                 2.71
313589Q55  11/23/10  01/13/10      99.730                 2.70
313589Q63  11/24/10  01/25/10      99.806                 1.94
313589Q89  11/26/10  04/29/10      99.836                 1.64
313589R39  11/29/10  01/19/10      99.756                 2.44
313589R47  11/30/10  12/07/09      99.672                 3.28
313589R54  12/01/10  12/07/09      99.631                 3.69
313589R62  12/02/10  12/11/09      99.654                 3.46
313589R70  12/03/10  12/10/09      99.652                 3.48
313589S20  12/06/10  01/13/10      99.691                 3.09
313589S38  12/07/10  02/12/10      99.752                 2.48
313589S46  12/08/10  01/12/10      99.688                 3.12
313589S53  12/09/10  04/29/10      99.820                 1.80
313589S61  12/10/10  01/13/10      99.687                 3.13





                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313589S95  12/13/10  01/13/10      99.694                 3.06
313589T29  12/14/10  01/15/10      99.695                 3.05
313589T37  12/15/10  01/08/10      99.631                 3.69
313589T45  12/16/10  02/23/10      99.737                 2.63
313589T52  12/17/10  01/15/10      99.692                 3.08
313589T86  12/20/10  01/05/10      99.564                 4.36
313589T94  12/21/10  01/11/10      99.627                 3.73
313589U27  12/22/10  01/14/10      99.677                 3.23
313589U35  12/23/10  01/07/10      99.611                 3.89
313589U43  12/24/10  02/24/10      99.722                 2.78
313589U76  12/27/10  01/05/10      99.555                 4.45
313589U84  12/28/10  01/07/10      99.606                 3.94
313589U92  12/29/10  01/26/10      99.719                 2.81
313589V26  12/30/10  01/06/10      99.543                 4.57



















































                                Section III-D



                          FEDERAL FARM CREDIT BANKS
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2010

                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313313RJ9  01/04/10  03/30/09      99.487                 5.13
313313RK6  01/05/10  01/07/09      99.183                 8.17
313313RL4  01/06/10  01/15/09      99.298                 7.02
313313RM2  01/07/10  01/08/09      99.181                 8.19
313313RN0  01/08/10  05/21/09      99.768                 2.32
313313RR1  01/11/10  01/04/10      99.998                 0.02
313313RS9  01/12/10  09/30/09      99.954                 0.46
313313RT7  01/13/10  07/31/09      99.871                 1.29
313313RU4  01/14/10  05/27/09      99.755                 2.45
313313RV2  01/15/10  12/04/09      99.994                 0.06
313313RZ3  01/19/10  08/04/09      99.874                 1.26
313313SA7  01/20/10  08/04/09      99.873                 1.27
313313SB5  01/21/10  01/14/10      99.999                 0.01
313313SC3  01/22/10  08/25/09      99.896                 1.04
313313SF6  01/25/10  08/25/09      99.890                 1.10
313313SG4  01/26/10  08/27/09      99.899                 1.01
313313SH2  01/27/10  08/27/09      99.898                 1.02
313313SJ8  01/28/10  08/31/09      99.900                 1.00
313313SK5  01/29/10  08/31/09      99.899                 1.01
313313SN9  02/01/10  09/02/09      99.903                 0.97
313313SP4  02/02/10  09/02/09      99.902                 0.98
313313SQ2  02/03/10  01/27/10      99.999                 0.01
313313SS8  02/05/10  02/06/09      99.009                 9.91
313313SV1  02/08/10  01/28/10      99.998                 0.02
313313SW9  02/09/10  03/19/09      99.310                 6.90
313313SX7  02/10/10  04/23/09      99.569                 4.31
313313SY5  02/11/10  09/30/09      99.933                 0.67
313313SZ2  02/12/10  02/13/09      99.029                 9.71
313313TD0  02/16/10  03/18/09      99.172                 8.28
313313TE8  02/17/10  08/25/09      99.863                 1.37
313313TG3  02/19/10  05/27/09      99.687                 3.13
313313TK4  02/22/10  02/24/09      99.042                 9.58
313313TL2  02/23/10  01/28/10      99.994                 0.06
313313TM0  02/24/10  06/24/09      99.721                 2.79
313313TN8  02/25/10  02/25/09      99.037                 9.63
313313TP3  02/26/10  12/04/09      99.981                 0.19
313313TS7  03/01/10  10/01/09      99.916                 0.84
313313TT5  03/02/10  10/01/09      99.916                 0.84
313313TU2  03/03/10  10/02/09      99.924                 0.76
313313TV0  03/04/10  10/02/09      99.924                 0.76
313313TZ1  03/08/10  03/05/10      99.999                 0.01
313313UC0  03/11/10  04/16/09      99.360                 6.40
313313UG1  03/15/10  01/06/10      99.979                 0.21
313313UH9  03/16/10  10/09/09      99.939                 0.61





                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313313UJ5  03/17/10  10/09/09      99.938                 0.62
313313UK2  03/18/10  03/20/09      99.264                 7.36
313313UL0  03/19/10  10/14/09      99.931                 0.69
313313UP1  03/22/10  03/31/09      99.140                 8.60
313313UQ9  03/23/10  10/15/09      99.921                 0.79
313313UR7  03/24/10  03/27/09      99.165                 8.35
313313UT3  03/26/10  10/16/09      99.924                 0.76
313313UW6  03/29/10  09/30/09      99.890                 1.10
313313UX4  03/30/10  04/02/09      99.165                 8.35
313313UY2  03/31/10  10/22/09      99.911                 0.89
313313UZ9  04/01/10  06/22/09      99.623                 3.77
313313VD7  04/05/10  06/05/09      99.569                 4.31
313313VE5  04/06/10  10/23/09      99.913                 0.87
313313VG0  04/08/10  03/17/10      99.991                 0.09
313313VH8  04/09/10  05/22/09      99.580                 4.20
313313VL9  04/12/10  04/14/09      99.214                 7.86
313313VM7  04/13/10  03/22/10      99.991                 0.09
313313VN5  04/14/10  10/26/09      99.910                 0.90
313313VP0  04/15/10  08/24/09      99.760                 2.40
313313VQ8  04/16/10  03/22/10      99.990                 0.10
313313VT2  04/19/10  06/25/09      99.611                 3.89
313313VU9  04/20/10  11/12/09      99.916                 0.84
313313VV7  04/21/10  06/26/09      99.626                 3.74
313313VW5  04/22/10  11/12/09      99.915                 0.85
313313VX3  04/23/10  11/12/09      99.915                 0.85
313313WA2  04/26/10  03/05/10      99.981                 0.19
313313WD6  04/29/10  03/08/10      99.978                 0.22
313313WE4  04/30/10  10/26/09      99.897                 1.03
313313WH7  05/03/10  07/02/09      99.568                 4.32
313313WK0  05/05/10  06/05/09      99.490                 5.10
313313WL8  05/06/10  11/13/09      99.908                 0.92
313313WM6  05/07/10  09/29/09      99.859                 1.41
313313WQ7  05/10/10  08/24/09      99.712                 2.88
313313WR5  05/11/10  04/15/10      99.987                 0.13
313313WS3  05/12/10  05/15/09      99.437                 5.63
313313WT1  05/13/10  05/13/09      99.392                 6.08
313313WU8  05/14/10  07/01/09      99.525                 4.75
313313WX2  05/17/10  08/19/09      99.684                 3.16
313313WY0  05/18/10  11/23/09      99.917                 0.83
313313WZ7  05/19/10  11/23/09      99.916                 0.84
313313XA1  05/20/10  12/16/09      99.918                 0.82
313313XB9  05/21/10  12/17/09      99.918                 0.82
313313XE3  05/24/10  08/24/09      99.689                 3.11
313313XF0  05/25/10  08/25/09      99.704                 2.96
313313XG8  05/26/10  12/18/09      99.916                 0.84
313313XH6  05/27/10  12/31/09      99.918                 0.82
313313XJ2  05/28/10  05/05/10      99.989                 0.11
313313XN3  06/01/10  01/04/10      99.910                 0.90





                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313313XP8  06/02/10  07/02/09      99.507                 4.93
313313XQ6  06/03/10  01/06/10      99.914                 0.86
313313XR4  06/04/10  06/04/09      99.483                 5.17
313313XU7  06/07/10  02/03/10      99.948                 0.52
313313XV5  06/08/10  03/30/10      99.967                 0.33
313313XX1  06/10/10  04/05/10      99.965                 0.35
313313XY9  06/11/10  06/11/09      99.382                 6.18
313313YB8  06/14/10  02/17/10      99.945                 0.55
313313YC6  06/15/10  12/04/09      99.887                 1.13
313313YE2  06/17/10  07/01/09      99.454                 5.46
313313YF9  06/18/10  04/23/10      99.969                 0.31
313313YJ1  06/21/10  04/30/10      99.973                 0.27
313313YK8  06/22/10  06/04/10      99.992                 0.08
313313YL6  06/23/10  09/29/09      99.785                 2.15
313313YM4  06/24/10  02/17/10      99.940                 0.60
313313YN2  06/25/10  02/17/10      99.940                 0.60
313313YR3  06/28/10  06/08/10      99.992                 0.08
313313YS1  06/29/10  02/19/10      99.939                 0.61
313313YT9  06/30/10  02/19/10      99.938                 0.62
313313YU6  07/01/10  12/17/09      99.875                 1.25
313313YV4  07/02/10  07/08/09      99.472                 5.28
313313YZ5  07/06/10  01/06/10      99.889                 1.11
313313ZA9  07/07/10  01/07/10      99.894                 1.06
313313ZB7  07/08/10  02/19/10      99.931                 0.69
313313ZC5  07/09/10  07/09/09      99.463                 5.37
313313ZF8  07/12/10  01/28/10      99.908                 0.92
313313ZG6  07/13/10  10/02/09      99.748                 2.52
313313ZH4  07/14/10  05/24/10      99.972                 0.28
313313ZJ0  07/15/10  01/15/10      99.905                 0.95
313313ZK7  07/16/10  06/02/10      99.978                 0.22
313313ZN1  07/19/10  03/12/10      99.928                 0.72
313313ZP6  07/20/10  02/22/10      99.922                 0.78
313313ZQ4  07/21/10  06/16/10      99.990                 0.10
313313ZR2  07/22/10  02/23/10      99.917                 0.83
313313ZS0  07/23/10  07/24/09      99.474                 5.26
313313ZV3  07/26/10  01/21/10      99.907                 0.93
313313ZW1  07/27/10  07/30/09      99.447                 5.53
313313ZX9  07/28/10  12/31/09      99.855                 1.45
313313ZY7  07/29/10  02/24/10      99.914                 0.86
313313ZZ4  07/30/10  02/24/10      99.913                 0.87
313313A40  08/02/10  02/26/10      99.908                 0.92
313313A57  08/03/10  08/10/09      99.433                 5.67
313313A73  08/05/10  07/06/10      99.984                 0.16
313313A81  08/06/10  02/26/10      99.906                 0.94
313313B31  08/09/10  08/24/09      99.485                 5.15
313313B49  08/10/10  03/09/10      99.897                 1.03
313313B56  08/11/10  07/07/10      99.982                 0.18
313313B64  08/12/10  12/31/09      99.832                 1.68





                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313313B72  08/13/10  08/14/09      99.474                 5.26
313313C22  08/16/10  11/10/09      99.768                 2.32
313313C48  08/18/10  05/28/10      99.952                 0.48
313313C55  08/19/10  08/20/09      99.484                 5.16
313313C63  08/20/10  03/11/10      99.897                 1.03
313313C97  08/23/10  11/23/09      99.803                 1.97
313313D21  08/24/10  03/16/10      99.884                 1.16
313313D39  08/25/10  05/28/10      99.948                 0.52
313313D47  08/26/10  12/31/09      99.775                 2.25
313313D54  08/27/10  06/02/10      99.947                 0.53
313313D88  08/30/10  03/26/10      99.887                 1.13
313313D96  08/31/10  03/26/10      99.886                 1.14
313313E20  09/01/10  09/03/09      99.536                 4.64
313313E38  09/02/10  03/31/10      99.897                 1.03
313313E46  09/03/10  03/31/10      99.896                 1.04
313313E87  09/07/10  04/05/10      99.871                 1.29
313313E95  09/08/10  04/05/10      99.870                 1.30
313313F29  09/09/10  09/09/09      99.534                 4.66
313313F37  09/10/10  03/10/10      99.872                 1.28
313313F60  09/13/10  08/25/10      99.991                 0.09
313313F78  09/14/10  08/25/10      99.990                 0.10
313313F86  09/15/10  12/04/09      99.755                 2.45
313313F94  09/16/10  08/16/10      99.985                 0.15
313313G28  09/17/10  08/24/10      99.988                 0.12
313313G51  09/20/10  03/17/10      99.855                 1.45
313313G85  09/23/10  04/07/10      99.869                 1.31
313313G93  09/24/10  09/14/10      99.995                 0.05
313313H43  09/27/10  03/11/10      99.856                 1.44
313313H50  09/28/10  03/26/10      99.855                 1.45
313313H68  09/29/10  04/21/10      99.897                 1.03
313313H76  09/30/10  12/31/09      99.712                 2.88
313313H84  10/01/10  12/22/09      99.811                 1.89
313313J33  10/04/10  01/20/10      99.822                 1.78
313313J41  10/05/10  04/28/10      99.880                 1.20
313313J58  10/06/10  04/28/10      99.879                 1.21
313313J66  10/07/10  04/29/10      99.884                 1.16
313313J74  10/08/10  04/29/10      99.879                 1.21
313313K31  10/12/10  10/15/09      99.608                 3.92
313313K49  10/13/10  06/16/10      99.941                 0.59
313313K56  10/14/10  04/14/10      99.853                 1.47
313313K64  10/15/10  07/01/10      99.941                 0.59
313313K98  10/18/10  04/29/10      99.866                 1.34
313313L22  10/19/10  04/19/10      99.858                 1.42
313313L30  10/20/10  10/22/09      99.587                 4.13
313313L48  10/21/10  09/16/10      99.983                 0.17
313313L55  10/22/10  04/20/10      99.856                 1.44
313313L89  10/25/10  04/30/10      99.862                 1.38
313313L97  10/26/10  05/05/10      99.865                 1.35





                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313313M21  10/27/10  05/11/10      99.859                 1.41
313313M39  10/28/10  05/11/10      99.858                 1.42
313313M47  10/29/10  05/12/10      99.854                 1.46
313313M70  11/01/10  11/04/09      99.588                 4.12
313313M88  11/02/10  10/28/10      99.998                 0.02
313313M96  11/03/10  11/06/09      99.608                 3.92
313313N20  11/04/10  12/31/09      99.658                 3.42
313313N38  11/05/10  10/18/10      99.991                 0.09
313313N61  11/08/10  10/29/10      99.996                 0.04
313313N79  11/09/10  05/13/10      99.850                 1.50
313313N87  11/10/10  05/26/10      99.865                 1.35
313313P28  11/12/10  11/13/09      99.616                 3.84
313313P51  11/15/10  12/18/09      99.650                 3.50
313313P69  11/16/10  10/22/10      99.988                 0.12
313313P77  11/17/10  05/28/10      99.851                 1.49
313313P85  11/18/10  10/14/10      99.983                 0.17
313313P93  11/19/10  06/15/10      99.904                 0.96
313313Q43  11/22/10  05/24/10      99.838                 1.62
313313Q50  11/23/10  03/30/10      99.788                 2.12
313313Q68  11/24/10  10/27/10      99.988                 0.12
313313Q84  11/26/10  11/24/10      99.999                 0.01
313313R34  11/29/10  09/17/10      99.964                 0.36
313313R42  11/30/10  05/28/10      99.835                 1.65
313313R59  12/01/10  05/28/10      99.834                 1.66
313313R67  12/02/10  04/09/10      99.783                 2.17
313313R75  12/03/10  06/01/10      99.841                 1.59
313313S25  12/06/10  06/04/10      99.841                 1.59
313313S33  12/07/10  06/04/10      99.840                 1.60
313313S58  12/09/10  12/31/09      99.571                 4.29
313313S66  12/10/10  11/22/10      99.993                 0.07
313313S90  12/13/10  06/09/10      99.844                 1.56
313313T24  12/14/10  06/09/10      99.843                 1.57
313313T32  12/15/10  03/26/10      99.743                 2.57
313313T40  12/16/10  11/29/10      99.992                 0.08
313313T57  12/17/10  12/17/09      99.584                 4.16
313313T81  12/20/10  04/19/10      99.782                 2.18
313313T99  12/21/10  03/24/10      99.713                 2.87
313313U22  12/22/10  06/23/10      99.869                 1.31
313313U30  12/23/10  07/28/10      99.901                 0.99
313313U71  12/27/10  09/14/10      99.939                 0.61












                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313313SR0  02/04/10  02/03/10      99.9998                 0.002
313313TF5  02/18/10  02/17/10      99.9998                 0.002
313313TW8  03/05/10  03/04/10      99.9997                 0.003
313313UA4  03/09/10  03/08/10      99.9997                 0.003
313313UB2  03/10/10  03/09/10      99.9997                 0.003
313313UD8  03/12/10  03/11/10      99.9997                 0.003
313313US5  03/25/10  03/24/10      99.9996                 0.004
313313VF2  04/07/10  04/06/10      99.9996                 0.004
313313WB0  04/27/10  04/26/10      99.9996                 0.004
313313WC8  04/28/10  04/27/10      99.9996                 0.004
313313WJ3  05/04/10  05/03/10      99.9996                 0.004
313313XW3  06/09/10  06/08/10      99.9996                 0.004
313313YD4  06/16/10  06/15/10      99.9997                 0.003
313313A65  08/04/10  08/03/10      99.9996                 0.004
313313C30  08/17/10  08/16/10      99.9995                 0.005
313313G69  09/21/10  09/20/10      99.9996                 0.004
313313G77  09/22/10  09/21/10      99.9996                 0.004
313313S41  12/08/10  12/07/10      99.9998                 0.002
313313V39  12/31/10  12/30/10      99.9999                 0.001





                                 Section III-E



                    FEDERAL HOME LOAN MORTGAGE CORPORATION
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2010

                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313397RJ2  01/04/10  01/08/09      99.248                 7.52 
313397RK9  01/05/10  01/07/09      99.244                 7.56 
313397RL7  01/06/10  01/07/09      99.242                 7.58 
313397RM5  01/07/10  01/29/09      99.219                 7.81 
313397RN3  01/08/10  01/16/09      99.306                 6.94 
313397RR4  01/11/10  07/13/09      99.848                 1.52 
313397RS2  01/12/10  09/30/09      99.971                 0.29 
313397RT0  01/13/10  08/31/09      99.936                 0.64 
313397RU7  01/14/10  07/07/09      99.867                 1.33 
313397RV5  01/15/10  03/04/09      99.252                 7.48 
313397RZ6  01/19/10  02/06/09      99.104                 8.96 
313397SA0  01/20/10  02/05/09      99.098                 9.02 
313397SB8  01/21/10  07/02/09      99.820                 1.80 
313397SC6  01/22/10  08/25/09      99.917                 0.83 
313397SF9  01/25/10  06/12/09      99.786                 2.14 
313397SG7  01/26/10  02/09/09      99.103                 8.97 
313397SH5  01/27/10  09/01/09      99.914                 0.86 
313397SJ1  01/28/10  02/10/09      99.100                 9.00 
313397SK8  01/29/10  02/09/09      99.095                 9.05 
313397SN2  02/01/10  02/06/09      99.000                10.00 
313397SP7  02/02/10  02/06/09      98.997                10.03 
313397SQ5  02/03/10  02/06/09      98.994                10.06 
313397SR3  02/04/10  02/06/09      98.992                10.08 
313397SS1  02/05/10  02/06/09      98.989                10.11 
313397SV4  02/08/10  02/26/09      99.113                 8.87 
313397SX0  02/10/10  02/26/09      99.108                 8.92 
313397SY8  02/11/10  02/12/09      99.070                 9.30 
313397SZ5  02/12/10  03/04/09      99.118                 8.82 
313397TD3  02/16/10  02/23/09      99.075                 9.25 
313397TE1  02/17/10  10/27/09      99.969                 0.31 
313397TF8  02/18/10  02/20/09      99.062                 9.38 
313397TG6  02/19/10  07/30/09      99.830                 1.70 
313397TK7  02/22/10  05/13/09      99.644                 3.56 
313397TL5  02/23/10  05/13/09      99.643                 3.57 
313397TM3  02/24/10  10/27/09      99.963                 0.37 
313397TN1  02/25/10  07/06/09      99.792                 2.08 
313397TP6  02/26/10  03/10/09      99.049                 9.51 
313397TS0  03/01/10  03/25/09      99.280                 7.20 
313397TT8  03/02/10  08/18/09      99.842                 1.58 
313397TU5  03/03/10  08/04/09      99.824                 1.76 
313397TV3  03/04/10  07/27/09      99.804                 1.96 
313397TW1  03/05/10  03/11/09      99.043                 9.57 
313397TZ4  03/08/10  03/25/09      99.246                 7.54 
313397UA7  03/09/10  10/07/09      99.949                 0.51





                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313397UB5  03/10/10  08/27/09      99.870                 1.30 
313397UC3  03/11/10  09/30/09      99.928                 0.72 
313397UD1  03/12/10  05/15/09      99.632                 3.68 
313397UG4  03/15/10  08/31/09      99.880                 1.20 
313397UH2  03/16/10  06/01/09      99.680                 3.20 
313397UJ8  03/17/10  06/01/09      99.679                 3.21 
313397UK5  03/18/10  08/31/09      99.878                 1.22 
313397UL3  03/19/10  03/25/09      99.252                 7.48 
313397UP4  03/22/10  07/02/09      99.730                 2.70 
313397UQ2  03/23/10  06/12/09      99.692                 3.08 
313397UR0  03/24/10  09/14/09      99.878                 1.22 
313397US8  03/25/10  07/06/09      99.745                 2.55 
313397UT6  03/26/10  06/10/09      99.695                 3.05 
313397UW9  03/29/10  07/21/09      99.756                 2.44 
313397UX7  03/30/10  07/23/09      99.764                 2.36 
313397UY5  03/31/10  07/21/09      99.754                 2.46 
313397UZ2  04/01/10  04/02/09      99.191                 8.09 
313397VD0  04/05/10  09/04/09      99.846                 1.54 
313397VE8  04/06/10  09/21/09      99.885                 1.15 
313397VF5  04/07/10  09/10/09      99.855                 1.45 
313397VG3  04/08/10  09/10/09      99.866                 1.34 
313397VH1  04/09/10  09/18/09      99.882                 1.18 
313397VL2  04/12/10  08/19/09      99.777                 2.23 
313397VM0  04/13/10  09/14/09      99.859                 1.41 
313397VN8  04/14/10  11/18/09      99.947                 0.53 
313397VP3  04/15/10  08/31/09      99.842                 1.58 
313397VQ1  04/16/10  06/16/09      99.620                 3.80 
313397VT5  04/19/10  06/16/09      99.625                 3.75 
313397VU2  04/20/10  06/15/09      99.622                 3.78 
313397VV0  04/21/10  09/16/09      99.840                 1.60 
313397VW8  04/22/10  09/02/09      99.820                 1.80 
313397VX6  04/23/10  06/16/09      99.611                 3.89 
313397WA5  04/26/10  05/13/09      99.497                 5.03 
313397WB3  04/27/10  09/08/09      99.827                 1.73 
313397WC1  04/28/10  11/30/09      99.954                 0.46 
313397WD9  04/29/10  05/14/09      99.494                 5.06 
313397WE7  04/30/10  09/09/09      99.825                 1.75 
313397WH0  05/03/10  09/23/09      99.846                 1.54 
313397WJ6  05/04/10  05/06/09      99.335                 6.65 
313397WK3  05/05/10  05/06/09      99.363                 6.37 
313397WL1  05/06/10  09/30/09      99.885                 1.15 
313397WM9  05/07/10  12/09/09      99.946                 0.54 
313397WQ0  05/10/10  05/18/09      99.524                 4.76 
313397WR8  05/11/10  05/14/09      99.477                 5.23 
313397WS6  05/12/10  05/13/09      99.454                 5.46 
313397WT4  05/13/10  05/14/09      99.474                 5.26 
313397WU1  05/14/10  05/19/09      99.520                 4.80 
313397WX5  05/17/10  05/26/09      99.555                 4.45





                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313397WY3  05/18/10  08/04/09      99.657                 3.43 
313397WZ0  05/19/10  08/26/09      99.778                 2.22 
313397XA4  05/20/10  08/21/09      99.736                 2.64 
313397XB2  05/21/10  05/26/09      99.550                 4.50 
313397XE6  05/24/10  11/23/09      99.925                 0.75 
313397XF3  05/25/10  09/25/09      99.845                 1.55 
313397XG1  05/26/10  10/21/09      99.885                 1.15 
313397XH9  05/27/10  11/13/09      99.908                 0.92 
313397XJ5  05/28/10  10/21/09      99.884                 1.16 
313397XN6  06/01/10  06/01/09      99.534                 4.66 
313397XP1  06/02/10  11/18/09      99.907                 0.93 
313397XQ9  06/03/10  11/12/09      99.899                 1.01 
313397XR7  06/04/10  08/12/09      99.663                 3.37 
313397XU0  06/07/10  10/14/09      99.882                 1.18 
313397XV8  06/08/10  11/13/09      99.891                 1.09 
313397XW6  06/09/10  11/25/09      99.918                 0.82 
313397XY2  06/11/10  01/04/10      99.921                 0.79 
313397YB1  06/14/10  08/26/09      99.724                 2.76 
313397YC9  06/15/10  06/18/09      99.427                 5.73 
313397YD7  06/16/10  10/27/09      99.858                 1.42 
313397YE5  06/17/10  11/30/09      99.917                 0.83 
313397YF2  06/18/10  10/23/09      99.855                 1.45 
313397YJ4  06/21/10  10/15/09      99.855                 1.45 
313397YK1  06/22/10  11/03/09      99.846                 1.54 
313397YL9  06/23/10  09/25/09      99.804                 1.96 
313397YM7  06/24/10  11/13/09      99.870                 1.30 
313397YN5  06/25/10  07/23/09      99.551                 4.49 
313397YR6  06/28/10  12/28/09      99.889                 1.11 
313397YS4  06/29/10  11/17/09      99.869                 1.31 
313397YT2  06/30/10  06/30/09      99.513                 4.87 
313397YU9  07/01/10  07/28/09      99.531                 4.69 
313397YV7  07/02/10  08/27/09      99.708                 2.92 
313397YZ8  07/06/10  08/03/09      99.532                 4.68 
313397ZA2  07/07/10  02/17/10      99.938                 0.62 
313397ZB0  07/08/10  07/28/09      99.521                 4.79 
313397ZC8  07/09/10  10/16/09      99.837                 1.63 
313397ZF1  07/12/10  07/30/09      99.499                 5.01 
313397ZG9  07/13/10  07/30/09      99.497                 5.03 
313397ZH7  07/14/10  07/29/09      99.514                 4.86 
313397ZJ3  07/15/10  07/30/09      99.494                 5.06 
313397ZK0  07/16/10  07/29/09      99.511                 4.89 
313397ZN4  07/19/10  12/29/09      99.877                 1.23 
313397ZP9  07/20/10  11/30/09      99.890                 1.10 
313397ZQ7  07/21/10  12/16/09      99.873                 1.27 
313397ZR5  07/22/10  12/07/09      99.861                 1.39 
313397ZS3  07/23/10  08/27/09      99.652                 3.48 
313397ZV6  07/26/10  08/03/09      99.484                 5.16 
313397ZW4  07/27/10  12/03/09      99.875                 1.25





                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313397ZX2  07/28/10  08/03/09      99.481                 5.19 
313397ZY0  07/29/10  07/29/09      99.493                 5.07 
313397ZZ7  07/30/10  08/03/09      99.479                 5.21 
313397A43  08/02/10  01/07/10      99.897                 1.03 
313397A50  08/03/10  12/02/09      99.871                 1.29 
313397A68  08/04/10  11/16/09      99.819                 1.81 
313397A76  08/05/10  12/02/09      99.870                 1.30 
313397A84  08/06/10  11/16/09      99.817                 1.83 
313397B34  08/09/10  02/08/10      99.896                 1.04 
313397B42  08/10/10  11/17/09      99.830                 1.70 
313397B59  08/11/10  12/17/09      99.842                 1.58 
313397B67  08/12/10  01/04/10      99.853                 1.47 
313397B75  08/13/10  10/22/09      99.779                 2.21 
313397C25  08/16/10  02/16/10      99.895                 1.05 
313397C33  08/17/10  11/10/09      99.798                 2.02 
313397C41  08/18/10  03/16/10      99.897                 1.03 
313397C58  08/19/10  11/18/09      99.825                 1.75 
313397C66  08/20/10  11/10/09      99.796                 2.04 
313397C90  08/23/10  08/24/09      99.525                 4.75 
313397D24  08/24/10  11/25/09      99.849                 1.51 
313397D32  08/25/10  11/30/09      99.851                 1.49 
313397D40  08/26/10  12/29/09      99.820                 1.80 
313397D57  08/27/10  11/30/09      99.851                 1.49 
313397D81  08/30/10  02/09/10      99.882                 1.18 
313397D99  08/31/10  01/29/10      99.881                 1.19 
313397E23  09/01/10  01/07/10      99.822                 1.78 
313397E31  09/02/10  01/20/10      99.875                 1.25 
313397E49  09/03/10  03/16/10      99.881                 1.19 
313397E80  09/07/10  01/11/10      99.861                 1.39 
313397E98  09/08/10  02/18/10      99.882                 1.18 
313397F22  09/09/10  01/28/10      99.876                 1.24 
313397F30  09/10/10  02/17/10      99.880                 1.20 
313397F63  09/13/10  01/07/10      99.820                 1.80 
313397F71  09/14/10  11/09/09      99.743                 2.57 
313397F89  09/15/10  12/04/09      99.818                 1.82 
313397F97  09/16/10  04/20/10      99.909                 0.91 
313397G21  09/17/10  11/20/09      99.824                 1.76 
313397G54  09/20/10  12/15/09      99.799                 2.01 
313397G62  09/21/10  01/13/10      99.854                 1.46 
313397G70  09/22/10  03/01/10      99.869                 1.31 
313397G88  09/23/10  12/17/09      99.774                 2.26 
313397G96  09/24/10  12/03/09      99.812                 1.88 
313397H46  09/27/10  03/29/10      99.859                 1.41 
313397H53  09/28/10  02/11/10      99.860                 1.40 
313397H61  09/29/10  02/17/10      99.857                 1.43 
313397H79  09/30/10  12/31/09      99.750                 2.50 
313397H87  10/01/10  11/12/09      99.704                 2.96 
313397J36  10/04/10  04/05/10      99.851                 1.49





                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313397J44  10/05/10  01/11/10      99.822                 1.78 
313397J51  10/06/10  02/23/10      99.850                 1.50 
313397J69  10/07/10  11/25/09      99.807                 1.93 
313397J77  10/08/10  02/11/10      99.841                 1.59 
313397K34  10/12/10  04/12/10      99.860                 1.40 
313397K42  10/13/10  01/08/10      99.792                 2.08 
313397K59  10/14/10  01/21/10      99.837                 1.63 
313397K67  10/15/10  02/16/10      99.839                 1.61 
313397K91  10/18/10  12/30/09      99.740                 2.60 
313397L25  10/19/10  01/22/10      99.843                 1.57 
313397L33  10/20/10  01/19/10      99.817                 1.83 
313397L41  10/21/10  01/21/10      99.826                 1.74 
313397L58  10/22/10  01/22/10      99.826                 1.74 
313397L82  10/25/10  10/26/09      99.576                 4.24 
313397L90  10/26/10  01/13/10      99.809                 1.91 
313397M24  10/27/10  01/12/10      99.808                 1.92 
313397M32  10/28/10  11/10/09      99.677                 3.23 
313397M40  10/29/10  11/19/09      99.761                 2.39 
313397M73  11/01/10  12/02/09      99.740                 2.60 
313397M81  11/02/10  01/26/10      99.794                 2.06 
313397M99  11/03/10  03/31/10      99.843                 1.57 
313397N23  11/04/10  02/22/10      99.809                 1.91 
313397N31  11/05/10  02/25/10      99.817                 1.83 
313397N64  11/08/10  05/10/10      99.860                 1.40 
313397N72  11/09/10  01/26/10      99.785                 2.15 
313397N80  11/10/10  01/27/10      99.785                 2.15 
313397P21  11/12/10  12/30/09      99.665                 3.35 
313397P54  11/15/10  05/17/10      99.857                 1.43 
313397P62  11/16/10  01/07/10      99.696                 3.04 
313397P70  11/17/10  01/22/10      99.792                 2.08 
313397P88  11/18/10  01/21/10      99.774                 2.26 
313397P96  11/19/10  01/14/10      99.768                 2.32 
313397Q46  11/22/10  04/07/10      99.790                 2.10 
313397Q53  11/23/10  01/21/10      99.762                 2.38 
313397Q61  11/24/10  12/17/09      99.668                 3.32 
313397R37  11/29/10  04/09/10      99.792                 2.08 
313397R45  11/30/10  07/15/10      99.920                 0.80 
313397R52  12/01/10  03/03/10      99.803                 1.97 
313397R60  12/02/10  02/03/10      99.765                 2.35 
313397R78  12/03/10  08/26/10      99.956                 0.44 
313397S28  12/06/10  01/27/10      99.757                 2.43 
313397S36  12/07/10  12/07/09      99.716                 2.84 
313397S44  12/08/10  04/30/10      99.821                 1.79 
313397S51  12/09/10  04/29/10      99.820                 1.80 
313397S69  12/10/10  12/30/09      99.598                 4.02 
313397S93  12/13/10  06/14/10      99.874                 1.26 
313397T27  12/14/10  02/19/10      99.735                 2.65 
313397T35  12/15/10  01/15/10      99.694                 3.06





                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313397T43  12/16/10  02/25/10      99.755                 2.45 
313397T50  12/17/10  03/04/10      99.776                 2.24 
313397T84  12/20/10  06/21/10      99.879                 1.21 
313397T92  12/21/10  04/16/10      99.786                 2.14 
313397U25  12/22/10  04/20/10      99.795                 2.05 
313397U33  12/23/10  01/29/10      99.708                 2.92 
313397U41  12/24/10  04/20/10      99.793                 2.07 
313397U74  12/27/10  06/28/10      99.874                 1.26 
313397U82  12/28/10  06/14/10      99.869                 1.31 
313397U90  12/29/10  06/22/10      99.884                 1.16 
313397V24  12/30/10  02/01/10      99.714                 2.86 
313397V32  12/31/10  06/15/10      99.867                 1.33 















































                                 Section III-F



                FEDERAL AGRICULTURAL MORTGAGE CORPORATION
                    Short-Term Obligations Issued at a
                      Discount and Maturing in 2010

                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LRJ9  01/04/10  01/07/09      99.115                 8.85
31315LRK6  01/05/10  12/09/09      99.994                 0.06
31315LRL4  01/06/10  10/06/09      99.967                 0.33
31315LRM2  01/07/10  12/30/09      99.999                 0.01
31315LRT7  01/13/10  12/10/09      99.995                 0.05
31315LRU4  01/14/10  10/16/09      99.963                 0.37
31315LRV2  01/15/10  10/19/09      99.963                 0.37
31315LRZ3  01/19/10  12/14/09      99.995                 0.05
31315LSA7  01/20/10  01/13/10      99.999                 0.01
31315LSB5  01/21/10  10/23/09      99.965                 0.35
31315LSC3  01/22/10  01/22/09      99.098                 9.02
31315LSF6  01/25/10  10/29/09      99.976                 0.24
31315LSG4  01/26/10  01/30/09      99.087                 9.13
31315LSH2  01/27/10  12/30/09      99.996                 0.04
31315LSJ8  01/28/10  10/29/09      99.975                 0.25
31315LSK5  01/29/10  01/20/10      99.998                 0.02
31315LSN9  02/01/10  01/25/10      99.999                 0.01
31315LSR0  02/04/10  01/19/10      99.997                 0.03
31315LSS8  02/05/10  11/06/09      99.968                 0.32
31315LSV1  02/08/10  01/07/10      99.992                 0.08
31315LSW9  02/09/10  02/05/10      99.999                 0.01
31315LSY5  02/11/10  11/24/09      99.979                 0.21
31315LSZ2  02/12/10  11/09/09      99.967                 0.33
31315LTD0  02/16/10  12/15/09      99.986                 0.14
31315LTG3  02/19/10  02/12/10      99.999                 0.01
31315LTK4  02/22/10  02/17/10      99.999                 0.01
31315LTL2  02/23/10  01/20/10      99.993                 0.07
31315LTM0  02/24/10  02/05/10      99.996                 0.04
31315LTN8  02/25/10  05/07/09      99.592                 4.08
31315LTS7  03/01/10  02/26/10      99.999                 0.01
31315LTU2  03/03/10  02/25/10      99.999                 0.01
31315LTV0  03/04/10  02/16/10      99.997                 0.03
31315LTW8  03/05/10  02/24/10      99.998                 0.02
31315LTZ1  03/08/10  03/05/10      99.999                 0.01
31315LUB2  03/10/10  03/04/10      99.999                 0.01
31315LUC0  03/11/10  02/09/10      99.991                 0.09
31315LUD8  03/12/10  12/09/09      99.974                 0.26
31315LUG1  03/15/10  02/17/10      99.994                 0.06
31315LUH9  03/16/10  03/10/10      99.998                 0.02
31315LUL0  03/19/10  02/22/10      99.994                 0.06
31315LUP1  03/22/10  03/19/10      99.999                 0.01
31315LUQ9  03/23/10  12/16/09      99.970                 0.30
31315LUS5  03/25/10  06/04/09      99.665                 3.35
31315LUT3  03/26/10  12/23/09      99.969                 0.31





                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LUW6  03/29/10  03/26/10      99.999                 0.01
31315LUX4  03/30/10  12/29/09      99.967                 0.33
31315LUY2  03/31/10  02/04/10      99.982                 0.18
31315LUZ9  04/01/10  12/29/09      99.966                 0.34
31315LVA3  04/02/10  01/28/10      99.986                 0.14
31315LVD7  04/05/10  03/12/10      99.991                 0.09
31315LVE5  04/06/10  01/06/10      99.965                 0.35
31315LVF2  04/07/10  03/30/10      99.997                 0.03
31315LVG0  04/08/10  03/19/10      99.992                 0.08
31315LVH8  04/09/10  01/07/10      99.964                 0.36
31315LVL9  04/12/10  12/30/09      99.960                 0.40
31315LVM7  04/13/10  03/19/10      99.990                 0.10
31315LVP0  04/15/10  04/07/10      99.997                 0.03
31315LVQ8  04/16/10  10/13/09      99.913                 0.87
31315LVT2  04/19/10  04/16/10      99.998                 0.02
31315LVV7  04/21/10  03/24/10      99.989                 0.11
31315LVW5  04/22/10  01/29/10      99.965                 0.35
31315LWA2  04/26/10  04/22/10      99.998                 0.02
31315LWB0  04/27/10  01/29/10      99.963                 0.37
31315LWC8  04/28/10  04/06/10      99.989                 0.11
31315LWD6  04/29/10  01/26/10      99.969                 0.31
31315LWH7  05/03/10  03/25/10      99.985                 0.15
31315LWJ3  05/04/10  04/28/10      99.998                 0.02
31315LWK0  05/05/10  04/06/10      99.986                 0.14
31315LWL8  05/06/10  04/08/10      99.987                 0.13
31315LWM6  05/07/10  02/09/10      99.959                 0.41
31315LWQ7  05/10/10  05/07/10      99.999                 0.01
31315LWR5  05/11/10  04/14/10      99.988                 0.12
31315LWT1  05/13/10  02/18/10      99.965                 0.35
31315LWU8  05/14/10  02/16/10      99.959                 0.41
31315LWX2  05/17/10  04/15/10      99.985                 0.15
31315LXB9  05/21/10  04/15/10      99.983                 0.17
31315LXE3  05/24/10  05/21/10      99.999                 0.01
31315LXH6  05/27/10  05/29/09      99.486                 5.14
31315LXN3  06/01/10  10/07/09      99.849                 1.51
31315LXP8  06/02/10  05/27/10      99.998                 0.02
31315LXQ6  06/03/10  05/21/10      99.995                 0.05
31315LXR4  06/04/10  04/29/10      99.983                 0.17
31315LXU7  06/07/10  05/28/10      99.997                 0.03
31315LXV5  06/08/10  05/12/10      99.989                 0.11
31315LXX1  06/10/10  03/10/10      99.949                 0.51
31315LXY9  06/11/10  06/12/09      99.363                 6.37
31315LYB8  06/14/10  05/26/10      99.994                 0.06
31315LYD4  06/16/10  06/02/10      99.993                 0.07
31315LYE2  06/17/10  03/17/10      99.949                 0.51
31315LYF9  06/18/10  05/24/10      99.990                 0.10
31315LYJ1  06/21/10  05/24/10      99.988                 0.12
31315LYK8  06/22/10  06/22/09      99.402                 5.98





                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LYL6  06/23/10  03/23/10      99.949                 0.51
31315LYM4  06/24/10  06/17/10      99.998                 0.02
31315LYN2  06/25/10  03/29/10      99.954                 0.46
31315LYR3  06/28/10  04/01/10      99.954                 0.46
31315LYS1  06/29/10  07/01/09      99.445                 5.55
31315LYT9  06/30/10  07/01/09      99.444                 5.56
31315LYU6  07/01/10  03/19/10      99.945                 0.55
31315LYV4  07/02/10  07/28/09      99.463                 5.37
31315LYZ5  07/06/10  04/20/10      99.955                 0.45
31315LZA9  07/07/10  06/29/10      99.998                 0.02
31315LZB7  07/08/10  04/07/10      99.949                 0.51
31315LZC5  07/09/10  06/29/10      99.998                 0.02
31315LZF8  07/12/10  07/16/09      99.459                 5.41
31315LZG6  07/13/10  06/11/10      99.990                 0.10
31315LZH4  07/14/10  03/30/10      99.941                 0.59
31315LZJ0  07/15/10  03/29/10      99.943                 0.57
31315LZK7  07/16/10  07/08/10      99.996                 0.04
31315LZN1  07/19/10  07/16/10      99.999                 0.01
31315LZQ4  07/21/10  04/19/10      99.948                 0.52
31315LZR2  07/22/10  06/29/10      99.995                 0.05
31315LZS0  07/23/10  10/22/09      99.779                 2.21
31315LZV3  07/26/10  05/03/10      99.953                 0.47
31315LZY7  07/29/10  05/03/10      99.952                 0.48
31315LZZ4  07/30/10  07/06/10      99.987                 0.13
31315LA40  08/02/10  10/23/09      99.764                 2.36
31315LA57  08/03/10  07/09/10      99.986                 0.14
31315LA65  08/04/10  07/28/10      99.997                 0.03
31315LA73  08/05/10  05/12/10      99.953                 0.47
31315LB31  08/09/10  08/06/10      99.999                 0.01
31315LB56  08/11/10  08/06/10      99.998                 0.02
31315LB64  08/12/10  05/27/10      99.966                 0.34
31315LC22  08/16/10  08/10/10      99.997                 0.03
31315LC97  08/23/10  07/08/10      99.973                 0.27
31315LD39  08/25/10  10/22/09      99.719                 2.81
31315LD47  08/26/10  07/14/10      99.976                 0.24
31315LD88  08/30/10  06/29/10      99.976                 0.24
31315LE20  09/01/10  07/16/10      99.975                 0.25
31315LE46  09/03/10  08/03/10      99.983                 0.17
31315LE87  09/07/10  08/31/10      99.997                 0.03
31315LE95  09/08/10  08/26/10      99.994                 0.06
31315LF37  09/10/10  06/18/10      99.963                 0.37
31315LF60  09/13/10  09/10/10      99.999                 0.01
31315LF78  09/14/10  08/17/10      99.986                 0.14
31315LF86  09/15/10  06/18/10      99.958                 0.42
31315LF94  09/16/10  08/19/10      99.986                 0.14
31315LG51  09/20/10  09/17/10      99.999                 0.01
31315LG77  09/22/10  09/22/09      99.564                 4.36
31315LG85  09/23/10  08/23/10      99.985                 0.15





                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LG93  09/24/10  08/23/10      99.984                 0.16
31315LH43  09/27/10  07/14/10      99.956                 0.44
31315LH50  09/28/10  09/08/10      99.991                 0.09
31315LH68  09/29/10  06/30/10      99.952                 0.48
31315LH84  10/01/10  10/16/09      99.611                 3.89
31315LJ33  10/04/10  09/01/10      99.984                 0.16
31315LJ41  10/05/10  09/03/10      99.988                 0.12
31315LJ58  10/06/10  09/29/10      99.998                 0.02
31315LJ66  10/07/10  07/08/10      99.942                 0.58
31315LJ74  10/08/10  09/07/10      99.985                 0.15
31315LK31  10/12/10  07/22/10      99.954                 0.46
31315LK49  10/13/10  09/09/10      99.985                 0.15
31315LK56  10/14/10  09/29/10      99.994                 0.06
31315LK64  10/15/10  04/15/10      99.853                 1.47
31315LK98  10/18/10  10/20/09      99.526                 4.74
31315LL48  10/21/10  10/29/09      99.524                 4.76
31315LL55  10/22/10  09/14/10      99.982                 0.18
31315LL89  10/25/10  09/14/10      99.981                 0.19
31315LM21  10/27/10  09/22/10      99.983                 0.17
31315LM39  10/28/10  07/29/10      99.947                 0.53
31315LM47  10/29/10  04/19/10      99.839                 1.61
31315LM70  11/01/10  11/12/09      99.617                 3.83
31315LM88  11/02/10  10/01/10      99.986                 0.14
31315LM96  11/03/10  10/05/10      99.987                 0.13
31315LN20  11/04/10  08/10/10      99.947                 0.53
31315LN38  11/05/10  07/29/10      99.940                 0.60
31315LN61  11/08/10  10/27/10      99.994                 0.06
31315LN79  11/09/10  10/27/10      99.994                 0.06
31315LP28  11/12/10  08/12/10      99.951                 0.49
31315LP51  11/15/10  09/17/10      99.967                 0.33
31315LP69  11/16/10  10/27/10      99.991                 0.09
31315LP77  11/17/10  11/10/10      99.998                 0.02
31315LP85  11/18/10  12/02/09      99.688                 3.12
31315LP93  11/19/10  09/22/10      99.968                 0.32
31315LQ43  11/22/10  06/02/10      99.856                 1.44
31315LQ50  11/23/10  10/20/10      99.983                 0.17
31315LQ68  11/24/10  10/21/10      99.983                 0.17
31315LR34  11/29/10  11/24/10      99.998                 0.02
31315LR42  11/30/10  12/15/09      99.611                 3.89
31315LR59  12/01/10  08/02/10      99.923                 0.77
31315LR67  12/02/10  07/30/10      99.920                 0.80
31315LR75  12/03/10  11/19/10      99.993                 0.07
31315LS25  12/06/10  12/03/10      99.999                 0.01
31315LS41  12/08/10  12/01/10      99.997                 0.03
31315LS58  12/09/10  11/17/10      99.990                 0.10
31315LS66  12/10/10  09/15/10      99.952                 0.48
31315LS90  12/13/10  11/18/10      99.989                 0.11
31315LT24  12/14/10  11/29/10      99.993                 0.07





                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LT32  12/15/10  05/05/10      99.795                 2.05
31315LT40  12/16/10  12/17/09      99.525                 4.75
31315LT57  12/17/10  12/03/10      99.994                 0.06
31315LT81  12/20/10  11/23/10      99.989                 0.11
31315LT99  12/21/10  07/02/10      99.876                 1.24
31315LU22  12/22/10  11/22/10      99.987                 0.13
31315LU30  12/23/10  09/21/10      99.951                 0.49
31315LU71  12/27/10  10/08/10      99.958                 0.42
31315LU89  12/28/10  05/21/10      99.810                 1.90
31315LU97  12/29/10  12/29/09      99.513                 4.87
31315LV21  12/30/10  09/29/10      99.954                 0.46




                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LRN0  01/08/10  01/07/10      99.9999                 0.001
31315LRR1  01/11/10  01/08/10      99.9996                 0.004
31315LRS9  01/12/10  01/11/10      99.9999                 0.001
31315LSP4  02/02/10  02/01/10      99.9998                 0.002
31315LSQ2  02/03/10  02/02/10      99.9998                 0.002
31315LTE8  02/17/10  02/16/10      99.9998                 0.002
31315LTF5  02/18/10  02/17/10      99.9998                 0.002
31315LTP3  02/26/10  02/25/10      99.9998                 0.002
31315LTT5  03/02/10  03/01/10      99.9998                 0.002
31315LUA4  03/09/10  03/08/10      99.9997                 0.003
31315LUJ5  03/17/10  03/16/10      99.9996                 0.004
31315LUK2  03/18/10  03/17/10      99.9996                 0.004
31315LUR7  03/24/10  03/23/10      99.9996                 0.004
31315LVN5  04/14/10  04/13/10      99.9996                 0.004
31315LVU9  04/20/10  04/19/10      99.9996                 0.004
31315LVX3  04/23/10  04/22/10      99.9996                 0.004
31315LWE4  04/30/10  04/29/10      99.9997                 0.003
31315LWS3  05/12/10  05/11/10      99.9997                 0.003
31315LWY0  05/18/10  05/17/10      99.9995                 0.005
31315LWZ7  05/19/10  05/18/10      99.9996                 0.004
31315LXA1  05/20/10  05/19/10      99.9995                 0.005
31315LXF0  05/25/10  05/24/10      99.9996                 0.004
31315LXG8  05/26/10  05/25/10      99.9996                 0.004
31315LXJ2  05/28/10  05/27/10      99.9997                 0.003





                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2010
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LXW3  06/09/10  06/08/10      99.9996                 0.004
31315LYC6  06/15/10  06/14/10      99.9997                 0.003
31315LZP6  07/20/10  07/19/10      99.9995                 0.005
31315LZW1  07/27/10  07/26/10      99.9996                 0.004
31315LZX9  07/28/10  07/27/10      99.9997                 0.003
31315LA81  08/06/10  08/05/10      99.9996                 0.004
31315LB49  08/10/10  08/09/10      99.9996                 0.004
31315LB72  08/13/10  08/12/10      99.9996                 0.004
31315LC30  08/17/10  08/16/10      99.9995                 0.005
31315LC48  08/18/10  08/17/10      99.9996                 0.004
31315LC55  08/19/10  08/18/10      99.9996                 0.004
31315LC63  08/20/10  08/19/10      99.9996                 0.004
31315LD21  08/24/10  08/23/10      99.9996                 0.004
31315LD54  08/27/10  08/26/10      99.9996                 0.004
31315LD96  08/31/10  08/30/10      99.9996                 0.004
31315LE38  09/02/10  09/01/10      99.9997                 0.003
31315LF29  09/09/10  09/08/10      99.9996                 0.004
31315LG28  09/17/10  09/16/10      99.9995                 0.005
31315LG69  09/21/10  09/20/10      99.9996                 0.004
31315LH76  09/30/10  09/29/10      99.9998                 0.002
31315LL22  10/19/10  10/18/10      99.9995                 0.005
31315LL30  10/20/10  10/19/10      99.9996                 0.004
31315LL97  10/26/10  10/25/10      99.9997                 0.003
31315LN87  11/10/10  11/09/10      99.9998                 0.002
31315LS33  12/07/10  12/06/10      99.9998                 0.002








                                                                                                                                                                                  

114






118


113
                                                                                                                                                                                   







121


