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 2009 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     2009 1st    2009 2nd   2010 2nd       ---------------          
Name of Issuer               CUSIP No.     Date       Date       Amount)      Rate       1/1/09      Period     2010 1st    Period        2009       2010          
______________               _________   ________   ________   ___________   _______   _________    ________    ________   ________      ______     ______         
                                                                                                                                                                   
Allied Corp.                 019087BB0   08/03/84   08/01/09       6.136      0.000      877.24     0.289632                             61.40                     
Fannie Mae                   313586QR3   07/05/84   07/05/14       3.625      0.000      508.51     0.164994    0.184285   0.205832      63.70      71.14          
Fannie Mae                   313586RC5   10/09/84   10/09/19       3.200      0.000      315.05     0.095978    0.105897   0.116840      35.87      39.57          
GMAC LLC                     36186CAC7   04/01/81   04/01/11      44.510      6.000      513.37     0.050643    0.050643                 18.48      18.48          
General Foods Corp.          369856AF6   06/23/81   06/15/11*     51.624      7.000      444.22     0.044183                             10.82*                    
GMAC                         370424CF8   04/01/81   04/01/11      44.510      6.000      513.37     0.050643    0.050643                 18.48      18.48          
Honeywell Intl, Inc.         438516AJ5   08/03/84   08/01/09       6.136      0.000      877.24     0.289632                             61.40                     
ITT Corporation              450679BP9   05/06/81   05/01/11      41.890      6.500      536.00     0.053059    0.053059                 19.37      19.37          
ITT Corporation              450680AM5   05/06/81   05/01/11      41.890      6.500      536.00     0.053059    0.053059                 19.37      19.37          
ITT Corporation              460470AM9   07/01/81   07/01/11      50.218      7.500      456.43     0.045434    0.045434                 16.58      16.58          
Pepsico Cap Resources        713440AY1   04/14/82   04/01/09       3.525      0.000      955.93     0.097954                              8.82                     
Pepsico Cap Resources        713440AZ8   04/14/82   04/01/10       3.196      0.000      924.92     0.094776    0.094776                 34.59       8.53          
Pepsico Cap Resources        713440BA2   04/14/82   04/01/11       2.904      0.000      895.70     0.091782    0.091782                 33.50      33.50          
Pepsico Cap Resources        713440BB0   04/14/82   04/01/12       2.643      0.000      868.07     0.088951    0.088951                 32.47      32.47          
Sallie Mae                   863871AL3   08/15/84   05/15/14*      3.900      0.000      518.21     0.168452                             22.57*                    
Sallie Mae                   863871AM1   10/03/84   10/03/22       2.734      0.000      244.68     0.072272    0.079452   0.087346      27.03      29.71          
Tennessee Gas Pipeline       880451AJ8   12/15/81   12/15/11      40.783      6.000      533.83     0.054831    0.054831                 19.74      19.74          
Transamerica Finl Corp       893502AN4   08/18/82   03/01/10       2.753      0.000      931.47     0.096696    0.096696                 35.29       5.71          
Transamerica Finl Corp       893502AP9   08/18/82   09/01/12       1.986      0.000      860.53     0.089331    0.089331                 32.61      32.61          
-----------------------------                                                                                                                                      
*  Called in 2009; 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 2009 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
ABN Amro Bank N.V.       00078U3K4 12/21/07 12/21/09    100.000     0.000    3.8569              0.111311   0.113457                                     39.35         
ABN Amro Bank N.V.       00078U4G2 01/31/08 01/29/10    100.000     0.000    3.1570              0.089073   0.090479   0.091907                          32.75     2.57
ABN Amro Bank N.V.       00078U4U1 01/31/08 01/31/11    100.000     0.000    3.6165              0.102275   0.104125   0.106008   0.107924  0.109876     37.72    39.09
ABN Amro Bank N.V.       00078UAE0 11/30/06 11/30/10    100.000     0.000    4.8420              0.148007   0.151590   0.155260   0.159019               54.15    51.76
ABN Amro Bank N.V.       00078UE89 10/31/07 10/29/10    100.000     0.000    4.1493              0.120078   0.122569   0.125112   0.127708               43.99    37.75
ABN Amro Bank N.V.       00078UER7 03/15/07 03/13/12    100.000     0.000    4.8108              0.143474   0.146925   0.150459   0.154078  0.157785     53.03    55.61
ABN Amro Bank N.V.       00078UKZ2 05/16/07 05/14/10    100.000     0.000    4.9938              0.149330   0.153058   0.156880                          54.78    20.87
ABN Amro Bank N.V.       00078UR51 12/28/07 12/28/11    100.000     0.000    4.0901              0.118311   0.120731   0.123200   0.125719  0.128290     43.04    44.82
ABN Amro Bank N.V.       00078UR69 12/28/07 12/28/10    100.000     0.000    3.8402              0.110808   0.112936   0.115104   0.117314               40.29    41.49
ABN Amro Bank N.V.       00078UV49 12/28/07 12/28/09    100.000     0.000    3.8404              0.110816   0.112944                                     39.94         
ABN Amro Bank N.V.       00079FBH4 07/16/03 01/16/14    100.000     0.000    4.1274              0.140633   0.143536   0.146498   0.149521  0.152607     52.12    54.29
ABN Amro Bank N.V.       00079FBM3 08/13/03 11/13/13    100.000     0.000    4.3128              0.149893   0.153125   0.156427   0.159801  0.163247     54.86    57.25
ABN Amro Bank N.V.       00079FBR2 09/10/03 09/10/13    100.000     0.000    5.0200              0.178676   0.183161   0.187758   0.192471  0.197302     66.14    69.50
ABN Amro Bank N.V.       00079FBX9 10/08/03 10/08/13    100.000     0.000    5.1600              0.184917   0.189688   0.194582   0.199602  0.204752     68.23    71.80
ABN Amro Bank N.V.       00079FCY6 03/10/04 12/10/13    100.000     0.000    4.7792              0.166157   0.170127   0.174193   0.178355  0.182617     60.70    63.64
ABN Amro Bank N.V.       00079FDB5 03/24/04 12/24/13    100.000     0.000    4.7792              0.166157   0.170127   0.174193   0.178355  0.182617     60.59    63.52
ABN Amro Bank N.V.       00079FED0 06/23/04 12/23/09    100.000     0.000    4.0499              0.134744   0.137473                                     47.92         
ABN Amro Bank N.V.       00079FEK4 07/21/04 01/21/10    100.000     0.000    4.0700              0.132829   0.135532   0.138290                          49.18     2.77
ABN Amro Bank N.V.       00079FEN8 08/04/04 02/04/10    100.000     0.000    3.9600              0.128683   0.131231   0.133830                          47.54     4.42
ABN Amro Bank N.V.       00079FHN5 01/13/05 01/13/20    100.000    VARIES    4.7500              0.129042   0.129485   0.129609   0.129735  0.129865     46.63    46.72
ABN Amro Bank N.V.       00079FHT2 01/21/05 01/21/20    100.000    VARIES    4.7448              0.119637   0.117731   0.115779   0.113781  0.109890     42.11    40.38
ABN Amro Bank N.V.       00079FHV7 01/28/05 01/28/20    100.000    VARIES    4.6673              0.118292   0.116515   0.114697   0.112836  0.109635     41.72    40.18
ABN Amro Bank N.V.       00079FJD5 02/15/05 02/15/20    100.000    VARIES    4.6374              0.117397   0.115611   0.113783   0.111913  0.109355     41.45    40.02
ABN Amro Bank N.V.       00079FLN0 07/20/05 04/20/09    100.000     0.000    3.9485              0.124552                                                13.58         
ABN Amro Bank N.V.       00079FMR0 09/30/05 10/03/20    100.000     7.500    4.4483              0.111570   0.109417   0.107217   0.104968  0.102669     39.39    37.79
ABN Amro Bank N.V.       00079FMS8 10/03/05 10/03/20    100.000    VARIES    4.4457              0.113488   0.111688   0.109849   0.107968  0.106046     40.21    38.87
ABN Amro Bank N.V.       00079FNF5 11/15/05 11/15/20*   100.000    VARIES    5.2985              0.133693                                                 6.28*        
ABN Amro Bank N.V.       00079FNM0 12/21/05 12/21/10    100.000    VARIES    4.5200              0.123741   0.123178   0.123970   0.123395               45.06    43.78
ABN Amro Bank N.V.       00079FQY1 06/28/06 06/29/09    100.000     0.000    5.2501              0.166035                                                29.55         
ABN Amro Bank N.V.       00079FRU8 08/09/06 02/09/10    100.000     0.000    4.9028              0.150045   0.153724   0.157492                          55.74     5.98
ABN Amro Bank N.V.       00079FSN3 08/31/06 08/31/10    100.000     0.000    5.1472              0.157400   0.158819   0.165606   0.167099               58.72    40.35
ABN Amro Bank N.V.       00079FSU7 09/29/06 03/29/11    100.000     0.000    4.9533              0.151740   0.155498   0.159350   0.163296  0.167341     56.00    58.81
ABN Amro Bank N.V.       00079FTU6 10/31/06 10/29/10    100.000     0.000    4.9534              0.151720   0.155478   0.159329   0.163275               55.77    48.19
Acco Brands Corporation  00081TAC2 09/30/09 03/15/15     98.502    10.625   10.9972                                    0.005763   0.006054  0.006387       .52     2.19
ABN Amro Bank N.V.       00083GAW4 02/29/08 02/28/11    100.000     0.000    3.4724              0.097588   0.097664   0.101006   0.101085  0.104544     36.05    37.32
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
ABN Amro Bank N.V.       00083GBA1 02/29/08 02/26/10    100.000     0.000    3.0837              0.085068   0.087812   0.087712                          31.88     4.91
ABN Amro Bank N.V.       00083GFE9 03/31/08 03/31/11    100.000     0.000    2.9519              0.083208   0.084436   0.085682   0.086947  0.088230     30.40    31.31
ABN Amro Bank N.V.       00083GFF6 03/31/08 09/30/09    100.000     0.000    2.4979              0.070256   0.071133                                     19.06         
ABN Amro Bank N.V.       00083GLZ5 04/28/08 04/28/11    100.000     0.000    3.6463              0.103135   0.105015   0.106930   0.108879  0.110864     37.71    39.09
ABN Amro Bank N.V.       00083GMY7 05/15/08 11/13/09    100.000     0.000    3.1786              0.089685   0.091110                                     28.24         
AIG FP Private Funding   001378AL2 10/04/06 10/05/09    100.000     0.000    4.9866              0.152878   0.156690                                     42.57         
AIG FP Private Funding   001378AM0 10/04/06 10/05/09    100.000     0.000    4.9866              0.152878   0.156690                                     42.57         
AIG FP Private Funding   001378AN8 11/03/06 11/05/09    100.000     0.000    4.8876              0.149576   0.153231                                     46.13         
AIP FP Private Funding   001378AP3 11/03/06 11/05/09    100.000     0.000    4.8876              0.149576   0.153231                                     46.13         
AIG FP Private Funding   001378AQ1 12/13/06 12/16/09    100.000     0.000    4.8418              0.148059   0.151643                                     51.73         
AIG FP Private Funding   001378AR9 12/13/06 12/16/09    100.000     0.000    4.8418              0.148059   0.151643                                     51.73         
AIG FP Private Funding   001378BF4 03/06/07 03/05/09    100.000     0.000    4.9429              0.146902                                                 9.25         
AIG FP Private Funding   001379AD8 09/01/06 09/01/11    100.000     0.000    5.1471              0.158271   0.162345   0.166523   0.170808  0.175204     58.70    61.76
AIG FP Private Funding   001379AE6 09/01/06 09/01/11    100.000     0.000    5.1471              0.158271   0.162345   0.166523   0.170808  0.175204     58.70    61.76
AMR Corporation          001765BB1 02/13/04 02/15/24*    98.500     4.500    4.8410              0.009249                                                  .41*        
APP Finance VI           00202NAA3 11/18/97 11/18/12     20.424     0.000   10.8751   458.96     0.197774   0.208528   0.219866   0.231822  0.244427     74.08    82.36
ASG Consolidated LLC     00210VAA5 10/19/04 11/01/11     63.700    VARIES   11.4983              0.319412   0.319411   0.319409   0.319407  0.319404    114.99   114.99
ASG Consolidated LLC     00210VAB3 10/19/04 11/01/11     63.700    VARIES   11.4983              0.319412   0.319411   0.319409   0.319407  0.319404    114.99   114.99
Advanced Medical Optics  00763MAF5 06/22/04 07/15/24    100.000    VARIES    7.7883              0.269849   0.277653   0.285761   0.294185  0.302937    101.19   107.24
Advanced Medical Optics  00763MAG3 06/22/04 07/15/24    100.000    VARIES    7.7883              0.269849   0.277653   0.285761   0.294185  0.302937    101.19   107.24
Advanced Medical Optics  00763MAH1 07/18/05 07/01/25    100.000    VARIES    6.9000              0.232184   0.238876   0.245800   0.252962               84.79    89.78
Advanced Medical Optics  00763MAJ7 07/18/05 07/01/25    100.000    VARIES    6.9000              0.232184   0.238876   0.245800   0.252962               84.79    89.78
Adv Med Opts Inc         00763MAK4 06/13/06 08/01/26    100.000    VARIES    7.9982              0.240889   0.251084   0.253336   0.264244  0.266799     91.67    96.50
Adv Med Opts Inc         00763MAL2 06/13/06 08/01/26    100.000    VARIES    7.9982              0.240889   0.251084   0.253336   0.264244  0.266799     91.67    96.50
Aladdin Gaming Holdings  010714AC7 02/26/98 03/01/10     45.168    VARIES   15.0505              0.407383   0.403292   0.412764                         148.60    24.35
Alameda, CA              010781AQ5 03/14/02 02/01/12     97.458     7.625    8.0020    15.30     0.007959   0.008277   0.008608   0.008953  0.009311      3.02     3.27
Alameda, CA              010781AW2 03/14/02 02/01/10     97.388     7.500    7.9523    21.52     0.011178   0.011623   0.012085                           4.24      .36
Alestra S.De R.L.De C.V. 01446PAG9 11/17/03 06/30/10*    83.687     8.000    N/A                 0.080354   0.075455                                     19.97*        
Alliance Imaging, Inc.   018606AG8 12/04/07 12/15/12     91.500     7.250    9.4095    15.04     0.041526   0.043480   0.045526   0.047667  0.049910     15.37    16.84
Alliance Imaging, Inc.   018606AH6 12/04/07 12/15/12     91.500     7.250    9.4095    15.04     0.041526   0.043480   0.045526   0.047667  0.049910     15.37    16.84
Alliance Imaging, Inc.   018606AJ2 12/04/07 12/15/12     91.500     7.250    9.4095    15.04     0.041526   0.043480   0.045526   0.047667  0.049910     15.37    16.84
Alliance One Intl Inc    018772AE3 05/13/05 11/15/12*    90.000    12.750   15.0159    35.28     0.035271   0.037919                                      7.68*        
Alliance One Intl Inc    018772AF0 05/13/05 11/15/12*    90.000    12.750   15.0159    35.28     0.035271   0.037919                                      7.68*        
Alliant Energy Resources 018803205 02/15/00 02/15/30    100.000    VARIES    9.5812              0.433687   0.451136   0.469422   0.488583  0.508663    164.13   177.78
Alliant Energy Resources 018803304 02/15/00 02/15/30    100.000    VARIES    9.5812              0.433687   0.451136   0.469422   0.488583  0.508663    164.13   177.78
Alliant Energy Resources 018803403 02/15/00 02/15/30    100.000    VARIES    9.5812              0.433687   0.451136   0.469422   0.488583  0.508663    164.13   177.78
Alliant Techsystems Inc. 018804AG9 02/19/04 02/15/24    100.000    VARIES    6.1250              0.199237   0.202999   0.206877   0.210873  0.214992     73.44    76.30
Alliant Techsystems Inc. 018804AH7 02/19/04 02/15/24    100.000    VARIES    6.1250              0.199237   0.202999   0.206877   0.210873  0.214992     73.44    76.30
Alliant Techsystems Inc. 018804AJ3 08/13/04 08/15/24    100.000    VARIES    6.9757              0.228678   0.233748   0.238994   0.244423  0.250042     84.64    88.52
Alliant Techsystems Inc. 018804AK0 08/13/04 08/15/24    100.000    VARIES    6.9757              0.228678   0.233748   0.238994   0.244423  0.250042     84.64    88.52
Alza Corporation         022615AC2 07/14/94 07/14/14     35.471     0.000    5.2499   395.90     0.106861   0.109666   0.112545   0.115499  0.118531     39.92    42.05
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
AAM Hldg, Inc.           024061AA1 02/11/04 02/15/24    100.000     2.000    4.5774              0.143369   0.145379   0.147435   0.149538  0.151689     52.53    54.03
AAM Hldg, Inc.           024061AB9 02/11/04 02/15/24    100.000     2.000    4.5774              0.143369   0.145379   0.147435   0.149538  0.151689     52.53    54.03
Amer Med Sys Hldgs Inc   02744MAA6 06/27/06 07/01/36    100.000    VARIES    9.1005              0.293494   0.302740   0.312408   0.322515              107.32   114.29
American Medical Systems 02744MAB4 09/21/09 09/15/41    103.658    VARIES   14.0090                                    0.403376   0.423166  0.445024     40.34   153.19
AmerUs Group Co.         03072M504 05/16/06 05/16/11    102.760     6.583    5.9369              0.167357   0.166896   0.166422   0.165935  0.165432     60.12    59.78
Amgen Inc.               031162AC4 03/01/02 03/01/32     71.423    VARIES    N/A                 0.105811   0.108178   0.110597   0.113071  0.115599     39.09    40.86
Amgen Inc.               031162AD2 03/01/02 03/01/32     71.423    VARIES    N/A                 0.105811   0.108178   0.110597   0.113071  0.115599     39.09    40.86
Amgen Inc.               031162AE0 03/01/02 03/01/32     71.423    VARIES    N/A                 0.105811   0.108178   0.110597   0.113071  0.115599     39.09    40.86
Amgen Inc.               031162AK6 03/01/05 03/01/32     72.947    VARIES    4.4729              0.105814   0.108180   0.110600   0.113073  0.115602     39.09    40.86
Amgen Inc.               031162AL4 03/01/05 03/01/32     72.947    VARIES    4.4729              0.105814   0.108180   0.110600   0.113073  0.115602     39.09    40.86
Anixter, Inc.            035287AC5 03/11/09 03/15/14     92.625    10.000   12.0007              0.030980   0.031032   0.032894   0.034868  0.036960      9.20    12.63
Anixter International    035290AD7 07/07/03 07/07/33     38.016    VARIES    7.3003              0.110333   0.114360   0.118535   0.122861  0.127346     41.87    44.98
Anixter International    035290AE5 07/07/03 07/07/33     38.016    VARIES    7.3003              0.110333   0.114360   0.118535   0.122861  0.127346     41.87    44.98
Anixter International    035290AF2 07/07/03 07/07/33     38.016    VARIES    7.3003              0.110333   0.114360   0.118535   0.122861  0.127346     41.87    44.98
Anixter International    035290AG0 07/07/03 07/07/33     38.016    VARIES    7.3003              0.110333   0.114360   0.118535   0.122861  0.127346     41.87    44.98
Anixter International    035290AH8 02/16/07 02/15/13     70.400     1.000    7.1568    79.60     0.124632   0.129092   0.133711   0.138496  0.143452     46.91    50.32
Anixter International    035290AJ4 02/16/07 02/15/13     70.400     1.000    7.1568    79.60     0.124632   0.129092   0.133711   0.138496  0.143452     46.91    50.32
Apria Healthcare Group   037933AA6 08/20/03 09/01/33    100.000    VARIES    8.6241              0.316737   0.326353   0.336383   0.346845  0.357759    118.11   125.55
Apria Healthcare Group   037933AB4 08/20/03 09/01/33    100.000    VARIES    8.6241              0.316737   0.326353   0.336383   0.346845  0.357759    118.11   125.55
Apria Healthcare Group   037933AD0 05/27/09 11/01/14     97.050    11.250   12.0051                         0.011138   0.011710   0.012412  0.013158      2.42     4.43
Apria Healthcare Group   037933AE8 05/27/09 11/01/14     97.050    11.250   12.0051                         0.011138   0.011710   0.012412  0.013158      2.42     4.43
Republic of Argentina    040114BD1 03/01/99 03/01/29     75.576     8.875    N/A                 0.025187   0.025186   0.025185   0.025183  0.025181      9.07     9.07
Republic of Argentina    040114GA2 06/15/00 06/15/15     91.700    11.750   13.0226    28.56     0.015569   0.016583   0.017663   0.018813  0.020038      5.82     6.60
Republic of Argentina    040114GB0 07/21/00 07/21/30     80.144    10.250   12.8669     9.01     0.004678   0.004979   0.005299   0.005640  0.006003      1.84     2.08
Republic of Argentina    040114GG9 06/19/01 06/19/18     75.375     0.000    N/A                 0.649672   0.649086   0.655856   0.655697  0.663001    237.10   239.45
Republic of Argentina    040114GH7 06/19/01 06/19/31     75.250    12.000    N/A                 0.595517   0.592629   0.596280   0.593442  0.597157    216.85   217.13
Armor Holdings, Inc.     042260AC3 10/29/04 11/01/24     99.000    VARIES    7.0025              0.236066   0.242386   0.248928   0.255698  0.262706     86.89    91.66
Armstrong Cnty Ind Dev   04233KAB2 07/29/99 08/20/34      6.955     0.000    7.7498    72.85     0.029815   0.030970   0.032170   0.033417  0.034712     11.25    12.14
Aubrey ISD               050195HC3 08/07/03 02/15/09     79.705     0.000    4.1500   197.98     0.112935                                                 4.97         
Aubrey ISD               050195HD1 08/07/03 02/15/10     74.664     0.000    4.5300   204.38     0.117657   0.120321   0.123047                          43.57     5.41
Avnet, Inc.              053807AL7 03/05/04 03/15/34*   100.000    VARIES    N/A                 0.287267   0.296391                                     34.60*        
Azusa Calif Redev Agy    05502MAB9 06/16/92 12/01/12     16.502     0.000    9.0030   543.36     0.175835   0.183750   0.192022   0.200665  0.209698     65.21    71.21
BNP Paribas              05567LA31 09/30/09 03/30/15    100.000     0.000    3.2105                                    0.089183   0.090614  0.092069      8.12    32.63
BNP Paribas              05567LB55 10/30/09 04/29/15    100.000     0.000    3.2308                                    0.089745   0.091186  0.092659      5.47    32.75
BNP Paribas              05567LYH4 03/31/09 03/31/14    100.000     0.000    2.9595                         0.082210   0.083426   0.084661  0.085913     22.39    30.48
BNP Paribas              05567LYQ4 04/30/09 04/30/15    100.000     0.000    2.9447                         0.081799   0.083003   0.084226  0.085466     19.79    30.25
BNP Paribas              05567LZA8 05/27/09 05/27/14    100.000     0.000    3.6129                         0.100358   0.102171   0.104017  0.105896     21.54    37.24
BNP Paribas              05567LZQ3 08/31/09 08/29/14    100.000     0.000    3.1719                                    0.086666   0.088509  0.089421     10.66    32.31
Ball Corporation         058498AM8 08/20/09 09/01/16     97.975     7.125    7.5008                         0.006218   0.006235   0.006469  0.006712       .82     2.34
Ball Corporation         058498AN6 08/20/09 09/01/19     97.414     7.375    7.7505                         0.004865   0.004877   0.005066  0.005263       .64     1.84
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
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
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              0.136885   0.140179   0.143552   0.147006  0.150543     50.09    52.53
Bank of America Corp.    06048UAD6 05/30/08 05/30/14    100.000     0.000    4.9682              0.141435   0.144948   0.148549   0.152239  0.156021     51.77    54.37
Bank of America Corp.    06048UAE4 05/30/08 05/30/14    100.000     0.000    4.8414              0.137740   0.141075   0.144490   0.147987  0.151570     50.40    52.87
Bank of America Corp.    06048UAF1 05/30/08 05/28/10    100.000     0.000    3.4893              0.098598   0.100318   0.102068                          35.92    15.00
Bank of America Corp.    06048UAH7 05/30/08 05/30/12    100.000     0.000    4.5482              0.129215   0.132153   0.135158   0.138232  0.141376     47.23    49.40
Bank of America Corp.    06048UAK0 06/27/08 06/27/12    100.000     0.000    4.9877              0.142004   0.145545   0.149175   0.152895  0.156708     51.79    54.40
Bank of America Corp.    06048UAL8 06/27/08 06/27/11    100.000     0.000    4.7827              0.136032   0.139285   0.142616   0.146027  0.149519     49.58    51.98
Bank of America Corp.    06048UAM6 06/27/08 06/29/09    100.000     0.000    3.2039              0.090441                                                16.10         
Bank of America Corp.    06048UAN4 06/27/08 06/28/13    100.000     0.000    5.1535              0.146864   0.150648   0.154530   0.158512  0.162597     53.58    56.37
Bank of America Corp.    06048UAP9 06/27/08 06/28/13    100.000     0.000    5.1535              0.146864   0.150648   0.154530   0.158512  0.162597     53.58    56.37
Bank of America Corp.    06048UAW4 07/25/08 07/25/11    100.000     0.000    4.5484              0.126345   0.129218   0.132157   0.135163  0.138237     46.91    49.07
Bank of America Corp.    06048UAX2 07/25/08 07/25/13    100.000     0.000    5.2510              0.145864   0.149693   0.153624   0.157657  0.161796     54.41    57.31
Bank of America Corp.    06048UAY0 07/25/08 07/25/12    100.000     0.000    5.0268              0.139635   0.143144   0.146742   0.150430  0.154211     52.01    54.66
Bank of America Corp.    06048UBB9 08/29/08 08/29/13    100.000     0.000    5.2705              0.144004   0.148611   0.151694   0.156547  0.159795     54.36    57.26
Bank of America Corp.    06048UBC7 08/29/08 08/30/13    100.000     0.000    5.2706              0.144818   0.147822   0.152552   0.155716  0.160698     54.37    57.27
Bank of America Corp.    06048UBF0 07/29/08 07/29/13    100.000     0.000    5.3290              0.148029   0.151973   0.156023   0.160180  0.164448     55.22    58.20
Bank of America Corp.    06048UBG8 08/28/08 08/27/10    100.000     0.000    3.6369              0.101026   0.102853   0.104723   0.106627               37.16    25.06
Bank of America Corp.    06048UBJ2 08/28/08 08/28/12    100.000     0.000    4.9000              0.136113   0.139448   0.142865   0.146365  0.149951     50.43    52.93
Bank of America Corp.    06048UBP8 09/26/08 09/27/13    100.000     0.000    5.6306              0.156431   0.160835   0.165363   0.170019  0.174805     57.95    61.26
Bank of America Corp.    06048UBQ6 09/26/08 09/27/13    100.000     0.000    5.6306              0.156431   0.160835   0.165363   0.170019  0.174805     57.95    61.26
Bank of America Corp.    06048UBR4 09/26/08 09/27/13    100.000     0.000    5.5918              0.155353   0.159697   0.164162   0.168752  0.173470     57.54    60.80
Bank of America Corp.    06048UBV5 10/21/08 10/21/13    100.000     0.000    5.5528              0.154247   0.158529   0.162931   0.167454  0.172104     56.91    60.11
Bank of America Corp.    06048UBW3 10/30/08 10/30/13    100.000     0.000    5.1828              0.143969   0.147700   0.151527   0.155454  0.159483     52.96    55.74
Bank of America Corp.    06048UCC6 10/31/08 10/31/13    100.000     0.000    5.3679              0.149111   0.153113   0.157223   0.161443  0.165776     54.90    57.88
Bank of America Corp.    06048UCD4 10/22/08 10/22/13    100.000     0.000    5.5042              0.152895   0.157103   0.161426   0.165869  0.170434     56.39    59.53
Bank of America Corp.    06048UCE2 11/28/08 11/29/13    100.000     0.000    4.6361              0.128800   0.131786   0.134840   0.137966  0.141164     47.10    49.31
Bank of America Corp.    06048UCF9 11/28/08 11/29/13    100.000     0.000    4.4602              0.123910   0.126674   0.129499   0.132387  0.135339     45.28    47.33
Bank of America Corp.    06048UCJ1 11/28/08 11/28/11    100.000     0.000    3.3422              0.092839   0.094391   0.095968   0.097572  0.099203     33.80    34.94
Bank of America Corp.    06048UCL6 12/26/08 12/26/13    100.000     0.000    3.6761              0.102115   0.103992   0.105903   0.107850  0.109832     37.12    38.50
Bank of America Corp.    06048UCM4 12/26/08 12/26/13    100.000     0.000    3.7743              0.104844   0.106823   0.108839   0.110893  0.112985     38.12    39.57
Bank of America Corp.    06048UCT9 01/30/09 01/30/15    100.000     0.000    4.1274                         0.114650   0.117016   0.119431  0.121896     38.31    43.30
Bank of America Corp.    06048UCU6 01/30/09 01/30/15    100.000     0.000    4.0392                         0.112200   0.114466   0.116778  0.119137     37.48    42.33
Bank of America Corp.    06048WAB6 05/29/09 05/29/19    100.000    VARIES    6.3456                         0.176268   0.172166   0.167934  0.168284     37.24    61.09
Bank of America Corp.    06048WAD2 06/26/09 06/26/19    100.000    VARIES    6.6490                         0.184695   0.180677   0.176525  0.176864     34.15    64.28
Bank of America Corp.    06048WAF7 08/13/09 08/13/19    100.000    VARIES    6.4099                                    0.178055   0.173969  0.169751     24.57    62.22
Bank of America Corp.    06048WAG5 09/25/09 09/25/19    100.000    VARIES    5.6410                                    0.156697   0.153282  0.149770     15.04    55.13
Bank of America Corp.    06048WAH3 09/28/09 09/27/27    100.000    VARIES    5.4085                                    0.150237   0.150513  0.150797     13.97    54.19
Bank of America Corp.    06048WAJ9 10/21/09 10/21/14    100.000     1.000    4.6199                                    0.128332   0.130655  0.133032      8.98    46.95
Bank of America Corp.    060505CZ5 02/15/07 02/15/12    100.000     0.250    5.2599              0.157380   0.161337   0.165397   0.169564  0.173841     58.46    61.44
Bank of America Corp.    06050MCY1 01/30/04 02/03/09    100.000     0.000    3.4992              0.113658                                                 3.64         
Bank of America Corp.    06050MDA2 03/02/04 03/04/09    100.000     0.000    3.5091              0.114016                                                 7.18         
Bank of America Corp.    06050MDC8 03/25/04 03/27/09    100.000     0.000    3.3125              0.106696                                                 9.18         
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Bank of America Corp.    06050MDE4 05/28/04 06/01/10    100.000     0.000    4.7926              0.164820   0.168770   0.172814                          60.29    25.92
Bank of America Corp.    06050MDH7 06/25/04 06/28/10    100.000     0.000    4.7147              0.161583   0.165392   0.169291                          58.88    29.96
Bank of America Corp.    06050MDJ3 06/24/04 06/24/10    100.000     0.000    4.7242              0.161914   0.165738   0.169653                          59.03    29.35
Bank of America Corp.    06050MDM6 07/30/04 08/02/10    100.000     0.000    4.5676              0.152041   0.155513   0.159065   0.162698               56.41    34.22
Bank of America Corp.    06050MDN4 08/26/04 08/28/09    100.000     0.000    4.2830              0.140986   0.144005                                     33.96         
Bank of America Corp.    06050MDR5 09/23/04 09/25/09    100.000     0.000    3.8427              0.124325   0.126713                                     33.25         
Bank of America Corp.    06050MEC7 11/26/04 11/26/10    100.000     1.500    4.2768              0.133027   0.134980   0.136976   0.139014               48.38    44.88
Bank of America Corp.    06050MED5 11/15/04 11/13/09    100.000     0.000    3.9639              0.128801   0.131354                                     40.65         
Bank of America Corp.    06050MEG8 12/27/04 06/28/10    100.000     0.000    4.0825              0.133316   0.136037   0.138814                          48.50    24.57
Bank of America Corp.    06050MEH6 12/28/04 12/28/10    100.000     1.000    4.2553              0.134793   0.137070   0.139395   0.141770               48.95    50.19
Bank of America Corp.    06050MEK9 01/27/05 01/28/11    100.000     0.000    4.3233              0.139503   0.142519   0.145600   0.148747  0.151962     51.70    53.96
Bank of America Corp.    06050MEL7 01/28/05 01/28/11    100.000     1.000    4.3662              0.136545   0.138919   0.141345   0.143825  0.146358     50.32    52.10
Bank of America Corp.    06050MEP8 02/24/05 02/24/10    100.000     1.250    4.3096              0.133390   0.135516   0.137688                          48.95     7.30
Bank of America Corp.    06050MER4 03/24/05 03/27/09    100.000     0.000    4.4897              0.145739                                                12.53         
Bank of America Corp.    06050MEU7 04/28/05 04/30/09    100.000     1.750    4.3698              0.133292                                                15.86         
Bank of America Corp.    06050MEW3 05/27/05 05/27/10    100.000     1.000    4.3093              0.134499   0.136799   0.139148                          48.99    20.32
Bank of America Corp.    06050MEY9 06/24/05 06/25/10    100.000     0.000    4.7416              0.155209   0.158889   0.162656                          56.58    28.30
Bank of America Corp.    06050MEZ6 07/29/05 07/29/11    100.000     1.500    4.5615              0.139031   0.141252   0.143523   0.145846  0.148222     51.13    52.80
Bank of America Corp.    06050MFA0 08/25/05 08/25/10    100.000     1.250    4.5105              0.138262   0.140597   0.142985   0.145427               50.79    33.90
Bank of America Corp.    06050MFB8 08/26/05 08/28/09    100.000     0.000    4.4018              0.139368   0.142435                                     33.58         
Bank of America Corp.    06050MFC6 10/28/05 10/28/10    100.000     2.000    4.8533              0.147079   0.149300   0.151575   0.153905               53.63    45.44
Bank of America Corp.    06050MFE2 09/28/05 09/29/10    100.000     0.000    4.5189              0.143553   0.146797   0.150114   0.153506               52.87    40.84
Bank of America Corp.    06050MFG7 11/21/05 11/24/10    100.000     0.000    4.8973              0.157353   0.161206   0.165154   0.169198               57.63    54.07
Bank of America Corp.    06050MFJ1 12/27/05 12/27/10    100.000     1.250    5.0014              0.155574   0.158597   0.161694   0.164870               56.58    58.13
Bank of America Corp.    06050MFK8 12/28/05 12/28/11    100.000     1.500    5.0510              0.156232   0.159125   0.162091   0.165133  0.168251     56.78    58.92
Bank of America Corp.    06050MFL6 03/24/06 03/25/11    100.000     0.000    5.1630              0.162936   0.167142   0.171457   0.175883  0.180423     60.23    63.38
Bank of America Corp.    06050MFP7 04/28/06 04/28/11    100.000     1.750    5.5388              0.169259   0.172600   0.176034   0.179563  0.183189     61.96    64.46
Bank of America Corp.    06050MFR3 03/27/06 03/27/09    100.000     0.750    5.1969              0.161263                                                13.87         
Bank of America Corp.    06050MFS1 05/26/06 08/26/10    100.000     0.000    5.4111              0.169512   0.174099   0.178809   0.183647               63.01    42.89
Bank of America Corp.    06050MFT9 05/25/06 05/25/10    100.000     2.000    5.4394              0.164813   0.167785   0.170837                          60.08    24.60
Bank of America Corp.    06050MFV4 06/27/06 06/27/11    100.000     0.000    5.6598              0.180759   0.185875   0.191135   0.196544  0.202106     66.04    69.83
Bank of America Corp.    06050MFW2 07/28/06 01/28/11    100.000     0.000    5.5354              0.171506   0.176252   0.181131   0.186144  0.191296     64.07    67.66
Bank of America Corp.    06050MFX0 07/28/06 07/29/10    100.000     0.000    5.4654              0.169132   0.173754   0.178503   0.183381               63.14    38.01
Bank of America Corp.    06050MFZ5 08/24/06 08/26/10    100.000     0.000    5.2025              0.160194   0.164361   0.168637   0.173023               59.48    40.42
Bank of America Corp.    06050MGB7 09/29/06 10/03/11    100.000     0.000    4.9679              0.152313   0.156097   0.159974   0.163948  0.168020     56.19    59.01
Bank of America Corp.    06050MGD3 09/18/06 09/19/11    100.000     0.000    5.1632              0.158840   0.162941   0.167148   0.171463  0.175889     58.77    61.84
Bank of America Corp.    06050MGF8 10/27/06 10/27/11    100.000     0.000    5.2609              0.162130   0.166395   0.170772   0.175264  0.179874     59.69    62.87
Bank of America Corp.    06050MGM3 12/22/06 12/27/11    100.000     0.000    4.9879              0.153009   0.156825   0.160736   0.164745  0.168853     55.80    58.62
Bank of America Corp.    06050MGN1 12/29/06 12/29/11    100.000     0.000    4.9680              0.152232   0.156014   0.159889   0.163861  0.167931     55.50    58.29
Bank of America Corp.    06050MGP6 02/23/07 02/23/12    100.000     0.000    5.2024              0.156084   0.160145   0.164310   0.168584  0.172969     57.97    61.03
Bank of America Corp.    06050MGQ4 01/26/07 01/27/12    100.000     0.000    5.1926              0.155791   0.159836   0.163986   0.168243  0.172611     58.07    61.13
Bank of America Corp.    06050MGU5 02/23/07 11/23/11    100.000     0.000    5.1129              0.155157   0.159123   0.163191   0.167363  0.171642     56.88    59.82
Bank of America Corp.    06050MGV3 02/23/07 02/24/12    100.000     0.000    5.1048              0.152961   0.156865   0.160869   0.164975  0.169186     56.77    59.71
                                                                                                                                                                       

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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Bank of America Corp.    06050MGW1 02/20/07 02/19/10    100.000     0.000    5.1731              0.155119   0.159131   0.163247                          57.64     7.84
Bank of America Corp.    06050MGY7 03/30/07 03/30/10    100.000     0.000    4.9975              0.149489   0.153225   0.157053                          55.18    13.98
Bank of America Corp.    06050MGZ4 03/29/07 03/29/12    100.000     2.000    5.0300              0.146235   0.148515   0.150853   0.153250  0.155707     53.48    55.19
Bank of America Corp.    06050MHB6 03/30/07 03/30/12    100.000     0.000    4.9829              0.149021   0.152734   0.156539   0.160439  0.164436     55.00    57.77
Bank of America Corp.    06050MHC4 04/27/07 04/27/09    100.000     0.000    4.8413              0.144486                                                16.76         
Bank of America Corp.    06050MHD2 04/27/07 04/30/12    100.000     0.000    4.9782              0.148933   0.152640   0.156440   0.160334  0.164325     54.74    57.50
Bank of America Corp.    06050MHF7 05/25/07 02/27/12    100.000     0.000    5.2687              0.156242   0.160358   0.164583   0.168919  0.173368     58.02    61.12
Bank of America Corp.    06050MHK6 06/29/07 07/01/09    100.000     0.000    5.2702              0.158323                                                28.50         
Bank of America Corp.    06050MHL4 06/29/07 06/29/12    100.000     2.650    5.5699              0.161687   0.164140   0.166661   0.169253  0.171916     58.66    60.47
Bank of America Corp.    06050MHN0 06/22/07 06/25/09    100.000     0.000    5.3483              0.160877                                                27.99         
Bank of America Corp.    06050MHP5 07/27/07 07/28/11    100.000     0.000    5.3581              0.156942   0.161147   0.165464   0.169897  0.174449     58.56    61.74
Bank of America Corp.    06050MHT7 08/30/07 09/01/11    100.000     0.000    5.1144              0.149449   0.153270   0.157190   0.161210  0.165332     55.42    58.29
Bank of America Corp.    06050MHU4 08/31/07 09/02/11    100.000     0.000    5.0622              0.147869   0.151611   0.155449   0.159383  0.163418     54.81    57.62
Bank of America Corp.    06050MHV2 09/28/07 03/28/13    100.000     0.000    5.2121              0.152426   0.156399   0.160475   0.164657  0.168948     56.34    59.31
Bank of America Corp.    06050MHW0 09/27/07 09/29/10    100.000     0.000    4.9389              0.144092   0.147650   0.151296   0.155032               53.18    41.22
Bank of America Corp.    06050MHY6 11/30/07 11/30/12    100.000     1.250    4.9200              0.141746   0.144379   0.147077   0.149841  0.152673     51.67    53.62
Bank of America Corp.    06050MJB4 11/29/07 12/01/11    100.000     0.000    4.6068              0.133964   0.137050   0.140207   0.143437  0.146740     48.97    51.25
Bank of America Corp.    06050MJC2 11/30/07 11/30/09    100.000     0.000    4.2646              0.123568   0.126203                                     41.13         
Bank of America Corp.    06050MJD0 11/30/07 11/30/10    100.000     0.000    4.4308              0.128594   0.131443   0.134355   0.137332               46.99    44.74
Bank of America Corp.    06050MJE8 12/26/07 12/27/12    100.000     0.000    4.8121              0.140198   0.143572   0.147026   0.150563  0.154186     51.11    53.59
Bank of America Corp.    06050MJF5 12/27/07 12/27/11    100.000     0.000    4.5091              0.130966   0.133919   0.136939   0.140026  0.143183     47.70    49.88
Bank of America Corp.    06050MJH1 12/28/07 06/29/09    100.000     0.000    4.1714              0.120773                                                21.50         
Bank of America Corp.    06050MJJ7 12/28/07 12/28/12    100.000     0.000    4.8609              0.141671   0.145114   0.148641   0.152254  0.155954     51.64    54.18
Bank of America Corp.    06050MJN8 02/29/08 02/28/13    100.000     0.000    4.2547              0.120034   0.120589   0.125195   0.125774  0.130578     44.55    46.46
Bank of America Corp.    06050MJP3 02/29/08 03/04/13    100.000     0.000    4.1447              0.116922   0.117399   0.121818   0.122315  0.126919     43.35    45.16
Bank of America Corp.    06050MJR9 02/28/08 02/28/13    100.000     0.000    4.3135              0.121729   0.122326   0.127036   0.127660  0.132575     45.19    47.16
Bank of America Corp.    06050MJS7 02/28/08 08/28/13    100.000     0.000    4.4798              0.127229   0.130079   0.132993   0.135972  0.139017     47.02    49.15
Bank of America Corp.    06050MJT5 02/28/08 02/26/10    100.000     0.000    3.0862              0.087039   0.088382   0.089746                          31.91     4.94
Bank of America Corp.    06050MJU2 03/28/08 03/28/14    100.000     0.000    4.2156              0.119568   0.122089   0.124662   0.127290  0.129973     43.97    45.85
Bank of America Corp.    06050MJV0 03/28/08 03/28/11    100.000     0.000    3.0663              0.086483   0.087809   0.089155   0.090522  0.091910     31.62    32.60
Bank of America Corp.    06050MJX6 03/28/08 03/28/14    100.000     0.000    4.1175              0.116731   0.119135   0.121587   0.124091  0.126645     42.91    44.69
Bank of America Corp.    06050MJY4 03/28/08 03/28/14    100.000     0.000    4.1175              0.116731   0.119135   0.121587   0.124091  0.126645     42.91    44.69
Bank of America Corp.    06050MKB2 04/25/08 04/25/14    100.000     0.000    4.4504              0.126375   0.129188   0.132062   0.135001  0.138005     46.38    48.46
Bank of America Corp.    06050MKC0 04/25/08 04/25/14    100.000     0.000    4.4113              0.125239   0.128002   0.130825   0.133711  0.136660     45.95    48.00
Bank of America Corp.    06050MKE6 04/25/08 04/26/10    100.000     0.000    3.1748              0.089600   0.091022   0.092467                          32.70    10.63
Bank of America Corp.    06050MKF3 04/25/08 04/25/13    100.000     0.000    4.1763              0.118434   0.120907   0.123431   0.126009  0.128640     43.41    45.24
Bank of America Corp.    06052E111 09/03/09 08/29/14    100.000     0.000    5.0623                                    0.138317   0.142501  0.145310     16.60    52.12
Bank of America Corp.    06052E145 09/08/09 08/30/11    100.000     0.000    3.0935                                    0.084987   0.085765  0.087570      9.77    31.48
Bank of America Corp.    06052E202 09/10/09 09/09/11    100.000     0.000    2.9599                                    0.082220   0.083431  0.084665      9.13    30.09
Bank of America Corp.    06052E277 10/06/09 09/27/13    100.000     0.000    4.5996                                    0.127769   0.130560  0.133563     10.86    47.04
Bank of America Corp.    06052E285 10/01/09 10/01/13    100.000     0.000    4.5899                                    0.127497   0.130423  0.133417     11.47    46.96
Bank of America Corp.    06052E293 10/06/09 09/27/11    100.000     0.000    2.7495                                    0.076377   0.077375  0.078439      6.49    27.87
Bank of America Corp.    06052E376 11/05/09 11/01/11    100.000     0.000    2.4099                                    0.066944   0.067732  0.068548      3.75    24.34
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Bank of America Corp.    06052E467 11/05/09 11/04/14    100.000     0.000    4.6099                                    0.128055   0.130990  0.134009      7.17    46.97
Bank of America Corp.    06052E475 11/04/09 10/31/14    100.000     0.000    4.6625                                    0.129515   0.132467  0.135555      7.38    47.53
Bank of America Corp.    06052E483 11/05/09 11/01/11    100.000     0.000    2.4099                                    0.066944   0.067732  0.068548      3.75    24.34
Bank of America Corp.    060900164 03/05/09 09/05/12    100.000     0.000    4.2742                         0.118730   0.121267   0.123859  0.126506     35.44    44.73
Bank of America Corp.    060900198 02/27/09 03/04/14    100.000     0.000    4.4307              0.123075   0.123181   0.125910   0.128700  0.131551     37.77    46.49
Bank of America Corp.    060900206 02/27/09 02/28/14    100.000     0.000    4.6656              0.128883   0.126800   0.131908   0.132785  0.138134     39.68    49.07
Bank of America Corp.    060900248 03/05/09 03/06/12    100.000     0.000    4.1175              0.114375   0.114389   0.116744   0.119147  0.121600     34.13    43.02
Bank of America Corp.    060900297 03/27/09 03/28/14    100.000     0.000    4.2742              0.118729   0.118744   0.121282   0.123874  0.126521     32.77    44.62
Bank of America Corp.    060900321 03/27/09 03/28/14    100.000     0.000    4.2350              0.117640   0.117655   0.120147   0.122691  0.125289     32.47    44.19
Bank of America Corp.    060900412 04/24/09 04/25/14    100.000     0.000    5.3679              0.149108   0.149131   0.153134   0.157244  0.161465     37.10    56.42
Bank of America Corp.    060900479 05/29/09 05/31/13    100.000     0.000    5.3386              0.146666   0.145907   0.150625   0.153801  0.158774     31.81    55.82
Bank of America Corp.    060900495 06/05/09 06/01/11    100.000     0.000    3.1942                         0.088730   0.090115   0.091555  0.093017     18.32    32.79
Bank of America Corp.    060900586 06/26/09 06/28/13    100.000     0.000    5.6500              0.156946   0.156996   0.161431   0.165992  0.170681     29.06    58.96
Bank of America Corp.    060900594 06/26/09 06/28/13    100.000     0.000    5.6890              0.158030   0.158080   0.162576   0.167201  0.171957     29.26    59.39
Bank of America Corp.    060900610 06/26/09 07/06/11    100.000     0.000    3.4400                         0.095557   0.095649   0.097294  0.098967     17.69    35.31
Bank of America Corp.    060900750 07/31/09 07/26/13    100.000     0.000    5.6592                                    0.153785   0.160637  0.162489     23.68    58.76
Bank of America Corp.    060900768 07/31/09 08/02/11    100.000     0.000    3.4154                         0.094348   0.092828   0.095978  0.096025     14.30    34.94
Bank of America Corp.    060900776 07/31/09 07/30/13    100.000     0.000    5.6098                                    0.152442   0.159292  0.161090     23.48    58.22
Bank of America Corp.    060900784 07/06/09 06/29/12    100.000     0.000    4.5283                         0.125786   0.128523   0.131433  0.134409     22.02    46.80
Bank of America Corp.    060900826 09/03/09 09/04/13    100.000     0.000    4.7200                         0.128260   0.130405   0.131306  0.136633     15.65    48.50
Barclays Bank PLC        06738C5G0 05/22/07 05/22/09    100.000     0.000    5.1000              0.152785                                                21.54         
Barclays Bank PLC        06738C5K1 05/31/07 09/01/11    100.000     0.000    5.1701              0.152264   0.153653   0.160238   0.161700  0.168629     56.80    59.78
Barclays Bank PLC        06738C7M5 06/29/07 06/29/09    100.000     0.000    5.6900              0.171934                                                30.60         
Barclays Bank PLC        06738CA33 02/28/07 08/28/12    100.000     0.000    4.9697              0.148598   0.152291   0.156075   0.159953  0.163928     55.08    57.85
Barclays Bank PLC        06738CA66 02/28/07 09/04/12    100.000     0.000    5.1701              0.154274   0.155682   0.162353   0.163834  0.170855     57.53    60.54
Barclays Bank PLC        06738CB24 03/28/07 09/28/12    100.000     0.000    4.9599              0.148283   0.151961   0.155729   0.159591  0.163549     54.74    57.48
Barclays Bank PLC        06738CB32 03/28/07 03/26/09    100.000     0.000    5.0598              0.151450                                                12.87         
Barclays Bank PLC        06738CCS6 03/22/05 03/22/10    100.000     0.000    4.4999              0.146065   0.149352   0.152712                          53.83    12.37
Barclays Bank PLC        06738CEP0 06/29/05 06/29/09    100.000     0.000    4.0100              0.127996                                                22.78         
Barclays Bank PLC        06738CFP9 08/26/05 08/26/09    100.000     0.000    4.4999              0.142852   0.146066                                     34.15         
Barclays Bank PLC        06738CFZ7 08/31/05 08/31/10    100.000     0.000    4.4775              0.141261   0.142068   0.147656   0.148501               52.50    35.89
Barclays Bank PLC        06738CK40 03/30/07 03/30/10    100.000     0.000    5.0599              0.151495   0.155327   0.159257                          55.93    14.17
Barclays Bank PLC        06738CK57 03/28/07 06/28/11    100.000     0.000    5.3200              0.162014   0.166323   0.170747   0.175289  0.179952     59.13    62.31
Barclays Bank PLC        06738CK99 03/29/07 03/30/09    100.000     0.000    5.0599              0.151516                                                13.48         
Barclays Bank PLC        06738CM30 04/27/07 10/29/12    100.000     0.000    5.0799              0.152181   0.156047   0.160010   0.164074  0.168242     55.97    58.85
Barclays Bank PLC        06738CMS5 10/27/06 10/27/11    100.000     0.000    5.1100              0.157017   0.161029   0.165143   0.169362  0.173689     57.77    60.76
Barclays Bank PLC        06738CN70 04/30/07 04/30/09    100.000     0.000    5.0699              0.151815                                                18.07         
Barclays Bank PLC        06738CSL4 12/27/06 06/24/10    100.000     0.000    5.0599              0.155262   0.159190   0.163218                          56.66    28.24
Barclays Bank PLC        06738CU64 04/27/07 04/29/09    100.000     0.000    5.0800              0.152184                                                17.96         
Barclays Bank PLC        06738CUT4 01/08/06 07/08/09    100.000     0.000    5.1299              0.161735   0.165884                                     30.99         
Barclays Bank PLC        06738CV97 04/30/07 10/28/10    100.000     0.000    5.0699              0.151774   0.155621   0.159566   0.163611               55.82    48.12
Barclays Bank PLC        06738CVC0 01/31/07 07/31/09    100.000     0.000    5.2101              0.156335   0.160408                                     33.41         
Barclays Bank PLC        06738CVD8 01/31/07 01/31/12    100.000     0.000    5.2399              0.157299   0.161420   0.165649   0.169989  0.174443     58.63    61.74
                                                                                                                                                                       

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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Barclays Bank PLC        06738CVE6 01/31/07 07/31/12    100.000     0.000    5.2399              0.157297   0.161418   0.165648   0.169987  0.174441     58.63    61.74
Barclays Bank PLC        06738CXH7 01/24/07 01/26/09    100.000     0.000    5.2799              0.158636                                                 3.97         
Barclays Bank PLC        06738CXS3 02/28/07 08/28/12    100.000     0.000    4.9697              0.148598   0.152291   0.156075   0.159953  0.163928     55.08    57.85
Barclays Bank PLC        06738CXU8 02/28/07 03/02/09    100.000     0.000    5.1702              0.154233                                                 9.25         
Barclays Bank PLC        06738CY37 05/30/07 05/29/09    100.000     0.000    5.5998              0.168961                                                25.01         
Barclays Bank PLC        06738CZR3 03/01/07 03/01/11    100.000     0.000    4.9500              0.147966   0.151628   0.155381   0.159227  0.163167     54.82    57.56
Barclays Bank PLC        06738CZX0 03/09/07 03/09/17    100.000     0.000    5.5899              0.168665   0.173379   0.178225   0.183207  0.188327     62.64    66.19
Barclays Bank PLC        06738G4F4 12/31/07 06/24/10    100.000     0.000    4.1100              0.118830   0.121272   0.123764                          43.25    21.41
Barclays Bank PLC        06738G4Y3 01/31/08 07/28/10    100.000     0.000    3.1999              0.090293   0.091738   0.093206   0.094697               33.21    19.56
Barclays Bank PLC        06738G4Z0 01/31/08 07/30/12    100.000     0.000    3.6623              0.101332   0.104898   0.105077   0.108775  0.108961     38.21    39.62
Barclays Bank PLC        06738G845 08/29/08 02/26/10    100.000     0.000    3.4700              0.096391   0.098035   0.099736                          35.41     5.49
Barclays Bank PLC        06738GAS9 06/29/07 12/29/09    100.000     0.000    5.3600              0.161186   0.165506                                     58.48         
Barclays Bank PLC        06738GDT4 06/19/07 06/17/11    100.000     0.000    5.2800              0.158548   0.162734   0.167030   0.171440  0.175966     57.95    61.05
Barclays Bank PLC        06738GEN6 06/29/07 09/28/12    100.000     0.000    5.9100              0.176556   0.181774   0.187145   0.192675  0.198369     65.48    69.41
Barclays Bank PLC        06738GES5 06/29/07 06/29/12    100.000     0.000    5.8900              0.178497   0.183754   0.189166   0.194737  0.200472     65.23    69.13
Barclays Bank PLC        06738GFB1 07/02/07 07/01/10    100.000     0.000    5.7100              0.172562   0.177488   0.182556                          63.01    32.86
Barclays Bank PLC        06738GFC9 07/03/07 06/30/10    100.000     0.000    5.7347              0.173345   0.178315   0.183428                          63.31    32.83
Barclays Bank PLC        06738GFK1 07/25/07 07/23/09    100.000     0.000    5.2601              0.153857   0.157904                                     31.81         
Barclays Bank PLC        06738GGL8 07/16/07 10/14/11    100.000     0.000    5.2300              0.154932   0.158983   0.163141   0.167407  0.171784     57.14    60.16
Barclays Bank PLC        06738GH29 11/30/07 05/30/12    100.000     0.000    4.3699              0.126750   0.129519   0.132349   0.135241  0.138196     46.30    48.35
Barclays Bank PLC        06738GH37 12/05/07 12/03/09    100.000     0.000    3.9098              0.112871   0.115077                                     37.87         
Barclays Bank PLC        06738GHC7 07/25/07 07/24/09    100.000     0.000    5.1698              0.151105   0.155011                                     31.38         
Barclays Bank PLC        06738GLP3 08/31/07 08/28/09    100.000     0.000    5.0901              0.148640   0.152422                                     35.91         
Barclays Bank PLC        06738GPZ7 08/31/07 09/02/09    100.000     0.000    5.0902              0.148726   0.152511                                     36.52         
Barclays Bank PLC        06738GRN2 09/28/07 09/28/09    100.000     0.000    4.9599              0.144694   0.148282                                     39.28         
Barclays Bank PLC        06738GT59 11/30/07 05/30/10    100.000     0.000    4.1003              0.118617   0.121049   0.123530                          43.29    18.41
Barclays Bank PLC        06738GV56 11/29/07 05/29/09    100.000     0.000    4.2899              0.124333                                                18.40         
Barclays Bank PLC        06738GVW7 10/31/07 10/29/09    100.000     0.000    4.5800              0.133101   0.136149                                     40.21         
Barclays Bank PLC        06738GW22 11/30/07 11/30/12    100.000     0.000    4.3699              0.126749   0.129518   0.132348   0.135240  0.138195     46.30    48.35
Barclays Bank PLC        06738GX62 12/31/07 06/24/10    100.000     0.000    4.1100              0.118830   0.121272   0.123764                          43.25    21.41
Barclays Bank PLC        06738GX70 12/31/07 06/26/12    100.000     0.000    4.4399              0.128805   0.131665   0.134588   0.137576  0.140630     46.91    49.02
Barclays Bank PLC        06738GX88 12/10/07 12/09/09    100.000     0.000    4.1397              0.119791   0.122270                                     40.94         
Barclays Bank PLC        06738GZP8 11/05/07 11/04/09    100.000     0.000    4.4498              0.129154   0.132027                                     39.65         
Barclays Bank PLC        06738Q3V8 04/30/09 05/07/14    100.000     0.000    5.2000              0.144446   0.144593   0.148352   0.152209  0.156167     35.05    54.52
Barclays Bank PLC        06738Q3Z9 04/09/09 04/09/24    100.000    VARIES    5.8367                         0.162132   0.157136   0.151994  0.145782     42.07    54.71
Barclays Bank PLC        06738Q4D7 04/30/09 05/07/14    100.000     0.000    4.9000              0.136112   0.136242   0.139580   0.143000  0.146503     33.01    51.24
Barclays Bank PLC        06738Q4Y1 05/14/09 05/14/24    100.000    VARIES    6.5028                         0.180633   0.180184   0.179721  0.179242     40.98    64.74
Barclays Bank PLC        06738Q5D6 04/22/09 04/22/24    100.000    VARIES    5.7795                         0.160542   0.155549   0.150412  0.146467     39.63    54.45
Barclays Bank PLC        06738Q7M4 04/30/09 04/30/24    100.000    VARIES    5.5065                         0.152959   0.147610   0.142114  0.136621     36.54    51.48
Barclays Bank PLC        06738QDA3 08/29/08 08/31/11    100.000     0.000    3.9925              0.110316   0.110684   0.114765   0.115147  0.119393     40.88    42.53
Barclays Bank PLC        06738QDB1 08/26/08 08/30/13    100.000     0.000    4.4602              0.122593   0.124642   0.128122   0.130263  0.133900     45.81    47.87
Barclays Bank PLC        06738QDW5 09/10/08 09/08/11    100.000     0.000    3.7898              0.105275   0.107248   0.109280   0.111351  0.113461     38.71    40.19
Barclays Bank PLC        06738QJG4 08/22/08 11/24/09    100.000     0.000    3.2102              0.089906   0.091349                                     29.30         
                                                                                                                                                                       

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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Barclays Bank PLC        06738QK98 02/27/09 02/27/14    100.000     0.000    4.6599                         0.129444   0.132460   0.135546  0.138704     39.72    49.02
Barclays Bank PLC        06738QKP2 09/22/08 09/22/11    100.000     0.000    4.0900              0.113614   0.115937   0.118308   0.120728  0.123197     41.78    43.51
Barclays Bank PLC        06738QKR8 09/30/08 09/30/11    100.000     0.000    4.7401              0.131670   0.134790   0.137985   0.141255  0.144603     48.54    50.87
Barclays Bank PLC        06738QLE6 09/17/08 09/14/14    100.000     0.000    4.0500              0.112501   0.114742   0.117065   0.119436  0.121854     41.39    43.08
Barclays Bank PLC        06738QLY2 09/30/08 10/29/09    100.000     0.000    4.3597              0.121531   0.124180                                     36.69         
Barclays Bank PLC        06738QM21 02/27/09 03/07/14    100.000     0.000    4.6599              0.129444   0.129611   0.132631   0.135722  0.138884     39.74    49.02
Barclays Bank PLC        06738QV62 03/31/09 03/31/14    100.000     0.000    5.0055                         0.139043   0.142522   0.146089  0.149746     38.00    52.61
Barclays Bank PLC        06738QV70 03/31/09 03/31/14    100.000     0.000    5.0055                         0.139043   0.142522   0.146089  0.149746     38.00    52.61
Barclays Bank PLC        06738QX86 03/31/09 04/07/14    100.000     0.000    5.0056              0.137518   0.136898   0.141095   0.143836  0.148247     38.15    52.62
Barclays Bank PLC        06738R2Z8 07/18/08 01/19/11    100.000     0.000    3.9500              0.109735   0.111902   0.114112   0.116366  0.118664     40.60    42.22
Barclays Bank PLC        06738R3A2 06/30/08 12/31/09    100.000     0.000    3.2799              0.092603   0.094122                                     33.52         
Barclays Bank PLC        06738R3B0 06/23/08 09/23/09    100.000     0.000    3.5198              0.098633   0.100369                                     26.15         
Barclays Bank PLC        06738R3V6 06/24/08 06/23/10    100.000     0.000    4.0700              0.115345   0.117693   0.120088                          41.98    20.66
Barclays Bank PLC        06738R4H6 06/27/08 06/29/09    100.000     0.000    3.2597              0.092041                                                16.38         
Barclays Bank PLC        06738R4J2 06/30/08 12/30/09    100.000     0.000    3.2799              0.092603   0.094122                                     33.52         
Barclays Bank PLC        06738R4N3 06/30/08 09/30/09    100.000     0.000    3.2799              0.091858   0.093364                                     24.98         
Barclays Bank PLC        06738R5X0 07/30/08 07/28/11    100.000     0.000    4.2101              0.116947   0.119382   0.121895   0.124461  0.127081     43.30    45.14
Barclays Bank PLC        06738R6V3 07/25/08 07/30/13    100.000     0.000    4.7399              0.131752   0.134874   0.138071   0.141343  0.144693     48.95    51.29
Barclays Bank PLC        06738RA89 05/30/08 11/30/11    100.000     0.000    4.1499              0.117669   0.120111   0.122603   0.125147  0.127744     42.95    44.75
Barclays Bank PLC        06738RBS4 01/22/08 07/20/09    100.000     0.000    3.1799              0.089722   0.091149                                     18.11         
Barclays Bank PLC        06738RBT2 01/24/08 07/23/12    100.000     0.000    3.8000              0.107552   0.109596   0.111678   0.113800  0.115962     39.74    41.26
Barclays Bank PLC        06738RC95 05/30/08 06/02/11    100.000     0.000    4.1499              0.117696   0.120138   0.122631   0.125176  0.127773     42.95    44.75
Barclays Bank PLC        06738RCK0 01/31/08 07/28/10    100.000     0.000    3.2499              0.091727   0.093218   0.094732   0.096272               33.75    19.89
Barclays Bank PLC        06738RDB9 02/29/08 02/28/11    100.000     0.000    3.1126              0.087324   0.087237   0.090063   0.089974  0.092888     32.19    33.20
Barclays Bank PLC        06738RDC7 02/29/08 11/29/12    100.000     0.000    3.5298              0.100098   0.100204   0.103663   0.103772  0.107354     36.67    37.98
Barclays Bank PLC        06738RF27 05/14/08 05/12/10    100.000     0.000    3.3601              0.094889   0.096483   0.098104                          34.60    12.85
Barclays Bank PLC        06738RG91 05/19/08 11/17/10    100.000     0.000    3.4701              0.098047   0.099748   0.101478   0.103239               35.75    32.38
Barclays Bank PLC        06738RHU3 02/27/08 11/26/13    100.000     0.000    3.7400              0.106810   0.108808   0.110842   0.112915  0.115027     38.95    40.42
Barclays Bank PLC        06738RJ23 05/21/08 11/19/09    100.000     0.000    2.9800              0.084000   0.085251                                     26.94         
Barclays Bank PLC        06738RJ72 05/28/08 05/26/10    100.000     0.000    3.7502              0.106104   0.108094   0.110121                          38.70    15.97
Barclays Bank PLC        06738RJU1 03/04/08 03/02/10    100.000     0.000    2.9400              0.082856   0.084074   0.085310                          30.34     5.20
Barclays Bank PLC        06738RK54 05/29/08 05/26/11    100.000     0.000    4.1998              0.119072   0.121572   0.124125   0.126732  0.129393     43.49    45.34
Barclays Bank PLC        06738RKA3 03/31/08 03/30/11    100.000     0.000    3.0827              0.086464   0.086366   0.089150   0.089049  0.091920     31.79    32.78
Barclays Bank PLC        06738RL87 06/30/08 06/29/11    100.000     0.000    4.2398              0.120257   0.122806   0.125410   0.128068  0.130783     43.76    45.64
Barclays Bank PLC        06738RMA1 03/31/08 03/28/13    100.000     0.000    3.2999              0.093161   0.094698   0.096260   0.097848  0.099463     34.10    35.24
Barclays Bank PLC        06738RQV1 04/01/08 07/01/09    100.000     0.000    2.4503              0.069320                                                12.48         
Barclays Bank PLC        06738RRP3 04/30/08 04/30/12    100.000     0.000    4.0000              0.113334   0.115600   0.117912   0.120271  0.122676     41.49    43.16
Barclays Bank PLC        06738RRR9 04/30/08 04/25/14    100.000     0.000    3.9299              0.111251   0.113437   0.115666   0.117939  0.120256     40.74    42.35
Barclays Bank PLC        06738RRS7 04/30/08 04/28/11    100.000     0.000    3.7198              0.105231   0.107188   0.109182   0.111213  0.113281     38.48    39.93
Barclays Bank PLC        06738RVW3 04/18/08 03/20/13    100.000     0.000    3.7399              0.105529   0.107503   0.109513   0.111561  0.113647     38.75    40.21
Barclays Bank PLC        06738RWH5 05/19/08 11/20/12    100.000     0.000    4.0899              0.115946   0.118317   0.120737   0.123206  0.125725     42.36    44.11
Barclays Bank PLC        06738RWP7 04/23/08 04/21/10    100.000     0.000    3.1198              0.087998   0.089371   0.090765                          32.12     9.98
Barclays Bank PLC        06738RXA9 05/30/08 05/25/11    100.000     0.000    4.1499              0.117602   0.120042   0.122533   0.125076  0.127671     42.95    44.75
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Barclays Bank PLC        06739FAA9 09/30/05 09/30/10    100.000     0.000    4.5499              0.144652   0.147943   0.151308   0.154751               53.27    41.32
Barclays Bank PLC        06739H461 01/31/08 02/28/14    100.000     0.000    4.0805              0.115397   0.115832   0.120154   0.120607  0.125107     42.79    44.55
Barclays Bank PLC        06739H479 01/31/08 05/30/14    100.000     0.000    4.0799              0.117217   0.119608   0.122048   0.124538  0.127079     42.78    44.54
Barclays Bank PLC        06739H545 12/31/07 08/31/13    100.000     0.000    4.7069              0.134118   0.135036   0.140505   0.141467  0.147196     49.91    52.28
Barclays Bank PLC        06739H594 11/30/07 09/30/13    100.000     0.000    4.5700              0.131823   0.134836   0.137917   0.141068  0.144291     48.55    50.80
Barclays Bank PLC        06739J2D4 11/19/09 11/21/12    100.000     0.000    2.5698                         0.071386   0.071396   0.072313  0.073242      3.00    25.94
Barclays Bank PLC        06739J863 10/28/09 04/28/15    100.000     0.000    4.1800                                    0.116113   0.118540  0.121017      7.32    42.55
Barclays Bank PLC        06739JAB9 05/29/09 05/31/12    100.000     0.000    3.1001              0.085168   0.084717   0.086503   0.087364  0.089206     18.44    31.82
Barclays Bank PLC        06739JAJ2 05/29/09 11/29/12    100.000     0.000    3.5899                         0.099721   0.101511   0.103333  0.105187     21.20    36.99
Barclays Bank PLC        06739JBB8 05/27/09 06/06/14    100.000     0.000    4.9200              0.136668   0.136836   0.140203   0.143652  0.147186     29.37    51.27
Barclays Bank PLC        06739JBF9 05/28/09 05/28/24    100.000    VARIES    5.8285                         0.161905   0.156909   0.151767  0.146476     34.32    55.22
Barclays Bank PLC        06739JBH5 05/29/09 05/29/29    100.000    VARIES    5.8530                         0.162583   0.156977   0.151206  0.145266     34.29    55.10
Barclays Bank PLC        06739JBJ1 05/29/09 06/06/14    100.000     0.000    3.5900              0.099722   0.099792   0.101583   0.103407  0.105263     21.20    36.99
Barclays Bank PLC        06739JD59 09/23/09 09/23/11    100.000     0.000    2.0099                                    0.055833   0.056394  0.056961      5.47    20.31
Barclays Bank PLC        06739JD83 09/30/09 09/30/24    100.000    VARIES    5.1625                                    0.143404   0.139218  0.134925     13.05    50.10
Barclays Bank PLC        06739JEB5 07/24/09 07/24/14    100.000     0.000    4.7799                                    0.132776   0.135950  0.139199     20.85    49.38
Barclays Bank PLC        06739JEK5 06/26/09 06/26/24    100.000    VARIES    5.6547                         0.157076   0.152093   0.146969  0.142380     29.03    53.78
Barclays Bank PLC        06739JEQ2 06/30/09 07/08/14    100.000     0.000    4.9699                         0.138054   0.138206   0.141641  0.145160     25.01    51.58
Barclays Bank PLC        06739JER0 06/30/09 07/08/14    100.000     0.000    4.9699                         0.138054   0.138206   0.141641  0.145160     25.01    51.58
Barclays Bank PLC        06739JES8 06/04/09 06/06/14    100.000     0.000    4.8900              0.135834   0.135871   0.139193   0.142596  0.146083     28.21    50.89
Barclays Bank PLC        06739JFY4 06/30/09 06/28/13    100.000     0.000    2.6799                         0.074444   0.075430   0.076441  0.077465     13.48    27.34
Barclays Bank PLC        06739JGP2 06/26/09 06/26/24    100.000    VARIES    5.6622                         0.157286   0.150335   0.143188  0.137640     29.06    52.77
Barclays Bank PLC        06739JGY3 06/17/09 06/15/12    100.000     0.000    4.8699                         0.135275   0.138533   0.141906  0.145361     26.30    50.59
Barclays Bank PLC        06739JJM6 06/26/09 06/26/24    100.000    VARIES    5.6679                         0.157442   0.151670   0.145734  0.140399     29.10    53.48
Barclays Bank PLC        06739JJS3 07/01/09 07/01/11    100.000     0.000    4.9199                         0.136665   0.140027   0.143472               24.60    51.03
Barclays Bank PLC        06739JJT1 07/01/09 07/01/11    100.000     0.000    2.6801                         0.074448   0.075446   0.076457               13.40    27.34
Barclays Bank PLC        06739JJU8 07/24/09 07/24/14    100.000     0.000    4.7799                                    0.132776   0.135950  0.139199     20.85    49.38
Barclays Bank PLC        06739JKC6 07/21/09 07/19/12    100.000     0.000    3.2699                                    0.090832   0.092301  0.093810     14.53    33.45
Barclays Bank PLC        06739JKE2 07/24/09 08/07/14    100.000     0.000    4.7800                         0.132778   0.133007   0.136186  0.139441     20.88    49.38
Barclays Bank PLC        06739JKF9 07/15/09 07/15/11    100.000     0.000    2.6301                                    0.073060   0.074021  0.074994     12.13    26.80
Barclays Bank PLC        06739JKG7 07/24/09 07/24/13    100.000     0.000    4.2998                                    0.119442   0.122010  0.124633     18.75    44.28
Barclays Bank PLC        06739JKH5 07/24/09 07/24/14    100.000     0.000    4.7799                                    0.132776   0.135950  0.139199     20.85    49.38
Barclays Bank PLC        06739JKL6 07/23/09 07/23/24    100.000    VARIES    6.1980                                    0.172167   0.166742  0.161149     27.20    59.26
Barclays Bank PLC        06739JKM4 07/24/09 07/24/14    100.000    VARIES    4.7816                                    0.132825   0.133510  0.134211     20.85    48.16
Barclays Bank PLC        06739JKN2 07/24/09 07/24/12    100.000     0.000    3.3900                                    0.094168   0.095764  0.097388     14.78    34.69
Barclays Bank PLC        06739JKP7 07/24/09 07/24/12    100.000     0.000    3.3900                                    0.094168   0.095764  0.097388     14.78    34.69
Barclays Bank PLC        06739JKQ5 07/08/09 07/08/11    100.000     0.000    2.5300                                    0.070280   0.071169  0.072069     12.16    25.77
Barclays Bank PLC        06739JKR3 07/08/09 07/08/11    100.000     0.000    2.5300                                    0.070280   0.071169  0.072069     12.16    25.77
Barclays Bank PLC        06739JKS1 07/07/09 07/07/14    100.000     0.000    4.7699                                    0.132498   0.135658  0.138893     23.05    49.38
Barclays Bank PLC        06739JLU5 07/15/09 07/15/11    100.000     0.000    2.6301                                    0.073060   0.074021  0.074994     12.13    26.80
Barclays Bank PLC        06739JME0 07/23/09 07/23/24    100.000    VARIES    6.2034                                    0.172319   0.166894  0.161301     27.23    59.32
Barclays Bank PLC        06739JMG5 07/20/09 07/19/12    100.000     0.000    3.5001                                    0.097225   0.098917  0.100649     15.65    35.86
Barclays Bank PLC        06739JMH3 08/18/09 08/20/12    100.000     0.000    2.9800                         0.082779   0.082793   0.084027  0.085279     11.01    30.35
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Barclays Bank PLC        06739JMK6 07/23/09 07/23/24    100.000    VARIES    6.1912                                    0.171979   0.166984  0.161835     27.17    59.41
Barclays Bank PLC        06739JN41 10/29/09 10/29/24    100.000    VARIES    5.4203                                    0.150565   0.145235  0.139761      9.34    52.57
Barclays Bank PLC        06739JN58 10/28/09 10/28/24    100.000    VARIES    5.3273                                    0.147981   0.144523  0.140974      9.32    52.21
Barclays Bank PLC        06739JN90 10/21/09 10/21/11    100.000     0.000    1.9799                                    0.054997   0.055542  0.056092      3.85    19.97
Barclays Bank PLC        06739JNT6 08/03/09 08/03/11    100.000     0.000    2.5897                                    0.071938   0.072869  0.073813     10.65    26.34
Barclays Bank PLC        06739JNU3 08/12/09 08/12/13    100.000     0.000    3.8100                                    0.105835   0.107851  0.109905     14.71    39.03
Barclays Bank PLC        06739JNW9 08/21/09 08/21/24    100.000    VARIES    5.5443                                    0.154009   0.148268  0.142367     20.02    52.90
Barclays Bank PLC        06739JP72 10/28/09 10/26/11    100.000     0.000    1.8699                                    0.051943   0.052423  0.052913      3.27    18.85
Barclays Bank PLC        06739JPB3 08/12/09 08/11/11    100.000     0.000    2.3800                                    0.066114   0.066896  0.067692      9.19    24.16
Barclays Bank PLC        06739JPE7 08/30/09 09/08/14    100.000     0.000    3.8999                         0.108332   0.108426   0.110540  0.112695     13.12    39.90
Barclays Bank PLC        06739JPF4 08/27/09 08/27/24    100.000    VARIES    5.3967                                    0.149910   0.144960  0.139877     18.59    51.83
Barclays Bank PLC        06739JR88 11/04/09 11/04/11    100.000     0.000    1.7800                                    0.049447   0.049887  0.050331      2.82    17.93
Barclays Bank PLC        06739JR96 11/04/09 11/04/13    100.000     0.000    3.1800                                    0.088334   0.089739  0.091166      5.04    32.21
Barclays Bank PLC        06739JRY1 08/27/09 08/27/24    100.000    VARIES    5.4036                                    0.150101   0.145150  0.140066     18.61    51.90
Barclays Bank PLC        06739JSD6 09/17/09 09/19/12    100.000     0.000    2.8500                         0.079169   0.079182   0.080310  0.081455      8.23    28.94
Barclays Bank PLC        06739JSJ3 08/19/09 08/19/11    100.000     0.000    2.2700                                    0.063057   0.063773  0.064497      8.32    23.02
Barclays Bank PLC        06739JST1 08/26/09 08/26/11    100.000     0.000    2.2599                                    0.062775   0.063484  0.064202      7.85    22.91
Barclays Bank PLC        06739JSU8 08/27/09 08/27/24    100.000    VARIES    5.3980                                    0.149947   0.144622  0.139154     18.59    51.68
Barclays Bank PLC        06739JTC7 08/27/09 08/27/24    100.000    VARIES    5.4029                                    0.150081   0.146632  0.143089     18.61    52.54
Barclays Bank PLC        06739JTG8 09/03/09 09/06/11    100.000     0.000    2.1299                         0.059166   0.059176   0.059807  0.060444      6.98    21.56
Barclays Bank PLC        06739JTK9 09/10/09 09/10/24    100.000    VARIES    5.3063                                    0.147398   0.150227  0.153132     16.36    54.21
Barclays Bank PLC        06739JTL7 10/01/09 10/07/14    100.000     0.000    3.7799                         0.104999   0.105065   0.107051  0.109074      9.46    38.52
Barclays Bank PLC        06739JTN3 09/30/09 09/30/24    100.000    VARIES    5.1564                                    0.143235   0.138334  0.133306     13.03    49.78
Barclays Bank PLC        06739JTY9 09/16/09 09/16/11    100.000     0.000    2.1800                                    0.060558   0.061218  0.061886      6.36    22.06
Barclays Bank PLC        06739JXJ7 09/30/09 09/30/24    100.000    VARIES    5.1616                                    0.143379   0.139911  0.136353     13.05    50.35
Barclays Bank PLC        06739JXN8 09/30/09 09/30/11    100.000     0.000    2.0400                                    0.056669   0.057247  0.057831      5.16    20.61
Barclays Bank PLC        06739JXQ1 09/30/09 09/30/24    100.000    VARIES    5.1522                                    0.143119   0.137861  0.132467     13.02    49.61
Barclays Bank PLC        06739JXR9 10/02/09 10/03/13    100.000     0.000    3.4021                         0.094504   0.094514   0.096122  0.097757      8.41    34.60
Barclays Bank PLC        06739JXX6 10/14/09 10/14/11    100.000     0.000    2.0298                                    0.056386   0.056958  0.057536      4.34    20.49
Barclays Bank PLC        06739JXZ1 10/07/09 10/07/11    100.000     0.000    1.9497                                    0.054161   0.054689  0.055222      4.55    19.68
Barclays Bank PLC        06739JYA5 09/30/09 09/30/19    100.000    VARIES    5.0571                                    0.140475   0.138408  0.136289     12.78    49.82
Barclays Bank PLC        06739JYB3 09/30/09 09/30/24    100.000    VARIES    5.1854                                    0.144039   0.146196  0.148409     13.11    52.64
Barclays Bank PLC        06739JYC1 10/29/09 10/29/24    100.000    VARIES    5.4144                                    0.150402   0.146201  0.141887      9.32    52.86
Barclays Bank PLC        06739JYY3 11/02/09 11/07/14    100.000     0.000    3.7399                         0.103888   0.103942   0.105886  0.107866      6.13    37.98
Barclays Bank PLC        06740C568 11/28/08 11/30/10    100.000     0.000    3.5814              0.099505   0.101287   0.103101   0.104947               36.25    34.25
Bill Barrett Corporation 06846NAB0 07/08/09 07/15/16     95.172     9.875   10.8760                         0.013147   0.012962   0.013893  0.014410      2.30     5.15
Bayerische Landesbank    0727G0AA8 05/31/02 05/28/10    100.000     0.000    5.2947              0.206511   0.211978   0.217590                          75.69    31.99
Bayerische Landesbank    0727G0CJ7 11/26/04 02/26/09    100.000     0.000    3.8824              0.124580                                                 6.85         
Bayonne Redev AGY, NJ    073009AR3 04/09/09 04/01/12     98.604     9.250    9.8017                         0.011526   0.012066   0.012658  0.013278      3.07     4.56
Bear Stearns Co., Inc.   073928G23 08/31/04 07/01/19     51.530     1.000    5.9698   101.09     0.074438   0.076660   0.078948   0.081304               27.20    28.85
Bear Stearns Co., Inc.   073928JS3 06/03/99 06/30/11     46.328     0.000    6.4740   389.62     0.153355   0.158319   0.163444   0.168735  0.174197     56.11    59.80
Bear Stearns Co., Inc.   073928WN9 02/27/02 08/15/13     49.000     0.000    6.3184   260.17     0.125801   0.131926   0.133875   0.140393  0.142467     48.15    51.24
Bear Stearns Co., Inc.   073928Y64 10/11/07 10/11/11     79.721     0.000    5.7469    57.25     0.134684   0.138554   0.142535   0.146631  0.150844     49.81    52.71
                                                                                                                                                                       

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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Beaver Cnty Ind Dev Auth 07487TAB9 04/29/99 11/20/24     17.103     0.000    7.0298   162.68     0.064647   0.066919   0.069271   0.071706  0.074227     23.87    25.58
BellSouth Telecomm       079867AS6 12/13/95 12/15/95     25.235    VARIES    6.8500              0.115298   0.119247   0.123331   0.127555  0.131924     42.35    45.30
Berry Petroleum Company  085789AD7 05/27/09 06/01/14     93.546    10.250   12.0008              0.027110   0.027157   0.028786   0.030513  0.032344      5.86    10.78
Bexar Cnty Hsg Fin Corp  08837EAB7 09/28/05 04/01/22     39.225     0.000    5.7500    79.63     0.074302   0.076438   0.078636   0.080897  0.083222     27.52    29.13
City of Boston, MA       100853GH7 11/04/09 09/15/24     89.556     6.050    7.2062                                    0.011212   0.011507  0.011921       .64     4.16
Burlington Coat Factory  121577AA8 04/13/06 10/15/14     75.522    VARIES   14.4995              0.402772   0.402772   0.402771   0.402771  0.402770    145.00   145.00
Burlington Coat Factory  121577AB6 04/13/06 10/15/14     75.522    VARIES   14.4995              0.402772   0.402772   0.402771   0.402771  0.402770    145.00   145.00
Butler Cnty Dev Auth     12359RAX0 01/15/97 05/01/09     38.166     0.000    7.9885   592.73     0.213381                                                25.61         
Butler Cnty Dev Auth     12359RAY8 01/15/97 11/01/09     36.700     0.000    7.9885   569.97     0.205186   0.213381                                     63.03         
Butler Cnty Dev Auth     12359RAZ5 01/15/97 05/01/10     35.110     0.000    8.0286   549.42     0.198180   0.206136   0.214411                          73.75    25.73
Butler Cnty Dev Auth     12359RBA9 01/15/97 11/01/10     33.621     0.000    8.0586   529.10     0.191133   0.198834   0.206846   0.215180               71.14    63.55
Butler Cnty Dev Auth     12359RBB7 01/15/97 05/01/11     32.274     0.000    8.0687   508.87     0.183915   0.191335   0.199054   0.207085  0.215439     68.45    74.09
CBIZ, Inc.               124805AA0 05/30/06 06/01/26    100.000    VARIES    8.9994              0.290205   0.299357   0.308921   0.318916  0.329360    106.68   113.62
CBIZ, Inc.               124805AB8 05/30/06 06/01/26    100.000    VARIES    8.9994              0.290205   0.299357   0.308921   0.318916  0.329360    106.68   113.62
CapitalSource Inc.       14055XAC6 07/07/04 07/15/34    100.000    VARIES    8.2001              0.277612   0.285008   0.292707   0.300723  0.309066    103.78   109.53
CapitalSource Inc.       14055XAD4 07/07/04 07/15/34    100.000    VARIES    8.2001              0.277612   0.285008   0.292707   0.300723  0.309066    103.78   109.53
CapitalSource Inc.       14055XAG7 07/30/07 07/15/12     98.000     7.250    7.7433     4.98     0.010113   0.010504   0.010911   0.011334  0.011772      3.84     4.15
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  0.260989     95.00    95.00
Carol Stream PK DT, IL   143735LM8 07/15/08 10/01/27     93.383     5.750    6.3510      .84     0.005090   0.005251   0.005418   0.005590  0.005768      1.89     2.01
Centerpoint Energy, Inc. 15189T206 09/21/99 09/15/29    100.000     2.000    9.8183              0.569336   0.594559   0.621019   0.648779              214.98   162.74
Champaign County, IL     158199AS8 03/29/07 12/01/09    102.940    VARIES    5.3606              0.150538   0.149734                                     49.53         
Chesapeake Energy Corp.  165167BZ9 05/15/07 05/15/37    100.000    VARIES    6.7505              0.199881   0.204283   0.208834   0.213539  0.218403     73.16    76.47
Chesapeake Energy Corp.  165167CA3 08/14/07 05/15/37     97.625    VARIES    8.0008              0.232234   0.238746   0.245519   0.252563  0.259888     85.39    90.32
Chesapeake Energy Corp.  165167CB1 05/27/08 12/15/38    100.000    VARIES    8.0007              0.229299   0.235971   0.242911   0.250128  0.257634     83.97    88.98
Chesapeake Energy Corp.  165167CD7 02/02/09 02/15/15     97.750     9.500   10.0055              0.007788   0.007817   0.008208   0.008618  0.009049      2.62     3.14
Chukchansi Econ Dev Auth 171276AA6 10/08/02 06/15/09     91.476    14.500   16.6607    76.15     0.055406                                                 9.09         
Chukchansi Econ Dev Auth 171276AB4 10/08/02 06/15/09     91.476    14.500   16.6607    76.15     0.055406                                                 9.09         
Cinemark, Inc.           17243RAA9 03/31/04 03/15/14*    62.373    VARIES    9.7511              0.256834   0.264965                                     65.65*        
Cinemark, Inc.           17243RAB7 03/31/04 03/15/14*    62.373    VARIES    9.7511              0.256834   0.264965                                     65.65*        
Citibank CR Card Iss Tr  17305EEL5 06/25/08 06/20/12     94.946     6.300    7.7994     5.72     0.031867   0.033109   0.034401   0.035742  0.037136     11.72    12.66
Citigroup Global Markets 17307EBE2 07/01/04 09/07/16     51.400     0.000    5.5371   143.33     0.099362   0.102113   0.104940   0.107845  0.110831     36.90    38.97
Citigroup Funding, Inc.  17308CKY1 08/24/07 08/31/12    100.000     1.080    5.0702              0.145835   0.146350   0.151791   0.152358  0.158053     54.06    56.28
Citigroup Funding, Inc.  17308CMW3 02/26/09 02/26/14    100.000     1.500    7.7625                         0.215626   0.222378   0.229392  0.236678     66.61    83.11
Citigroup Funding, Inc.  17308CMX1 04/28/09 04/28/14    100.000    VARIES    7.9615                         0.221154   0.229958   0.235794  0.245181     54.30    84.79
Citigroup Funding, Inc.  17308CMY9 06/29/09 06/29/14    100.000    VARIES    6.6887                         0.185798   0.187831   0.189933  0.189473     33.82    68.00
Citigroup Funding, Inc.  17308CMZ6 08/28/09 08/28/14    100.000     1.500    5.6150                                    0.155973   0.159182  0.162481     19.18    57.53
Citigroup Funding, Inc.  1730T0AK5 05/15/06 05/15/36     11.570     0.000    7.3199    24.08     0.028158   0.029188   0.030256   0.031364  0.032512     10.42    11.20
Citigroup Funding, Inc.  1730T0AW9 09/07/06 09/07/11    100.000     0.125    5.2915              0.162791   0.167006   0.171333   0.175774  0.180333     60.34    63.51
Citigroup Funding, Inc.  1730T0BD0 11/13/06 11/17/09    100.000     0.000    5.2643              0.162343   0.166616                                     52.07         
Citigroup Funding, Inc.  1730T0BT5 02/14/07 02/14/37    100.000    VARIES    5.8403              0.155972   0.156016   0.156061   0.156108  0.156156     56.17    56.20
Citigroup Funding, Inc.  1730T0CH0 03/28/07 03/28/37    100.000    VARIES    5.6199              0.150247   0.150290   0.150333   0.150379  0.150425     54.10    54.14
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Citigroup Funding, Inc.  1730T0CJ6 03/29/07 03/29/09    100.000    VARIES    5.0798              0.143742                                                12.65         
Citigroup Funding, Inc.  1730T0CR8 05/25/07 05/25/22*   100.000    VARIES    5.6847              0.147395                                                21.22*        
Citigroup Funding, Inc.  1730T0CU1 05/25/07 05/25/22    100.000    VARIES    5.6847              0.147395   0.143689   0.144065   0.144452  0.144850     52.28    51.96
Citigroup Funding, Inc.  1730T0CV9 05/22/07 05/22/09    100.000    VARIES    5.1300              0.144983                                                20.44         
Citigroup Funding, Inc.  1730T0DB2 05/29/07 06/01/10    100.000     0.000    5.2381              0.157284   0.161404   0.165631                          57.61    24.84
Citigroup Funding, Inc.  1730T0DN6 08/06/07 08/06/37    100.000     7.100    7.0999              0.211474   0.218981   0.226755   0.234805  0.243140     79.70    85.46
Citigroup Funding, Inc.  1730T0EA3 10/25/07 10/25/09    100.000     0.000    4.7496              0.138274   0.141558                                     41.24         
Citigroup Funding, Inc.  1730T0EC9 09/27/07 09/27/09    100.000     0.000    5.0202              0.146541   0.150220                                     39.64         
Citigroup Funding, Inc.  1730T0ED7 10/29/07 10/29/09    100.000    VARIES    4.6501              0.129434   0.132444                                     39.11         
Citigroup Funding, Inc.  1730T0EJ4 10/29/07 10/29/19    100.000    VARIES    5.6410              0.153741   0.152201   0.150618   0.150847  0.151082     54.88    54.29
Citigroup Funding, Inc.  1730T0EL9 10/26/07 06/26/09    100.000     0.000    4.6597              0.136593                                                23.90         
Citigroup Funding, Inc.  1730T0EM7 10/30/07 06/26/09    100.000     0.000    4.6297              0.135597                                                23.73         
Citigroup Funding, Inc.  1730T0EN5 10/30/07 06/26/09    100.000     0.000    4.6297              0.135597                                                23.73         
Citigroup Funding, Inc.  1730T0ER6 11/13/07 11/13/09    100.000     0.000    4.7001              0.136770   0.139984                                     43.25         
Citigroup Funding, Inc.  1730T0EU9 12/21/07 12/21/09    100.000     0.000    4.7319              0.137735   0.140994                                     48.79         
Citigroup Funding, Inc.  1730T0EV7 12/20/07 12/20/09    100.000     4.150    4.7917              0.133967   0.137177                                     47.33         
Citigroup Funding, Inc.  1730T0EX3 01/30/08 01/30/13    100.000     2.000    4.5340              0.127541   0.129173   0.130842   0.132549  0.134294     46.71    47.93
Citigroup Funding, Inc.  1730T0EY1 01/28/08 07/28/09    100.000     0.000    4.3398              0.123166   0.125839                                     25.98         
Citigroup Funding, Inc.  1730T0EZ8 02/14/08 08/14/09    100.000     0.000    3.6297              0.102656   0.104519                                     23.23         
Citigroup Funding, Inc.  1730T0FA2 02/28/08 02/28/23*   100.000     5.532    5.5319              0.152818                                                 8.86*        
Citigroup Funding, Inc.  1730T0FD6 02/28/08 02/28/10    100.000     0.000    3.8702              0.108981   0.109278   0.113239                          40.36     6.57
Citigroup Funding, Inc.  1730T0FE4 04/29/08 04/29/10    100.000     0.000    3.9598              0.112173   0.114394   0.116659                          41.06    13.77
Citigroup Funding, Inc.  1730T0FF1 03/14/08 03/14/10    100.000     0.000    3.1101              0.087738   0.089102   0.090488                          32.13     6.61
Citigroup Funding, Inc.  1730T0FG9 02/08/08 02/09/15    100.000     0.250    4.4200              0.125355   0.127972   0.130647   0.133381  0.136175     46.35    48.31
Citigroup Funding, Inc.  1730T0FK0 04/28/08 10/28/09    100.000     0.000    3.7299              0.105543   0.107512                                     31.70         
Citigroup Funding, Inc.  1730T0FL8 04/28/08 10/28/10    100.000     0.000    3.8899              0.110157   0.112299   0.114484   0.116710               40.31    34.40
Citigroup Funding, Inc.  1730T0FQ7 05/29/08 05/29/10    100.000     0.000    4.0799              0.115644   0.118003   0.120410                          42.21    17.82
Citigroup Funding, Inc.  1730T0FR5 04/24/08 04/24/10    100.000     0.000    3.6105              0.102103   0.103947   0.105823                          37.34    11.96
Citigroup Funding, Inc.  1730T0FT1 05/28/08 05/28/13    100.000    VARIES    5.2999              0.151123   0.155128   0.159239   0.163458  0.167790     55.39    58.37
Citigroup Funding, Inc.  1730T0FX2 06/27/08 01/12/10    100.000     0.000    4.2859              0.119267   0.121823   0.124433                          44.27     1.37
Citigroup Funding, Inc.  1730T0FY0 06/27/08 06/27/10    100.000     0.000    4.5498              0.129260   0.132201   0.135209                          47.09    23.80
Citigroup Funding, Inc.  1730T0FZ7 06/27/08 06/27/11    100.000     0.000    5.1751              0.147473   0.151289   0.155204   0.159220  0.163339     53.81    56.63
Citigroup Funding, Inc.  1730T0GA1 06/27/08 06/27/20    100.000     6.035    6.0349              0.167639   0.167639   0.167639   0.167639  0.167639     60.35    60.35
Citigroup Funding, Inc.  1730T0GD5 07/30/08 07/30/13    100.000     4.000    5.6733              0.157594   0.158913   0.160269   0.161663  0.163097     57.38    58.37
Citigroup Funding, Inc.  1730T0GF0 07/29/08 07/29/10    100.000     0.000    4.2801              0.118893   0.121437   0.124036   0.126690               44.04    26.28
Citigroup Funding, Inc.  1730T0GH6 07/24/08 07/24/10    100.000     0.000    4.4699              0.124164   0.126939   0.129776   0.132676               46.08    26.87
Citigroup Funding, Inc.  1730T0GK9 08/29/08 08/29/13    100.000    VARIES    5.6500              0.154373   0.159607   0.157044   0.162368  0.159867     57.63    58.64
Citigroup Funding, Inc.  1730T0GM5 09/26/08 09/26/11    100.000     0.000    4.9497              0.137494   0.140897   0.144384   0.147957  0.151619     50.76    53.31
Citigroup Funding, Inc.  1730T0GN3 09/29/08 09/29/10    100.000     0.000    4.4497              0.123605   0.126355   0.129166   0.132040               45.50    35.13
Citigroup Funding, Inc.  1730T0GQ6 10/30/08 10/30/13    100.000     0.000    8.1000              0.225001   0.234114   0.243596   0.253461  0.263727     83.78    90.70
Citigroup Funding, Inc.  1730T0GU7 10/29/08 10/29/11    100.000     0.000    6.3999              0.177777   0.183466   0.189336   0.195395  0.201648     65.74    70.01
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Citigroup Funding, Inc.  1730T0GY9 04/28/09 04/28/24    100.000    VARIES    8.1831                         0.227311   0.223967   0.220487  0.216864     55.03    79.55
Citigroup Funding, Inc.  1730T0GZ6 05/28/09 05/28/24    100.000    VARIES    8.3422                         0.231729   0.228070   0.224258  0.220288     49.24    81.16
Citigroup Funding, Inc.  1730T0HA0 06/26/09 06/26/24    100.000    VARIES    8.1209                         0.225583   0.221208   0.216655  0.211918     41.71    78.77
Citigroup Funding, Inc.  1730T0HF9 08/28/09 08/28/24    100.000    VARIES    6.4968                                    0.180467   0.176404  0.172209     22.20    63.22
Citigroup Funding, Inc.  1730T0HG7 08/27/09 08/27/24    100.000    VARIES    6.9432                                    0.192868   0.188955  0.184908     23.92    67.74
Citigroup Funding, Inc.  1730T0HM4 09/25/09 09/26/11    100.000     0.000    2.8426                         0.078961   0.078969   0.080091  0.081229      7.58    28.85
Citigroup Funding, Inc.  1730T0HQ5 10/29/09 10/29/24    100.000    VARIES    5.8766                                    0.163241   0.159875  0.156411     10.12    57.74
Citigroup Funding, Inc.  17311G250 12/21/07 07/17/12    100.000     0.000    5.0040              0.142994   0.146572   0.150240   0.153999  0.157852     53.31    56.01
Citigroup Funding, Inc.  17311G540 08/24/07 08/31/12    100.000     2.800    5.0771              0.143550   0.142863   0.146954   0.146296  0.150533     52.69    53.96
Citigroup Funding, Inc.  17311GBD3 10/10/07 10/10/14    100.000     0.000    5.1599              0.150824   0.154715   0.158707   0.162802  0.167002     55.64    58.54
Citigroup Funding, Inc.  17313G332 09/29/08 10/06/11    100.000     0.000    5.4179              0.150658   0.154739   0.158931   0.163237  0.167659     55.67    58.73
Citigroup Funding, Inc.  17313G431 08/27/08 09/07/10    100.000     0.000    4.4502              0.123771   0.126525   0.129340   0.132218               45.69    32.34
Citigroup Funding, Inc.  17313G456 08/26/08 08/26/10    100.000     0.000    4.3303              0.120287   0.122891   0.125552   0.128270               44.43    29.99
Citigroup Funding, Inc.  17313G589 07/30/08 08/05/10    100.000     0.000    4.6499              0.129248   0.132253   0.135327   0.138474               47.96    29.53
Citigroup Funding, Inc.  17313G746 04/29/08 05/07/13    100.000     0.000    5.5901              0.159819   0.164286   0.168878   0.173598  0.178450     58.83    62.16
Citigroup Funding, Inc.  17313G753 04/29/08 11/06/09    100.000     0.000    3.8378              0.108735   0.110821                                     33.54         
Citigroup Funding, Inc.  17313G886 03/28/08 04/08/10    100.000     0.000    3.5060              0.099193   0.100932   0.102702                          36.31     9.96
Citigroup Funding, Inc.  17313T250 10/29/09 11/08/12    100.000     0.000    3.5401                         0.098338   0.098425   0.100167  0.101940      6.10    35.93
Citigroup Funding, Inc.  17313T375 08/28/09 02/27/12    100.000     0.000    4.0753                                    0.113206   0.115500  0.117853     13.92    41.74
Citigroup Funding, Inc.  17313T433 07/29/09 08/24/11    100.000     0.000    3.0656                         0.085157   0.085339   0.086647  0.087975     12.97    31.29
Citigroup Funding, Inc.  17313T557 05/27/09 07/27/11    100.000     0.000    2.4856                         0.069046   0.069332   0.070193  0.071066     14.82    25.38
Citigroup Funding, Inc.  17313T862 06/27/08 07/09/10    100.000     0.000    4.6044              0.128099   0.131048   0.134065   0.137151               47.67    25.76
Cogent Communications    19239VAA2 06/11/07 06/15/14     97.750     1.000    1.3372     4.81     0.008706   0.008765   0.008823   0.008882  0.008942      3.15     3.19
Cogent Communications    19239VAB0 06/11/07 06/15/14     97.750     1.000    1.3372     4.81     0.008706   0.008765   0.008823   0.008882  0.008942      3.15     3.19
Community Unit SD #5, IL 193863AF4 06/26/08 12/01/11    103.045    VARIES    4.5929              0.134067   0.137145   0.129769   0.129241  0.128700     48.69    46.59
Community Unit SD #5, IL 193863AG2 06/26/08 12/01/12    102.941    VARIES    4.8027              0.140174   0.143540   0.135981   0.135577  0.135164     50.94    48.86
Community Unit SD #5, IL 193863AH0 06/26/08 12/01/13    102.730    VARIES    4.9590              0.144533   0.148117   0.140425   0.140118  0.139805     52.55    50.48
Community Unit SD #5, IL 193863AJ6 06/26/08 12/01/14    102.273    VARIES    5.1132              0.148461   0.152257   0.144432   0.144218  0.143999     54.01    51.94
Comcast Corporation      200300507 10/15/99 10/15/29    100.000     2.000   10.5154              0.650498   0.681779   0.714704   0.749360  0.785838    244.69   268.94
Comcast Corporation      200300606 11/15/99 11/15/29    100.000     2.000   10.3810              0.634422   0.664469   0.696075   0.729321  0.764293    236.64   259.71
CompuCredit Corporation  20478NAA8 05/27/05 05/30/25    100.000    VARIES    9.1300              0.308151   0.312468   0.327577   0.332449  0.348816    113.89   121.14
CompuCredit Corporation  20478NAB6 05/27/05 05/30/25    100.000    VARIES    9.1300              0.308151   0.312468   0.327577   0.332449  0.348816    113.89   121.14
CompuCredit Corporation  20478NAC4 11/23/05 01/31/36    100.000     5.875    N/A                 0.268537   0.277987   0.278594   0.288672  0.289580    101.28   105.20
CompuCredit Corporation  20478NAD2 11/23/05 01/31/36    100.000     5.875    N/A                 0.268537   0.277987   0.278594   0.288672  0.289580    101.28   105.20
Conseco, Inc.            208464BG1 08/15/05 09/30/35     99.000     3.500    7.3752              0.229657   0.234540   0.239604   0.244854  0.250299     84.46    88.18
Conseco, Inc.            208464BH9 08/15/05 09/30/35     99.000     3.500    7.3752              0.229657   0.234540   0.239604   0.244854  0.250299     84.46    88.18
Convergys Corporation    212485AE6 10/13/09 09/15/29    114.396    VARIES   14.1017                                    0.448106   0.465277  0.486821     34.95   168.51
Cook County, Illinois    213309KR7 04/28/05 12/01/16     52.896     0.000    5.5696   118.40     0.099692   0.102468   0.105322   0.108255  0.111269     36.56    38.62
Cook County, Illinois    213309KS5 04/28/05 12/01/17     49.824     0.000    5.6095   112.40     0.094708   0.097365   0.100095   0.102903  0.105789     34.73    36.71
Cook County, Illinois    213309KT3 04/28/05 12/01/18     46.339     0.000    5.7396   107.19     0.090536   0.093134   0.095807   0.098557  0.101385     33.22    35.15
Cook County, Illinois    213309KU0 04/28/05 12/01/19     43.603     0.000    5.7697   101.44     0.085727   0.088200   0.090745   0.093363  0.096056     31.46    33.30
Cook County, Illinois    213309KV8 04/28/05 12/01/20     40.881     0.000    5.8197    96.00     0.081214   0.083577   0.086009   0.088512  0.091088     29.81    31.57
Cook County, IL SD #89   214201FV2 09/07/05 12/01/10     78.217     0.000    4.7487   131.84     0.120092   0.122943   0.125862   0.128851               43.92    42.07
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Cook County, IL SD #89   214201FW0 09/07/05 12/01/11     73.907     0.000    4.9088   129.07     0.117894   0.120788   0.123752   0.126790  0.129902     43.14    45.28
Cook County, IL SD #89   214201FX8 09/07/05 12/01/12     70.159     0.000    4.9590   123.87     0.113240   0.116048   0.118926   0.121874  0.124896     41.44    43.52
Cook County, IL SD #89   214201FY6 09/07/05 12/01/13     66.377     0.000    5.0390   119.21     0.109139   0.111889   0.114708   0.117598  0.120561     39.95    41.99
Cook County, IL SD #89   214201FZ3 09/07/05 12/01/14     62.531     0.000    5.1492   114.94     0.105429   0.108143   0.110928   0.113784  0.116713     38.61    40.62
Cook County, IL SD #89   214201GB5 12/13/07 12/01/14     67.830     0.000    5.6497    40.92     0.112343   0.115517   0.118780   0.122136  0.125586     41.21    43.57
Cook County, IL SD #89   214201GC3 12/13/07 12/01/15     63.659     0.000    5.7497    39.10     0.107403   0.110491   0.113667   0.116935  0.120297     39.41    41.71
Cook County, IL SD #89   214201GD1 12/13/07 12/01/16     59.629     0.000    5.8497    37.27     0.102449   0.105446   0.108530   0.111704  0.114971     37.60    39.84
Cook County, IL SD #89   214201GE9 12/13/07 12/01/17     55.745     0.000    5.9498    35.45     0.097508   0.100408   0.103395   0.106471  0.109639     35.80    37.96
Cook County, IL SD #89   214201GF6 12/13/07 12/01/18     52.014     0.000    6.0498    33.64     0.092597   0.095398   0.098283   0.101256  0.104319     34.01    36.10
Cook County, IL SD #89   214201GG4 12/13/07 12/01/19     48.439     0.000    6.1497    31.86     0.087739   0.090437   0.093218   0.096084  0.099039     32.24    34.25
Cook County, IL SD #89   214201GH2 12/13/07 12/01/20     45.022     0.000    6.2498    30.10     0.082954   0.085547   0.088220   0.090977  0.093820     30.49    32.42
Cook County, IL SD #89   214201GJ8 12/13/07 12/01/21     41.765     0.000    6.3498    28.38     0.078259   0.080743   0.083307   0.085952  0.088681     28.77    30.63
Cook County, IL SD #89   214201GK5 12/13/07 12/01/22     38.951     0.000    6.3998    26.68     0.073594   0.075949   0.078380   0.080888  0.083476     27.06    28.82
Cook County, IL SD #89   214201GL3 12/13/07 12/01/23     36.291     0.000    6.4498    25.05     0.069137   0.071367   0.073668   0.076044  0.078496     25.43    27.09
Cook County, IL SD #89   214201GM1 12/13/07 12/01/24     33.947     0.000    6.4698    23.51     0.064884   0.066983   0.069150   0.071387  0.073696     23.86    25.43
Cook County, Illinois    214471HQ0 12/30/02 12/01/22     21.989     0.000    7.7496   127.25     0.074249   0.077126   0.080115   0.083219  0.086443     27.42    29.59
Cook County, IL SD #104  214471JS4 02/08/07 12/01/10     81.913     0.000    5.2980    85.55     0.132555   0.136066   0.139671   0.143371               48.57    46.76
Cook County, IL SD #104  214471JT2 02/08/07 12/01/11     77.556     0.000    5.3485    81.80     0.126812   0.130203   0.133685   0.137260  0.140931     46.47    48.99
Cook County, IL SD #104  214471JU9 02/08/07 12/01/12     73.485     0.000    5.3685    77.81     0.120649   0.123888   0.127213   0.130628  0.134134     44.21    46.62
Cook County, IL SD #104  214471JV7 02/08/07 12/01/13     69.553     0.000    5.3989    74.07     0.114901   0.118002   0.121188   0.124459  0.127819     42.11    44.42
Cook County, IL SD #123  214651JV4 10/15/07 12/01/13     71.288     0.000    5.5988    49.40     0.118002   0.121305   0.124701   0.128192  0.131780     43.28    45.73
Cook County, IL SD #123  214651JW2 10/15/07 12/01/14     66.759     0.000    5.7491    47.53     0.113659   0.116926   0.120287   0.123745  0.127302     41.70    44.14
Cook County, IL SD #123  214651JX0 10/15/07 12/01/15     62.337     0.000    5.8991    45.57     0.109079   0.112297   0.115609   0.119019  0.122530     40.04    42.44
Cook County, IL SD #123  214651JY8 10/15/07 12/01/16     58.297     0.000    5.9991    43.35     0.103853   0.106968   0.110177   0.113482  0.116886     38.14    40.46
Cook County, IL SD #123  214651JZ5 10/15/07 12/01/17     54.681     0.000    6.0492    41.01     0.098279   0.101251   0.104314   0.107469  0.110719     36.10    38.31
Cook County, IL SD #123  214651KA8 10/15/07 12/01/18     51.240     0.000    6.0992    38.76     0.092906   0.095739   0.098659   0.101668  0.104768     34.13    36.24
Cook County, IL SD #123  214651KB6 10/15/07 12/01/19     48.025     0.000    6.1392    36.57     0.087688   0.090379   0.093154   0.096013  0.098960     32.22    34.22
Cook County, IL SD #123  214651KC4 10/15/07 12/01/20     44.691     0.000    6.2294    34.54     0.082880   0.085462   0.088123   0.090868  0.093698     30.46    32.39
Cook County, IL SD #123  214651KD2 10/15/07 12/01/21     41.802     0.000    6.2694    32.52     0.078055   0.080501   0.083025   0.085628  0.088312     28.69    30.52
Cook County, IL SD #123  214651KE0 10/15/07 12/01/22     39.242     0.000    6.2794    30.58     0.073399   0.075704   0.078081   0.080532  0.083061     26.98    28.70
Cook County, IL SD #123  214651KF7 10/15/07 12/01/23     36.831     0.000    6.2895    28.75     0.069008   0.071178   0.073417   0.075725  0.078107     25.37    26.99
Cook County, IL SD #123  214651KG5 10/15/07 12/01/24     34.562     0.000    6.2995    27.02     0.064867   0.066910   0.069017   0.071191  0.073434     23.84    25.37
Cook County, IL SD #123  214651KH3 10/15/07 12/01/25     32.426     0.000    6.3095    25.39     0.060962   0.062885   0.064869   0.066916  0.069027     22.41    23.85
Cook County, IL SD #123  214651KJ9 10/15/07 12/01/26     30.417     0.000    6.3195    23.86     0.057281   0.059091   0.060958   0.062884  0.064871     21.06    22.41
Cook County, IL SD #123  214651KK6 10/15/07 06/01/27     29.429     0.000    6.3295    23.12     0.055515   0.057272   0.059084   0.060954  0.062883     20.41    21.72
Cook County, IL SD #127  214723CV8 09/07/05 12/01/19     46.971     0.000    5.3794    90.50     0.083337   0.085579   0.087881   0.090244  0.092672     30.54    32.21
Cook County, IL SD #127  214723CW6 09/07/05 12/01/20     44.082     0.000    5.4494    86.13     0.079406   0.081569   0.083792   0.086075  0.088420     29.11    30.71
Cook County, IL SD #127  214723CX4 09/07/05 12/01/21     41.315     0.000    5.5194    81.84     0.075544   0.077628   0.079771   0.081972  0.084234     27.70    29.25
Cook County, IL SD #127  214723CY2 09/07/05 12/01/22     38.734     0.000    5.5794    77.63     0.071729   0.073730   0.075787   0.077902  0.080075     26.30    27.79
Cook County, IL SD #127  214723CZ9 09/07/05 12/01/23     36.271     0.000    5.6395    73.54     0.068021   0.069939   0.071911   0.073939  0.076024     24.95    26.38
Cook County, IL SD #127  214723DA3 09/07/05 12/01/24     33.990     0.000    5.6895    69.57     0.064409   0.066241   0.068125   0.070063  0.072056     23.63    24.99
Cook County, IL SD #127  214723DC9 09/07/05 12/01/13     66.537     0.000    5.0090   118.74     0.108649   0.111370   0.114159   0.117019  0.119949     39.77    41.79
Cook County, Illinois    215030CN5 01/08/04 12/01/12     63.060     0.000    5.2494   185.76     0.118520   0.121631   0.124824   0.128100  0.131462     43.42    45.73
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Cook County, Illinois    215030CP0 01/08/04 12/01/13     58.732     0.000    5.4494   180.43     0.115691   0.118843   0.122081   0.125408  0.128825     42.41    44.75
Cook County, Illinois    215030CQ8 01/08/04 12/01/14     54.489     0.000    5.6495   174.34     0.112341   0.115514   0.118777   0.122132  0.125582     41.21    43.57
Cook County, Illinois    215030CR6 01/08/04 12/01/15     50.650     0.000    5.7994   166.93     0.107966   0.111097   0.114318   0.117633  0.121044     39.62    41.95
Cook County, IL SD #148  215075FA5 07/09/08 12/01/27     94.524     6.000    6.5007      .69     0.004125   0.004259   0.004398   0.004541  0.004688      1.52     1.62
Cook County, Illinois    215093EV3 06/17/03 12/01/13     59.669     0.000    4.9998   187.77     0.108497   0.111209   0.113990   0.116839  0.119760     39.71    41.72
Cook County, Illinois    215093EW1 06/17/03 12/01/14     55.539     0.000    5.1998   182.71     0.106151   0.108911   0.111742   0.114647  0.117628     38.88    40.93
Cook County, Illinois    215093EX9 06/17/03 12/01/15     51.495     0.000    5.3998   176.83     0.103299   0.106088   0.108952   0.111894  0.114915     37.86    39.93
Cook County, Illinois    215183FW9 12/10/03 12/01/12     60.122     0.000    5.7499   199.72     0.127316   0.130976   0.134741   0.138615  0.142600     46.72    49.44
Cook County, Illinois    215183FX7 12/10/03 12/01/13     55.449     0.000    5.9998   193.33     0.124014   0.127734   0.131566   0.135513  0.139578     45.54    48.31
Cook County, Illinois    215183FY5 12/10/03 12/01/14     51.438     0.000    6.1497   184.47     0.118774   0.122427   0.126191   0.130071  0.134071     43.64    46.36
Cook County, Illinois    215183FZ2 12/10/03 12/01/15     47.578     0.000    6.2999   175.41     0.113361   0.116932   0.120616   0.124415  0.128334     41.67    44.34
Cook County, IL SD #153  215183GJ7 05/14/08 12/15/13     74.458     0.000    5.3491    25.26     0.114118   0.117170   0.120304   0.123522  0.126826     41.73    43.99
Cook County, IL SD #153  215183GK4 05/14/08 12/15/14     69.640     0.000    5.5691    24.60     0.111263   0.114361   0.117546   0.120819  0.124183     40.71    43.01
Cook County, IL SD #153  215183GL2 05/14/08 12/15/15     64.808     0.000    5.7992    23.85     0.107964   0.111094   0.114316   0.117630  0.121041     39.53    41.86
Cook County, IL SD #153  215183GM0 05/14/08 12/15/16     59.694     0.000    6.0984    23.24     0.103610   0.106186   0.110025   0.112760  0.116837     38.40    40.78
Cook County, IL SD #153  215183GN8 05/14/08 12/15/17     55.331     0.000    6.2694    22.02     0.099917   0.103049   0.106279   0.109611  0.113047     36.64    38.97
Cook County, IL SD #153  215183GP3 05/14/08 12/15/18     51.329     0.000    6.3994    20.86     0.094683   0.097712   0.100839   0.104065  0.107395     34.73    36.99
Cook County, IL SD #153  215183GQ1 05/14/08 12/15/19     47.338     0.000    6.5593    19.72     0.089584   0.092522   0.095557   0.098691  0.101928     32.87    35.07
Cook County, IL SD #155  215219EA0 02/01/01 12/01/09     55.158     0.000    6.8487   388.63     0.177853   0.183943                                     59.79         
Cook County, IL SD #155  215219EB8 02/01/01 12/01/10     51.321     0.000    6.8987   364.96     0.167324   0.173096   0.179066   0.185243               61.63    60.20
Cook County, IL SD #155  215219EG7 02/01/01 12/01/14     37.337     0.000    7.2490   282.87     0.131350   0.136111   0.141044   0.146156  0.151454     48.43    52.01
Cook County, IL SD #155  215219EH5 02/01/01 12/01/15     34.277     0.000    7.3490   264.31     0.123174   0.127700   0.132392   0.137257  0.142300     45.43    48.83
Cook County, Illinois    215219FD3 06/30/03 12/01/09     76.100     0.000    4.2996   200.78     0.114462   0.116922                                     38.22         
Cook County, Illinois    215219FE1 06/30/03 12/01/10     71.619     0.000    4.5496   201.23     0.115505   0.118132   0.120819   0.123568               42.21    40.37
Cook County, Illinois    215219FN1 06/30/03 12/01/18     44.637     0.000    5.2998   148.94     0.087254   0.089566   0.091940   0.094376  0.096877     31.97    33.68
Cook County, IL SD #155  215219FP6 06/30/03 12/01/19     41.690     0.000    5.3998   142.10     0.083471   0.085725   0.088039   0.090416  0.092857     30.59    32.27
Cook County, IL SD #155  215219FQ4 06/30/03 12/01/20     39.193     0.000    5.4498   135.00     0.079407   0.081571   0.083794   0.086077  0.088423     29.11    30.72
Cook County, IL SD #155  215219FR2 06/30/03 12/01/21     36.482     0.000    5.5497   128.29     0.075667   0.077767   0.079925   0.082143  0.084422     27.75    29.31
Cook County, IL SD #155  215219FS0 06/30/03 12/01/22     33.892     0.000    5.6497   121.64     0.071941   0.073973   0.076063   0.078212  0.080421     26.39    27.90
Cook County, IL SD #155  215219GA8 06/02/05 12/01/15     59.242     0.000    5.0500   115.86     0.098941   0.101440   0.104001   0.106627  0.109319     36.22    38.07
Cook County, IL SD #155  215219GB6 06/02/05 12/01/16     55.669     0.000    5.1601   111.43     0.095356   0.097817   0.100340   0.102929  0.105585     34.92    36.75
Cook County, IL SD #155  215219GC4 06/02/05 12/01/17     52.327     0.000    5.2501   106.72     0.091476   0.093877   0.096341   0.098870  0.101466     33.51    35.29
Cook County, IL SD #155  215219GD2 06/02/05 12/01/18     49.294     0.000    5.3100   101.78     0.087336   0.089655   0.092035   0.094479  0.096987     32.00    33.72
Cook County, IL SD #155  215219GE0 06/02/05 12/01/19     46.448     0.000    5.3600    96.88     0.083210   0.085440   0.087730   0.090081  0.092496     30.49    32.15
Cook County, IL SD #155  215219GF7 06/02/05 12/01/20     43.922     0.000    5.3801    91.98     0.079033   0.081159   0.083342   0.085584  0.087886     28.96    30.54
Cook County, IL SD #155  215219GG5 06/02/05 12/01/21     41.054     0.000    5.4700    87.54     0.075337   0.077397   0.079514   0.081689  0.083923     27.62    29.15
Cook County, IL SD #155  215219GH3 06/02/05 12/01/22     38.699     0.000    5.5000    83.01     0.071477   0.073443   0.075463   0.077538  0.079670     26.21    27.67
Cook County, IL SD #155  215219GQ3 06/02/05 12/01/23     36.261     0.000    5.5600    78.70     0.067845   0.069731   0.071669   0.073662  0.075709     24.88    26.28
Cook County, IL SD #155  215219GR1 06/02/05 12/01/24     34.002     0.000    5.6100    74.52     0.064299   0.066103   0.067957   0.069863  0.071823     23.58    24.92
Cook County, IL SD #155  215219GZ3 06/29/06 12/01/09     82.420     0.000    5.7285   125.40     0.150389   0.154697                                     50.40         
Cook County, IL SD #155  215219HA7 06/29/06 12/01/10     77.826     0.000    5.7488   118.85     0.142577   0.146675   0.150891   0.155229               52.31    50.57
Cook County, IL SD #155  215219HB5 06/29/06 12/01/16     54.002     0.000    5.9995    86.28     0.103857   0.106973   0.110181   0.113487  0.116891     38.14    40.46
Cook County, IL SD #155  215219HC3 06/29/06 12/01/17     50.621     0.000    6.0495    81.60     0.098281   0.101254   0.104316   0.107472  0.110723     36.10    38.31
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Cook County, IL SD #155  215219HD1 06/29/06 12/01/18     47.405     0.000    6.0996    77.08     0.092909   0.095742   0.098662   0.101671  0.104772     34.13    36.24
Cook County, IL SD #155  215219HE9 06/29/06 12/01/19     44.524     0.000    6.1196    72.65     0.087591   0.090271   0.093033   0.095880  0.098813     32.18    34.18
Cook County, IL SD #155  215219HF6 06/29/06 12/01/20     41.744     0.000    6.1496    68.47     0.082582   0.085121   0.087739   0.090436  0.093217     30.34    32.24
Cook County, IL SD #155  215219HG4 06/29/06 12/01/21     39.173     0.000    6.1696    64.48     0.077785   0.080184   0.082658   0.085208  0.087836     28.58    30.37
Cook County, IL SD #155  215219HH2 06/29/06 12/01/22     36.688     0.000    6.1996    60.70     0.073256   0.075527   0.077868   0.080282  0.082770     26.92    28.61
Cook County, IL SD #155  215219HJ8 06/29/06 12/01/23     34.398     0.000    6.2197    57.11     0.068939   0.071083   0.073293   0.075572  0.077923     25.33    26.93
Cook County, IL SD #155  215219HK5 06/29/06 12/01/24     32.181     0.000    6.2498    53.70     0.064853   0.066880   0.068970   0.071125  0.073347     23.84    25.35
Cook County, IL SD #155  215219HL3 06/29/06 12/01/25     30.147     0.000    6.2697    50.48     0.060976   0.062888   0.064859   0.066892  0.068989     22.41    23.84
Cook County, IL SD #155  215219HM1 06/29/06 06/01/26     29.062     0.000    6.2996    48.91     0.059104   0.060966   0.062886   0.064867  0.066910     21.73    23.12
Cook County, IL SD #155  215219JC1 06/29/06 12/01/09     82.420     0.000    5.7285   125.40     0.150389   0.154697                                     50.40         
Cook County, IL SD #155  215219JD9 06/29/06 12/01/10     77.826     0.000    5.7488   118.85     0.142577   0.146675   0.150891   0.155229               52.31    50.57
Cook County, IL SD #155  215219JE7 06/29/06 12/01/11     73.537     0.000    5.7490   112.30     0.134724   0.138597   0.142581   0.146679  0.150896     49.43    52.32
Cook County, IL SD #155  215219JF4 06/29/06 12/01/12     69.397     0.000    5.7692   106.38     0.127649   0.131331   0.135119   0.139017  0.143027     46.84    49.58
Cook County, IL SD #155  215219JG2 06/29/06 12/01/13     65.418     0.000    5.7993   100.83     0.121042   0.124552   0.128164   0.131880  0.135704     44.42    47.03
Cook County, IL SD #155  215219JH0 06/29/06 12/01/14     61.530     0.000    5.8495    95.71     0.114968   0.118331   0.121792   0.125354  0.129020     42.20    44.70
Cook County, IL SD #155  215219JJ6 06/29/06 12/01/15     57.818     0.000    5.8994    90.75     0.109082   0.112300   0.115612   0.119023  0.122533     40.04    42.44
Cook County, IL SD #155  215219JK3 06/29/06 12/01/16     54.002     0.000    5.9995    86.28     0.103857   0.106973   0.110181   0.113487  0.116891     38.14    40.46
Cook County, IL SD #155  215219JL1 06/29/06 12/01/17     50.621     0.000    6.0495    81.60     0.098281   0.101254   0.104316   0.107472  0.110723     36.10    38.31
Cook County, IL SD #155  215219JM9 06/29/06 12/01/18     47.405     0.000    6.0996    77.08     0.092909   0.095742   0.098662   0.101671  0.104772     34.13    36.24
Cook County, IL SD #155  215219JN7 06/29/06 12/01/19     44.524     0.000    6.1196    72.65     0.087591   0.090271   0.093033   0.095880  0.098813     32.18    34.18
Cook County, IL SD #155  215219JR8 10/08/09 12/01/23     39.094     0.000    6.7493                         0.073290   0.074022   0.076520  0.079103      6.11    27.25
Cook County, IL SD #155  215219JS6 10/08/09 12/01/24     36.316     0.000    6.7993                         0.068589   0.069277   0.071632  0.074068      5.71    25.51
Cook County, IL SD #155  215219JT4 10/08/09 12/01/25     33.703     0.000    6.8493                         0.064118   0.064770   0.066988  0.069282      5.34    23.85
Cook County, IL SD #155  215219JU1 10/08/09 12/01/26     31.248     0.000    6.8993                         0.059884   0.060494   0.062581  0.064740      4.99    22.28
Cook County, IL SD #155  215219JV9 10/08/09 12/01/27     28.691     0.000    6.9993                         0.055780   0.056358   0.058330  0.060371      4.65    20.76
Cook County, IL SD #155  215219JW7 10/08/09 12/01/28     26.292     0.000    7.0994                         0.051845   0.052392   0.054251  0.056177      4.32    19.31
Cook County, IL SD #155  215219JX5 10/08/09 06/01/29     25.151     0.000    7.1494                         0.049946   0.050475   0.052279  0.054148      4.16    18.61
Cook County, Illinois    215255EW6 06/30/04 12/01/11     66.619     0.000    5.5494   186.29     0.130807   0.134436   0.138166   0.142000  0.145940     47.96    50.66
Cook County, Illinois    215255EX4 06/30/04 12/01/12     62.198     0.000    5.7195   179.88     0.126792   0.130418   0.134148   0.137984  0.141930     46.52    49.22
Cook County, Illinois    215255EY2 06/30/04 12/01/13     57.985     0.000    5.8696   172.63     0.122092   0.125675   0.129363   0.133160  0.137068     44.82    47.49
Cook County, Illinois    215255EZ9 06/30/04 12/01/14     53.847     0.000    6.0295   165.22     0.117271   0.120806   0.124448   0.128200  0.132065     43.07    45.71
Cook County, Illinois    215255FA3 06/30/04 12/01/15     50.015     0.000    6.1596   157.19     0.111898   0.115344   0.118897   0.122559  0.126333     41.11    43.69
Cook County, Illinois    215381HQ0 08/07/03 12/01/12     61.760     0.000    5.2392   199.07     0.118337   0.121437   0.124618   0.127883  0.131233     43.35    45.65
Cook County, Illinois    215381HR8 08/07/03 12/01/13     57.537     0.000    5.4293   193.11     0.115377   0.118509   0.121726   0.125031  0.128425     42.29    44.62
Cook County, Illinois    215381HS6 08/07/03 12/01/14     53.466     0.000    5.6091   186.24     0.111802   0.114937   0.118161   0.121475  0.124881     41.00    43.34
Cook County, Illinois    215903EV3 06/17/03 12/01/13     59.669     0.000    4.9998   187.77     0.108497   0.111209   0.113990   0.116839  0.119760     39.71    41.72
Cook County, Illinois    215903EW1 06/17/03 12/01/14     55.539     0.000    5.1998   182.71     0.106151   0.108911   0.111742   0.114647  0.117628     38.88    40.93
Cook County, Illinois    215903EX9 06/17/03 12/01/15     51.495     0.000    5.3998   176.83     0.103299   0.106088   0.108952   0.111894  0.114915     37.86    39.93
Corvallie, Benton County 2208855E3 03/12/02 01/01/10     62.052     0.000    6.2087   320.17     0.162236   0.167272                                     59.31         
Corvallie, Benton County 2208855F0 03/12/02 01/01/11     57.678     0.000    6.3487   305.72     0.155631   0.160572   0.165669   0.170928               56.92    60.59
Corvallie, Benton County 2208855G8 03/12/02 01/01/12     53.670     0.000    6.4489   289.92     0.148077   0.152852   0.157781   0.162868               54.17    57.72
Corvallie, Benton County 2208855H6 03/12/02 01/01/13     49.793     0.000    6.5588   274.55     0.140740   0.145355   0.150122   0.155045               51.50    54.93
Corvallie, Benton County 2208855J2 03/12/02 01/01/14     46.414     0.000    6.6090   258.31     0.132631   0.137014   0.141541   0.146218               48.54    51.80
                                                                                                                                                                       

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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Corvallie, Benton County 2208855K9 03/12/02 01/01/15     43.223     0.000    6.6591   242.77     0.124859   0.129016   0.133312   0.137751               45.70    48.79
Corvallie, Benton County 2208855L7 03/12/02 01/01/16     39.945     0.000    6.7591   228.48     0.117897   0.121882   0.126001   0.130259               43.16    46.13
Corvallie, Benton County 2208855M5 03/12/02 01/01/17     37.109     0.000    6.8092   214.19     0.110702   0.114471   0.118369   0.122399               40.53    43.34
Corvallie, Benton County 2208855N3 03/12/02 01/01/18     34.442     0.000    6.8591   200.58     0.103839   0.107400   0.111084   0.114893               38.02    40.68
Corvallie, Benton County 2208855P8 03/12/02 01/01/19     31.935     0.000    6.9091   187.65     0.097304   0.100665   0.104143   0.107740               35.63    38.14
Corvallie, Benton County 2208855Q6 03/12/02 01/01/20     29.582     0.000    6.9592   175.37     0.091086   0.094256   0.097535   0.100929               33.36    35.72
Corvallie, Benton County 2208855R4 03/12/02 01/01/21     27.475     0.000    6.9893   163.75     0.085134   0.088109   0.091188   0.094375               31.18    33.40
Corvallie, Benton County 2208855S2 03/12/02 01/01/22     25.504     0.000    7.0193   152.80     0.079523   0.082314   0.085202   0.088193               29.13    31.21
Corvallie, Benton County 2208855T0 03/12/02 01/01/23     23.613     0.000    7.0594   142.47     0.074241   0.076862   0.079575   0.082384               27.20    29.15
Costco Companies, Inc.   22160QAA0 08/19/97 08/19/17     49.960     0.000    3.5000   241.57     0.071145   0.072390   0.073657   0.074946  0.076258     26.17    27.09
Costco Companies, Inc.   22160QAB8 08/19/97 08/19/17     49.960     0.000    3.5000   241.57     0.071145   0.072390   0.073657   0.074946  0.076258     26.17    27.09
Costco Companies, Inc.   22160QAC6 08/19/97 08/19/17     49.960     0.000    3.5000   241.57     0.071145   0.072390   0.073657   0.074946  0.076258     26.17    27.09
Cox Communications, Inc. 224044BB2 02/23/01 02/23/21     69.503     0.348    2.2500   103.84     0.039943   0.040393   0.040847   0.041307  0.041772     14.58    14.91
Credit Suisse USA, Inc.  22541FDM5 04/28/06 10/30/09    100.000     0.000    5.4114              0.171837   0.176486                                     52.22         
Credit Suisse USA, Inc.  22541FDN3 02/28/06 08/31/10    100.000     0.000    5.1563              0.161773   0.163238   0.170222   0.171764               60.36    41.48
Credit Suisse USA, Inc.  22541FDP8 02/02/06 08/17/09    100.000     0.000    5.0482              0.159177   0.163195                                     36.70         
Credit Suisse USA, Inc.  22541FDQ6 03/22/06 09/30/09    100.000     0.000    5.1196              0.161578   0.165715                                     44.21         
Credit Suisse USA, Inc.  22541FDR4 04/28/06 04/29/13    100.000     0.000    5.5223              0.175807   0.180662   0.185650   0.190776  0.196044     64.77    68.40
Credit Suisse USA, Inc.  22541FDS2 04/28/06 07/28/10    100.000     0.000    5.4196              0.169809   0.174411   0.179137   0.183991               63.39    37.96
Credit Suisse USA, Inc.  22541FDT0 05/26/06 05/26/09    100.000     0.000    5.4700              0.173893                                                25.21         
Credit Suisse USA, Inc.  22541FDU7 05/31/06 08/31/10    100.000     0.000    5.4966              0.171561   0.173402   0.181121   0.183064               64.13    44.19
Credit Suisse USA, Inc.  22541FDV5 07/28/06 07/28/10    100.000     0.000    5.5850              0.173209   0.178046   0.183018   0.188129               64.73    38.80
Credit Suisse USA, Inc.  22541FDW3 07/31/06 01/29/10    100.000     0.000    5.5553              0.172163   0.176946   0.181860                          64.31     5.09
Credit Suisse USA, Inc.  22541FDZ6 09/29/06 06/30/10    100.000     0.000    5.0745              0.157841   0.161846   0.165952                          57.55    29.71
Credit Suisse USA, Inc.  22541FEA0 09/29/06 09/30/10    100.000     0.000    5.0769              0.155923   0.159882   0.163940   0.168102               57.57    44.85
Credit Suisse USA, Inc.  22541FEB8 10/27/06 04/30/10    100.000     0.000    5.3263              0.163542   0.165160   0.172368                          60.54    20.51
Credit Suisse USA, Inc.  22541FEE2 10/31/06 10/29/10    100.000     0.000    5.1407              0.158034   0.162096   0.166262   0.170536               58.13    50.32
Credit Suisse USA, Inc.  22541FEG7 11/29/06 11/30/10    100.000     0.000    4.9761              0.152525   0.156320   0.160209   0.164195               55.83    53.43
Credit Suisse USA, Inc.  22541FEH5 10/31/06 10/29/10    100.000     0.000    5.3405              0.164815   0.169216   0.173735   0.178374               60.68    52.61
Credit Suisse USA, Inc.  22541FEJ1 12/28/06 01/14/11    100.000     0.000    4.9860              0.149452   0.153178   0.156997   0.160911  0.164922     55.73    58.55
Credit Suisse USA, Inc.  22541FEN2 01/31/07 01/31/11    100.000     0.000    5.2714              0.158316   0.162488   0.166771   0.171167  0.175678     59.02    62.17
Credit Suisse USA, Inc.  22541FEP7 01/31/07 01/30/09    100.000     0.000    5.3522              0.157412                                                 4.56         
Credit Suisse USA, Inc.  22541FER3 02/28/07 11/30/11    100.000     0.000    5.0891              0.154373   0.158301   0.162329   0.166459  0.170695     56.53    59.44
Credit Suisse USA, Inc.  22541HBF8 09/01/06 08/26/13    100.000     1.000    5.3576              0.162227   0.165829   0.169527   0.173324  0.177223     59.96    62.68
Credit Suisse USA, Inc.  22541HBK7 10/18/06 10/11/11    100.000     0.250    5.3153              0.163056   0.167205   0.171464   0.175837  0.180325     60.12    63.22
Credit Suisse USA, Inc.  22541HBQ4 02/13/07 02/07/14    100.000     2.000    5.2240              0.152235   0.154760   0.157351   0.160010  0.162739     56.00    57.90
Credit Suisse USA, Inc.  22541HBU5 04/27/07 04/21/14    100.000     0.250    5.0791              0.151449   0.155119   0.158882   0.162741  0.166697     55.70    58.44
Credit Suisse USA, Inc.  22541HBV3 05/11/07 05/05/14    100.000     1.750    5.1032              0.148987   0.151549   0.154175   0.156869  0.159631     54.39    56.29
Credit Suisse USA, Inc.  2254C0HJ9 05/16/06 05/16/16    100.000     0.000    5.7188              0.182904   0.188134   0.193514   0.199047  0.204739     67.26    71.17
Credit Suisse USA, Inc.  2254C0HM2 05/31/06 08/31/09    100.000     0.000    5.4674              0.170539   0.172345                                     41.60         
Credit Suisse USA, Inc.  2254C0HN0 06/16/06 09/30/09    100.000     0.000    5.4959              0.172851   0.177601                                     47.35         
Credit Suisse USA, Inc.  2254C0HY6 07/19/06 07/31/09    100.000     0.000    5.6243              0.174887   0.179805                                     37.44         
Credit Suisse USA, Inc.  2254C0KC0 10/13/06 10/13/09    100.000     0.000    5.2653              0.162282   0.166554                                     46.53         
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Credit Suisse USA, Inc.  2254C0KL0 11/24/06 11/30/10    100.000     0.000    5.0169              0.154008   0.157871   0.161831   0.165891               56.38    53.97
Credit Suisse USA, Inc.  2254C0LZ8 02/28/07 02/26/10    100.000     0.000    5.0235              0.147018   0.153209   0.154496                          55.74     8.65
Credit Suisse USA, Inc.  2254C0MP9 03/30/07 09/30/11    100.000     0.000    4.9795              0.148911   0.152618   0.156418   0.160312  0.164304     54.96    57.73
Credit Suisse USA, Inc.  2254C0MW4 04/27/07 10/31/11    100.000     0.000    4.9514              0.148073   0.151739   0.155496   0.159345  0.163290     54.42    57.15
Credit Suisse USA, Inc.  2254C0NA1 04/30/07 07/29/11    100.000     0.000    4.9688              0.146747   0.150393   0.154129   0.157958  0.161883     54.61    57.35
Credit Suisse USA, Inc.  2254C0NP8 05/17/07 05/17/12    100.000     0.000    5.0303              0.150542   0.154329   0.158210   0.162190  0.166269     55.21    58.03
Cytyc Corporation        232946AA1 03/22/04 03/15/24*   100.000    VARIES    N/A                 0.230805   0.236485                                     20.86*        
Cytyc Corporation        232946AB9 03/22/04 03/15/24*   100.000    VARIES    N/A                 0.230805   0.236485                                     20.86*        
DST Systems, Inc.        233326AA5 08/12/03 08/15/23    100.000    VARIES    8.4000              0.293902   0.301434   0.309282   0.317459  0.325980    109.25   115.08
DST Systems, Inc.        233326AB3 08/12/03 08/15/23    100.000    VARIES    8.4000              0.293902   0.301434   0.309282   0.317459  0.325980    109.25   115.08
DST Systems, Inc.        233326AC1 08/12/03 08/15/23    100.000     3.625    8.4000              0.300985   0.313627   0.326799   0.340525  0.354827    114.14   123.93
DST Systems, Inc.        233326AD9 08/12/03 08/15/23    100.000     3.625    8.4000              0.300985   0.313627   0.326799   0.340525  0.354827    114.14   123.93
Dayton Superior Corp.    240028AB6 06/16/00 06/15/09     95.575    13.000   13.8760    40.52     0.022755                                                 3.73         
Dayton Superior Corp.    240028AC4 06/16/00 06/15/09     95.575    13.000   13.8760    40.52     0.022755                                                 3.73         
Dayton Superior Corp.    240028AD2 06/16/00 06/15/09     95.575    13.000   13.8760    40.52     0.022755                                                 3.73         
Dayton Superior Corp.    240028AE0 06/16/00 06/15/09     95.575    13.000   13.8760    40.52     0.022755                                                 3.73         
Dayton Superior Corp.    240028AF7 06/16/00 06/15/09     95.575    13.000   13.8760    40.52     0.022755                                                 3.73         
De Witt Ford, IL         242015EJ0 11/05/08 12/01/09    100.674     0.000    4.4347              0.124414   0.127173                                     41.55         
De Witt Ford, IL         242015EL5 11/04/09 12/01/11    100.419    VARIES    3.7522                         0.104666   0.104961   0.106930  0.107112      5.97    38.20
Deutsche Bank AG         25152AAC4 11/15/04 11/15/16*   100.000    VARIES    5.0434              0.123471                                                 5.43*        
Deutsche Bank AG         25152AAD2 03/22/05 03/22/10    100.000    VARIES    4.1450              0.115558   0.115443   0.115297                          41.55     9.34
Deutsche Bank AG         25152AAE0 04/26/05 04/26/10    100.000     4.760    4.7599              0.132222   0.132222   0.132222                          47.60    15.21
Deutsche Bank AG         25152ABF6 08/10/06 08/10/09    100.000    VARIES    5.3285              0.146930   0.147379                                     32.26         
Deutsche Bank AG         25152ABU3 10/09/07 10/09/22*   100.000    VARIES    5.3047              0.141688                                                13.89*        
Deutsche Bank AG         25152ABV1 11/01/07 11/01/22*   100.000    VARIES    5.1600              0.138021                                                16.56*        
Deutsche Bank AG         25152C106 07/31/07 01/30/09    100.000     0.000    3.7567              0.105947                                                 3.07         
Deutsche Bank AG         25152C171 07/03/07 01/08/09    100.000     0.000    5.3620              0.157155                                                 1.10         
Deutsche Bank AG         25152C197 07/31/07 07/29/11    100.000     0.000    5.1754              0.151279   0.155194   0.159210   0.163330  0.167556     56.37    59.33
Deutsche Bank AG         25152C213 07/31/07 01/30/09    100.000     0.000    5.1024              0.145800                                                 4.23         
Deutsche Bank AG         25152C296 06/29/07 06/30/09    100.000     0.000    5.1756              0.154386                                                27.79         
Deutsche Bank AG         25152C338 06/29/07 06/30/11    100.000     0.000    5.3500              0.160884   0.165188   0.169607   0.174144  0.178802     58.70    61.88
Deutsche Bank AG         25152C395 05/31/07 05/29/09    100.000     0.000    5.0502              0.150307                                                22.25         
Deutsche Bank AG         25152C411 05/31/07 05/31/11    100.000     0.000    5.2220              0.156718   0.160810   0.165009   0.169317  0.173738     57.41    60.45
Deutsche Bank AG         25152C486 04/30/07 04/30/09    100.000     0.000    4.8692              0.145379                                                17.30         
Deutsche Bank AG         25152C551 04/30/07 04/29/11    100.000     0.000    4.9528              0.148036   0.151702   0.155459   0.159309  0.163254     54.41    57.14
Deutsche Bank AG         25152C601 01/31/07 01/31/11    100.000     0.000    5.1384              0.154020   0.157977   0.162036   0.166199  0.170469     57.37    60.36
Deutsche Bank AG         25152C791 02/28/07 02/29/12    100.000     0.000    5.0466              0.150232   0.151511   0.157909   0.159254  0.165979     56.01    58.88
Deutsche Bank AG         25152CBJ4 04/29/04 05/04/09    100.000    VARIES    3.9589              0.110251                                                13.56         
Deutsche Bank AG         25152CBL9 05/24/04 05/26/09    100.000    VARIES    4.3473              0.121010                                                17.55         
Deutsche Bank AG         25152CBM7 06/03/04 06/04/09    100.000    VARIES    4.2210              0.117551                                                17.99         
Deutsche Bank AG         25152CBN5 06/03/04 06/04/09    100.000     0.000    4.2445              0.142452                                                21.80         
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Deutsche Bank AG         25152CBP0 06/30/04 07/06/11    100.000    VARIES    4.2057              0.113557   0.114065   0.114585   0.115694               41.15    21.40
Deutsche Bank AG         25152CBX3 09/30/04 10/05/09    100.000    VARIES    3.6803              0.102748   0.102492                                     28.11         
Deutsche Bank AG         25152CCC8 12/22/04 12/24/09    100.000     0.000    3.9655              0.128916   0.131472                                     45.97         
Deutsche Bank AG         25152CCG9 02/03/05 02/03/12    100.000     0.000    4.3481              0.140408   0.143461   0.146580   0.149767  0.153023     52.01    54.30
Deutsche Bank AG         25152CCM6 02/28/05 03/02/10    100.000     0.000    4.2482              0.135989   0.136613   0.141827                          50.46     8.51
Deutsche Bank AG         25152CCN4 02/28/05 03/02/10    100.000     0.000    4.2482              0.135989   0.136613   0.141827                          50.46     8.51
Deutsche Bank AG         25152CCQ7 03/03/05 03/03/10    100.000     0.000    4.2953              0.138452   0.141425   0.144463                          51.09     8.96
Deutsche Bank AG         25152CCS3 04/08/05 04/12/10    100.000     0.000    4.5917              0.149591   0.153025   0.156539                          55.02    15.81
Deutsche Bank AG         25152CCU8 04/20/05 04/22/10    100.000     0.000    4.3177              0.139312   0.142319   0.145392                          51.11    16.14
Deutsche Bank AG         25152CDF0 07/29/05 08/03/10    100.000     0.000    4.5289              0.143965   0.147225   0.150559   0.153969               53.39    32.53
Deutsche Bank AG         25152CDG8 07/29/05 02/02/09    100.000     0.000    4.4256              0.140240                                                 4.35         
Deutsche Bank AG         25152CDN3 08/30/05 09/02/11    100.000    VARIES    4.5019              0.126445   0.126378   0.126309   0.126082  0.125850     45.49    45.38
Deutsche Bank AG         25152CEL6 12/29/05 12/30/10    100.000     0.000    4.8963              0.157273   0.161123   0.165068   0.169109               57.32    59.99
Deutsche Bank AG         25152CER3 01/31/06 02/02/11    100.000     0.000    4.9465              0.155299   0.159140   0.163076   0.167110  0.171243     57.76    60.65
Deutsche Bank AG         25152CFF8 05/02/06 05/04/09    100.000     0.000    5.3947              0.171235                                                21.06         
Deutsche Bank AG         25152CFK7 05/31/06 12/03/09    100.000     0.000    5.3632              0.170132   0.174695                                     57.31         
Deutsche Bank AG         25152CGM2 07/31/06 08/03/09    100.000     0.000    5.3098              0.163866   0.168216                                     35.52         
Deutsche Bank AG         25152CGU4 09/22/06 09/28/09    100.000     0.000    4.9549              0.151919   0.155683                                     41.24         
Deutsche Bank AG         25152CHU3 12/28/06 12/30/09    100.000     0.000    4.9398              0.151328   0.155066                                     55.00         
Deutsche Bank AG         25152CHY5 01/05/07 01/06/12    100.000     0.000    5.0371              0.150782   0.154579   0.158472   0.162464  0.166555     56.31    59.18
Deutsche Bank AG         25152CLT1 06/28/07 06/28/22*   100.000    VARIES    5.7871              0.149059   0.144028                                     39.35*        
Deutsche Bank AG         25153Q138 07/31/07 01/31/11    100.000     0.000    5.0770              0.148279   0.152043   0.155903   0.159860  0.163918     55.21    58.05
Deutsche Bank AG         25153Q146 07/26/07 04/28/10    100.000     0.000    5.1490              0.152470   0.156395   0.160421                          56.10    18.77
Deutsche Bank AG         25153Q237 07/31/07 07/30/10    100.000     0.000    5.1141              0.146149   0.152371   0.153719   0.160263               55.64    33.47
Deutsche Bank AG         25153Q278 08/31/07 02/27/09    100.000     0.000    4.9792              0.145227                                                 8.13         
Deutsche Bank AG         25153Q336 09/28/07 09/30/10    100.000     0.000    4.7169              0.137317   0.140556   0.143871   0.147264               50.61    39.31
Deutsche Bank AG         25153Q369 09/28/07 03/31/09    100.000     0.000    4.7427              0.138103                                                12.29         
Deutsche Bank AG         25153Q393 11/30/07 11/30/10    100.000     0.000    3.9375              0.113724   0.115963   0.118246   0.120574               41.48    39.32
Deutsche Bank AG         25153Q401 09/28/07 09/30/09    100.000     0.000    4.6570              0.135491   0.138646                                     37.02         
Deutsche Bank AG         25153Q583 12/31/07 06/30/09    100.000     0.000    3.9410              0.113830                                                20.38         
Deutsche Bank AG         25153Q591 12/31/07 06/30/09    100.000     0.000    3.9411              0.113834                                                20.38         
Deutsche Bank AG         25153Q609 09/28/07 09/30/13    100.000     0.000    4.9679              0.144980   0.148581   0.152272   0.156055  0.159931     53.50    56.20
Deutsche Bank AG         25153Q666 11/30/07 05/29/09    100.000     0.000    4.0744              0.117826                                                17.44         
Deutsche Bank AG         25153Q682 11/30/07 05/28/10    100.000     0.000    3.9163              0.113065   0.115279   0.117536                          41.25    17.28
Deutsche Bank AG         25153Q740 10/31/07 04/30/09    100.000     0.000    4.6278              0.134569                                                16.01         
Deutsche Bank AG         25153Q781 10/31/07 10/30/09    100.000     0.000    4.5869              0.131846   0.134133                                     40.24         
Deutsche Bank AG         25153Q849 08/31/07 08/31/09    100.000     0.000    4.6950              0.135859   0.136781                                     33.05         
Deutsche Bank AG         25153Q856 08/31/07 08/31/10    100.000     0.000    4.7048              0.136154   0.137085   0.142635   0.143610               50.66    34.70
Deutsche Bank AG         25154H384 05/30/08 05/28/10    100.000     0.000    3.9000              0.110423   0.112576   0.114771                          40.28    16.87
Deutsche Bank AG         25154H673 03/31/08 09/30/09    100.000     0.000    2.5424              0.071522   0.072431                                     19.40         
Deutsche Bank AG         25154H780 02/29/08 08/31/09    100.000     0.000    2.7112              0.075912   0.075687                                     18.33         
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Deutsche Bank AG         25154H806 01/31/08 07/31/09    100.000     0.000    2.7430              0.077240   0.078299                                     16.33         
Deutsche Bank AG         25154K205 05/30/08 11/30/09    100.000     0.000    3.2128              0.090679   0.092136                                     30.10         
Deutsche Bank AG         25154K239 08/12/09 02/12/13    100.000     0.000    2.6600                                    0.073890   0.074873  0.075869     10.27    27.05
Deutsche Bank AG         25154K635 09/30/08 03/31/10    100.000     0.000    4.0667              0.112965   0.115262   0.117606                          41.50    10.47
Deutsche Bank AG         2515A0AX1 02/28/07 02/28/22*   100.000    VARIES    5.2812              0.140345   0.136142                                     20.26*        
Deutsche Bank AG         2515A0AY9 02/20/07 02/20/22    100.000    VARIES    5.3403              0.143650   0.142165   0.140640   0.139489  0.138307     51.05    50.12
Deutsche Bank AG         2515A0C92 04/30/09 04/30/14    100.000    VARIES    3.7553                         0.104315   0.105491   0.106690  0.106412     25.21    38.25
Deutsche Bank AG         2515A0CB7 05/02/07 05/02/22*   100.000    VARIES    5.3509              0.131960                                                 4.09*        
Deutsche Bank AG         2515A0CL5 05/09/07 05/09/22*   100.000    VARIES    5.2771              0.132371                                                 5.03*        
Deutsche Bank AG         2515A0CR2 05/15/07 05/15/22*   100.000    VARIES    5.2912              0.134850                                                18.07*        
Deutsche Bank AG         2515A0CV3 05/31/07 08/31/10    100.000     0.000    5.2089              0.153461   0.154890   0.161559   0.163064               57.27    39.37
Deutsche Bank AG         2515A0DA8 06/01/07 06/01/22*   100.000    VARIES    5.5353              0.147917                                                22.19*        
Deutsche Bank AG         2515A0DM2 06/29/07 09/30/10    100.000     0.000    5.3991              0.160341   0.164670   0.169115   0.173681               59.30    46.31
Deutsche Bank AG         2515A0DN0 06/29/07 06/29/22    100.000    VARIES    5.8091              0.155907   0.153981   0.151999   0.149959  0.147860     55.77    54.34
Deutsche Bank AG         2515A0DP5 06/29/07 06/29/22    100.000    VARIES    5.8106              0.156825   0.155207   0.153542   0.151829  0.150067     56.16    54.96
Deutsche Bank AG         2515A0DS9 06/27/07 06/27/22    100.000    VARIES    5.8502              0.157613   0.155886   0.154108   0.152278  0.150394     56.42    55.13
Deutsche Bank AG         2515A0DW0 07/30/07 07/30/22*   100.000    VARIES    5.7081              0.155196                                                 4.50*        
Deutsche Bank AG         2515A0DX8 07/30/07 07/30/22*   100.000    VARIES    5.7083              0.155805                                                 4.52*        
Deutsche Bank AG         2515A0DY6 07/19/07 07/19/22*   100.000    VARIES    5.7707              0.148544   0.143409                                     15.72*        
Deutsche Bank AG         2515A0DZ3 07/30/07 07/30/22*   100.000    VARIES    5.6949              0.151285                                                 4.39*        
Deutsche Bank AG         2515A0EA7 07/31/07 10/30/09    100.000     0.000    5.0209              0.148402   0.152128                                     45.04         
Deutsche Bank AG         2515A0EK5 08/31/07 02/26/10    100.000     0.000    4.8845              0.142314   0.145789   0.149350                          52.74     8.21
Deutsche Bank AG         2515A0EP4 09/28/07 09/28/22*   100.000    VARIES    5.4221              0.143628   0.137254                                     37.20*        
Deutsche Bank AG         2515A0ET6 09/28/07 03/31/09    100.000     0.000    4.6950              0.136648                                                12.16         
Deutsche Bank AG         2515A0EW9 10/02/07 03/31/09    100.000     0.000    4.7677              0.137267                                                12.22         
Deutsche Bank AG         2515A0EY5 10/30/07 04/30/09    100.000     0.000    4.5202              0.131303                                                15.63         
Deutsche Bank AG         2515A0EZ2 10/30/07 04/30/09    100.000     0.000    4.5202              0.131303                                                15.63         
Deutsche Bank AG         2515A0FC2 09/05/07 09/05/17    100.000    VARIES    5.2125              0.140705   0.138580   0.136400   0.134164  0.131869     49.77    48.18
Deutsche Bank AG         2515A0FL2 10/31/07 06/26/09    100.000     0.000    4.6277              0.135535                                                23.72         
Deutsche Bank AG         2515A0FM0 10/31/07 06/26/09    100.000     0.000    4.6277              0.135535                                                23.72         
Deutsche Bank AG         2515A0FN8 11/30/07 05/31/12    100.000     0.000    4.1077              0.118840   0.121280   0.123771   0.126314  0.128908     43.37    45.17
Deutsche Bank AG         2515A0FP3 11/29/07 05/29/09    100.000     0.000    4.1189              0.119178                                                17.64         
Deutsche Bank AG         2515A0FQ1 11/29/07 05/29/09    100.000     0.000    4.1189              0.119178                                                17.64         
Deutsche Bank AG         2515A0FR9 11/29/07 05/29/09    100.000     0.000    4.1189              0.119178                                                17.64         
Deutsche Bank AG         2515A0FV0 11/29/07 05/29/09    100.000     0.000    4.1189              0.119178                                                17.64         
Deutsche Bank AG         2515A0FW8 11/29/07 05/29/09    100.000     0.000    4.1189              0.119178                                                17.64         
Deutsche Bank AG         2515A0FX6 11/29/07 05/29/09    100.000     0.000    4.1189              0.119178                                                17.64         
Deutsche Bank AG         2515A0FY4 11/30/07 05/29/09    100.000     0.000    4.0744              0.117826                                                17.44         
Deutsche Bank AG         2515A0GJ6 12/04/07 06/04/09    100.000     0.000    4.0650              0.117554                                                17.99         
Deutsche Bank AG         2515A0GK3 12/05/07 06/05/09    100.000     0.000    4.1002              0.118615                                                18.27         
Deutsche Bank AG         2515A0GL1 12/24/07 06/24/13    100.000     0.000    4.1474              0.120036   0.122525   0.125066   0.127660  0.130307     43.70    45.53
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Deutsche Bank AG         2515A0GM9 12/21/07 06/22/09    100.000     0.000    4.1490              0.120096                                                20.54         
Deutsche Bank AG         2515A0GN7 12/24/07 06/24/09    100.000     0.000    4.1475              0.120037                                                20.77         
Deutsche Bank AG         2515A0GP2 12/21/07 06/22/09    100.000     0.000    4.1324              0.119598                                                20.45         
Deutsche Bank AG         2515A0GQ0 12/24/07 06/24/09    100.000     0.000    4.1475              0.120037                                                20.77         
Deutsche Bank AG         2515A0GR8 12/06/07 07/24/09    100.000     0.000    4.1685              0.118863   0.121340                                     24.58         
Deutsche Bank AG         2515A0GU1 12/21/07 06/22/09    100.000     0.000    4.1324              0.119598                                                20.45         
Deutsche Bank AG         2515A0GX5 12/07/07 06/11/09    100.000     0.000    4.2454              0.123048                                                19.69         
Deutsche Bank AG         2515A0HA4 10/30/07 10/30/22*   100.000    VARIES    5.1205              0.135207                                                 3.92*        
Deutsche Bank AG         2515A0HC0 11/06/07 11/06/22*   100.000    VARIES    5.1456              0.135906   0.132256                                     40.79*        
Deutsche Bank AG         2515A0HD8 11/29/07 11/29/12    100.000     0.000    4.2034              0.121724   0.124282   0.126894   0.129561  0.132284     44.45    46.33
Deutsche Bank AG         2515A0HJ5 04/28/08 04/28/23*   100.000    VARIES    5.1751              0.140286                                                16.41*        
Deutsche Bank AG         2515A0HS5 11/16/07 05/16/11    100.000     0.000    4.3899              0.127356   0.130152   0.133009   0.135928  0.138912     46.61    48.67
Deutsche Bank AG         2515A0HW6 11/29/07 09/29/11    100.000     0.000    4.0964              0.117708   0.120119   0.122579   0.125090  0.127652     43.26    45.05
Deutsche Bank AG         2515A0HY2 12/13/07 12/13/11    100.000     0.000    4.2850              0.124183   0.126844   0.129561   0.132337  0.135172     45.28    47.24
Deutsche Bank AG         2515A0JJ3 12/21/07 06/22/09    100.000     0.000    4.0120              0.115974                                                19.83         
Deutsche Bank AG         2515A0JK0 01/29/08 07/29/09    100.000     0.000    2.8910              0.081467   0.082644                                     17.16         
Deutsche Bank AG         2515A0JL8 01/29/08 07/29/09    100.000     0.000    2.8910              0.081467   0.082644                                     17.16         
Deutsche Bank AG         2515A0JM6 01/29/08 01/30/09    100.000     0.000    2.6520              0.074650                                                 2.16         
Deutsche Bank AG         2515A0JN4 01/29/08 07/29/09    100.000     0.000    2.8910              0.081467   0.082644                                     17.16         
Deutsche Bank AG         2515A0JP9 01/31/08 07/31/09    100.000     0.000    2.7430              0.077240   0.078299                                     16.33         
Deutsche Bank AG         2515A0JT1 02/28/08 03/03/09    100.000     0.000    2.7124              0.076398                                                 4.74         
Deutsche Bank AG         2515A0JU8 02/28/08 08/28/09    100.000     0.000    2.8153              0.079304   0.080420                                     19.00         
Deutsche Bank AG         2515A0JV6 02/28/08 08/28/09    100.000     0.000    2.8153              0.079304   0.080420                                     19.00         
Deutsche Bank AG         2515A0JW4 02/28/08 08/28/09    100.000     0.000    2.8153              0.079304   0.080420                                     19.00         
Deutsche Bank AG         2515A0KC6 03/28/08 03/31/09    100.000     0.000    2.3110              0.064950                                                 5.78         
Deutsche Bank AG         2515A0KD4 03/28/08 09/28/09    100.000     0.000    2.5537              0.071844   0.072762                                     19.35         
Deutsche Bank AG         2515A0KK8 03/18/08 06/18/09    100.000     0.000    2.5360              0.071791                                                11.99         
Deutsche Bank AG         2515A0KN2 04/04/08 10/01/09    100.000     0.000    2.6849              0.075567   0.076582                                     20.59         
Deutsche Bank AG         2515A0KP7 04/29/08 10/29/09    100.000     0.000    3.2099              0.090596   0.092050                                     27.26         
Deutsche Bank AG         2515A0KQ5 04/29/08 12/29/09    100.000     0.000    3.2883              0.093354   0.094888                                     33.70         
Deutsche Bank AG         2515A0KR3 05/29/08 11/30/09    100.000     0.000    3.1775              0.088697   0.089613                                     29.70         
Deutsche Bank AG         2515A0KV4 04/17/08 10/19/09    100.000     0.000    2.9992              0.084576   0.085844                                     24.59         
Deutsche Bank AG         2515A0KZ5 05/29/08 11/30/09    100.000     0.000    3.2177              0.090835   0.092297                                     30.15         
Deutsche Bank AG         2515A0L50 07/17/09 07/17/24    100.000    VARIES    3.9854                                    0.110707   0.106824  0.102864     18.16    37.87
Deutsche Bank AG         2515A0L68 07/23/09 07/23/15    100.000     0.000    4.4552                                    0.123758   0.126515  0.129333     19.55    45.93
Deutsche Bank AG         2515A0LA9 05/29/08 01/29/10    100.000     0.000    3.2049              0.089501   0.090936   0.092393                          32.92     2.59
Deutsche Bank AG         2515A0LR2 06/06/08 12/07/09    100.000     0.000    3.0881              0.087114   0.088459                                     29.51         
Deutsche Bank AG         2515A0LY7 12/21/07 12/21/11    100.000     0.000    4.2264              0.122417   0.125004   0.127646   0.130343  0.133098     44.59    46.49
Deutsche Bank AG         2515A0MA8 12/27/07 12/27/11    100.000     0.000    4.2565              0.123323   0.125947   0.128628   0.131365  0.134161     44.89    46.82
Deutsche Bank AG         2515A0MF7 01/29/08 01/31/11    100.000     0.000    3.0570              0.086230   0.087548   0.088886   0.090244  0.091624     31.68    32.66
Deutsche Bank AG         2515A0MH3 01/29/08 01/29/13    100.000     0.000    3.4575              0.097702   0.099391   0.101109   0.102857  0.104635     35.99    37.25
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Deutsche Bank AG         2515A0MM2 01/25/08 01/25/13    100.000     0.000    3.4550              0.097632   0.099318   0.101034   0.102779  0.104555     35.98    37.24
Deutsche Bank AG         2515A0MT7 02/08/08 08/10/11    100.000     0.000    3.0462              0.085923   0.087231   0.088560   0.089909  0.091279     31.54    32.51
Deutsche Bank AG         2515A0N25 08/03/09 08/03/11    100.000     0.000    1.5225                                    0.042292   0.042614  0.042939      6.26    15.38
Deutsche Bank AG         2515A0NN9 03/20/08 03/22/12    100.000     0.000    3.4000              0.096069   0.097702   0.099363   0.101052  0.102770     35.20    36.41
Deutsche Bank AG         2515A0NP4 03/20/08 03/22/12    100.000     0.000    2.9999              0.084597   0.085866   0.087154   0.088461  0.089788     30.94    31.87
Deutsche Bank AG         2515A0NR0 05/09/08 05/09/23*   100.000    VARIES    5.2891              0.145004                                                 5.51*        
Deutsche Bank AG         2515A0NZ2 07/07/08 07/07/14    100.000     0.000    5.6904              0.158069   0.162567   0.167192   0.171949  0.176842     59.30    62.72
Deutsche Bank AG         2515A0PB3 06/24/08 06/23/11    100.000     0.000    4.0990              0.116182   0.118563   0.120993   0.123473  0.126004     42.29    44.04
Deutsche Bank AG         2515A0PD9 06/25/08 12/27/12    100.000     0.000    4.4215              0.125566   0.128342   0.131179   0.134079  0.137043     45.73    47.77
Deutsche Bank AG         2515A0PM9 05/30/08 05/30/12    100.000     0.000    4.0000              0.113334   0.115600   0.117912   0.120271  0.122676     41.35    43.02
Deutsche Bank AG         2515A0Q89 08/28/09 08/28/29    100.000    VARIES    4.1634                                    0.115652   0.111699  0.107663     14.23    39.94
Deutsche Bank AG         2515A0RP0 02/04/09 02/04/14    100.000    VARIES    2.1662                         0.060174   0.059385   0.058912  0.058728     19.56    21.20
Deutsche Bank AG         2515A0RU9 09/17/08 09/16/13    100.000     0.000    3.8059              0.105720   0.107721   0.109771   0.111860  0.113988     38.84    40.34
Deutsche Bank AG         2515A0SC8 09/09/08 03/09/10    100.000     0.000    3.2349              0.089861   0.091314   0.092791                          32.94     6.31
Dex Media, Inc.          25212EAD2 11/10/03 11/15/13     64.314    VARIES    8.9997              0.249995   0.249995   0.249994   0.249994  0.249994     90.00    90.00
Dex Media, Inc.          25212EAE0 11/10/03 11/15/13     64.314    VARIES    8.9997              0.249995   0.249995   0.249994   0.249994  0.249994     90.00    90.00
Dex Media, Inc.          25212EAF7 11/10/03 11/15/13     64.314    VARIES    8.9997              0.249995   0.249995   0.249994   0.249994  0.249994     90.00    90.00
Dex Media, Inc.          25212EAG5 02/11/04 11/15/13     69.384    VARIES    8.3689              0.238367   0.237880   0.237373   0.236844  0.236294     85.68    85.31
Dex Media, Inc.          25212EAH3 02/11/04 11/15/13     69.384    VARIES    8.3689              0.238367   0.237880   0.237373   0.236844  0.236294     85.68    85.31
Domtar Corporation       257559AB0 11/19/07 12/01/13     93.400     5.375    6.7237    10.33     0.026916   0.027821   0.028756   0.029723  0.030722      9.91    10.59
Domtar Corporation       257559AG9 06/09/09 06/01/17     96.157    10.750   11.4987                         0.008524   0.008992   0.009509  0.010056      1.74     3.36
Downtown Dallas Dev Auth 261149BE7 11/07/07 08/15/12     77.223     0.000    5.4882    49.74     0.122765   0.126134   0.129595   0.133151  0.136805     45.73    48.27
Downtown Dallas Dev Auth 261149BF4 11/07/07 08/15/13     72.742     0.000    5.5885    47.73     0.117844   0.121136   0.124521   0.128001  0.131577     43.92    46.41
Downtown Dallas Dev Auth 261149BG2 11/07/07 08/15/14     68.074     0.000    5.7585    46.05     0.113783   0.117059   0.120430   0.123897  0.127464     42.46    44.94
Downtown Dallas Dev Auth 261149BH0 11/07/07 08/15/15     63.688     0.000    5.8886    44.08     0.108963   0.112171   0.115474   0.118874  0.122374     40.69    43.12
Downtown Dallas Dev Auth 261149BJ6 11/07/07 08/15/16     59.688     0.000    5.9687    41.89     0.103571   0.106662   0.109846   0.113124  0.116500     38.70    41.04
Downtown Dallas Dev Auth 261149BK3 11/07/07 08/15/17     55.746     0.000    6.0689    39.79     0.098430   0.101417   0.104494   0.107665  0.110932     36.80    39.06
Downtown Dallas Dev Auth 261149BL1 11/07/07 08/15/18     52.073     0.000    6.1490    37.67     0.093213   0.096079   0.099033   0.102078  0.105217     34.86    37.04
Downtown Dallas Dev Auth 261149BM9 11/07/07 08/15/19     48.734     0.000    6.1989    35.55     0.087978   0.090705   0.093516   0.096415  0.099403     32.92    34.99
Downtown Dallas Dev Auth 261149BN7 11/07/07 08/15/20     45.395     0.000    6.2791    33.55     0.083060   0.085667   0.088357   0.091131  0.093992     31.09    33.07
Drummond Company, Inc.   262277AC0 10/20/09 10/15/14     98.053     9.000    9.4992                                    0.008730   0.009134  0.009567       .62     3.28
DuPage County, IL SDN99  263417GR2 04/04/02 02/01/11     55.425     0.000    6.7986   315.80     0.159784   0.165216   0.170832   0.176639  0.182644     60.16    64.32
Duarte, Calif Redev Agy  263594AB9 06/16/92 12/01/12     16.484     0.000    9.0085   543.39     0.175906   0.183830   0.192110   0.200763  0.209806     65.24    71.25
East Orange NJ           274137WT1 04/14/03 04/01/22     29.893     0.000    6.4698   131.25     0.076080   0.078542   0.081082   0.083705  0.086413     28.28    30.14
East Orange NJ           274137WU8 04/14/03 04/01/23     27.886     0.000    6.4999   123.11     0.071417   0.073738   0.076134   0.078608  0.081163     26.55    28.31
East Orange NJ           274137WV6 04/14/03 04/01/24     26.105     0.000    6.5100   115.45     0.066994   0.069174   0.071426   0.073751  0.076152     24.91    26.56
East Orange NJ           274137WW4 04/14/03 04/01/25     24.381     0.000    6.5300   108.22     0.062829   0.064880   0.066998   0.069186  0.071445     23.36    24.91
East Orange NJ           274137WX2 04/14/03 04/01/26     22.763     0.000    6.5498   101.40     0.058899   0.060828   0.062820   0.064877  0.067002     21.90    23.36
East Orange NJ           274137WY0 04/14/03 04/01/27     21.292     0.000    6.5600    95.02     0.055208   0.057019   0.058889   0.060820  0.062815     20.53    21.90
East Orange NJ           274137WZ7 04/14/03 04/01/28     19.913     0.000    6.5699    89.02     0.051738   0.053438   0.055193   0.057006  0.058879     19.24    20.53
Eastern Comm College, IA 276540XS5 06/18/09 06/01/11    103.810     4.000    2.0010                         0.057702   0.057218   0.056679  0.056134     11.12    20.47
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Eastern Comm College, IA 276540XT3 06/18/09 06/01/12    103.664     4.000    2.7007                         0.077770   0.077362   0.076907  0.076445     15.00    27.74
Eastern Comm College, IA 276540XU0 06/18/09 06/01/13    103.700     4.000    3.0004                         0.086429   0.086094   0.085718  0.085337     16.67    30.90
Eastern Comm College, IA 276540XV8 06/01/09 06/01/14    103.173     4.000    3.3062                         0.094755   0.094485   0.094210  0.093931     19.89    33.95
Eastern Comm College, IA 276540XW6 06/01/09 06/01/15    102.124     4.000    3.6031                         0.102214   0.102054   0.101891  0.101725     21.46    36.70
Eksportfinans ASA        282645AR1 05/04/07 05/25/10    100.000     0.000    4.7576              0.142209   0.145592   0.149056                          52.05    21.46
Eksportfinans ASA        28264QBR4 04/19/06 10/19/09    100.000     0.000    5.1373              0.161997   0.166158                                     47.40         
Eksportfinans ASA        28264QBX1 04/18/06 04/18/12*   100.000     2.000    N/A                 0.153001   0.155483                                     35.34*        
Eksportfinans ASA        28264QDX9 12/06/06 12/06/10    100.000     0.000    4.5670              0.138854   0.142025   0.145268   0.148585               50.72    49.26
El Paso Corporation      28336LAA7 02/28/01 02/28/21     45.289     0.000    4.0000   164.92     0.067352   0.067578   0.070073   0.070309  0.072903     24.96    25.97
El Paso Corporation      28336LAC3 02/28/01 02/28/21     45.289     0.000    4.0000   164.92     0.067352   0.067578   0.070073   0.070309  0.072903     24.96    25.97
EL Paso Corporation      28336LBS7 12/12/08 12/12/13     88.909    12.000   15.2500      .82     0.043297   0.046599   0.050152   0.053976  0.058091     16.31    18.89
El Paso Corporation      28336LBT5 02/09/09 02/15/16     95.535     8.250    9.1255              0.012995   0.013023   0.013617   0.014238  0.014888      4.27     5.19
Electronic Data SYS Corp 285661AB0 10/10/01 10/10/21     77.941    VARIES    5.3200              0.163647   0.166658   0.171605   0.174783  0.179991     60.94    63.91
Electronic Data SYS Corp 285661AE4 06/30/03 07/15/23    100.000    VARIES    5.7999              0.178978   0.181047   0.183175   0.185366  0.187620     65.50    67.08
Electronic Data SYS Corp 285661AF1 06/30/03 07/15/23    100.000    VARIES    5.7999              0.178978   0.181047   0.183175   0.185366  0.187620     65.50    67.08
Enbridge U.S. Inc.       292502AA9 06/20/07 06/20/22*    43.706     0.000    5.5947    38.53     0.073784   0.075848                                     12.62*        
Enbridge Energy Partners 29250RAJ5 08/29/07 08/28/22     45.249     0.000    5.3580    33.23     0.070993   0.072895   0.074848   0.076853  0.078912     26.37    27.81
Encore Acquisition Co.   29255WAJ9 04/27/09 05/01/16     92.228     9.500   11.1255              0.021130   0.021162   0.022339   0.023581  0.024893      5.23     8.42
Entergy Corporation      29364G202 12/20/05 02/17/11*   100.000    VARIES    5.8649              0.163447                                                 7.52*        
Entergy Corporation      29364GAD5 12/20/05 02/17/11*   100.000    VARIES    5.8649              0.163447                                                 7.52*        
Essex Cnty Util Auth     296816AY7 03/30/99 04/01/12     60.121     0.000    3.9516   279.41     0.095718   0.097609   0.099537   0.101504  0.103510     35.14    36.54
Euronet Worldwide, Inc.  298736AC3 12/15/04 12/15/24    100.000    VARIES    9.0521              0.339121   0.352426   0.366335   0.380872  0.396068    124.91   134.97
Euronet Worldwide, Inc.  298736AD1 12/15/04 12/15/24    100.000    VARIES    9.0521              0.339121   0.352426   0.366335   0.380872  0.396068    124.91   134.97
Euronet Worldwide, Inc.  298736AE9 10/04/05 10/15/25    100.000    VARIES    8.5029              0.273001   0.278987   0.288358   0.294909  0.305048    101.94   107.75
Euronet Worldwide, Inc.  298736AF6 10/04/05 10/15/25    100.000    VARIES    8.5029              0.273001   0.278987   0.288358   0.294909  0.305048    101.94   107.75
European Investment Bank 298785DW3 03/10/06 03/10/21     44.672     0.000    5.4449    72.79     0.077278   0.079382   0.081543   0.083763  0.086043     28.67    30.25
ExpressJet Holdings,Inc. 30218UAA6 08/04/08 08/01/23     59.140    11.250   19.8741     2.06     0.013988   0.015354   0.016880   0.018558  0.020402      5.72     6.91
ExpressJet Holdings,Inc. 30218UAB4 08/04/08 08/01/23     59.410    11.250   19.7852     2.06     0.014012   0.015375   0.016896   0.018568  0.020405      5.72     6.91
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              0.119954   0.119967   0.120405   0.120852  0.121309     25.81    43.45
FPL Group Inc            302571609 05/26/09 06/01/14     98.500    VARIES    4.3841              0.119954   0.119967   0.120405   0.120852  0.121309     25.81    43.45
Freddie Mac              3128X04V8 04/29/03 04/29/33*    14.152     0.000    6.6250    63.33     0.037273                                                 4.40*        
Freddie Mac              3128X0AR0 10/03/02 12/30/09     75.410     0.000    3.9348   207.79     0.105125   0.107193                                     38.11         
Freddie Mac              3128X0AS8 10/03/02 01/02/13     63.710     0.000    4.4476   201.45     0.101358   0.103612   0.105917   0.108272  0.110680     37.71    39.41
Freddie Mac              3128X0AT6 10/03/02 01/02/22     36.810     0.000    5.2599   141.00     0.072490   0.074396   0.076353   0.078361  0.080422     27.13    28.58
Freddie Mac              3128X0AU3 10/03/02 01/02/30     23.710     0.000    5.3523    92.67     0.047758   0.049036   0.050348   0.051696  0.053079     17.89    18.86
Freddie Mac              3128X0AV1 10/03/02 04/15/32     21.010     0.000    5.3530    82.14     0.042969   0.044119   0.045300   0.046512  0.047757     15.85    16.71
Freddie Mac              3128X0AW9 10/03/02 06/15/32     20.810     0.000    5.3554    81.40     0.042965   0.044115   0.045296   0.046509  0.047755     15.71    16.56
Freddie Mac              3128X0AX7 10/03/02 09/15/32     20.510     0.000    5.3601    80.31     0.041835   0.042956   0.044107   0.045289  0.046503     15.50    16.35
Freddie Mac              3128X0AY5 10/03/02 12/15/32     20.210     0.000    5.3650    79.22     0.041825   0.042947   0.044099   0.045282  0.046497     15.30    16.13
Freddie Mac              3128X0AZ2 10/03/02 01/02/34     19.160     0.000    5.3582    74.98     0.038648   0.039684   0.040747   0.041839  0.042960     14.48    15.26
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              3128X0L23 03/04/03 03/04/33*    14.890     0.000    6.4500    66.65     0.037826                                                 2.38*        
Freddie Mac              3128X0S91 04/07/03 04/07/33*    15.108     0.000    6.4000    65.75     0.037981                                                 3.65*        
Freddie Mac              3128X0W47 04/07/03 04/07/33*    14.676     0.000    6.4999    65.04     0.037670                                                 3.62*        
Freddie Mac              3128X0WW5 01/28/03 01/28/33*    14.675     0.000    6.5001    67.64     0.037670                                                 1.02*        
Freddie Mac              3128X1BK2 05/12/03 05/12/33*    15.108     0.000    6.4000    64.42     0.037981                                                 4.98*        
Freddie Mac              3128X1CN5 05/27/03 05/27/33*    15.419     0.000    6.3300    64.34     0.038196                                                 5.58*        
Freddie Mac              3128X1DB0 05/27/03 05/27/33*    15.285     0.000    6.3600    64.13     0.038104                                                 5.56*        
Freddie Mac              3128X1GZ4 06/17/03 06/17/33     18.796     0.000    5.6500    67.96     0.040078   0.041210   0.042374   0.043572  0.044803     14.66    15.50
Freddie Mac              3128X1HB6 06/13/03 06/13/33     17.732     0.000    5.8499    66.88     0.039567   0.040724   0.041915   0.043141  0.044403     14.49    15.36
Freddie Mac              3128X1HD2 06/23/03 06/23/33     16.728     0.000    6.0499    65.21     0.039018   0.040198   0.041414   0.042667  0.043958     14.28    15.15
Freddie Mac              3128X1HZ3 06/17/03 06/17/33     16.925     0.000    6.0097    65.70     0.039131   0.040307   0.041518   0.042766  0.044051     14.33    15.21
Freddie Mac              3128X1NP8 07/07/03 07/07/33*    17.680     0.000    5.8599    65.88     0.038415                                                  .23*        
Freddie Mac              3128X1NV5 07/07/03 07/07/33*    17.475     0.000    5.9000    65.63     0.038303                                                  .23*        
Freddie Mac              3128X1PP6 07/07/03 07/07/33*    16.728     0.000    6.0499    64.67     0.037872                                                  .23*        
Freddie Mac              3128X1QB6 07/07/03 07/07/33*    16.201     0.000    6.1599    63.95     0.037546                                                  .23*        
Freddie Mac              3128X1RP4 07/16/03 07/16/33*    14.890     0.000    6.4500    61.67     0.036645                                                  .55*        
Freddie Mac              3128X1TM9 07/28/03 07/28/33*    14.676     0.000    6.4999    60.89     0.036485                                                  .99*        
Freddie Mac              3128X26L4 04/28/04 04/28/34*    15.108     0.000    6.4000    51.76     0.035662                                                 4.17*        
Freddie Mac              3128X2GG4 12/30/03 12/30/19*   100.000    VARIES    5.6824              0.041632   0.041157   0.040747                          14.90*        
Freddie Mac              3128X2RZ0 01/30/04 04/01/09     83.646     0.000    3.4838   154.98     0.095116                                                 8.56         
Freddie Mac              3128X2S48 04/07/04 04/07/34*    15.782     0.000    6.2500    53.40     0.036142                                                 3.47*        
Freddie Mac              3128X2SA4 01/30/04 10/01/09     81.441     0.000    3.6533   158.84     0.097873   0.099661                                     26.75         
Freddie Mac              3128X2SB2 01/30/04 04/01/10     79.227     0.000    3.8094   161.70     0.099995   0.101900   0.103841                          36.69     9.35
Freddie Mac              3128X2SC0 01/30/04 10/01/10     77.037     0.000    3.9494   163.52     0.101454   0.103457   0.105500   0.107583               37.25    28.86
Freddie Mac              3128X2SD8 01/30/04 04/01/11     74.840     0.000    4.0828   164.72     0.102514   0.104606   0.106742   0.108921  0.111144     37.66    39.22
Freddie Mac              3128X2SE6 01/30/04 10/01/11     72.645     0.000    4.2100   165.34     0.103206   0.105378   0.107596   0.109861  0.112174     37.94    39.55
Freddie Mac              3128X2SF3 01/30/04 04/01/12     70.491     0.000    4.3258   165.29     0.103447   0.105685   0.107971   0.110306  0.112692     38.05    39.71
Freddie Mac              3128X2SG1 01/30/04 10/01/12     68.379     0.000    4.4321   164.67     0.103315   0.105604   0.107944   0.110337  0.112782     38.02    39.73
Freddie Mac              3128X2SH9 01/30/04 04/01/13     66.275     0.000    4.5362   163.73     0.102975   0.105310   0.107699   0.110142  0.112640     37.92    39.66
Freddie Mac              3128X2SJ5 01/30/04 10/01/13     64.227     0.000    4.6310   162.34     0.102320   0.104689   0.107113   0.109593  0.112131     37.69    39.46
Freddie Mac              3128X2SK2 01/30/04 04/01/14     62.210     0.000    4.7217   160.65     0.101467   0.103863   0.106315   0.108825  0.111394     37.40    39.18
Freddie Mac              3128X2SL0 01/30/04 10/01/14     60.256     0.000    4.8040   158.61     0.100369   0.102780   0.105249   0.107777  0.110366     37.01    38.81
Freddie Mac              3128X2SM8 01/30/04 04/01/15     58.361     0.000    4.8793   156.30     0.099077   0.101495   0.103971   0.106507  0.109106     36.54    38.35
Freddie Mac              3128X2SN6 01/30/04 10/01/15     56.535     0.000    4.9468   153.74     0.097604   0.100018   0.102492   0.105027  0.107625     36.01    37.82
Freddie Mac              3128X2SP1 01/30/04 04/01/16     54.741     0.000    5.0126   151.06     0.096051   0.098459   0.100926   0.103456  0.106049     35.45    37.25
Freddie Mac              3128X2SQ9 01/30/04 10/01/16     52.987     0.000    5.0758   148.28     0.094417   0.096814   0.099271   0.101790  0.104373     34.86    36.65
Freddie Mac              3128X2SR7 01/30/04 04/01/17     51.299     0.000    5.1327   145.35     0.092675   0.095053   0.097493   0.099995  0.102561     34.22    36.00
Freddie Mac              3128X2SS5 01/30/04 10/01/17     49.661     0.000    5.1861   142.35     0.090869   0.093225   0.095643   0.098123  0.100667     33.57    35.33
Freddie Mac              3128X2ST3 01/30/04 04/01/18     48.064     0.000    5.2374   139.29     0.089025   0.091356   0.093748   0.096203  0.098723     32.89    34.64
Freddie Mac              3128X2SU0 01/30/04 10/01/18     46.530     0.000    5.2834   136.18     0.087124   0.089425   0.091788   0.094213  0.096702     32.20    33.92
Freddie Mac              3128X2SV8 01/30/04 04/01/19     45.040     0.000    5.3272   133.04     0.085203   0.087472   0.089802   0.092194  0.094650     31.50    33.20
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              3128X2SW6 01/30/04 10/01/19     43.600     0.000    5.3679   129.89     0.083262   0.085497   0.087791   0.090148  0.092567     30.78    32.46
Freddie Mac              3128X2SX4 01/30/04 04/01/20     42.215     0.000    5.4047   126.73     0.081306   0.083503   0.085760   0.088077  0.090457     30.07    31.71
Freddie Mac              3128X2SY2 01/30/04 10/01/20     40.880     0.000    5.4384   123.58     0.079347   0.081505   0.083721   0.085997  0.088336     29.35    30.96
Freddie Mac              3128X2V36 04/07/04 04/07/34*    15.329     0.000    6.3501    52.81     0.035823                                                 3.44*        
Freddie Mac              3128X2V85 03/17/04 03/17/34     15.782     0.000    6.2500    54.12     0.036142   0.037272   0.038436   0.039638  0.040876     13.45    14.31
Freddie Mac              3128X32B8 12/29/04 12/29/34     16.486     0.000    6.1000    44.86     0.035525   0.036608   0.037725   0.038875  0.040061     12.99    13.79
Freddie Mac              3128X32G7 01/19/05 01/19/35*    13.948     0.000    6.6750    41.31     0.032544                                                  .59*        
Freddie Mac              3128X32J1 01/19/05 01/19/35*    14.463     0.000    6.5502    41.94     0.032975                                                  .59*        
Freddie Mac              3128X33P6 01/26/05 01/26/35*    15.152     0.000    6.3900    42.51     0.033519                                                  .84*        
Freddie Mac              3128X33R2 01/26/05 01/26/35*    15.374     0.000    6.3400    42.76     0.033686                                                  .84*        
Freddie Mac              3128X33S0 02/01/05 02/01/35*    15.108     0.000    6.4000    42.29     0.033485   0.034557                                      7.22*        
Freddie Mac              3128X33V3 02/01/05 02/01/35*    14.675     0.000    6.5001    41.80     0.033146   0.034223                                      7.15*        
Freddie Mac              3128X34B6 02/16/05 02/16/35*    14.890     0.000    6.4500    41.55     0.033316                                                 1.50*        
Freddie Mac              3128X34E0 03/01/05 03/28/13     70.400     0.000    4.3936   127.70     0.100366   0.102571   0.104824   0.107127  0.109480     36.94    38.58
Freddie Mac              3128X34J9 02/14/05 02/14/35     16.154     0.000    6.1699    42.98     0.034247   0.035304   0.036393   0.037516  0.038673     12.81    13.62
Freddie Mac              3128X34N0 02/16/05 02/16/35     15.644     0.000    6.2801    42.38     0.033885   0.034949   0.036047   0.037179  0.038346     12.68    13.49
Freddie Mac              3128X35C3 02/28/05 02/28/35     15.463     0.000    6.3202    41.75     0.033566   0.034062   0.035721   0.036249  0.038014     12.61    13.42
Freddie Mac              3128X35M1 02/28/05 02/28/35     15.329     0.000    6.3501    41.61     0.033467   0.033966   0.035626   0.036157  0.037924     12.57    13.38
Freddie Mac              3128X35S8 02/28/05 02/28/35     14.890     0.000    6.4500    41.12     0.033132   0.033643   0.035304   0.035848  0.037617     12.45    13.27
Freddie Mac              3128X36B4 03/23/05 03/23/35     15.782     0.000    6.2500    41.26     0.033985   0.035047   0.036142   0.037272  0.038436     12.64    13.44
Freddie Mac              3128X3DR1 04/26/04 04/21/09     82.475     0.000    3.9017   163.56     0.106307                                                11.69         
Freddie Mac              3128X3E90 11/03/04 11/03/34*    14.675     0.000    6.5001    44.78     0.034223                                                 4.18*        
Freddie Mac              3128X3R39 12/06/04 12/06/34     14.464     0.000    6.5499    43.39     0.034056   0.035171   0.036323   0.037512  0.038741     12.52    13.35
Freddie Mac              3128X3RA3 07/06/04 07/06/09     80.880     0.000    4.2894   169.63     0.114200   0.116649                                     21.57         
Freddie Mac              3128X3TY9 08/26/04 08/26/24*    29.204     0.000    6.2499    89.62     0.064853                                                 3.57*        
Freddie Mac              3128X3V42 12/13/04 12/13/34     15.218     0.000    6.3751    44.05     0.034639   0.035743   0.036882   0.038058  0.039271     12.71    13.53
Freddie Mac              3128X3W74 12/06/04 12/06/34     14.463     0.000    6.5502    43.39     0.034055   0.035170   0.036322   0.037512  0.038740     12.52    13.35
Freddie Mac              3128X44Z1 04/20/06 06/28/12     72.625     0.000    5.2343   108.68     0.121345   0.124521   0.127779   0.131124  0.134555     44.28    46.62
Freddie Mac              3128X4AC5 04/19/05 04/15/14     65.973     0.000    4.6809   123.25     0.100812   0.103171   0.105586   0.108057  0.110586     37.08    38.84
Freddie Mac              3128X4AD3 04/19/05 12/15/14     63.722     0.000    4.7214   120.15     0.099122   0.101462   0.103857   0.106309  0.108819     36.18    37.91
Freddie Mac              3128X4AE1 04/19/05 04/15/17     56.285     0.000    4.8518   109.29     0.089668   0.091843   0.094071   0.096353  0.098690     33.01    34.63
Freddie Mac              3128X4AU5 05/18/05 05/18/35*    15.108     0.000    6.4000    38.71     0.033485                                                 4.59*        
Freddie Mac              3128X4B59 01/26/06 08/31/10     81.134     0.000    4.6074   115.88     0.118152   0.119531   0.123658   0.125101               43.45    29.57
Freddie Mac              3128X4BN0 06/15/05 06/15/35*    15.329     0.000    6.3501    38.03     0.033653                                                 5.52*        
Freddie Mac              3128X4DN8 07/06/05 07/06/35*    15.966     0.000    6.2101    37.94     0.033089                                                  .17*        
Freddie Mac              3128X4ES6 08/10/05 08/10/35*    15.509     0.000    6.3099    36.39     0.032753                                                 1.28*        
Freddie Mac              3128X4EY3 08/10/05 08/10/35*    15.782     0.000    6.2500    36.65     0.032955                                                 1.29*        
Freddie Mac              3128X4FC0 08/10/05 08/10/35*    15.419     0.000    6.3300    36.31     0.032685                                                 1.27*        
Freddie Mac              3128X4FV8 08/04/05 06/01/11     77.489     0.000    4.4255   124.76     0.110190   0.112628   0.115121   0.117668  0.120272     40.26    42.06
Freddie Mac              3128X4GA3 08/04/05 12/01/11     75.722     0.000    4.4446   122.47     0.108209   0.110613   0.113071   0.115584  0.118153     39.53    41.31
Freddie Mac              3128X4GC9 08/24/05 08/24/35     15.108     0.000    6.4000    35.55     0.032447   0.033485   0.034557   0.035662  0.036804     12.14    12.92
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              3128X4GD7 08/04/05 06/01/12     73.943     0.000    4.4715   120.37     0.106398   0.108777   0.111209   0.113695  0.116237     38.88    40.63
Freddie Mac              3128X4GE5 08/04/05 06/01/09     84.918     0.000    4.3187   133.20     0.117428                                                17.61         
Freddie Mac              3128X4GF2 08/04/05 12/01/09     83.027     0.000    4.3460   131.12     0.115642   0.118155                                     38.61         
Freddie Mac              3128X4GG0 08/04/05 12/01/12     72.215     0.000    4.4929   118.15     0.104482   0.106829   0.109229   0.111683  0.114192     38.18    39.91
Freddie Mac              3128X4GH8 08/04/05 06/01/10     81.144     0.000    4.3765   129.10     0.113927   0.116420   0.118968                          41.61    17.85
Freddie Mac              3128X4GJ4 08/04/05 12/01/10     79.323     0.000    4.3967   126.82     0.111957   0.114418   0.116933   0.119504               40.90    39.05
Freddie Mac              3128X4GK1 08/04/05 06/01/13     70.468     0.000    4.5226   116.11     0.102728   0.105051   0.107426   0.109855  0.112340     37.54    39.26
Freddie Mac              3128X4HU8 08/12/05 01/10/13     71.011     0.000    4.6724   120.25     0.105433   0.107896   0.110417   0.112996  0.115636     39.25    41.11
Freddie Mac              3128X4HY0 09/06/05 09/06/35     14.675     0.000    6.5001    34.74     0.032103   0.033146   0.034223   0.035336  0.036484     11.99    12.78
Freddie Mac              3128X4JH5 09/06/05 09/06/35     15.196     0.000    6.3801    35.25     0.032515   0.033552   0.034622   0.035727  0.036867     12.13    12.92
Freddie Mac              3128X4KK6 10/05/05 10/05/35*    15.329     0.000    6.3501    34.43     0.032617                                                 3.07*        
Freddie Mac              3128X4ML2 09/28/05 09/28/35*    15.374     0.000    6.3400    34.70     0.032651                                                 2.84*        
Freddie Mac              3128X4MY4 09/30/05 09/30/30*    22.810     0.000    6.0001    48.40     0.045395                                                 4.04*        
Freddie Mac              3128X4NC1 09/28/05 09/28/35*    15.285     0.000    6.3600    34.61     0.032583                                                 2.83*        
Freddie Mac              3128X4NH0 10/05/05 10/05/35*    15.329     0.000    6.3501    34.43     0.032617                                                 3.07*        
Freddie Mac              3128X4S77 03/24/06 06/20/16     59.540     0.000    5.1280    89.70     0.097438   0.099936   0.102498   0.105126  0.107822     35.58    37.43
Freddie Mac              3128X4U41 03/28/06 04/09/14     66.671     0.000    5.1122    99.68     0.107580   0.110330   0.113150   0.116042  0.119008     39.68    41.73
Freddie Mac              3128X4W56 04/04/06 04/04/36     14.255     0.000    6.6001    27.80     0.030741   0.031756   0.032803   0.033886  0.035004     11.43    12.20
Freddie Mac              3128X4XP1 01/11/06 01/11/36*    13.219     0.000    6.8600    29.35     0.029817                                                  .30*        
Freddie Mac              3128X4XQ9 12/21/05 06/04/10     81.270     0.000    4.7117   123.12     0.122051   0.124926   0.127869                          44.61    19.56
Freddie Mac              3128X52H0 04/03/07 04/02/37     21.177     0.000    5.2421    20.03     0.033321   0.034195   0.035091   0.036011  0.036955     12.31    12.96
Freddie Mac              3128X52U1 04/04/07 07/31/14     70.210     0.000    4.8862    61.77     0.101596   0.104078   0.106621   0.109226  0.111894     37.78    39.65
Freddie Mac              3128X52W7 04/05/07 01/10/12     79.775     0.000    4.7983    68.64     0.112906   0.115614   0.118388   0.121229  0.124137     42.07    44.11
Freddie Mac              3128X53Z9 04/13/07 04/30/13     74.533     0.000    4.9196    64.93     0.109812   0.112513   0.115281   0.118117  0.121022     40.35    42.36
Freddie Mac              3128X54N5 04/18/07 12/30/14     68.522     0.000    4.9690    59.79     0.102819   0.105373   0.107992   0.110675  0.113424     37.48    39.37
Freddie Mac              3128X54W5 04/30/07 04/30/37*    14.548     0.000    6.5300    16.49     0.029059                                                 3.46*        
Freddie Mac              3128X55E4 05/04/07 05/04/37     16.728     0.000    6.0499    17.40     0.030741   0.031671   0.032629   0.033616  0.034633     11.34    12.04
Freddie Mac              3128X55H7 04/27/07 11/30/12     76.622     0.000    4.8161    63.87     0.110592   0.113255   0.115982   0.118775  0.121635     40.46    42.43
Freddie Mac              3128X55L8 05/01/07 05/10/12     78.630     0.000    4.8418    65.32     0.113759   0.116513   0.119334   0.122223  0.125182     41.73    43.78
Freddie Mac              3128X56M5 05/22/07 05/22/37*    14.676     0.000    6.4999    15.92     0.029166                                                 4.11*        
Freddie Mac              3128X57F9 05/17/07 02/26/10     87.508     0.000    4.8642    71.08     0.125721   0.128779   0.131911                          46.58     7.26
Freddie Mac              3128X57G7 05/17/07 12/31/09     88.200     0.000    4.8493    71.34     0.128402   0.131516                                     46.66         
Freddie Mac              3128X5DU9 07/11/06 08/15/12     72.660     0.000    5.3088   100.58     0.119585   0.122759   0.126018   0.129363  0.132797     44.50    46.89
Freddie Mac              3128X5DV7 07/11/06 05/15/12     73.645     0.000    5.3020   101.83     0.122631   0.125882   0.129219   0.132645  0.136161     45.04    47.45
Freddie Mac              3128X5EQ7 06/30/06 06/30/36     12.330     0.000    7.1002    23.53     0.028953   0.029980   0.031045   0.032147  0.033288     10.61    11.38
Freddie Mac              3128X5ES3 06/29/06 06/29/12     72.129     0.000    5.5200   105.44     0.126727   0.130225   0.133819   0.137513  0.141308     46.27    48.85
Freddie Mac              3128X5FD5 07/13/06 12/28/12     70.884     0.000    5.3995    99.58     0.121200   0.124472   0.127832   0.131283  0.134828     44.24    46.66
Freddie Mac              3128X5FH6 07/19/06 12/31/12     71.004     0.000    5.3796    98.77     0.120846   0.124096   0.127434   0.130862  0.134382     44.10    46.50
Freddie Mac              3128X5FS2 07/21/06 06/28/13     69.242     0.000    5.3695    95.79     0.117511   0.120666   0.123906   0.127232  0.130648     42.89    45.22
Freddie Mac              3128X5FT0 07/21/06 05/29/09     86.149     0.000    5.2873   117.33     0.143088                                                21.18         
Freddie Mac              3128X5G69 02/27/07 05/29/09     89.466     0.000    4.9929    85.31     0.135314                                                20.03         
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              3128X5HF8 08/10/06 01/31/11     79.500     0.000    5.1924   103.88     0.126886   0.130180   0.133560   0.137028  0.140585     47.28    49.77
Freddie Mac              3128X5HG6 08/10/06 10/31/12     72.515     0.000    5.2285    95.52     0.118145   0.121234   0.124403   0.127655  0.130992     43.47    45.77
Freddie Mac              3128X5HX9 08/24/06 02/26/10     84.132     0.000    4.9899   103.51     0.128732   0.131944   0.135236                          47.73     7.44
Freddie Mac              3128X5JC3 08/25/06 08/10/09     86.407     0.000    4.9993   106.39     0.132179   0.135483                                     29.54         
Freddie Mac              3128X5JD1 08/25/06 07/31/09     86.441     0.000    5.0282   107.21     0.132908   0.136249                                     28.38         
Freddie Mac              3128X5LH9 09/29/06 02/29/12     77.393     0.000    4.7840              0.112001   0.112810   0.117423   0.118272  0.123108     41.70    43.71
Freddie Mac              3128X5LK2 10/02/06 10/02/34     24.784     0.000    5.0446    29.38     0.038368   0.039336   0.040328   0.041345  0.042388     14.16    14.88
Freddie Mac              3128X5MX3 10/20/06 05/28/10     83.869     0.000    4.9375    94.96     0.127478   0.130625   0.133850                          46.67    19.68
Freddie Mac              3128X5MY1 10/25/06 05/30/14     68.360     0.000    5.0693    79.03     0.106924   0.109634   0.112413   0.115262  0.118184     39.15    41.16
Freddie Mac              3128X5ND6 11/01/06 03/10/09     89.333     0.000    4.8381    97.62     0.131219                                                 9.05         
Freddie Mac              3128X5P69 03/09/07 09/15/15     66.760     0.000    4.8010    59.96     0.095676   0.097972   0.100324   0.102733  0.105199     35.35    37.07
Freddie Mac              3128X5Q43 03/14/07 12/01/12     76.253     0.000    4.8003    67.95     0.110297   0.112944   0.115655   0.118431  0.121273     40.34    42.30
Freddie Mac              3128X5Q76 03/14/07 06/01/12     78.159     0.000    4.7812    69.36     0.112569   0.115260   0.118015   0.120837  0.123726     41.17    43.16
Freddie Mac              3128X5Q84 03/14/07 12/01/11     80.074     0.000    4.7686    70.87     0.114998   0.117740   0.120548   0.123422  0.126365     42.06    44.09
Freddie Mac              3128X5Q92 03/14/07 06/01/11     82.025     0.000    4.7562    72.40     0.117471   0.120264   0.123124   0.126052  0.129050     42.96    45.03
Freddie Mac              3128X5QQ4 11/22/06 04/12/10     85.169     0.000    4.7921    89.54     0.123987   0.126958   0.130000                          45.64    13.13
Freddie Mac              3128X5R26 03/14/07 06/01/13     74.414     0.000    4.8117    66.47     0.107914   0.110510   0.113169   0.115891  0.118680     39.47    41.40
Freddie Mac              3128X5R34 03/14/07 06/01/09     90.056     0.000    4.7842    79.97     0.129790                                                19.47         
Freddie Mac              3128X5R42 03/14/07 12/01/09     88.010     0.000    4.7594    77.74     0.126131   0.129133                                     42.16         
Freddie Mac              3128X5R59 03/14/07 06/01/10     85.999     0.000    4.7465    75.75     0.122890   0.125807   0.128792                          44.94    19.32
Freddie Mac              3128X5R67 03/14/07 12/01/10     83.993     0.000    4.7505    74.05     0.120134   0.122987   0.125909   0.128899               43.94    42.09
Freddie Mac              3128X5RJ9 12/01/06 04/30/09     89.288     0.000    4.7476    91.79     0.128821                                                15.33         
Freddie Mac              3128X5T24 03/13/07 06/30/09     89.760     0.000    4.7554    79.30     0.129027                                                23.10         
Freddie Mac              3128X5T32 03/13/07 07/31/09     89.470     0.000    4.7213    78.61     0.125170   0.128124                                     26.69         
Freddie Mac              3128X5UN6 12/19/06 11/28/12     75.500     0.000    4.7858    76.27     0.110026   0.112659   0.115355   0.118115  0.120941     40.26    42.21
Freddie Mac              3128X5Y93 03/28/07 11/10/09     88.508     0.000    4.7183    75.73     0.125092   0.128043                                     39.18         
Freddie Mac              3128X5YP7 02/09/07 02/09/37*    14.675     0.000    6.5001    18.92     0.029166                                                 1.11*        
Freddie Mac              3128X5Z43 04/03/07 04/03/37*    14.675     0.000    6.5001    17.35     0.029166                                                 2.68*        
Freddie Mac              3128X5ZD3 01/26/07 06/09/10     84.810     0.000    4.9482    84.01     0.127734   0.130894   0.134133                          46.69    21.19
Freddie Mac              3128X62A3 03/05/08 03/05/38     14.464     0.000    6.5499     7.89     0.027178   0.028068   0.028988   0.029937  0.030917     10.15    10.83
Freddie Mac              3128X63N4 03/05/08 03/05/38     14.676     0.000    6.4999     7.94     0.027359   0.028248   0.029166   0.030114  0.031093     10.22    10.89
Freddie Mac              3128X6AX4 05/24/07 09/30/14     69.050     0.000    5.1017    58.17     0.104747   0.107419   0.110159   0.112969  0.115851     38.68    40.68
Freddie Mac              3128X6BZ8 06/07/07 06/07/28     26.771     0.000    6.3749    27.67     0.052086   0.053746   0.055459   0.057227  0.059051     19.13    20.37
Freddie Mac              3128X6CP9 06/19/07 06/19/37*    13.648     0.000    6.7499    14.63     0.028269                                                 4.75*        
Freddie Mac              3128X6DK9 06/15/07 06/15/37*    13.258     0.000    6.8499    14.54     0.027909                                                 4.58*        
Freddie Mac              3128X6EC6 06/14/07 08/31/12     75.547     0.000    5.4515    65.89     0.121443   0.122719   0.128154   0.129501  0.135235     45.39    47.89
Freddie Mac              3128X6EQ5 06/22/07 06/22/37     12.693     0.000    7.0001    14.05     0.027365   0.028322   0.029314   0.030340  0.031402     10.04    10.76
Freddie Mac              3128X6FL5 07/13/07 07/13/37     12.693     0.000    7.0001    13.48     0.026439   0.027365   0.028322   0.029314  0.030340     10.00    10.71
Freddie Mac              3128X6FS0 06/29/07 02/28/10     87.300     0.000    5.1469    69.81     0.131746   0.132934   0.138615                          49.15     8.04
Freddie Mac              3128X6GT7 07/10/07 09/30/14     67.455     0.000    5.5250    56.60     0.110666   0.113723   0.116865   0.120093  0.123411     40.95    43.25
Freddie Mac              3128X6H66 01/25/08 08/05/10     93.470     0.000    2.6892    23.61     0.070815   0.071767   0.072732   0.073710               25.94    15.74
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              3128X6HA7 07/13/07 06/30/09     90.466     0.000    5.1591    70.33     0.139705                                                25.01         
Freddie Mac              3128X6HU3 07/20/07 09/28/18     54.270     0.000    5.5370    44.74     0.089078   0.091545   0.094079   0.096684  0.099360     32.98    34.83
Freddie Mac              3128X6JK3 07/31/07 07/31/09     90.400     0.000    5.1104    67.17     0.134972   0.138421                                     28.83         
Freddie Mac              3128X6JL1 07/31/07 07/30/10     85.850     0.000    5.1555    64.32     0.126535   0.131948   0.133142   0.138838               48.19    28.99
Freddie Mac              3128X6JM9 07/31/07 08/01/11     81.360     0.000    5.2205    61.79     0.124241   0.127484   0.130812   0.134226  0.137730     46.30    48.74
Freddie Mac              3128X6JN7 07/31/07 08/01/12     77.040     0.000    5.2825    59.22     0.119114   0.122260   0.125489   0.128804  0.132206     44.40    46.78
Freddie Mac              3128X6JY3 08/03/07 09/01/11     81.672     0.000    5.0260    59.36     0.120296   0.123319   0.126418   0.129595  0.132851     44.59    46.85
Freddie Mac              3128X6JZ0 08/03/07 10/06/11     81.295     0.000    5.0204    59.05     0.120181   0.123198   0.126290   0.129460  0.132710     44.33    46.58
Freddie Mac              3128X6KX3 08/22/07 02/28/12     80.662     0.000    4.8063    54.06     0.112438   0.113263   0.117907   0.118772  0.123642     41.86    43.90
Freddie Mac              3128X6NN2 10/02/07 05/10/13     77.376     0.000    4.6276    45.51     0.104628   0.107049   0.109526   0.112060  0.114653     38.35    40.15
Freddie Mac              3128X6PP5 10/11/07 07/02/15     68.530     0.000    4.9512    42.27     0.097661   0.100079   0.102557   0.105096  0.107697     36.47    38.30
Freddie Mac              3128X6QB5 10/19/07 08/31/15     68.362     0.000    4.8939    41.11     0.096375   0.097123   0.101149   0.101935  0.106160     35.90    37.68
Freddie Mac              3128X6QE9 10/19/07 08/30/13     76.143     0.000    4.7019    43.91     0.102390   0.104225   0.107261   0.109183  0.112364     38.31    40.13
Freddie Mac              3128X6QQ2 11/01/07 06/28/13     77.875     0.000    4.4676    41.24     0.101724   0.103997   0.106320   0.108695  0.111123     37.04    38.72
Freddie Mac              3128X6RD0 11/20/07 11/20/37*    14.463     0.000    6.5502    10.78     0.028068   0.028987                                      9.12*        
Freddie Mac              3128X6RF5 12/18/07 02/15/12     84.080     0.000    4.2125    37.19     0.101130   0.103260   0.105435   0.107656  0.109923     37.38    38.97
Freddie Mac              3128X6TE6 12/06/07 06/17/09     94.728     0.000    3.5695    36.55     0.097414                                                16.17         
Freddie Mac              3128X6TL0 12/20/07 08/15/13     80.325     0.000    3.9128    32.79     0.089546   0.091298   0.093084   0.094905  0.096762     33.03    34.34
Freddie Mac              3128X6WP7 12/21/07 12/21/37     22.860     0.000    4.9802    11.86     0.033219   0.034047   0.034894   0.035763  0.036654     12.12    12.74
Freddie Mac              3128X74S0 11/04/08 11/15/38     26.387     0.000    4.4860     1.88     0.032926   0.033665   0.034420   0.035192  0.035981     12.06    12.60
Freddie Mac              3128X75U4 11/24/08 11/15/38     27.529     0.000    4.3499     1.23     0.033263   0.033951   0.034690   0.035444  0.036215     12.16    12.69
Freddie Mac              3128X7A61 06/05/08 10/10/14     76.930     0.000    4.1743    18.48     0.090497   0.092386   0.094314   0.096282  0.098292     33.23    34.63
Freddie Mac              3128X7CH5 03/18/08 08/01/10     94.330     0.000    2.4780    18.47     0.065527   0.066339   0.067161   0.067994               23.98    14.25
Freddie Mac              3128X7E83 06/11/08 06/30/10     93.250     0.000    3.4329    17.81     0.090612   0.092168   0.093750                          32.90    16.78
Freddie Mac              3128X7FE9 04/14/08 04/14/38     16.973     0.000    6.0000     7.34     0.029137   0.030011   0.030912   0.031839  0.032794     10.78    11.44
Freddie Mac              3128X7FM1 04/09/08 04/09/13*   100.000    VARIES    3.7046              0.102241                                                10.02*        
Freddie Mac              3128X7KB9 04/22/08 04/22/13*   100.000    VARIES    3.5068              0.096686   0.095946                                     19.37*        
Freddie Mac              3128X7KD5 04/22/08 04/22/13*   100.000    VARIES    3.5716              0.098627   0.098032                                     12.22*        
Freddie Mac              3128X7KF0 04/23/08 04/23/13*   100.000    VARIES    3.4727              0.095849   0.095223                                     27.88*        
Freddie Mac              3128X7KM5 04/22/08 04/22/13*   100.000    VARIES    3.5068              0.096686   0.095946                                     19.37*        
Freddie Mac              3128X7KP8 04/22/08 04/22/13*   100.000    VARIES    3.5068              0.096686   0.095946                                     19.37*        
Freddie Mac              3128X7LQ5 04/29/08 04/29/13*   100.000    VARIES    3.7447              0.103082   0.102125                                     12.78*        
Freddie Mac              3128X7LS1 04/23/08 04/23/13*   100.000    VARIES    3.8231              0.105574   0.104937                                     21.27*        
Freddie Mac              3128X7LU6 04/24/08 04/24/13*   100.000    VARIES    3.8626              0.106684   0.106062                                     21.60*        
Freddie Mac              3128X7LV4 05/13/08 07/01/12     87.140     0.000    3.3575    18.59     0.083006   0.084399   0.085816   0.087257               30.13    31.15
Freddie Mac              3128X7N59 06/30/08 06/30/38     21.820     0.000    5.1394     5.64     0.031951   0.032772   0.033614   0.034478  0.035364     11.65    12.26
Freddie Mac              3128X7Q72 07/11/08 07/30/09     97.260     0.000    2.6556    12.21     0.071847   0.072801                                     15.19         
Freddie Mac              3128X7Y57 09/11/08 02/01/11     93.027     0.000    3.0478     8.66     0.078754   0.079693   0.080907   0.082140  0.083392     28.84    29.72
Freddie Mac              3128X7Y65 09/11/08 02/01/12     89.190     0.000    3.4039     9.24     0.082498   0.084977   0.085015   0.087895  0.087933     30.95    32.00
Freddie Mac              3128X7Y73 09/11/08 02/01/10     96.384     0.000    2.6683     7.86     0.071434   0.072181   0.073144                          26.11     2.19
Freddie Mac              3128X87D8 08/13/09 08/13/14    100.000    VARIES    3.0685                                    0.085237   0.084734  0.084223     11.76    30.45
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              3128X87E6 08/13/09 08/13/14    100.000    VARIES    3.0460                                    0.084611   0.084068  0.083516     11.68    30.21
Freddie Mac              3128X8D58 05/13/09 07/15/11     97.122     0.000    1.3486                         0.036374   0.036469   0.036715  0.036962      8.31    13.25
Freddie Mac              3128X8DD1 01/13/09 01/13/12    100.000    VARIES    1.9270                         0.053530   0.053243   0.052953  0.053095     18.58    19.09
Freddie Mac              3128X8DG4 12/29/08 02/15/39     40.774     0.000    2.9999      .07     0.033975   0.034108   0.034620   0.035139  0.035666     12.34    12.70
Freddie Mac              3128X8G89 05/27/09 05/27/39     18.524     0.000    5.7000                         0.029330   0.030166   0.031026  0.031910      6.31    11.07
Freddie Mac              3128X8H39 06/03/09 06/03/39     17.992     0.000    5.7999                         0.028987   0.029828   0.030693  0.031583      6.05    10.94
Freddie Mac              3128X8HQ8 02/19/09 02/19/13    100.000    VARIES    2.3511                         0.065311   0.064936   0.064556  0.064678     20.33    23.27
Freddie Mac              3128X8HT2 02/19/09 02/19/13    100.000    VARIES    2.4108                         0.066967   0.066602   0.066233  0.066352     20.85    23.88
Freddie Mac              3128X8J94 06/15/09 06/15/39     16.973     0.000    6.0000                         0.028289   0.029137   0.030011  0.030912      5.56    10.68
Freddie Mac              3128X8JW3 02/11/09 02/11/13    100.000    VARIES    2.5373                         0.070483   0.070144   0.069800  0.069911     22.51    25.16
Freddie Mac              3128X8KH4 02/19/09 02/19/13    100.000    VARIES    2.5373                         0.070483   0.070144   0.069800  0.069911     21.95    25.16
Freddie Mac              3128X8MC3 03/02/09 03/02/35     20.187     0.000    6.2500                         0.035047   0.036142   0.037272  0.038436     10.61    13.49
Freddie Mac              3128X8MX7 03/10/09 03/11/13    100.000    VARIES    2.5782              0.071617   0.071616   0.071375   0.071132  0.070974     20.81    25.61
Freddie Mac              3128X8P71 06/15/09 06/15/39     13.648     0.000    6.7499                         0.025590   0.026454   0.027346  0.028269      5.03     9.71
Freddie Mac              3128X8QC9 03/17/09 09/17/10*   100.000    VARIES    N/A                            0.031942   0.031950                           8.63*        
Freddie Mac              3128X8UC4 04/17/09 04/17/14    100.000    VARIES    2.7401                         0.076114   0.075730   0.075341  0.075433     19.30    27.17
Freddie Mac              3128X8UD2 04/17/09 04/17/14    100.000    VARIES    2.7190                         0.075529   0.075092   0.074650  0.074755     19.15    26.93
Freddie Mac              3128X8UE0 04/16/09 04/16/14    100.000    VARIES    2.6673                         0.074094   0.073693   0.073286  0.073338     18.86    26.43
Freddie Mac              3128X8UT7 04/28/09 04/28/14    100.000    VARIES    2.6845                         0.074572   0.074175   0.073772  0.073868     18.10    26.61
Freddie Mac              3128X8VW9 04/28/09 04/28/14    100.000    VARIES    2.7376                         0.076045   0.075565   0.075079  0.075194     18.45    27.09
Freddie Mac              3128X8VY5 04/28/09 04/28/14    100.000    VARIES    2.8170                         0.078250   0.077788   0.077318  0.077429     18.99    27.90
Freddie Mac              3128X8VZ2 04/28/09 04/28/14    100.000    VARIES    2.8170                         0.078250   0.077788   0.077318  0.077429     18.99    27.90
Freddie Mac              3128X8WA6 04/13/09 04/13/39     18.256     0.000    5.7500                         0.029159   0.029997   0.030860  0.031747      7.59    11.09
Freddie Mac              3128X8YD8 04/30/09 04/30/14    100.000    VARIES    2.6184                         0.072735   0.072232   0.071723  0.071844     17.50    25.89
Freddie Mac              3128X8YH9 05/05/09 05/05/14    100.000    VARIES    2.6262                         0.072952   0.072451   0.071944  0.071794     17.19    25.95
Freddie Mac              3128X8YP1 05/05/09 05/05/14    100.000    VARIES    2.6184                         0.072735   0.072232   0.071723  0.071844     17.14    25.89
Freddie Mac              3128X8ZU9 05/06/09 05/06/14    100.000    VARIES    2.7140                         0.075390   0.074736   0.074072  0.074229     17.68    26.76
Freddie Mac              3128X8ZY1 05/12/09 05/12/14    100.000    VARIES    2.7514                         0.076430   0.075667   0.074988  0.075160     17.47    27.09
Freddie Mac              3128X8ZZ8 05/12/09 05/12/14    100.000    VARIES    2.7514                         0.076430   0.075667   0.074988  0.075160     17.47    27.09
Freddie Mac              3128X9AA8 08/17/09 08/17/39     16.728     0.000    6.0499                                    0.028112   0.028963  0.029839      3.77    10.50
Freddie Mac              3128X9BC3 08/19/09 08/19/39     15.599     0.000    6.2900                                    0.027255   0.028113  0.028997      3.60    10.20
Freddie Mac              3128X9BM1 08/19/09 08/19/39     15.599     0.000    6.2900                                    0.027255   0.028113  0.028997      3.60    10.20
Freddie Mac              3128X9DH0 09/15/09 03/01/12     96.062     0.000    1.6390                                    0.043731   0.044066  0.044427      4.64    15.89
Freddie Mac              3128X9DN7 09/21/09 09/21/39     16.973     0.000    6.0000                                    0.028289   0.029137  0.030011      2.83    10.51
Freddie Mac              3128X9DP2 09/23/09 09/23/39     16.973     0.000    6.0000                                    0.028289   0.029137  0.030011      2.77    10.51
Freddie Mac              3128X9DQ0 09/28/09 09/28/39     16.973     0.000    6.0000                                    0.028289   0.029137  0.030011      2.63    10.50
Freddie Mac              3128X9LA6 11/18/09 11/18/39     16.973     0.000    6.0000                                    0.028289   0.029137  0.030011      1.22    10.41
Freddie Mac              3128X9LU2 11/16/09 11/16/39     16.367     0.000    6.1249                                    0.027846   0.028699  0.029578      1.25    10.26
Freddie Mac              3128X9MF4 11/10/09 09/15/36     29.930     0.000    4.5438                                    0.037776   0.038373  0.039245      1.93    13.86
Freddie Mac              3128X9MG2 11/10/09 12/15/36     29.600     0.000    4.5433                         0.037355   0.037522   0.038374  0.039246      1.91    13.69
Freddie Mac              3128X9NC0 11/12/09 03/25/11     99.240     0.000    0.5578                                    0.015371   0.015409  0.015452       .75     5.55
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              3129026G9 12/06/00 03/30/10     56.100     0.000    6.3003   364.66     0.159459   0.164482   0.169664                          59.24    15.10
Freddie Mac              312902LX5 12/17/99 12/17/29     14.255     0.000    6.6001   113.83     0.046884   0.048431   0.050030   0.051681  0.053386     17.20    18.35
Freddie Mac              312902VG1 04/25/00 01/04/21     25.643     0.000    6.6857   197.55     0.081627   0.084356   0.087176   0.090090  0.093101     30.86    32.96
Freddie Mac              312902VH9 04/25/00 01/04/22     24.042     0.000    6.6795   184.99     0.076423   0.078975   0.081613   0.084338  0.087155     28.89    30.85
Freddie Mac              312902VJ5 04/25/00 01/04/23     22.536     0.000    6.6749   173.25     0.071560   0.073948   0.076416   0.078966  0.081602     27.05    28.89
Freddie Mac              312902VK2 04/25/00 01/04/24     21.145     0.000    6.6664   162.29     0.067012   0.069246   0.071554   0.073939  0.076403     25.33    27.05
Freddie Mac              312902VL0 04/25/00 01/04/25     20.007     0.000    6.6235   152.28     0.062783   0.064863   0.067011   0.069230  0.071523     23.72    25.32
Freddie Mac              312902VM8 04/25/00 01/04/26     18.780     0.000    6.6160   142.73     0.058831   0.060777   0.062787   0.064864  0.067010     22.23    23.72
Freddie Mac              312902VN6 04/25/00 01/04/27     17.654     0.000    6.6033   133.84     0.055143   0.056963   0.058844   0.060787  0.062794     20.83    22.23
Freddie Mac              312902VS5 04/25/00 01/04/12     46.161     0.000    6.7212   358.05     0.148136   0.153114   0.158259   0.163578  0.169075     56.02    59.85
Freddie Mac              312902VT3 04/25/00 01/04/13     43.203     0.000    6.7221   335.17     0.138673   0.143334   0.148152   0.153131  0.158278     52.44    56.02
Freddie Mac              312902VU0 04/25/00 01/04/14     40.436     0.000    6.7227   313.74     0.129808   0.134171   0.138681   0.143343  0.148161     49.09    52.44
Freddie Mac              312902VV8 04/25/00 01/04/18     31.141     0.000    6.7034   240.72     0.099531   0.102867   0.106315   0.109879  0.113561     37.63    40.20
Freddie Mac              312902VW6 04/25/00 01/04/19     29.163     0.000    6.7017   225.36     0.093173   0.096295   0.099522   0.102856  0.106303     35.23    37.63
Freddie Mac              312902VX4 04/25/00 01/04/20     27.313     0.000    6.6997   210.98     0.087222   0.090144   0.093164   0.096285  0.099510     32.98    35.22
Freddie Mac              312902WG0 04/25/00 01/04/09     56.172     0.000    6.7454   437.74     0.181260                                                  .54         
Freddie Mac              312902WH8 04/25/00 01/04/10     52.605     0.000    6.7376   409.32     0.169447   0.175156   0.181056                          64.08      .54
Freddie Mac              312902WJ4 04/25/00 01/04/11     49.272     0.000    6.7297   382.81     0.158428   0.163759   0.169270   0.174965  0.180853     59.91    64.01
Freddie Mac              312902WK1 04/25/00 01/04/15     37.975     0.000    6.6992   293.32     0.121258   0.125320   0.129517   0.133856  0.138339     45.85    48.97
Freddie Mac              312902WL9 04/25/00 01/04/16     35.607     0.000    6.6893   274.50     0.113438   0.117233   0.121154   0.125206  0.129394     42.89    45.80
Freddie Mac              312902WM7 04/25/00 01/04/17     33.256     0.000    6.7048   257.14     0.106325   0.109890   0.113574   0.117381  0.121316     40.20    42.94
Freddie Mac              312923CN3 01/10/01 08/17/12     61.750     1.000    5.5038   236.24     0.100685   0.103456   0.106303   0.109228  0.112234     37.50    39.59
Freddie Mac              312924TN3 11/19/01 11/19/20    100.000     5.881    N/A                 0.173111   0.178202   0.183442   0.188836  0.163363     63.67    66.17
Federal Home Loan Banks  31339XQ72 07/03/03 07/03/23*    32.181     0.000    5.7500   117.60     0.068245                                                  .14*        
Federal Home Loan Banks  31339XUQ5 06/30/03 07/02/18*    46.694     0.000    5.1400   150.44     0.085952                                                  .09*        
Federal Home Loan Banks  31339YBR2 07/07/03 07/07/23*    32.181     0.000    5.7500   117.33     0.068245                                                  .41*        
Federal Home Loan Banks  3133M2JB4 12/18/97 12/18/12     33.623     0.000    7.4000   413.54     0.153709   0.159396   0.165294   0.171410  0.177752     56.51    60.77
Federal Home Loan Banks  3133M4T86 07/07/98 07/07/28*    13.648     0.000    6.7499   137.25     0.049703                                                  .30*        
Federal Home Loan Banks  3133M95W8 07/13/99 07/13/29*    12.331     0.000    7.0999   115.39     0.045567   0.047185                                      9.04*        
Federal Home Loan Banks  3133M9CD2 08/17/99 08/17/29*    11.806     0.000    7.2501   112.10     0.045136   0.046772                                     10.50*        
Federal Home Loan Banks  3133MCF83 10/27/00 04/27/10     79.882     0.000    N/A                 0.016513   0.013065   0.013481                           5.13     1.56
Federal Home Loan Banks  3133MSHD5 10/17/02 10/19/09     76.775     0.000    3.8083   202.56     0.101871   0.103811                                     29.69         
Federal Home Loan Banks  3133MSHE3 10/17/02 10/19/09     76.745     0.000    3.8140   202.82     0.102018   0.103963                                     29.73         
Federal Home Loan Banks  3133MUP74 12/27/02 12/27/32*    15.241     0.000    6.3699    69.78     0.039287                                                 6.91*        
Federal Home Loan Banks  3133MUSN6 01/13/03 01/13/33*    14.675     0.000    6.5001    68.21     0.037670                                                  .45*        
Federal Home Loan Banks  3133X4V81 03/09/04 01/23/09    100.000     1.560    N/A                 0.048725                                                 1.07         
Federal Home Loan Banks  3133XLSB0 07/27/07 07/27/37     12.331     0.000    7.0999    12.93     0.026077   0.027002   0.027961   0.028954  0.029981      9.84    10.56
Federal Home Loan Banks  3133XQCJ9 03/24/08 03/24/38     15.108     0.000    6.4000     7.52     0.027719   0.028606   0.029521   0.030466  0.031441     10.31    10.98
Federal Home Loan Banks  3133XREU0 05/30/08 06/30/09    100.000     0.000    2.6778              0.075550                                                13.52         
Federal Home Loan Banks  3133XRM80 06/25/08 06/30/09    100.000     0.000    3.0754              0.086779                                                15.53         
Federal Home Loan Banks  3133XRMN7 06/20/08 06/22/09    100.000     0.000    3.1154              0.087904                                                15.03         
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Federal Home Loan Banks  3133XRPT1 06/24/08 06/30/09    100.000     0.000    3.0752              0.086780                                                15.53         
Federal Home Loan Banks  3133XSHA9 10/20/08 10/20/11*   100.000    VARIES    4.4570              0.123806   0.123160                                     35.66*        
Federal Home Loan Banks  3133XSL30 11/10/08 11/10/11*   100.000    VARIES    3.5519              0.098666   0.098384                                     30.44*        
Federal Home Loan Banks  3133XSXX1 01/28/09 02/24/10    100.000     0.000    0.9970              0.027697   0.027717   0.027855                           9.25     1.48
Federal Home Loan Banks  3133XSZ84 02/02/09 03/02/10    100.000     0.000    0.9969              0.027692   0.027715   0.027853                           9.13     1.70
Federal Home Loan Banks  3133XT3E4 02/09/09 03/09/10    100.000     0.000    1.0466              0.029073   0.029098   0.029250                           9.39     1.99
Federal Home Loan Banks  3133XTKN5 05/15/09 05/17/10    100.000     0.000    0.7983              0.022176   0.022177   0.022265                           5.02     3.03
Federal Home Loan Banks  3133XTY26 06/12/09 07/12/10    100.000     0.000    0.5988                         0.016636   0.016644   0.016694                3.31     3.19
Federal Home Loan Banks  3133XUKT9 08/10/09 08/17/10    100.000     0.000    0.5591                         0.015533   0.015534   0.015578                2.19     3.52
Federal Home Loan Banks  3133XUX73 09/17/09 10/15/10    100.000     0.000    0.4992                         0.013868   0.013873   0.013908                1.44     3.95
Federal Home Loan Banks  3133XUXL2 09/29/09 10/29/10    100.000     0.500    0.9984                         0.027736   0.027748   0.027817                2.55     8.28
Federal Home Loan Banks  3133XUY64 09/21/09 10/18/10    100.000     0.000    0.4992                         0.013868   0.013873   0.013908                1.39     3.99
Federal Home Loan Banks  3133XV2A8 09/25/09 10/20/10    100.000     0.000    0.4992                         0.013868   0.013872   0.013907                1.33     4.02
Federal Home Loan Banks  3133XV2J9 09/25/09 10/25/10    100.000     0.000    0.4792                         0.013313   0.013319   0.013351                1.28     3.92
Freddie Mac              3134A1BU3 09/25/96 06/01/16     23.214     0.000    7.5580   344.74     0.120355   0.124903   0.129623   0.134522  0.139605     44.42    47.85
Freddie Mac              3134A1CT5 10/21/96 09/15/16     23.550     0.000    7.3996   335.86     0.114937   0.119189   0.123599   0.128172  0.132914     43.06    46.31
Freddie Mac              3134A1DL1 11/01/96 02/01/16     25.038     0.000    7.3237   350.48     0.118616   0.122960   0.127462   0.132130  0.136968     44.81    48.15
Freddie Mac              3134A1FK1 11/20/96 09/03/19     20.641     0.000    7.0454   271.26     0.091373   0.094592   0.097924   0.101374  0.104945     34.25    36.70
Freddie Mac              3134A1H60 10/22/97 06/03/24     16.813     0.000    6.8126   187.77     0.066997   0.069279   0.071639   0.074079  0.076602     24.66    26.37
Freddie Mac              3134A1HH6 12/23/96 12/01/15     26.483     0.000    7.1396   350.79     0.121370   0.125702   0.130190   0.134837  0.139651     44.74    47.99
Freddie Mac              3134A1HU7 12/27/96 12/02/19     19.720     0.000    7.2067   264.43     0.091878   0.095188   0.098618   0.102172  0.105854     33.87    36.35
Freddie Mac              3134A1JD3 12/31/96 12/01/14     28.804     0.000    7.0673   375.05     0.129412   0.133985   0.138720   0.143622  0.148697     47.69    51.12
Freddie Mac              3134A1MX5 02/12/97 02/01/14     30.030     0.000    7.2159   397.19     0.135727   0.140624   0.145698   0.150955  0.156401     51.24    55.00
Freddie Mac              3134A1MY3 02/12/97 02/01/20     19.238     0.000    7.3061   259.10     0.088919   0.092167   0.095534   0.099024  0.102642     33.59    36.09
Freddie Mac              3134A1MZ0 02/12/97 03/01/16     25.716     0.000    7.2560   342.93     0.118097   0.122382   0.126822   0.131423  0.136191     44.33    47.61
Freddie Mac              3134A1NA4 02/12/97 01/02/19     20.877     0.000    7.2857   280.02     0.095465   0.098942   0.102547   0.106283  0.110154     36.26    38.95
Freddie Mac              3134A1X39 12/11/97 06/01/15     33.207     0.000    6.4099   335.05     0.118152   0.121939   0.125847   0.129881  0.134043     43.45    46.28
Freddie Mac              3134A2G77 12/28/98 11/15/28     20.230     0.000    5.4198   143.24     0.051664   0.053064   0.054502   0.055979  0.057496     18.98    20.02
Freddie Mac              3134A2HF8 06/30/98 11/24/14     38.078     0.000    5.9744   325.96     0.116573   0.120055   0.123641   0.127335  0.131138     42.85    45.45
Freddie Mac              3134A2HG6 06/30/98 12/11/25     19.896     0.000    5.9699   170.12     0.061004   0.062825   0.064700   0.066631  0.068620     22.36    23.72
Freddie Mac              3134A2NQ7 07/30/98 08/15/14     37.992     0.000    6.1246   332.50     0.118463   0.122090   0.125829   0.129682  0.133654     44.30    47.06
Freddie Mac              3134A3D29 09/09/99 08/15/27     14.928     0.000    6.9258   132.17     0.052766   0.054593   0.056483   0.058439  0.060463     19.83    21.23
Freddie Mac              3134A3ZJ8 09/14/99 09/14/29*    12.656     0.000    7.0101   113.63     0.045818   0.047424                                     11.88*        
Freddie Mac              3134A3ZU3 08/02/99 12/14/29     15.469     0.000    6.2410   121.23     0.047694   0.049182   0.050717   0.052299  0.053931     17.49    18.60
Fannie Mae               31359MEL3 01/29/99 06/01/17     34.790     0.000    5.8405   268.12     0.099457   0.102361   0.105351   0.108427  0.111593     36.50    38.67
Fannie Mae               31359MZQ9 12/21/05 03/21/10     83.248     0.000    N/A                 0.108961   0.108718   0.108687                          39.18     8.70
Fannie Mae               31364KSS0 08/17/00 08/17/12     60.070     2.000    6.9636   242.62     0.104854   0.108504   0.112282   0.116192  0.120237     39.40    42.19
Fannie Mae               3136F1EQ9 12/27/01 03/17/31     16.751     0.000    6.2082    89.71     0.043576   0.044928   0.046323   0.047761  0.049244     16.22    17.24
Fannie Mae               3136F1KN9 01/29/02 02/01/09     87.729     0.000    N/A                 0.010236                                                  .31         
Fannie Mae               3136F2B31 12/20/02 12/30/32     19.252     0.000    5.5626    75.51     0.041409   0.042561   0.043745   0.044961  0.046212     15.12    15.97
Fannie Mae               3136F2C63 12/24/02 12/30/09     76.570     0.000    3.8410   197.07     0.102713   0.104686                                     37.23         
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Fannie Mae               3136F3LA2 04/04/03 10/03/33     20.285     0.000    5.2999    71.09     0.039813   0.040868   0.041951   0.043063  0.044204     14.71    15.50
Fannie Mae               3136F3ZC3 06/09/03 12/15/33     23.674     0.000    N/A                 0.041068   0.042055   0.043066   0.044101  0.045160     14.99    15.72
Fannie Mae               3136F4R55 01/07/04 12/15/34     18.268     0.000    5.5708    57.56     0.037084   0.038116   0.039178   0.040269  0.041391     13.57    14.34
Fannie Mae               3136F66E4 05/13/05 02/15/09     98.144     3.600    4.1385    17.92     0.014656                                                  .64         
Fannie Mae               3136F6E62 03/01/05 05/01/10     92.689     0.000    N/A                 0.026080   0.022229   0.001738                           7.24      .21
Fannie Mae               3136F6G86 02/24/05 02/15/15     63.549     0.000    4.5968   121.66     0.095030   0.097215   0.099449   0.101735  0.104073     35.20    36.84
Fannie Mae               3136F75Q6 11/14/06 11/14/36*    12.693     0.000    7.0001    20.06     0.028322                                                 3.77*        
Fannie Mae               3136F75W3 11/03/06 12/01/11     78.531     0.000    4.8158    85.13     0.115976   0.118768   0.121628   0.124557  0.127556     42.42    44.49
Fannie Mae               3136F7DC8 06/29/05 12/01/10     87.017     0.000    N/A                 0.053432   0.035984   0.019731   0.018519               15.08     6.32
Fannie Mae               3136F7J24 06/27/06 06/27/36*    11.807     0.000    7.2499    23.12     0.028411                                                 5.00*        
Fannie Mae               3136F7J73 06/16/06 07/10/11     84.228     0.000    N/A                 0.090722   0.082963   0.075049   0.066872  0.058529     28.58    22.72
Fannie Mae               3136F7M53 06/30/06 06/30/36*    11.637     0.000    7.3000    22.87     0.028230                                                 5.05*        
Fannie Mae               3136F7M61 07/10/06 07/10/36*    10.982     0.000    7.5002    21.96     0.026510   0.027504                                      5.19*        
Fannie Mae               3136F7MB0 11/17/05 06/07/12     73.724     0.000    4.7041   115.24     0.111047   0.113658   0.116332   0.119068  0.121869     40.57    42.50
Fannie Mae               3136F7NJ2 11/15/05 02/28/14     67.000     0.000    4.8887   109.44     0.103543   0.104344   0.108667   0.109508  0.114044     38.57    40.48
Fannie Mae               3136F7NM5 11/15/05 11/15/30     26.938     0.000    5.3159    48.06     0.046559   0.047796   0.049067   0.050371  0.051710     17.10    18.02
Fannie Mae               3136F7NQ6 11/17/05 03/10/10     81.307     0.000    4.8534   131.45     0.125460   0.128505   0.131623                          46.40     9.08
Fannie Mae               3136F7PG6 12/05/05 06/10/10     80.940     0.000    4.7398   125.32     0.122728   0.125636   0.128614                          44.83    20.45
Fannie Mae               3136F7Q34 07/14/06 10/31/14     63.950     0.000    5.4603    91.01     0.109784   0.112782   0.115861   0.119024  0.122274     40.43    42.67
Fannie Mae               3136F7QX8 01/06/06 10/10/13     69.750     0.000    4.6951   103.79     0.103412   0.105840   0.108325   0.110868  0.113470     38.06    39.87
Fannie Mae               3136F7UM7 02/22/06 10/01/12     96.825     4.318    4.8859    12.51     0.013005   0.013323   0.013648   0.013982  0.014323      4.80     5.03
Fannie Mae               3136F8BF1 12/12/06 12/12/36*    14.464     0.000    6.5499    20.47     0.029937   0.030917                                     10.38*        
Fannie Mae               3136F8JD8 03/16/07 05/31/13     74.650     0.000    4.7639    65.89     0.107066   0.109616   0.112227   0.114900  0.117637     39.16    41.05
Fannie Mae               3136F8JY2 03/30/07 04/10/13     75.160     0.000    4.7935    65.14     0.107592   0.110170   0.112811   0.115515  0.118283     39.62    41.54
Fannie Mae               3136F8KC8 04/02/07 01/29/10     87.515     0.000    4.7745    75.30     0.123565   0.126514   0.129535                          45.92     3.63
Fannie Mae               3136F8LJ2 05/16/07 10/01/29     60.778     0.000    N/A                 0.080367   0.080320   0.077761   0.077711  0.075022     28.69    27.74
Fannie Mae               3136F8LW3 05/03/07 06/01/15     75.398     0.000    N/A                 0.095123   0.091548   0.091353   0.087491  0.087291     33.49    32.07
Fannie Mae               3136F8NZ4 06/11/07 12/10/14     66.600     0.000    5.4956    58.63     0.110267   0.113297   0.116410   0.119609  0.122896     40.37    42.62
Fannie Mae               3136F8P25 02/08/08 02/08/38     16.973     0.000    6.0000     9.25     0.028504   0.029846   0.030240   0.031663  0.032081     10.90    11.56
Fannie Mae               3136F8QH1 07/11/07 02/28/14     69.767     0.000    5.4960    58.34     0.112676   0.113885   0.118954   0.120230  0.125582     42.12    44.47
Fannie Mae               3136F8QL2 07/19/07 10/29/10     84.360     0.000    5.2540    66.03     0.131567   0.135023   0.138570   0.142211               48.42    41.95
Fannie Mae               3136F8QM0 07/30/07 07/30/37     12.693     0.000    7.0001    13.03     0.026439   0.027365   0.028322   0.029314  0.030340      9.97    10.68
Fannie Mae               3136F8RD9 08/09/07 04/10/12     79.420     0.000    4.9945    56.68     0.116736   0.119651   0.122639   0.125702  0.128841     43.03    45.20
Fannie Mae               3136F8SE6 08/29/07 06/30/10     87.435     0.000    4.7840    57.31     0.123792   0.126753   0.129785                          45.10    23.23
Fannie Mae               3136F8SH9 09/07/07 07/31/09     91.845     0.000    4.5334    55.85     0.117790   0.122456                                     25.70         
Fannie Mae               3136F8UT0 11/06/07 05/01/14     95.257     0.000    N/A                 0.026502   0.025214   0.023403   0.022299  0.019955      9.12     8.02
Fannie Mae               3136F8XP5 11/20/07 07/10/12     82.235     0.000    4.2600    39.58     0.099974   0.102103   0.104278   0.106499  0.108768     37.11    38.71
Fannie Mae               3136F8YZ2 12/13/07 02/15/12     85.070     0.000    3.9122    35.39     0.094893   0.096749   0.098642   0.100571  0.102539     35.01    36.39
Fannie Mae               3136F92T9 12/30/08 12/30/38     20.417     0.000    5.3667      .03     0.030437   0.031254   0.032092   0.032953  0.033838     11.11    11.71
Fannie Mae               3136F92X0 12/30/08 12/30/38     18.834     0.000    5.6431      .03     0.029523   0.030356   0.031213   0.032093  0.032999     10.78    11.40
Fannie Mae               3136F92Y8 12/30/08 12/30/38     18.839     0.000    5.6422      .03     0.029526   0.030359   0.031216   0.032096  0.033002     10.78    11.40
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Fannie Mae               3136F95A7 01/28/09 01/28/39     19.073     0.000    5.5999                         0.029669   0.030500   0.031354  0.032231     10.01    11.40
Fannie Mae               3136F95D1 01/28/09 01/28/39     18.797     0.000    5.6499                         0.029500   0.030334   0.031191  0.032072      9.95    11.34
Fannie Mae               3136F95W9 02/03/09 02/03/39     16.248     0.000    6.1499                         0.027757   0.028611   0.029490  0.030397      9.23    10.72
Fannie Mae               3136F96T5 02/04/09 02/04/39     15.782     0.000    6.2500                         0.027399   0.028256   0.029139  0.030049      9.09    10.59
Fannie Mae               3136F96W8 02/11/09 02/11/39     15.782     0.000    6.2500                         0.027399   0.028256   0.029139  0.030049      8.89    10.58
Fannie Mae               3136F96Z1 02/11/09 02/11/39     15.108     0.000    6.4000                         0.026859   0.027719   0.028606  0.029521      8.72    10.39
Fannie Mae               3136F9A29 08/01/08 07/01/10     93.880     0.000    3.3212    12.99     0.087809   0.089267   0.090749                          31.87    16.33
Fannie Mae               3136F9A37 08/01/08 12/31/10     91.840     0.000    3.5525    13.69     0.091972   0.093606   0.095269   0.096961               33.41    34.51
Fannie Mae               3136F9A45 08/01/08 07/01/11     89.720     0.000    3.7531    14.03     0.095000   0.096782   0.098599   0.100449               34.52    35.83
Fannie Mae               3136F9A52 08/01/08 12/30/11     87.670     0.000    3.8911    14.22     0.096287   0.098160   0.100070   0.102017  0.104001     35.00    36.38
Fannie Mae               3136F9A60 08/01/08 06/29/12     85.645     0.000    4.0007    14.28     0.096745   0.098681   0.100655   0.102668  0.104722     35.18    36.61
Fannie Mae               3136F9A78 08/01/08 12/31/12     83.605     0.000    4.0950    14.36     0.096725   0.098705   0.100726   0.102789  0.104893     35.18    36.64
Fannie Mae               3136F9B44 08/07/08 12/01/13     84.261     0.000    N/A                 0.090442   0.090187   0.086193   0.085916  0.081745     32.39    30.85
Fannie Mae               3136F9D91 09/04/08 04/01/12     91.994     0.000    N/A                 0.089998   0.080243   0.079782   0.059154  0.058821     29.72    23.12
Fannie Mae               3136F9E25 09/04/08 04/01/14     83.238     0.000    N/A                 0.092245   0.092407   0.094062   0.093999  0.095263     33.40    33.96
Fannie Mae               3136F9FX6 04/03/08 12/30/12     93.811     0.000    N/A                 0.053644   0.054401   0.035916   0.036423  0.019913     19.43    13.01
Fannie Mae               3136F9FY4 04/03/08 06/29/12     93.719     0.000    N/A                 0.073109   0.048271   0.048936   0.026757  0.027125     21.80    13.58
Fannie Mae               3136F9FZ1 04/03/08 12/29/12     94.297     0.000    N/A                 0.059108   0.046952   0.034911   0.027411  0.016967     19.04    11.18
Fannie Mae               3136F9KB8 04/22/08 04/22/38*    14.890     0.000    6.4500     6.70     0.027539                                                 3.06*        
Fannie Mae               3136F9KS1 04/28/08 04/28/38*    15.108     0.000    6.4000     6.62     0.027414                                                 3.21*        
Fannie Mae               3136F9LJ0 04/28/08 04/28/38*    14.676     0.000    6.4999     6.49     0.027359                                                 3.20*        
Fannie Mae               3136F9PQ0 05/21/08 05/21/38*    15.782     0.000    6.2500     6.06     0.028256                                                 3.96*        
Fannie Mae               3136F9PW7 05/20/08 05/20/38*    15.108     0.000    6.4000     5.97     0.027719                                                 3.85*        
Fannie Mae               3136F9QD8 05/28/08 05/28/38*    15.329     0.000    6.3501     5.79     0.027898                                                 4.10*        
Fannie Mae               3136F9QN6 05/28/08 05/28/38*    14.675     0.000    6.5001     5.67     0.027358                                                 4.02*        
Fannie Mae               3136F9QV8 06/02/08 06/02/28*    30.596     0.000    6.0100    10.72     0.052614                                                 7.94*        
Fannie Mae               3136F9SM6 06/04/08 06/04/38*    14.675     0.000    6.5001     5.51     0.027358                                                 4.19*        
Fannie Mae               3136F9UK7 06/24/08 06/24/38     13.451     0.000    6.8001     4.76     0.026272   0.027165   0.028089   0.029044  0.030031      9.63    10.30
Fannie Mae               3136F9VS9 06/30/08 06/30/38     12.693     0.000    7.0001     4.47     0.025545   0.026439   0.027365   0.028322  0.029314      9.36    10.03
Fannie Mae               3136F9W90 12/08/08 12/08/38*    11.949     0.000    7.2086      .55     0.023927   0.024789                                      8.22*        
Fannie Mae               3136F9XU2 06/30/08 07/15/09     96.935     0.000    3.0100    14.69     0.081151   0.082372                                     15.96         
Fannie Mae               3136F9ZA4 07/30/08 07/30/38     14.255     0.000    6.6001     3.95     0.026135   0.026997   0.027888   0.028808  0.029759      9.83    10.49
Fannie Mae               3136F9ZF3 08/05/08 06/01/10     94.000     0.000    3.4227    13.08     0.090357   0.091904   0.093477                          32.90    14.02
Fannie Mae               3136F9ZZ9 08/01/08 12/31/09     95.790     0.000    3.0581    12.29     0.082409   0.083669                                     29.81         
Fannie Mae               3136FH5F8 08/07/09 12/30/11     96.465     0.000    1.5067                         0.040374   0.040617   0.040923  0.041231      5.81    14.68
Fannie Mae               3136FHAT2 02/18/09 02/18/39     14.417     0.000    6.5611                         0.026276   0.027138   0.028028  0.028948      8.34    10.17
Fannie Mae               3136FHBC8 02/23/09 02/23/39     14.472     0.000    6.5480                         0.026323   0.027185   0.028075  0.028994      8.22    10.18
Fannie Mae               3136FHBD6 02/23/09 02/23/39     13.648     0.000    6.7499                         0.025590   0.026454   0.027346  0.028269      7.99     9.92
Fannie Mae               3136FHEA9 03/05/09 03/04/39     15.685     0.000    6.2717                         0.027325   0.028178   0.029062  0.029973      8.19    10.51
Fannie Mae               3136FHEE1 03/17/09 03/17/39     15.896     0.000    6.2252                         0.027488   0.028344   0.029226  0.030136      7.90    10.55
Fannie Mae               3136FHEH4 03/18/09 03/18/39     15.896     0.000    6.2252                         0.027488   0.028344   0.029226  0.030136      7.87    10.55
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Fannie Mae               3136FHET8 03/23/09 03/23/39     16.247     0.000    6.1502                         0.027756   0.028610   0.029490  0.030396      7.80    10.63
Fannie Mae               3136FHEU5 03/24/09 03/24/39     16.247     0.000    6.1502                         0.027756   0.028610   0.029490  0.030396      7.77    10.63
Fannie Mae               3136FHEY7 03/25/09 03/25/39     16.778     0.000    6.0397                         0.028149   0.028999   0.029874  0.030777      7.85    10.77
Fannie Mae               3136FHHU2 04/08/09 04/08/39     20.368     0.000    5.3749                         0.030410   0.031228   0.032067  0.032929      8.07    11.53
Fannie Mae               3136FHJP1 04/07/09 12/28/10     99.357     0.000    N/A                 0.021107   0.016663   0.008370   0.001190                4.73     1.70
Fannie Mae               3136FHPN9 05/04/09 05/04/39     18.256     0.000    5.7500                         0.029159   0.029997   0.030860  0.031747      6.96    11.05
Fannie Mae               3136FHRN7 05/20/09 05/20/39     17.680     0.000    5.8599                         0.028779   0.029622   0.030490  0.031384      6.39    10.89
Fannie Mae               3136FHTC9 05/27/09 05/27/39     17.202     0.000    5.9540                         0.028450   0.029297   0.030170  0.031068      6.12    10.76
Fannie Mae               31398AVK5 02/18/09 02/18/39     14.640     0.000    6.5083                         0.026467   0.027329   0.028218  0.029136      8.40    10.24
Financial Federal Corp   317492AE6 04/12/04 04/15/34*   100.000    VARIES    7.3749              0.262513                                                27.30*        
Financial Federal Corp   317492AF3 04/12/04 04/15/34*   100.000    VARIES    7.3749              0.262513                                                27.30*        
The Finova Group Inc.    317928AA7 08/22/01 11/15/09     76.270     7.500    N/A                 0.174297   0.179451                                     55.66         
First Data Corporation   319963AN4 10/24/07 09/24/15     94.796     9.875   10.8718     5.33     0.013197   0.013915   0.014671   0.015469  0.016310      5.02     5.58
First Data Corporation   319963AP9 10/24/07 09/24/15     94.796     9.875   10.8718     5.33     0.013197   0.013915   0.014671   0.015469  0.016310      5.02     5.58
Frnkln & Hamltn HSD #103 35241RAE5 03/15/06 11/01/10     76.493     0.000    5.8733   134.46     0.145312   0.149580   0.153972   0.158494               53.60    47.01
Frnkln & Hamltn HSD #103 35241RAF2 03/15/06 11/01/11     71.698     0.000    5.9985   128.91     0.139554   0.143739   0.148050   0.152491  0.157064     51.50    54.64
Franklin Cnty SD #47     352730CF0 02/15/07 12/01/13     68.938     0.000    5.5487    74.73     0.117232   0.120484   0.123827   0.127262  0.130793     42.99    45.40
Franklin Cnty SD #47     352730CG8 02/15/07 12/01/14     65.167     0.000    5.5688    70.91     0.111259   0.114357   0.117541   0.120814  0.124178     40.80    43.10
Franklin Cnty SD #47     352730CH6 02/15/07 12/01/15     61.525     0.000    5.5989    67.32     0.105666   0.108624   0.111665   0.114791  0.118004     38.75    40.95
Franklin Cnty SD #47     352730CJ2 02/15/07 12/01/16     57.942     0.000    5.6491    63.99     0.100492   0.103330   0.106249   0.109250  0.112336     36.86    38.97
Fremont Genl Fin I       356905208 03/06/96 03/31/26    100.000     9.000    N/A                 0.273271   0.277931   0.292175   0.298708  0.303801    102.35   108.92
GGP Limited Partnership  36170XAA3 04/16/07 04/15/12     98.000     3.980    4.4305     6.37     0.010618   0.010794   0.011093   0.011277  0.011590      3.94     4.12
GATX Financial Corp.     36804PAC0 10/25/04 06/15/11     95.703     6.273    7.0956    24.73     0.019196   0.019877   0.020582   0.021313  0.022069      7.06     7.56
GATX Financial Corp.     36804PAD8 10/25/04 06/15/11     95.703     6.273    7.0956    24.73     0.019196   0.019877   0.020582   0.021313  0.022069      7.06     7.56
GATX Financial Corp.     36804PAE6 10/25/04 06/15/11     95.703     6.273    7.0956    24.73     0.019196   0.019877   0.020582   0.021313  0.022069      7.06     7.56
GMAC                     37042FDC9 01/16/97 01/15/12     34.258     0.000    7.2720   462.33     0.157318   0.163038   0.168967   0.175110  0.181477     59.60    64.01
General Motors Corp.     370442AT2 03/20/96 03/15/36*    19.874    VARIES    8.0787              0.119894   0.124737                                     23.22*        
Globe Holdings, Inc.     379432AA5 08/06/98 08/01/09     49.672    VARIES   14.2895              0.395895   0.396395                                     83.23         
Globe Holdings, Inc.     379432AB3 08/06/98 08/01/09     49.672    VARIES   14.2895              0.395895   0.396395                                     83.23         
Globe Holdings, Inc.     379432AC1 08/06/98 08/01/09     49.672    VARIES   14.2895              0.395895   0.396395                                     83.23         
Globe Holdings, Inc.     379432AD9 08/06/98 08/01/09     49.672    VARIES   14.2895              0.395895   0.396395                                     83.23         
Globe Holdings, Inc.     379432AE7 08/06/98 08/01/09     49.672    VARIES   14.2895              0.395895   0.396395                                     83.23         
Globe Holdings, Inc.     379432AF4 08/06/98 08/01/09     49.672    VARIES   14.2895              0.395895   0.396395                                     83.23         
Goldman Sachs Group,Inc. 38141GBV5 01/15/02 01/15/09    100.000     3.500    5.9499              0.196849                                                 2.76         
Goldman Sachs Group,Inc. 38141GBW3 02/01/02 02/01/12    100.000     0.000    6.6999              0.285633   0.295202   0.305091   0.315312  0.325875    107.47   114.79
Goldman Sachs Group,Inc. 38141GBY9 02/08/02 02/08/09    100.000     1.000    6.0499              0.234431                                                 8.67         
Goldman Sachs Group,Inc. 38141GBZ6 02/12/02 02/12/09    100.000     2.000    6.2499              0.231679                                                 9.50         
Goldman Sachs Group,Inc. 38141GCA0 03/08/02 03/08/09    100.000     2.000    6.4250              0.240965                                                16.14         
Goldman Sachs Group,Inc. 38141GCB8 04/08/02 04/08/12    100.000     2.000    6.6499              0.253171   0.259742   0.266531   0.273546  0.280794     93.43    98.40
Goldman Sachs Group,Inc. 38141GCC6 04/10/02 04/10/12    100.000     2.500    6.7200              0.249577   0.255630   0.261885   0.268351  0.275035     91.93    96.51
Goldman Sachs Group,Inc. 38141GCD4 04/29/02 04/29/12    100.000     3.500    6.8099              0.239313   0.244151   0.249154   0.254327  0.259676     87.63    91.28
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Goldman Sachs Group,Inc. 38141GCE2 07/03/02 07/03/12    100.000     3.000    6.3397              0.218243   0.222519   0.226931   0.231483  0.236179     80.88    84.16
Goldman Sachs Group,Inc. 38141GCH5 08/27/02 08/27/09    100.000     0.000    5.1749              0.195317   0.200371                                     47.00         
Goldman Sachs Group,Inc. 38141GCJ1 09/16/02 09/16/12    100.000     2.500    5.5999              0.189388   0.192746   0.196199   0.199748  0.203396     69.50    72.03
Goldman Sachs Group,Inc. 38141GCK8 10/28/02 10/28/12    100.000     3.000    5.7299              0.189765   0.192814   0.195951   0.199178  0.202496     69.25    71.54
Goldman Sachs Group,Inc. 38141GCT9 02/11/03 02/11/10    100.000     0.500    4.7499              0.166722   0.170352   0.174068                          61.70     6.96
Goldman Sachs Group,Inc. 38141GCV4 02/28/03 02/28/13    100.000     0.000    5.1699              0.189105   0.190831   0.199009   0.200824  0.209430     70.56    74.25
Goldman Sachs Group,Inc. 38141GCW2 02/27/03 02/27/13    100.000     0.500    5.1499              0.184736   0.189135   0.193648   0.198276  0.203024     68.40    71.71
Goldman Sachs Group,Inc. 38141GCX0 03/05/03 03/05/13    100.000     0.000    5.0499              0.184551   0.189211   0.193988   0.198887  0.203909     68.37    71.87
Goldman Sachs Group,Inc. 38141GCZ5 04/21/03 04/18/13    100.000     0.000    5.1500              0.189138   0.194009   0.199005   0.204129  0.209385     69.69    73.32
Goldman Sachs Group,Inc. 38141GDC5 04/21/03 04/21/13    100.000     2.250    5.1500              0.169050   0.171793   0.174608   0.177495  0.180456     61.74    63.79
Goldman Sachs Group,Inc. 38141GDD3 05/09/03 05/09/10    100.000     2.500    4.1499              0.126895   0.128087   0.129304                          46.02    16.55
Goldman Sachs Group,Inc. 38141GDF8 05/30/03 05/30/13    100.000     0.000    4.6300              0.165429   0.169259   0.173177   0.177186  0.181288     60.48    63.32
Goldman Sachs Group,Inc. 38141GDG6 06/11/03 06/11/13    100.000     3.000    4.2499              0.127091   0.128021   0.128970   0.129940  0.130930     45.96    46.64
Goldman Sachs Group,Inc. 38141GDH4 06/20/03 06/20/13    100.000     0.250    4.3500              0.151247   0.154385   0.157592   0.160869  0.164217     55.08    57.40
Goldman Sachs Group,Inc. 38141GDJ0 07/08/03 07/08/10    100.000     0.000    4.1500              0.141560   0.144497   0.147495   0.150556               52.52    28.13
Goldman Sachs Group,Inc. 38141GDL5 08/07/03 08/07/11    100.000     0.000    5.0600              0.180450   0.185016   0.189697   0.194496  0.199417     67.12    70.55
Goldman Sachs Group,Inc. 38141GDM3 08/04/03 08/04/10    100.000     0.000    5.0799              0.181340   0.185946   0.190669   0.195512               67.48    41.48
Goldman Sachs Group,Inc. 38141GDN1 08/25/03 08/25/10    100.000     1.000    4.8700              0.164517   0.167847   0.171257   0.174751               60.67    40.70
Goldman Sachs Group,Inc. 38141GDP6 08/28/03 08/28/10    100.000     1.500    4.9500              0.164043   0.167072   0.170175   0.173356               60.35    40.90
Goldman Sachs Group,Inc. 38141GDR2 01/21/04 04/06/10    100.000     0.000    3.9420              0.131600   0.134194   0.136839                          48.29    13.00
Goldman Sachs Group,Inc. 38141GDS0 04/13/04 06/13/11    100.000     0.000    4.6749              0.161125   0.164891   0.168746   0.172690  0.176727     58.82    61.60
Goldman Sachs Group,Inc. 38141GDT8 04/16/04 04/16/09    100.000     0.250    4.0750              0.134344                                                14.11         
Goldman Sachs Group,Inc. 38141GDW1 11/23/04 11/23/11    100.000     2.000    4.5999              0.142187   0.144180   0.146218   0.148303  0.150436     51.70    53.17
Goldman Sachs Group,Inc. 38141GDY7 01/11/05 01/11/12    100.000     1.000    4.7300              0.149808   0.152694   0.155648   0.158672  0.161768     55.44    57.62
Goldman Sachs Group,Inc. 38141GEB6 02/15/05 02/15/12    100.000     2.000    4.5499              0.138469   0.140355   0.142284   0.144257  0.146275     50.71    52.12
Goldman Sachs Group,Inc. 38141GEC4 06/29/05 06/29/12    100.000     1.000    4.6499              0.146864   0.149633   0.152466   0.155365  0.158332     53.38    55.42
Goldman Sachs Group,Inc. 38141GEH3 04/13/06 04/13/10    100.000     0.000    5.5399              0.176416   0.181303   0.186325                          65.16    19.01
Goldman Sachs Group,Inc. 38141GEN0 06/28/06 06/28/11    100.000     0.125    5.8999              0.188988   0.194461   0.200095   0.205895  0.211867     69.05    73.11
Goldman Sachs Group,Inc. 38141GFS8 06/25/08 07/09/10    100.000     0.000    4.8989              0.136343   0.139682   0.143104   0.146609               50.85    27.53
Goldman Sachs Group,Inc. 38141GGH1 10/26/09 03/05/13    100.000     0.000    1.0049                                    0.027915   0.028015  0.028156      1.81    10.10
Goldman Sachs Group,Inc. 38141GGJ7 11/19/09 11/19/24    100.000    VARIES    5.8890                                    0.163584   0.159404  0.155101      6.87    57.78
Goldman Sachs Bank USA   3814262A2 11/04/09 11/06/14    100.000     0.000    3.0642                         0.085119   0.085134   0.086438  0.087763      4.85    31.03
Goldman Sachs Bank USA   381426Z65 08/05/09 08/07/14    100.000     0.000    3.2499                         0.090275   0.090292   0.091759  0.093250     13.18    33.20
Goldman Sachs Bank USA   381426Z73 09/09/09 09/09/14    100.000     0.000    3.0499                                    0.084721   0.086013  0.087325      9.49    31.02
Goldman Sachs Bank USA   381426Z81 10/05/09 10/07/14    100.000     0.000    3.1498                         0.087495   0.087511   0.088889  0.090289      7.53    31.99
Goldman Sachs Bank USA   381426Z99 09/30/09 09/30/14    100.000     0.000    3.0503                                    0.084731   0.086023  0.087335      7.71    30.97
Goldman Sachs Group,Inc. 38143DAA7 09/03/09 09/09/14    100.000     0.000    3.1999                         0.088889   0.088936   0.090359  0.091805     10.49    32.59
Goldman Sachs Group,Inc. 38143U457 04/16/04 10/16/11    100.000     0.000    4.7359              0.162400   0.166246   0.170183   0.174213  0.178338     59.74    62.60
Goldman Sachs Group,Inc. 38143U648 02/05/04 02/05/09    100.000     0.000    3.7999              0.125040                                                 4.25         
Goldman Sachs Group,Inc. 38143UAD3 03/09/04 03/09/09    100.000     2.000    3.3500              0.099103                                                 6.74         
Goldman Sachs Group,Inc. 38143UAE1 03/31/04 03/31/09    100.000     0.250    3.5000              0.112478                                                10.01         
Goldman Sachs Group,Inc. 38143UAF8 04/08/04 04/08/09    100.000     1.250    3.9200              0.123046                                                11.94         
Goldman Sachs Group,Inc. 38143UAG6 04/08/04 04/08/09    100.000     0.250    3.9199              0.128348                                                12.45         
                                                                                                                                                                       

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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Goldman Sachs Group,Inc. 38143UAH4 04/12/04 04/12/09    100.000     0.750    3.8700              0.123816                                                12.51         
Goldman Sachs Group,Inc. 38143UAM3 06/11/04 06/11/09    100.000     0.000    4.8500              0.167145                                                26.74         
Goldman Sachs Group,Inc. 38143UAN1 07/22/04 07/22/09    100.000     1.500    4.5000              0.141236   0.143477                                     28.79         
Goldman Sachs Group,Inc. 38143UAQ4 09/10/04 09/10/11    100.000    VARIES    4.5701              0.137196   0.138605   0.140046   0.141426  0.142837     49.96    50.97
Goldman Sachs Group,Inc. 38143UAR2 09/01/04 09/01/09    100.000     1.000    4.0499              0.127238   0.129252                                     30.90         
Goldman Sachs Group,Inc. 38143UAS0 09/10/04 09/10/12    100.000     0.500    4.7699              0.157113   0.160529   0.164026   0.167607  0.171273     57.94    60.50
Goldman Sachs Group,Inc. 38143UAU5 09/28/04 09/28/09    100.000    VARIES    3.9299              0.114275   0.113692                                     30.41         
Goldman Sachs Group,Inc. 38143UAX9 10/08/04 10/08/11    100.000     1.500    4.5499              0.143093   0.145401   0.147761   0.150174  0.152643     52.32    54.03
Goldman Sachs Group,Inc. 38143UAZ4 12/15/04 12/15/09    120.000     0.000    4.0399              0.158031   0.161223                                     54.94         
Goldman Sachs Group,Inc. 38143UBB6 03/16/05 03/16/12    100.000     1.000    5.0399              0.161357   0.164723   0.168174   0.171712  0.175339     59.41    61.93
Goldman Sachs Group,Inc. 38143UBC4 04/13/05 04/13/12    100.000     0.500    4.9999              0.162474   0.166189   0.169997   0.173899  0.177900     59.75    62.52
Goldman Sachs Group,Inc. 38143UBF7 08/18/05 08/18/11    100.000     0.000    4.8399              0.155185   0.158941   0.162787   0.166727  0.170761     57.55    60.37
Goldman Sachs Group,Inc. 38143UBH3 10/03/05 10/03/12    100.000     1.000    5.0999              0.160241   0.163619   0.167083   0.170635  0.174278     58.90    61.42
Goldman Sachs Group,Inc. 38143UBJ9 10/17/05 10/17/10    100.000     0.000    5.0229              0.161918   0.165985   0.170153   0.174427               59.63    49.43
Goldman Sachs Group,Inc. 38143UBN0 03/16/07 03/16/14    100.000     0.000    5.7599              0.174226   0.179244   0.184406   0.189717  0.195181     64.69    68.47
Goldman Sachs Group,Inc. 38143UBW0 07/09/07 07/09/10    100.000     0.000    5.4600              0.160061   0.164431   0.168920   0.173531               59.93    32.59
Goldman Sachs Group,Inc. 38143UCE9 10/03/07 10/03/10    100.000     0.000    5.0199              0.146532   0.150210   0.153980   0.157845               54.07    42.58
Goldman Sachs Group,Inc. 38143UCG4 10/09/07 10/13/15    100.000     0.000    5.8199              0.171323   0.176309   0.181439   0.186719  0.192153     63.36    67.10
Goldman Sachs Group,Inc. 38143UCK5 01/31/08 01/31/15    100.000     1.000    5.2500              0.148933   0.152114   0.155378   0.158727  0.162165     55.16    57.56
Goldman Sachs Group,Inc. 38143UCN9 04/11/08 09/11/15    100.000     3.000    5.7277              0.160911   0.163133   0.165418   0.167769  0.170187     58.82    60.50
Goldman Sachs Group,Inc. 38143UCT6 07/31/08 07/31/23    100.000    VARIES    6.1233              0.170094   0.168285   0.166421   0.166506  0.166593     60.35    59.95
Goldman Sachs Group,Inc. 38143UCX7 09/02/08 09/21/10    100.000     0.000    4.3870              0.122144   0.124823   0.127561   0.130359               45.00    33.67
Goldman Sachs Group,Inc. 38143UDB4 07/24/09 07/25/11    100.000     0.000    2.9229                         0.081193   0.081201   0.082387  0.083592     12.75    29.82
Goldman Sachs Group,Inc. 38143UDK4 02/05/09 05/05/12    100.000     0.000    5.2977              0.147161   0.149110   0.153060   0.157114  0.161276     48.66    56.29
Goldman Sachs Group,Inc. 38143UDT5 07/24/09 07/25/11    100.000     0.000    2.9229                         0.081193   0.081201   0.082387  0.083592     12.75    29.82
Goldman Sachs Group,Inc. 38143UEC1 07/29/09 07/29/24    100.000    VARIES    6.4990                                    0.180529   0.177821  0.175024     27.44    63.67
Goldman Sachs Group,Inc. 38143UED9 07/29/09 07/29/24    100.000    VARIES    6.8975                                    0.191599   0.187669  0.183603     29.12    67.05
Goldman Sachs Group,Inc. 38143UEF4 08/07/09 08/08/11    100.000     0.000    2.4971                         0.069366   0.069371   0.070237  0.071114      9.99    25.38
Goldman Sachs Group,Inc. 38143UEH0 08/20/09 08/20/24    100.000    VARIES    6.8712                                    0.190869   0.190507  0.190134     25.00    68.55
Goldman Sachs Group,Inc. 38143UEJ6 08/25/09 08/25/11    100.000     0.000    2.6782                                    0.074395   0.075391  0.076401      9.37    27.21
Goldman Sachs Group,Inc. 38143UEK3 08/25/09 02/25/11    100.000     0.000    2.0848                                    0.057913   0.058516  0.059126      7.30    21.11
Goldman Sachs Group,Inc. 38143UEL1 08/28/09 12/12/12    100.000     0.000    3.4679                         0.096331   0.097296   0.098983  0.100700     11.87    35.39
Goldman Sachs Group,Inc. 38143UEN7 09/17/09 10/03/11    100.000     0.000    2.3500                         0.065279   0.065347   0.066115  0.066892      6.79    23.80
Goldman Sachs Group,Inc. 38143UEU1 10/29/09 10/29/24    100.000    VARIES    6.0484                                    0.168013   0.163643  0.159142     10.42    59.15
Goldman Sachs Group,Inc. 38143UEY3 10/30/09 10/30/14    100.000     1.000    3.9877                                    0.110771   0.112426  0.114114      6.76    40.38
Goldman Sachs Group,Inc. 38143UEZ0 10/29/09 10/29/16    100.000     1.000    4.6747                                    0.129853   0.132239  0.134681      8.05    47.48
Goldman Sachs Group,Inc. 38143UFM8 11/30/09 11/30/15    100.000     1.000    3.9589                                    0.109971   0.111598  0.113258      3.41    39.98
Goldman Sachs Group,Inc. 38143Y145 04/07/06 01/07/09    100.000     0.000    5.3774              0.168332                                                 1.01         
Goldman Sachs Group,Inc. 38143YAA1 03/07/05 03/07/11    100.000     0.000    4.6499              0.151713   0.155240   0.158849   0.162543  0.166322     56.07    58.70
Goldman Sachs Group,Inc. 38144P135 02/21/08 05/28/09    100.000     0.000    3.1999              0.091089                                                13.39         
Goldman Sachs Group,Inc. 38144P218 02/05/08 05/05/09    100.000     0.000    3.7499              0.107114                                                13.28         
Goldman Sachs Group,Inc. 38144P226 02/05/08 05/05/09    100.000     0.000    3.7499              0.107114                                                13.28         
Goldman Sachs Group,Inc. 38144P267 02/11/08 05/11/09    100.000     0.000    3.4999              0.099789                                                12.97         
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Goldman Sachs Group,Inc. 38144P275 02/11/08 05/11/09    100.000     0.000    3.4999              0.099789                                                12.97         
Goldman Sachs Group,Inc. 38144P432 02/04/08 08/04/10    100.000     0.000    4.3500              0.123462   0.126147   0.128891   0.131694               45.73    27.96
Goldman Sachs Group,Inc. 38144U407 03/06/08 06/05/09    100.000     0.000    3.7299              0.106516                                                16.40         
Goldman Sachs Group,Inc. 38144U779 03/14/08 06/15/09    100.000     0.000    3.7500              0.107127                                                17.57         
Goldman Sachs Group,Inc. 38144U803 03/27/08 06/29/09    100.000     0.000    4.4999              0.129281                                                23.01         
Goldman Sachs Group,Inc. 38145E220 04/23/08 07/23/09    100.000     0.000    3.9499              0.110806   0.112994                                     22.78         
Goldman Sachs Group,Inc. 38145E402 04/02/08 04/09/09    100.000     0.000    3.5999              0.101870                                                 9.98         
Goldman Sachs Group,Inc. 38145E501 04/03/08 04/09/09    100.000     0.000    3.5500              0.100421                                                 9.84         
Goldman Sachs Group,Inc. 38145E667 08/01/08 02/02/10    100.000     0.000    4.1900              0.116403   0.118841   0.121331                          43.08     3.76
Goldman Sachs Group,Inc. 38145E766 08/13/08 11/13/09    100.000     0.000    3.9113              0.109710   0.111855                                     34.62         
Goldman Sachs Group,Inc. 38145E808 04/09/08 07/09/09    100.000     0.000    3.8999              0.109389   0.111522                                     20.95         
Goldman Sachs Group,Inc. 38145K135 09/04/08 11/10/09    100.000     0.000    3.7620              0.105221   0.107201                                     32.87         
Goldman Sachs Group,Inc. 38145K143 09/10/08 03/10/10    100.000     0.000    3.9160              0.108778   0.110908   0.113080                          40.02     7.80
Goldman Sachs Group,Inc. 38145K192 09/17/08 01/19/10    100.000     0.000    3.7570              0.104362   0.105690   0.107676                          38.35     1.94
Goldman Sachs Group,Inc. 38145K259 10/01/08 02/01/10    100.000     0.000    3.8600              0.107223   0.108603   0.110699                          39.37     3.32
Goldman Sachs Group,Inc. 38145K267 10/06/08 01/06/10    100.000     0.000    4.1000              0.113889   0.115057   0.117415                          41.83      .59
Goldman Sachs Group,Inc. 38145K648 02/09/09 05/10/10    100.000     0.000    4.4634              0.123984   0.125383   0.128181                          40.39    16.54
Goldman Sachs Group,Inc. 38145K788 01/08/09 05/07/10    100.000     0.000    5.2200              0.145001   0.147503   0.151352                          51.98    19.07
Goldman Sachs Group,Inc. 38145K853 01/02/09 01/04/11    100.000     0.000    5.6831              0.157866   0.157916   0.162403   0.167018  0.171764     57.49    60.95
Goldman Sachs Group,Inc. 38145T292 11/25/09 11/28/11    100.000     0.000    1.6731                         0.046477   0.046484   0.046872  0.047265      1.67    16.83
Goldman Sachs Group,Inc. 38145T573 08/10/09 08/10/12    100.000     0.000    3.4194                                    0.094985   0.096609  0.098261     13.39    34.95
Goldman Sachs Group,Inc. 38145T656 09/03/09 09/04/12    100.000     0.000    3.3182                         0.092172   0.092181   0.093711  0.095266     10.88    33.82
Goldman Sachs Group,Inc. 38145T854 07/31/09 07/31/12    100.000     0.000    3.6701                                    0.101948   0.103819  0.105724     15.39    37.61
Goldman Sachs Group,Inc. 38145T888 08/11/09 12/11/12    100.000     0.000    3.6196                         0.100546   0.101760   0.103601  0.105476     14.10    37.04
Great Lakes Carbon Corp. 390559AC6 05/22/98 05/15/09     53.092    VARIES   13.1241              0.364562                                                48.85         
Great Plains Energy,Inc. 391164803 05/18/09 06/15/42    100.000    VARIES   11.2196              0.308232   0.306836   0.310417   0.310712  0.314534     70.06   113.43
Great Plains Energy,Inc. 391164AA8 06/14/04 02/16/09    100.000    VARIES    5.0136              0.140046                                                 6.30         
Great Plains Energy,Inc. 391164AC4 05/18/09 06/15/42    100.000    VARIES   11.2196              0.308232   0.306836   0.310417   0.310712  0.314534     70.06   113.43
Griffon Corporation      398433AA0 07/18/03 07/18/23    100.000    VARIES    8.5003              0.300655   0.308711   0.317110   0.325865  0.334992    112.37   118.65
Griffon Corporation      398433AB8 07/18/03 07/18/23    100.000    VARIES    8.5003              0.300655   0.308711   0.317110   0.325865  0.334992    112.37   118.65
HCA Inc.                 404119AY5 11/17/06 11/15/16    100.000     9.625    N/A                 0.269092   0.282126   0.282170   0.282215  0.282263     99.82   101.59
HCA Inc.                 404119AZ2 11/17/06 11/15/16    100.000     9.625    N/A                 0.269092   0.282126   0.282170   0.282215  0.282263     99.82   101.59
HCA Inc.                 404119BA6 11/17/06 11/15/16    100.000     9.625    N/A                 0.269092   0.282126   0.282170   0.282215  0.282263     99.82   101.59
HSBC USA, Inc.           40428HCU4 07/27/06 01/27/10    100.000     0.000    5.4266              0.167778   0.172330   0.177006                          62.64     4.60
HSBC USA, Inc.           4042EP842 08/29/08 02/26/10    100.000     0.000    3.2949              0.091528   0.093010   0.094543                          33.59     5.20
HSBC USA, Inc.           4042K0A88 10/15/09 10/14/11    100.000     0.000    1.4462                                    0.040175   0.040464  0.040756      3.05    14.56
HSBC USA, Inc.           4042K0B53 10/22/09 10/21/11    100.000     0.000    1.5163                                    0.042120   0.042438  0.042759      2.91    15.27
HSBC USA, Inc.           4042K0C60 11/04/09 11/03/11    100.000     0.000    1.4560                                    0.040447   0.040740  0.041036      2.31    14.65
HSBC USA, Inc.           4042K0UD5 01/30/09 07/31/14    100.000     0.000    2.4845              0.067514   0.068639   0.068358   0.070355  0.070067     23.02    25.58
HSBC USA, Inc.           4042K0UX1 02/27/09 08/26/14    100.000     0.000    3.0323                         0.084233   0.085503   0.086799  0.088116     25.77    31.34
HSBC USA, Inc.           4042K0VV4 03/31/09 09/30/14    100.000     0.000    3.3762                         0.093785   0.095369   0.096978  0.098616     25.56    34.92
HSBC USA, Inc.           4042K0WU5 05/05/09 05/05/11    100.000    VARIES    1.9852                         0.055147   0.054936   0.055006  0.055076     13.00    19.80
HSBC USA, Inc.           4042K0XJ9 06/12/09 06/12/13    100.000     0.000    3.7732                         0.104812   0.106789   0.108804  0.110857     20.90    38.88
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
HSBC USA, Inc.           4042K0YF6 07/29/09 07/29/11    100.000     0.000    1.4379                                    0.039942   0.040229  0.040519      6.07    14.52
HSBC USA, Inc.           4042K0YZ2 09/10/09 09/09/11    100.000     0.000    1.1978                                    0.033275   0.033473  0.033673      3.69    12.06
John Hancock Life Ins Co 41013MBT6 10/29/02 04/15/15     50.000     0.000    5.6403   204.89     0.109140   0.112218   0.115383   0.118637  0.121982     40.32    42.63
Harrisburg, PA           414738NQ3 12/28/95 04/01/09     41.259     0.000    6.7889   570.99     0.182391                                                16.42         
Harrisburg, PA           414738NR1 12/28/95 04/01/10     38.328     0.000    6.8391   536.22     0.171748   0.177621   0.183695                          63.96    16.53
Harrisburg, PA           414738NS9 12/28/95 04/01/11     35.259     0.000    6.9490   505.06     0.162725   0.168379   0.174230   0.180283  0.186547     60.63    64.92
Harrisburg, PA           414738NT7 12/28/95 04/01/12     32.621     0.000    7.0092   473.30     0.152985   0.158346   0.163896   0.169640  0.175585     57.02    61.09
Harrisburg, PA           414738NU4 12/28/95 04/01/13     30.247     0.000    7.0491   442.60     0.143365   0.148419   0.153650   0.159065  0.164672     53.45    57.28
Harrisburg, PA           414738NV2 12/28/95 04/01/14     27.925     0.000    7.1092   413.83     0.134480   0.139260   0.144210   0.149336  0.154645     50.15    53.78
Harrisburg, PA           414738NW0 12/28/95 04/01/15     25.992     0.000    7.1193   386.01     0.125504   0.129972   0.134598   0.139390  0.144352     46.80    50.20
Harrisburg, PA           414738NX8 12/28/95 04/01/16     24.047     0.000    7.1593   360.13     0.117342   0.121542   0.125893   0.130399  0.135067     43.77    46.96
Harrisburg, PA           414738NY6 12/28/95 04/01/17     22.322     0.000    7.1792   335.70     0.109497   0.113427   0.117499   0.121717  0.126086     40.85    43.83
Harrisburg, PA           414738NZ3 12/28/95 04/01/18     20.535     0.000    7.2393   312.72     0.102328   0.106032   0.109870   0.113847  0.117968     38.18    41.00
Harrisburg, PA           414738PA6 12/28/95 04/01/19     19.125     0.000    7.2394   291.25     0.095304   0.098754   0.102328   0.106032  0.109871     35.56    38.18
Town of Harrison, NJ     415342KR4 01/09/07 06/01/09     88.217     0.000    5.3025    96.31     0.143490                                                21.52         
Town of Harrison, NJ     415342KS2 01/09/07 06/01/10     83.578     0.000    5.3535    92.15     0.137379   0.141056   0.144832                          50.34    21.72
Town of Harrison, NJ     415342KY9 01/09/07 06/01/09     88.217     0.000    5.3025    96.31     0.143490                                                21.52         
Town of Harrison, NJ     415342KZ6 01/09/07 06/01/10     83.578     0.000    5.3535    92.15     0.137379   0.141056   0.144832                          50.34    21.72
Hartford Life Insurance  41659LAS0 08/16/07 08/16/17    100.000     0.000    5.7021              0.167553   0.172330   0.177243   0.182296  0.187494     62.49    66.10
Hartford Life Insurance  4165X2AA4 12/22/06 12/22/11    100.000     0.000    4.8221              0.147341   0.150893   0.154531   0.158257  0.162073     53.75    56.37
Hartford Life Insurance  4165X2AB2 12/22/06 12/22/11    100.000     2.000    4.8220              0.141785   0.143864   0.145993   0.148173  0.150406     51.45    52.99
Hartford Life Insurance  4165X2AC0 01/23/07 01/23/13    100.000     0.000    4.9060              0.146556   0.150151   0.153834   0.157607  0.161474     54.56    57.27
Hartford Life Insurance  4165X2AE6 02/06/07 02/06/13    100.000     0.000    4.9496              0.147953   0.151614   0.155367   0.159212  0.163152     55.00    57.75
Hartford Life Insurance  4165X2AG1 02/20/07 02/20/13    100.000     0.000    4.8472              0.144674   0.148180   0.151772   0.155450  0.159217     53.64    56.28
Hartford Life Insurance  4165X2AJ5 03/05/07 03/05/13    100.000     0.000    4.6977              0.139908   0.143194   0.146557   0.150000  0.153523     51.73    54.19
Hartford Life Insurance  4165X2AL0 03/06/07 09/20/12    100.000     0.000    4.6360              0.138193   0.141396   0.144674   0.148028  0.151459     50.98    53.37
Hartford Life Insurance  4165X2AM8 03/19/07 03/19/13    100.000     0.000    4.8023              0.143240   0.146680   0.150202   0.153808  0.157501     52.90    55.47
Hartford Life Insurance  4165X2AP1 04/23/07 04/23/14    100.000     0.000    4.5737              0.135965   0.139074   0.142254   0.145507  0.148835     49.93    52.24
Hartford Life Insurance  4165X2AQ9 04/23/07 04/23/12    100.000     0.000    4.5578              0.135461   0.138548   0.141705   0.144934  0.148237     49.75    52.04
Hartford Life Insurance  4165X2AR7 05/07/07 05/07/13    100.000     0.000    4.6205              0.137452   0.140627   0.143876   0.147200  0.150601     50.40    52.76
Hartford Life Insurance  4165X2AT3 06/11/07 06/11/14    100.000     0.000    5.0297              0.150525   0.154310   0.158191   0.162169  0.166247     55.02    57.83
Hartford Life Insurance  4165X2AU0 07/02/07 07/02/14    100.000     0.000    5.2090              0.152331   0.156299   0.160369   0.164546  0.168832     56.99    60.00
Hartford Life Insurance  4165X2AV8 07/23/07 07/23/14    100.000     0.000    5.1914              0.151790   0.155730   0.159773   0.163920  0.168175     56.61    59.59
Hartford Life Insurance  4165X2AW6 08/13/07 08/13/14    100.000     0.000    5.1603              0.150837   0.154729   0.158721   0.162816  0.167017     56.09    59.02
Hartford Life Insurance  4165X2AX4 09/04/07 09/04/14    100.000     0.000    5.1515              0.150566   0.154444   0.158422   0.162503  0.166689     55.82    58.73
Hartford Life Insurance  4165X2AZ9 10/29/07 10/29/12    100.000     0.000    4.3252              0.125399   0.128111   0.130881   0.133712  0.136603     45.97    47.98
Hartford Life Insurance  4165X2BA3 11/19/07 11/19/12    100.000     0.000    4.3476              0.126077   0.128817   0.131618   0.134479  0.137402     46.11    48.14
Hartford Life Insurance  4165X2BB1 12/10/07 12/10/12    100.000     0.000    4.1902              0.121324   0.123866   0.126461   0.129110  0.131815     44.24    46.12
Hartford Life Insurance  4165X2BD7 01/30/08 01/30/13    100.000     0.000    3.6931              0.104481   0.106410   0.108375   0.110376  0.112414     38.55    39.99
Hartford Life Insurance  4165X2BG0 06/04/08 06/04/10    100.000     0.000    3.1889              0.089993   0.091428   0.092886                          32.73    14.21
Hartford Life Insurance  4165X2BH8 07/02/08 06/25/13    100.000     0.000    4.4925              0.127487   0.130350   0.133278   0.136272  0.139333     46.45    48.56
Hartford Life Insurance  4165X2BJ4 07/09/08 07/09/15    100.000     0.000    4.1028              0.113967   0.116305   0.118691   0.121126  0.123611     42.26    44.01
Hartford Life Insurance  4165X2BK1 07/24/08 01/15/13    100.000     0.000    4.5364              0.126013   0.128728   0.131648   0.134634  0.137688     46.79    48.93
                                                                                                                                                                       

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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Hartford Life Insurance  41660A201 09/10/08 03/03/10    100.000     0.000    2.5347              0.070410   0.071268   0.072171                          25.71     4.47
Hasbro, Inc.             418056AM9 11/30/01 12/01/21    100.000    VARIES    8.2395              0.344212   0.355157   0.366554   0.378420  0.390774    126.56   134.82
Hasbro, Inc.             418056AN7 11/30/01 12/01/21    100.000    VARIES    8.2395              0.344212   0.355157   0.366554   0.378420  0.390774    126.56   134.82
Headwaters, Inc.         42210PAA0 06/01/04 06/01/16    100.000    VARIES    7.9999              0.282484   0.290589   0.299018   0.307785  0.316902    103.65   109.76
Headwaters, Inc.         42210PAB8 06/01/04 06/01/16    100.000    VARIES    7.9999              0.282484   0.290589   0.299018   0.307785  0.316902    103.65   109.76
City of Hoboken          434110QH8 08/28/03 04/01/27     19.107     0.000    7.1397    86.93     0.054168   0.056102   0.058104   0.060179  0.062327     20.20    21.67
City of Hoboken          434110QJ4 08/28/03 04/01/28     17.813     0.000    7.1396    81.04     0.050498   0.052301   0.054168   0.056102  0.058105     18.83    20.20
City of Hoboken          434110QK1 08/28/03 04/01/29     16.606     0.000    7.1397    75.55     0.047077   0.048758   0.050498   0.052301  0.054168     17.56    18.83
City of Hoboken          434110QL9 08/28/03 04/01/30     15.481     0.000    7.1397    70.43     0.043888   0.045454   0.047077   0.048758  0.050498     16.37    17.56
City of Hoboken          434110QM7 08/28/03 04/01/31     14.432     0.000    7.1397    65.66     0.040914   0.042375   0.043888   0.045454  0.047077     15.26    16.37
City of Hoboken          434110QN5 08/28/03 04/01/32     13.454     0.000    7.1398    61.21     0.038142   0.039504   0.040914   0.042375  0.043887     14.23    15.26
City of Hoboken          434110QP0 08/28/03 04/01/33     12.543     0.000    7.1396    57.06     0.035559   0.036828   0.038143   0.039504  0.040914     13.26    14.23
Hologic, Inc.            436440AA9 12/10/07 12/15/37    100.000    VARIES    9.1269              0.269286   0.277543   0.289296   0.298351  0.311173    100.14   107.62
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      .89     0.031823   0.035801   0.041243   0.047512  0.054735     12.74    16.79
Hovnanian Enterprises    442488BE1 12/03/08 05/01/17     62.974    18.000   30.4024      .89     0.031823   0.035801   0.041243   0.047512  0.054735     12.74    16.79
Hovnanian Enterprises    442488BF8 10/20/09 10/15/16     98.208    10.625   10.9992                                    0.004920   0.005183  0.005468       .35     1.86
Hovnanian Enterprises    442488BG6 10/20/09 10/15/16     98.208    10.625   10.9992                                    0.004920   0.005183  0.005468       .35     1.86
Hovnanian Enterprises    442488BH4 10/20/09 10/15/16     98.208    10.625   10.9992                                    0.004920   0.005183  0.005468       .35     1.86
Insignia Financing I     45766X304 11/01/96 09/30/16    100.000     6.500    6.4999              0.178571   0.177596   0.178571   0.177596  0.178571     65.00    65.00
Intrmedia Commun Inc     458801BA4 02/24/99 03/01/09     55.057    VARIES   12.2493              0.340261                                                20.42         
Intl Bnk for Reconstr    459056GJ0 03/06/85 02/15/09      6.955     0.000   11.4464   917.21     0.294206                                                13.24         
Intl Bnk for Reconstr    459056GK7 03/06/85 08/15/09      6.732     0.000   11.3467   866.57     0.276116   0.296617                                     66.11         
Intl Bnk for Reconstr    459056GL5 03/06/85 02/15/10      6.446     0.000   11.2968   819.75     0.260328   0.279591   0.290568                         102.71    13.08
Intl Bnk for Reconstr    459056GM3 03/06/85 08/15/10      6.175     0.000   11.2470   775.83     0.245555   0.263663   0.273950   0.294151               96.85    65.57
Intl Bnk for Reconstr    459056GN1 03/06/85 02/15/11      5.992     0.000   11.1468   734.66     0.230957   0.247871   0.257419   0.276271  0.286913     91.04   101.47
Intl Bnk for Reconstr    459056GP6 03/06/85 08/15/11      5.676     0.000   11.1466   695.88     0.218761   0.234782   0.243825   0.261681  0.271761     86.23    96.11
Intl Bnk for Reconstr    459056GQ4 03/06/85 02/15/12      5.445     0.000   11.0969   659.50     0.206629   0.221709   0.230195   0.246994  0.256448     81.42    90.71
Intl Bnk for Reconstr    459056GR2 03/06/85 08/15/12      5.159     0.000   11.0967   624.83     0.195765   0.210052   0.218092   0.234008  0.242964     77.14    85.94
Intl Bnk for Reconstr    459056GS0 03/06/85 02/15/13      5.019     0.000   10.9967   593.18     0.184589   0.197966   0.205445   0.220334  0.228659     72.70    80.91
Intl Bnk for Reconstr    459056GT8 03/06/85 08/15/13      4.757     0.000   10.9970   562.26     0.174971   0.187651   0.194741   0.208854  0.216746     68.91    76.69
Intl Bnk for Reconstr    459056GU5 03/06/85 02/15/14      4.634     0.000   10.8975   534.51     0.165205   0.177094   0.183699   0.196919  0.204263     65.02    72.30
Intl Bnk for Reconstr    459056GV3 03/06/85 08/15/14      4.395     0.000   10.8971   506.89     0.156667   0.167941   0.174204   0.186740  0.193704     61.66    68.56
Intl Bnk for Reconstr    459056GW1 03/06/85 02/15/15      4.349     0.000   10.7474   483.45     0.147890   0.158420   0.164211   0.175903  0.182334     58.15    64.57
Intl Bnk for Reconstr    459056HY6 01/07/86 02/15/16      5.299     0.000    9.9989   446.23     0.130707   0.139517   0.144103   0.153815  0.158872     51.16    56.41
Intl Bnk for Reconstr    459056JG3 01/07/86 02/15/09      9.297     0.000   10.5486   894.78     0.272286                                                12.25         
Intl Bnk for Reconstr    459056JH1 01/07/86 02/15/10      8.388     0.000   10.5490   807.37     0.245694   0.262940   0.272295                          96.50    12.25
Intl Bnk for Reconstr    459056JJ7 01/07/86 02/15/11      7.569     0.000   10.5487   728.49     0.221687   0.237247   0.245689   0.262934  0.272289     87.07    96.50
Intl Bnk for Reconstr    459056JK4 01/07/86 02/15/12      6.915     0.000   10.4986   657.55     0.199411   0.213358   0.220896   0.236345  0.244696     78.30    86.73
Intl Bnk for Reconstr    459056JL2 01/07/86 02/15/13      6.323     0.000   10.4488   594.07     0.179544   0.192056   0.198795   0.212648  0.220109     70.47    78.03
Intl Bnk for Reconstr    459056JM0 01/07/86 02/15/14      5.865     0.000   10.3490   537.89     0.161450   0.172618   0.178590   0.190945  0.197551     63.33    70.06
Intl Bnk for Reconstr    459056JN8 01/07/86 02/15/15      5.604     0.000   10.1490   489.55     0.144914   0.154792   0.159995   0.170900  0.176645     56.78    62.69
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Intl Fin Corp            45950K209 12/08/03 12/08/10    100.000     0.000    3.9408              0.133053   0.135675   0.138348   0.141074               48.49    47.11
International Game Tech  459902AN2 12/20/06 12/15/36     98.625    VARIES    6.5404              0.193766   0.197740   0.201845   0.206084  0.210461     70.60    73.57
International Game Tech  459902AP7 12/20/06 12/15/36     98.625    VARIES    6.5404              0.193766   0.197740   0.201845   0.206084  0.210461     70.60    73.57
Irvington Township, NJ   464080JN1 12/21/06 07/15/11     79.066     0.000    5.2093    86.96     0.124016   0.127246   0.130561   0.133962  0.137451     46.31    48.76
Irvington Township, NJ   464080JP6 12/21/06 07/15/12     75.184     0.000    5.1894    82.36     0.117440   0.120487   0.123614   0.126821  0.130112     43.85    46.16
Irvington Township, NJ   464080JQ4 12/21/06 07/15/13     71.337     0.000    5.2095    78.46     0.111899   0.114813   0.117804   0.120872  0.124021     41.79    43.99
Irvington Township, NJ   464080JR2 12/21/06 07/15/14     67.412     0.000    5.2795    75.18     0.107278   0.110109   0.113016   0.115999  0.119062     40.08    42.23
Irvington Township, NJ   464080JS0 12/21/06 07/15/15     63.882     0.000    5.2996    71.53     0.102078   0.104782   0.107559   0.110409  0.113335     38.14    40.19
Irvington Township, NJ   464080JT8 12/21/06 07/15/16     60.176     0.000    5.3796    68.44     0.097727   0.100356   0.103055   0.105827  0.108674     36.54    38.53
Irvington Township, NJ   464080JU5 12/21/06 07/15/17     56.947     0.000    5.3997    65.02     0.092857   0.095364   0.097938   0.100583  0.103298     34.72    36.62
Irvington Township, NJ   464080JV3 12/21/06 07/15/18     53.750     0.000    5.4396    61.84     0.088345   0.090748   0.093216   0.095752  0.098356     33.05    34.87
Irvington Township, NJ   464080JY7 12/21/06 07/15/10     83.153     0.000    5.2389    91.99     0.131226   0.134663   0.138191   0.141811               49.02    27.46
Itron Inc.               465741AJ5 08/04/06 08/01/26    100.000    VARIES    7.3789              0.226011   0.231788   0.237777   0.243988  0.250428     84.17    88.62
Ivax Corporation         465823AH5 03/03/04 03/01/24    100.000    VARIES    7.0001              0.249815   0.257100   0.264640   0.272444  0.280522     93.02    98.58
Ivax Corporation         465823AJ1 03/03/04 03/01/24    100.000    VARIES    7.0001              0.249815   0.257100   0.264640   0.272444  0.280522     93.02    98.58
Ivax Corporation         465823AK8 12/22/04 12/15/24     98.500    VARIES    5.7510              0.184009   0.187803   0.191705   0.195720  0.199850     67.05    69.87
Ivax Corporation         465823AL6 03/03/04 03/01/24    100.000    VARIES    7.0001              0.249815   0.257100   0.264640   0.272444  0.280522     93.02    98.58
Ivax Corporation         465823AM4 03/03/04 03/01/24    100.000    VARIES    7.0001              0.249815   0.257100   0.264640   0.272444  0.280522     93.02    98.58
Ivax Corporation         465823AN2 12/22/04 12/15/24     98.500    VARIES    5.7510              0.184009   0.187803   0.191705   0.195720  0.199850     67.05    69.87
Ivax Corporation         465823AP7 05/09/05 05/15/25    100.000    VARIES    6.9833              0.235569   0.242339   0.249346   0.256598  0.264102     86.66    91.75
Ivax Corporation         465823AQ5 05/09/05 05/15/25    100.000    VARIES    6.9833              0.235569   0.242339   0.249346   0.256598  0.264102     86.66    91.75
JDS Uniphase Corporation 46612JAA9 10/31/03 11/15/10     98.000     0.000    0.2871    14.64     0.007930   0.007941   0.007952   0.007964                2.86     2.50
JDS Uniphase Corporation 46612JAB7 10/31/03 11/15/10     98.000     0.000    0.2871    14.64     0.007930   0.007941   0.007952   0.007964                2.86     2.50
JP Morgan Chase & Co.    46623EBY4 11/01/04 11/01/11    100.000    VARIES    4.4004              0.122228   0.122233   0.122253   0.122193  0.122131     44.00    43.99
JP Morgan Chase & Co.    46625H563 10/31/08 10/31/13    100.000     0.000    7.5853              0.210705   0.218696   0.226990   0.235600  0.244535     78.29    84.34
JP Morgan Chase & Co.    46625H647 07/31/08 07/31/13    100.000     0.000    5.9091              0.164143   0.168992   0.173985   0.179126  0.184418     61.45    65.14
JP Morgan Chase & Co.    46625HBB5 12/17/03 01/21/09    100.000     0.000    3.8081              0.125803                                                 2.52         
JP Morgan Chase & Co.    46625HBG4 03/31/04 03/31/09    100.000     0.000    3.3591              0.108402                                                 9.65         
JP Morgan Chase & Co.    46625HBT6 06/25/04 07/07/09    100.000     0.000    4.7504              0.159470   0.163258                                     30.34         
JP Morgan Chase & Co.    46625HBU3 09/21/04 09/21/09    100.000     0.000    4.0042              0.130345   0.132955                                     34.36         
JP Morgan Chase & Co.    46625HBW9 09/30/04 09/30/10    100.000     0.000    4.1218              0.134792   0.137569   0.140405   0.143298               49.54    38.29
JP Morgan Chase & Co.    46625HBZ2 10/29/04 10/29/10    100.000     0.000    4.1314              0.135156   0.137948   0.140797   0.143706               49.51    42.48
JP Morgan Chase & Co.    46625HCB4 01/31/05 01/29/10    100.000    VARIES    4.2977              0.118046   0.118421   0.118897                          42.69     3.33
JP Morgan Chase & Co.    46625HCF5 03/23/05 03/22/12    100.000     0.000    4.9619              0.163605   0.167664   0.171824   0.176087  0.180456     60.44    63.48
JP Morgan Chase & Co.    46625HCJ7 04/27/05 04/27/10    100.000     0.000    4.5824              0.149165   0.152582   0.156078                          54.76    18.11
JP Morgan Chase & Co.    46625HCL2 05/31/05 05/31/12    100.000     0.000    4.6009              0.149861   0.153308   0.156835   0.160443  0.164134     54.79    57.34
JP Morgan Chase & Co.    46625HCQ1 06/22/05 06/22/11    100.000     0.000    4.6504              0.151731   0.155260   0.158870   0.162564  0.166344     55.32    57.93
JP Morgan Chase & Co.    46625HCZ1 09/26/05 09/24/10    100.000     0.000    4.5627              0.145075   0.148385   0.151770   0.155233               53.47    40.54
JP Morgan Chase & Co.    46625HDP2 11/29/05 11/29/11    100.000     0.000    5.1216              0.165577   0.169817   0.174166   0.178626  0.183200     60.65    63.79
JP Morgan Chase & Co.    46625HFT2 04/28/06 04/28/11    100.000     0.000    5.6132              0.179069   0.184095   0.189262   0.194574  0.200035     66.01    69.77
JP Morgan Chase & Co.    46625HFU9 04/26/06 04/26/13    100.000     0.000    5.6025              0.178679   0.183685   0.188830   0.194120  0.199558     65.89    69.63
JP Morgan Chase & Co.    46625HGC8 05/31/06 05/28/10    100.000     0.000    5.5328              0.176107   0.180979   0.185985                          64.60    27.34
JP Morgan Chase & Co.    4662A0NW7 08/08/05 09/03/10    100.000     0.000    4.7413              0.152085   0.155690   0.159381   0.163160               56.26    39.25
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Community HS DS #165, IL 466484EV0 06/28/07 12/01/11     78.317     0.000    5.5991    68.11     0.131787   0.135476   0.139269   0.143168  0.147176     48.33    51.08
Community HS DS #165, IL 466484EW8 06/28/07 12/01/12     74.109     0.000    5.5992    64.45     0.124708   0.128199   0.131789   0.135478  0.139271     45.74    48.33
Community HS DS #165, IL 466484EX6 06/28/07 12/01/13     69.690     0.000    5.6993    61.73     0.119535   0.122941   0.126445   0.130048  0.133754     43.85    46.39
Community HS DS #165, IL 466484EY4 06/28/07 12/01/14     65.644     0.000    5.7494    58.67     0.113663   0.116930   0.120292   0.123750  0.127307     41.71    44.14
Community HS DS #165, IL 466484EZ1 06/28/07 12/01/15     61.520     0.000    5.8495    55.97     0.108528   0.111702   0.114969   0.118332  0.121793     39.83    42.20
Community HS DS #165, IL 466484FA5 06/28/07 12/01/16     57.808     0.000    5.8995    53.06     0.102922   0.105958   0.109084   0.112302  0.115614     37.78    40.05
Community HS DS #165, IL 466484FB3 06/28/07 12/01/17     53.993     0.000    5.9995    50.42     0.097896   0.100833   0.103857   0.106973  0.110182     35.95    38.14
Community HS DS #165, IL 466484FC1 06/28/07 12/01/18     50.612     0.000    6.0496    47.67     0.092596   0.095396   0.098282   0.101255  0.104318     34.01    36.10
Community HS DS #165, IL 466484FD9 06/28/07 12/01/19     47.112     0.000    6.1496    45.13     0.087739   0.090437   0.093217   0.096084  0.099038     32.24    34.25
Community HS DS #165, IL 466484FE7 06/28/07 12/01/20     44.055     0.000    6.1997    42.56     0.082771   0.085336   0.087982   0.090709  0.093521     30.42    32.33
Community HS DS #165, IL 466484FF4 06/28/07 12/01/21     41.157     0.000    6.2496    40.09     0.078003   0.080440   0.082954   0.085546  0.088219     28.67    30.49
Community HS DS #165, IL 466484FG2 06/28/07 12/01/22     38.700     0.000    6.2497    37.70     0.073347   0.075639   0.078003   0.080440  0.082954     26.96    28.67
Community HS DS #165, IL 466484FH0 06/28/07 12/01/23     36.102     0.000    6.2996    35.46     0.069018   0.071191   0.073434   0.075747  0.078133     25.37    26.99
Community HS DS #165, IL 466484FJ6 06/28/07 12/01/24     33.931     0.000    6.2996    33.32     0.064867   0.066910   0.069017   0.071191  0.073434     23.84    25.37
Community HS DS #165, IL 466484FK3 06/28/07 12/01/25     31.890     0.000    6.2997    31.32     0.060966   0.062886   0.064867   0.066910  0.069018     22.41    23.84
Community HS DS #165, IL 466484FL1 06/28/07 12/01/26     29.691     0.000    6.3497    29.40     0.057252   0.059070   0.060945   0.062880  0.064877     21.05    22.41
Community HS DS #165, IL 466484FM9 06/28/07 06/15/27     28.707     0.000    6.3499    28.41     0.055490   0.057252   0.059070   0.060945  0.062880     20.35    21.66
Jackson, TN              468826GP1 07/09/98 07/01/12     40.347     0.000    6.5999   393.24     0.146062   0.150882   0.155861   0.161004               53.45    57.04
Community College 521,IL 474070GA1 11/30/07 12/01/09    103.928    VARIES    4.6992              0.132867   0.131714                                     43.64         
Community College 521,IL 474070GB9 11/30/07 12/01/10    105.367    VARIES    4.7158              0.135408   0.134344   0.133254   0.132139               48.49    43.77
Community College 521,IL 474070GC7 11/30/07 12/01/11    106.275    VARIES    4.8730              0.141440   0.140487   0.139511   0.138510  0.137486     50.69    49.98
Community College 521,IL 474070GD5 11/30/07 12/01/12    106.872    VARIES    4.9279              0.144123   0.143294   0.142444   0.141573  0.140681     51.68    51.07
Community College 521,IL 474070GE3 11/30/07 12/01/13    107.171    VARIES    5.0310              0.147811   0.147092   0.146355   0.145599  0.144825     53.04    52.51
Community College 521,IL 474070GF0 11/30/07 12/01/14    105.427    VARIES    5.1337              0.148915   0.148460   0.147992   0.147513  0.147021     53.50    53.16
Josephine County, OR     480890AA0 10/30/01 06/01/17     36.621     0.000    6.5496   215.17     0.105198   0.108643   0.112201   0.115876  0.119670     38.70    41.28
Josephine County, OR     480890AB8 10/30/01 06/01/18     33.518     0.000    6.6996   202.51     0.099510   0.102843   0.106288   0.109849  0.113528     36.63    39.12
Josephine County, OR     480890AJ1 10/30/01 06/01/09     65.529     0.000    5.6493   321.82     0.152614                                                22.89         
Josephine County, OR     480890AK8 10/30/01 06/01/10     61.462     0.000    5.7494   308.27     0.146689   0.150906   0.155245                          53.82    23.29
Josephine County, OR     480890AL6 10/30/01 06/01/11     57.805     0.000    5.7994   292.96     0.139642   0.143691   0.147857   0.152145  0.156557     51.25    54.26
Josephine County, OR     480890AM4 10/30/01 06/01/12     54.034     0.000    5.8995   279.54     0.133702   0.137646   0.141706   0.145886  0.150189     49.08    52.02
Josephine County, OR     480890AN2 10/30/01 06/01/13     50.411     0.000    5.9995   266.15     0.127730   0.131561   0.135508   0.139573  0.143760     46.91    49.76
Josephine County, OR     480890AP7 10/30/01 06/01/14     46.941     0.000    6.0994   252.84     0.121752   0.125465   0.129291   0.133234  0.137297     44.73    47.49
Josephine County, OR     480890AQ5 10/30/01 06/01/15     43.624     0.000    6.1996   239.66     0.115800   0.119390   0.123091   0.126906  0.130840     42.55    45.23
Josephine County, OR     480890AR3 10/30/01 06/01/16     40.464     0.000    6.2995   226.68     0.109896   0.113358   0.116928   0.120611  0.124410     40.40    42.98
Jostens Holding Corp.    481086AA4 12/02/03 12/01/13     60.682    VARIES   10.2499              0.284721   0.284721   0.284721   0.284721  0.284721    102.50   102.50
Jostens Holding Corp.    481086AB2 12/02/03 12/01/13     60.682    VARIES   10.2499              0.284721   0.284721   0.284721   0.284721  0.284721    102.50   102.50
Jostens Holding Corp.    481086AC0 12/02/03 12/01/13     60.682    VARIES   10.2499              0.284721   0.284721   0.284721   0.284721  0.284721    102.50   102.50
JP Morgan Chase & Co.    48121CN51 06/30/08 12/31/09    100.000     0.000    3.9700              0.111846   0.112206                                     40.78         
JP Morgan Chase & Co.    48121CP26 06/30/08 12/31/09    100.000     0.000    3.9700              0.111846   0.112206                                     40.78         
JP Morgan Chase & Co.    48121CU20 09/30/08 03/31/10    100.000     0.000    3.9571              0.108714   0.110259   0.113058                          40.37    10.06
JP Morgan Chase & Co.    48121CU61 10/31/08 04/30/10    100.000     0.000    4.1358              0.114251   0.114712   0.119025                          42.08    14.16
JP Morgan Chase & Co.    48121CU95 10/31/08 04/29/11    100.000     0.000    5.5425              0.152268   0.155587   0.160777   0.164330  0.169812     56.73    59.91
JP Morgan Chase & Co.    48121CV29 10/31/08 04/29/11    100.000     0.000    5.5425              0.152268   0.155587   0.160777   0.164330  0.169812     56.73    59.91
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
JP Morgan Chase & Co.    48121CV37 10/31/08 01/29/10    100.000     0.000    3.7897              0.102983   0.105660   0.105907                          38.53     2.97
JP Morgan Chase & Co.    48121CV45 10/31/08 01/29/10    100.000     0.000    3.7897              0.102983   0.105660   0.105907                          38.53     2.97
JP Morgan Chase & Co.    48121CV52 10/31/08 10/29/10    100.000     0.000    4.8229              0.132499   0.134917   0.138930   0.141503               49.22    42.29
JP Morgan Chase & Co.    48121CV60 10/31/08 10/29/10    100.000     0.000    4.8229              0.132499   0.134917   0.138930   0.141503               49.22    42.29
JP Morgan Chase & Co.    48121CV94 10/31/08 10/31/13    100.000     0.000    7.5164              0.207637   0.211928   0.223537   0.228156  0.240655     77.56    83.50
JP Morgan Chase & Co.    48123J2D0 09/19/07 09/19/12    100.000     0.000    5.3736              0.157398   0.161627   0.165969   0.170429  0.175008     58.30    61.47
JP Morgan Chase & Co.    48123J2E8 09/19/07 09/19/12    100.000     0.000    5.3736              0.157398   0.161627   0.165969   0.170429  0.175008     58.30    61.47
JP Morgan Chase & Co.    48123J3H0 08/22/07 08/19/10    100.000     0.000    5.2448              0.153365   0.157387   0.161514   0.165750               57.01    37.59
JP Morgan Chase & Co.    48123J3L1 08/27/07 08/27/12    100.000     0.000    5.6034              0.164496   0.169105   0.173843   0.178713  0.183720     61.21    64.68
JP Morgan Chase & Co.    48123J3M9 09/19/07 03/19/09    100.000     0.000    5.0202              0.146540                                                11.43         
JP Morgan Chase & Co.    48123J3N7 09/19/07 03/19/13    100.000     0.000    5.4833              0.160781   0.165190   0.169718   0.174372  0.179152     59.59    62.90
JP Morgan Chase & Co.    48123J4P1 09/28/07 03/28/13    100.000     0.000    5.4134              0.158624   0.162917   0.167327   0.171856  0.176508     58.69    61.91
JP Morgan Chase & Co.    48123J4Q9 09/28/07 09/28/12    100.000     0.000    5.3437              0.156475   0.160655   0.164948   0.169355  0.173880     57.87    61.01
JP Morgan Chase & Co.    48123JA25 07/20/07 07/20/11    100.000     0.000    5.6219              0.165068   0.169708   0.174478   0.179383  0.184425     61.77    65.30
JP Morgan Chase & Co.    48123JBA6 06/30/06 06/28/11    100.000     0.000    5.8597              0.187994   0.193502   0.199171   0.205006  0.211013     68.70    72.79
JP Morgan Chase & Co.    48123JBH1 06/30/06 06/30/09    100.000     0.000    5.7900              0.185504                                                33.21         
JP Morgan Chase & Co.    48123JDG1 08/31/06 02/26/10    100.000     0.000    5.3940              0.166568   0.171060   0.175674                          61.91     9.66
JP Morgan Chase & Co.    48123JDR7 08/31/06 08/28/09    100.000     0.000    5.3334              0.164551   0.168939                                     39.79         
JP Morgan Chase & Co.    48123JEW5 09/29/06 09/30/09    100.000     0.000    5.0954              0.156546   0.160534                                     42.83         
JP Morgan Chase & Co.    48123JEX3 09/29/06 03/31/10    100.000     0.000    5.1046              0.156859   0.160863   0.164968                          57.93    14.68
JP Morgan Chase & Co.    48123JEY1 09/29/06 09/30/13    100.000     0.000    5.3723              0.165950   0.170408   0.174985   0.179685  0.184512     61.37    64.71
JP Morgan Chase & Co.    48123JGD5 10/31/06 10/31/11    100.000     0.000    5.2930              0.163222   0.167541   0.171975   0.176527  0.181199     60.07    63.29
JP Morgan Chase & Co.    48123JGS2 10/31/06 04/30/14    100.000     0.000    5.3122              0.163875   0.168228   0.172696   0.177283  0.181992     60.32    63.56
JP Morgan Chase & Co.    48123JHM4 11/30/06 05/28/10    100.000     0.000    5.0425              0.154699   0.158600   0.162598                          56.65    23.90
JP Morgan Chase & Co.    48123JHN2 11/30/06 11/29/13    100.000     0.000    5.2614              0.162126   0.166391   0.170768   0.175261  0.179872     59.41    62.58
JP Morgan Chase & Co.    48123JHP7 11/30/06 11/30/11    100.000     0.000    5.0819              0.156069   0.160035   0.164101   0.168271  0.172546     57.15    60.09
JP Morgan Chase & Co.    48123JJU4 11/16/06 11/16/09    100.000     0.000    5.1839              0.159518   0.163652                                     50.99         
JP Morgan Chase & Co.    48123JKQ1 12/29/06 05/31/10    100.000     0.000    5.0786              0.153637   0.156677   0.161538                          56.89    24.23
JP Morgan Chase & Co.    48123JKR9 12/29/06 05/30/14    100.000     0.000    5.2900              0.162443   0.166740   0.171150   0.175677  0.180324     59.52    62.71
JP Morgan Chase & Co.    48123JKT5 12/29/06 12/30/11    100.000     0.000    5.1198              0.157371   0.161400   0.165532   0.169769  0.174115     57.39    60.36
JP Morgan Chase & Co.    48123JKV0 12/29/06 06/29/12    100.000     0.000    5.1597              0.158700   0.162795   0.166995   0.171303  0.175722     57.89    60.91
JP Morgan Chase & Co.    48123JML0 01/31/07 07/30/10    100.000     0.000    5.3770              0.158197   0.165143   0.166818   0.174142               60.34    36.36
JP Morgan Chase & Co.    48123JMM8 01/31/07 01/30/15    100.000     0.000    5.6332              0.166354   0.173874   0.175857   0.183807  0.185902     63.55    67.18
JP Morgan Chase & Co.    48123JMQ9 01/31/07 07/31/12    100.000     0.000    5.4520              0.164174   0.168649   0.173246   0.177969  0.182821     61.28    64.66
JP Morgan Chase & Co.    48123JPR4 02/28/07 02/27/09    100.000     0.000    5.2522              0.154246                                                 8.79         
JP Morgan Chase & Co.    48123JPS2 02/28/07 08/31/10    100.000     0.000    5.2245              0.155933   0.157398   0.164186   0.165728               58.20    40.02
JP Morgan Chase & Co.    48123JPU7 02/28/07 02/27/15    100.000     0.000    5.3382              0.156968   0.163829   0.165459   0.172691  0.174410     59.61    62.84
JP Morgan Chase & Co.    48123JQ51 08/22/07 08/22/11    100.000     0.000    5.4140              0.158643   0.162937   0.167348   0.171878  0.176531     59.01    62.25
JP Morgan Chase & Co.    48123JQ69 08/22/07 08/22/11    100.000     0.000    5.4140              0.158643   0.162937   0.167348   0.171878  0.176531     59.01    62.25
JP Morgan Chase & Co.    48123JQ77 08/22/07 02/25/09    100.000     0.000    5.0378              0.147142                                                 7.95         
JP Morgan Chase & Co.    48123JQ85 08/22/07 02/22/13    100.000     0.000    5.6831              0.166963   0.171708   0.176587   0.181605  0.186765     62.20    65.79
JP Morgan Chase & Co.    48123JQ93 07/31/07 07/29/11    100.000     0.000    5.3024              0.155181   0.159295   0.163518   0.167853  0.172304     57.87    60.98
JP Morgan Chase & Co.    48123JRG6 02/28/07 02/28/13    100.000     0.000    5.3427              0.159736   0.161329   0.168384   0.170064  0.177501     59.66    62.89
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
JP Morgan Chase & Co.    48123JRJ0 02/28/07 02/28/14    100.000     0.000    5.3423              0.159724   0.161316   0.168371   0.170050  0.177486     59.66    62.89
JP Morgan Chase & Co.    48123JRK7 02/28/07 02/28/14    100.000     0.000    5.3423              0.159724   0.161316   0.168371   0.170050  0.177486     59.66    62.89
JP Morgan Chase & Co.    48123JSA8 03/30/07 09/30/10    100.000     0.000    5.0045              0.149714   0.153460   0.157300   0.161236               55.26    43.02
JP Morgan Chase & Co.    48123JSB6 03/30/07 09/28/12    100.000     0.000    5.1229              0.153478   0.157410   0.161441   0.165577  0.169818     56.70    59.64
JP Morgan Chase & Co.    48123JSC4 03/30/07 03/31/09    100.000     0.000    5.0179              0.150145                                                13.36         
JP Morgan Chase & Co.    48123JSD2 03/30/07 09/30/14    100.000     0.000    5.2522              0.157694   0.161835   0.166085   0.170447  0.174923     58.28    61.38
JP Morgan Chase & Co.    48123JTG4 04/02/07 03/29/12    100.000     0.000    5.1330              0.153783   0.157730   0.161778   0.165931  0.170189     56.81    59.76
JP Morgan Chase & Co.    48123JUX5 04/30/07 10/29/10    100.000     0.000    5.0846              0.152267   0.156138   0.160107   0.164178               56.00    48.44
JP Morgan Chase & Co.    48123JUZ0 04/30/07 10/31/14    100.000     0.000    5.3122              0.159635   0.163875   0.168228   0.172696  0.177283     58.76    61.92
JP Morgan Chase & Co.    48123JVA4 04/30/07 04/30/12    100.000     0.000    5.1529              0.154490   0.158471   0.162553   0.166742  0.171038     56.82    59.79
JP Morgan Chase & Co.    48123JVB2 04/18/07 10/31/11    100.000     0.000    5.2734              0.158660   0.162843   0.167137   0.171544  0.176067     58.39    61.51
JP Morgan Chase & Co.    48123JXK0 05/30/07 05/31/11    100.000     0.000    5.3526              0.160944   0.165251   0.169674   0.174215  0.178877     58.99    62.19
JP Morgan Chase & Co.    48123JXL8 05/30/07 11/30/12    100.000     0.000    5.4518              0.164165   0.168640   0.173236   0.177959  0.182810     60.19    63.51
JP Morgan Chase & Co.    48123JXM6 05/30/07 05/31/11    100.000     0.000    5.3526              0.160944   0.165251   0.169674   0.174215  0.178877     58.99    62.19
JP Morgan Chase & Co.    48123JZV4 07/20/07 01/23/13    100.000     0.000    5.7512              0.169157   0.174021   0.179025   0.184173  0.189470     63.33    67.03
JP Morgan Chase & Co.    48123JZW2 07/20/07 07/22/09    100.000     0.000    5.4842              0.160860   0.165271                                     33.13         
JP Morgan Chase & Co.    48123JZX0 07/20/07 07/20/11    100.000     0.000    5.6219              0.165068   0.169708   0.174478   0.179383  0.184425     61.77    65.30
JP Morgan Chase & Co.    48123JZY8 07/20/07 01/22/09    100.000     0.000    5.4351              0.159342                                                 3.35         
JP Morgan Chase & Co.    48123JZZ5 07/20/07 01/22/09    100.000     0.000    5.4351              0.159342                                                 3.35         
JP Morgan Chase & Co.    48123LAR5 06/13/08 12/13/12    100.000     0.000    5.2410              0.149399   0.153314   0.157332   0.161454  0.165685     54.63    57.53
JP Morgan Chase & Co.    48123LCQ5 07/21/08 04/21/10    100.000     0.000    4.1573              0.116681   0.119107   0.121583                          42.78    13.37
JP Morgan Chase & Co.    48123LDP6 07/31/08 08/02/12    100.000     0.000    5.4526              0.151510   0.155640   0.159884   0.164243  0.168720     56.53    59.66
JP Morgan Chase & Co.    48123LDQ4 07/31/08 07/31/14    100.000     0.000    6.1320              0.170336   0.175558   0.180941   0.186489  0.192207     63.86    67.84
JP Morgan Chase & Co.    48123LDR2 07/31/08 01/31/11    100.000     0.000    4.7839              0.132889   0.136067   0.139322   0.142655  0.146067     49.38    51.77
JP Morgan Chase & Co.    48123LDS0 07/31/08 01/31/11    100.000     0.000    4.7839              0.132889   0.136067   0.139322   0.142655  0.146067     49.38    51.77
JP Morgan Chase & Co.    48123LDT8 07/31/08 07/31/13    100.000     0.000    5.9323              0.164788   0.169676   0.174709   0.179891  0.185227     61.70    65.42
JP Morgan Chase & Co.    48123LDX9 07/31/08 07/31/13    100.000     0.000    5.9323              0.164788   0.169676   0.174709   0.179891  0.185227     61.70    65.42
JP Morgan Chase & Co.    48123LED2 07/30/08 10/31/11    100.000     0.000    5.1358              0.144493   0.148204   0.152009   0.155913  0.159916     53.14    55.91
JP Morgan Chase & Co.    48123LFX7 08/21/08 06/23/10    100.000     0.000    4.2872              0.120820   0.123409   0.126055                          44.00    21.68
JP Morgan Chase & Co.    48123LHG2 07/31/08 10/30/09    100.000     0.000    3.5719              0.100106   0.101894                                     30.25         
JP Morgan Chase & Co.    48123LHH0 09/30/08 03/31/11    100.000     0.000    4.9162              0.136564   0.139920   0.143360   0.146884  0.150494     50.39    52.89
JP Morgan Chase & Co.    48123LLQ5 08/19/08 08/20/12    100.000     0.000    5.3068              0.147434   0.151346   0.155361   0.159484  0.163716     54.82    57.77
JP Morgan Chase & Co.    48123LMF8 09/30/08 09/30/13    100.000     0.000    6.2147              0.172631   0.177995   0.183526   0.189229  0.195109     64.10    68.15
JP Morgan Chase & Co.    48123LMG6 09/30/08 09/30/14    100.000     0.000    6.3642              0.176785   0.182411   0.188215   0.194204  0.200384     65.70    69.94
JP Morgan Chase & Co.    48123LNS9 09/30/08 03/31/11    100.000     0.000    4.9162              0.136564   0.139920   0.143360   0.146884  0.150494     50.39    52.89
JP Morgan Chase & Co.    48123LNT7 09/30/08 03/31/11    100.000     0.000    4.9162              0.136564   0.139920   0.143360   0.146884  0.150494     50.39    52.89
JP Morgan Chase & Co.    48123LNU4 09/30/08 09/30/11    100.000     0.000    5.3259              0.147942   0.151882   0.155926   0.160079  0.164342     54.69    57.65
JP Morgan Chase & Co.    48123LNV2 09/30/08 09/30/13    100.000     0.000    6.2147              0.172631   0.177995   0.183526   0.189229  0.195109     64.10    68.15
JP Morgan Chase & Co.    48123LNW0 09/30/08 03/31/10    100.000     0.000    4.0065              0.111293   0.113522   0.115796                          40.88    10.31
JP Morgan Chase & Co.    48123LPC2 09/12/08 03/10/14    100.000     0.000    5.2252              0.145147   0.148897   0.152787   0.156779  0.160875     53.78    56.62
JP Morgan Chase & Co.    48123LPE8 09/11/08 09/13/11    100.000     0.000    4.9289              0.136952   0.140327   0.143786   0.147329  0.150960     50.65    53.18
JP Morgan Chase & Co.    48123LRT3 10/31/08 10/31/13    100.000     0.000    7.5661              0.210172   0.218123   0.226375   0.234939  0.243827     78.08    84.10
JP Morgan Chase & Co.    48123LRU0 10/31/08 10/31/14    100.000     0.000    7.7555              0.215432   0.223786   0.232464   0.241479  0.250843     80.10    86.43
                                                                                                                                                                       

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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
JP Morgan Chase & Co.    48123LRY2 10/31/08 10/31/11    100.000     0.000    6.2970              0.174918   0.180425   0.186106   0.191965  0.198009     64.64    68.78
JP Morgan Chase & Co.    48123LRZ9 10/31/08 10/31/11    100.000     0.000    6.2970              0.174918   0.180425   0.186106   0.191965  0.198009     64.64    68.78
JP Morgan Chase & Co.    48123LUM4 10/31/08 10/30/15    100.000     0.000    7.9479              0.218351   0.225740   0.236001   0.244038  0.255131     82.16    88.82
JP Morgan Chase & Co.    48123LUN2 10/31/08 10/30/15    100.000     0.000    7.9479              0.218351   0.225740   0.236001   0.244038  0.255131     82.16    88.82
JP Morgan Chase & Co.    48123LVF8 11/28/08 05/31/11    100.000     0.000    5.3920              0.149823   0.153863   0.158011   0.162271  0.166646     54.92    57.92
JP Morgan Chase & Co.    48123LVG6 11/28/08 05/31/11    100.000     0.000    5.3920              0.149823   0.153863   0.158011   0.162271  0.166646     54.92    57.92
JP Morgan Chase & Co.    48123LVN1 11/28/08 11/28/14    100.000     0.000    6.9664              0.193512   0.200252   0.207227   0.214446  0.221915     71.33    76.39
JP Morgan Chase & Co.    48123LVP6 11/28/08 05/29/15    100.000     0.000    7.0456              0.195750   0.202646   0.209785   0.217175  0.224826     72.16    77.33
JP Morgan Chase & Co.    48123LWW0 12/29/08 06/29/11    100.000     0.000    4.3053              0.119594   0.122169   0.124799   0.127485  0.130230     43.53    45.42
JP Morgan Chase & Co.    48123LWX8 12/29/08 06/29/11    100.000     0.000    4.3053              0.119594   0.122169   0.124799   0.127485  0.130230     43.53    45.42
JP Morgan Chase & Co.    48123LXB5 12/29/08 12/30/13    100.000     0.000    5.5032              0.152892   0.157099   0.161422   0.165863  0.170427     55.81    58.92
JP Morgan Chase & Co.    48123LXC3 12/29/08 12/28/11    100.000     0.000    4.4642              0.124008   0.126761   0.129590   0.132483  0.135440     45.16    47.19
JP Morgan Chase & Co.    48123LXM1 12/29/08 12/29/14    100.000     0.000    5.6426              0.156739   0.161161   0.165708   0.170383  0.175190     57.24    60.52
JP Morgan Chase & Co.    48123M4H2 05/22/08 05/23/11    100.000     0.000    4.3026              0.122104   0.124731   0.127414   0.130155  0.132955     44.63    46.57
JP Morgan Chase & Co.    48123M4L3 06/20/08 12/22/10    100.000     0.000    4.7607              0.135428   0.138652   0.141952   0.145331               49.39    50.43
JP Morgan Chase & Co.    48123M4N9 05/22/08 11/22/13    100.000     0.000    4.9518              0.140957   0.144447   0.148023   0.151688  0.155444     51.65    54.24
JP Morgan Chase & Co.    48123M5Y4 06/30/08 06/28/13    100.000     0.000    5.4798              0.156344   0.160627   0.165029   0.169550  0.174196     57.08    60.25
JP Morgan Chase & Co.    48123M5Z1 06/30/08 06/28/13    100.000     0.000    5.4798              0.156344   0.160627   0.165029   0.169550  0.174196     57.08    60.25
JP Morgan Chase & Co.    48123M6A5 06/30/08 06/30/14    100.000     0.000    5.6400              0.161086   0.165628   0.170299   0.175102  0.180039     58.82    62.18
JP Morgan Chase & Co.    48123M6B3 06/30/08 12/31/10    100.000     0.000    4.7603              0.135379   0.138601   0.141900   0.145277               49.32    51.55
JP Morgan Chase & Co.    48123M6C1 06/30/08 12/31/10    100.000     0.000    4.7603              0.135379   0.138601   0.141900   0.145277               49.32    51.55
JP Morgan Chase & Co.    48123M6D9 06/11/08 12/11/09    100.000     0.000    3.7422              0.105895   0.107877                                     36.36         
JP Morgan Chase & Co.    48123M6L1 06/06/08 06/06/13    100.000     0.000    5.1615              0.147078   0.150873   0.154767   0.158761  0.162858     53.82    56.64
JP Morgan Chase & Co.    48123M6Q0 06/09/08 09/10/09    100.000     0.000    3.3504              0.093855   0.095427                                     23.65         
JP Morgan Chase & Co.    48123MC34 04/23/08 10/21/10    100.000     0.000    4.2844              0.121533   0.124137   0.126796   0.129512               44.59    37.26
JP Morgan Chase & Co.    48123MDK5 11/21/07 05/21/13    100.000     0.000    5.4319              0.159195   0.163518   0.167960   0.172521  0.177207     58.44    61.66
JP Morgan Chase & Co.    48123MDL3 11/21/07 11/21/12    100.000     0.000    5.3523              0.156742   0.160937   0.165244   0.169666  0.174206     57.52    60.64
JP Morgan Chase & Co.    48123MDM1 11/21/07 05/21/13    100.000     0.000    5.4319              0.159195   0.163518   0.167960   0.172521  0.177207     58.44    61.66
JP Morgan Chase & Co.    48123MDN9 11/21/07 05/21/09    100.000     0.000    4.4955              0.130553                                                18.28         
JP Morgan Chase & Co.    48123MER9 11/30/07 11/30/12    100.000     0.000    5.0116              0.146276   0.149941   0.153698   0.157550  0.161498     53.55    56.27
JP Morgan Chase & Co.    48123MES7 11/30/07 05/31/13    100.000     0.000    5.1118              0.149346   0.153163   0.157078   0.161093  0.165210     54.69    57.52
JP Morgan Chase & Co.    48123MEY4 11/07/07 11/05/10    100.000     0.000    4.8944              0.142656   0.146147   0.149724   0.153388               52.38    46.18
JP Morgan Chase & Co.    48123MF80 04/25/08 04/25/13    100.000     0.000    5.0228              0.143027   0.146619   0.150301   0.154076  0.157945     52.62    55.29
JP Morgan Chase & Co.    48123MG97 04/30/08 10/31/12    100.000     0.000    4.8928              0.139237   0.142644   0.146133   0.149708  0.153371     51.16    53.69
JP Morgan Chase & Co.    48123MH21 04/30/08 04/30/13    100.000     0.000    5.0426              0.143605   0.147226   0.150938   0.154744  0.158645     52.80    55.49
JP Morgan Chase & Co.    48123MH39 04/30/08 04/30/14    100.000     0.000    5.2026              0.148278   0.152135   0.156092   0.160153  0.164319     54.55    57.43
JP Morgan Chase & Co.    48123MHD7 11/20/07 05/20/09    100.000     0.000    4.4955              0.130553                                                18.15         
JP Morgan Chase & Co.    48123MHS4 11/26/07 11/26/10    100.000     0.000    4.8606              0.141659   0.145102   0.148628   0.152240               51.86    48.95
JP Morgan Chase & Co.    48123MHT2 11/30/07 11/30/12    100.000     0.000    5.0116              0.146276   0.149941   0.153698   0.157550  0.161498     53.55    56.27
JP Morgan Chase & Co.    48123MHV7 11/29/07 05/29/09    100.000     0.000    4.4853              0.130243                                                19.28         
JP Morgan Chase & Co.    48123MHZ8 12/21/07 03/21/12    100.000     0.000    5.0099              0.144437   0.148055   0.151763   0.155565  0.159462     53.38    56.09
JP Morgan Chase & Co.    48123MJA1 12/21/07 03/21/12    100.000     0.000    5.0099              0.144437   0.148055   0.151763   0.155565  0.159462     53.38    56.09
JP Morgan Chase & Co.    48123MJN3 12/26/07 06/26/13    100.000     0.000    5.1101              0.149294   0.153109   0.157021   0.161032  0.165147     54.47    57.29
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
JP Morgan Chase & Co.    48123MJT0 12/05/07 06/03/09    100.000     0.000    4.5045              0.130794                                                19.88         
JP Morgan Chase & Co.    48123MJU7 12/04/07 01/02/09    100.000     0.000    4.4877              0.127902                                                  .13         
JP Morgan Chase & Co.    48123MJX1 12/21/07 06/22/09    100.000     0.000    4.5621              0.132589                                                22.67         
JP Morgan Chase & Co.    48123MJY9 12/05/07 01/05/09    100.000     0.000    4.4203              0.125963                                                  .50         
JP Morgan Chase & Co.    48123MJZ6 12/06/07 06/08/09    100.000     0.000    4.4131              0.128088                                                20.11         
JP Morgan Chase & Co.    48123MLD2 01/04/08 02/04/09    100.000     0.000    4.4508              0.126856                                                 4.19         
JP Morgan Chase & Co.    48123MMN9 01/31/08 04/30/12    100.000     0.000    4.2604              0.122156   0.124758   0.127416   0.130130  0.132902     44.77    46.69
JP Morgan Chase & Co.    48123MMS8 01/31/08 01/31/13    100.000     0.000    4.5315              0.128728   0.131644   0.134627   0.137677  0.140797     47.76    49.95
JP Morgan Chase & Co.    48123MPA4 01/31/08 01/31/14    100.000     0.000    4.7582              0.135318   0.138538   0.141834   0.145208  0.148663     50.28    52.70
JP Morgan Chase & Co.    48123MPB2 02/21/08 02/18/10    100.000     0.000    4.1933              0.118884   0.121376   0.123921                          43.92     5.82
JP Morgan Chase & Co.    48123MQU9 02/08/08 02/08/23    100.000    VARIES    4.6162              0.126676   0.125087   0.123461   0.122631  0.121782     44.86    44.06
JP Morgan Chase & Co.    48123MSA1 02/29/08 08/30/12    100.000     0.000    4.4026              0.123614   0.125645   0.129116   0.131238  0.134863     46.17    48.23
JP Morgan Chase & Co.    48123MSD5 02/29/08 02/28/13    100.000     0.000    4.5721              0.129191   0.129990   0.135165   0.136001  0.141416     48.04    50.26
JP Morgan Chase & Co.    48123MSE3 02/29/08 02/28/14    100.000     0.000    4.8222              0.136423   0.137434   0.143080   0.144141  0.150063     50.80    53.28
JP Morgan Chase & Co.    48123MSH6 02/29/08 01/29/10    100.000     0.000    3.7000              0.102087   0.105699   0.105899                          38.51     2.97
JP Morgan Chase & Co.    48123MSJ2 02/29/08 05/29/09    100.000     0.000    3.0913              0.087379                                                12.93         
JP Morgan Chase & Co.    48123MSQ6 02/29/08 10/30/09    100.000     0.000    3.2914              0.092417   0.093425                                     28.09         
JP Morgan Chase & Co.    48123MT93 05/21/08 11/22/10    100.000     0.000    4.2729              0.121245   0.123835   0.126481   0.129183               44.32    41.09
JP Morgan Chase & Co.    48123MUW0 02/20/08 03/20/09    100.000     0.000    3.0932              0.087478                                                 6.91         
JP Morgan Chase & Co.    48123MVT6 02/26/08 02/26/13    100.000     0.000    4.7223              0.134273   0.137443   0.140688   0.144010  0.147410     49.71    52.09
JP Morgan Chase & Co.    48123MW65 05/30/08 11/30/12    100.000     0.000    4.8222              0.137181   0.140488   0.143876   0.147345  0.150897     50.19    52.64
JP Morgan Chase & Co.    48123MX31 05/30/08 05/31/13    100.000     0.000    4.9616              0.141242   0.144746   0.148337   0.152017  0.155788     51.70    54.29
JP Morgan Chase & Co.    48123MX49 05/30/08 05/30/14    100.000     0.000    5.1515              0.146785   0.150566   0.154444   0.158422  0.162503     53.76    56.57
JP Morgan Chase & Co.    48123MX56 05/30/08 11/30/10    100.000     0.000    4.2425              0.120348   0.122901   0.125508   0.128171               43.94    41.77
KBC IFIMA NV             48240JAA5 06/27/08 06/27/13    100.000     6.000    4.7451              0.130983   0.130136   0.133224   0.136384  0.135666     47.01    48.54
KBC IFIMA NV             48240JAB3 08/07/08 08/07/12    100.000     0.000    4.5769              0.127139   0.130048   0.133025   0.136069  0.139183     47.14    49.32
KFW                      48245ABB6 06/22/07 06/22/37     12.693     0.000    7.0001    14.05     0.027365   0.028322   0.029314   0.030340  0.031402     10.04    10.76
KI Holdings, Inc.        48247EAA9 11/18/04 11/15/14     61.808    VARIES    9.8747              0.249096   0.261395   0.274301   0.274300  0.274300     93.05    98.75
KI Holdings, Inc.        48247EAB7 11/18/04 11/15/14     61.808    VARIES    9.8747              0.249096   0.261395   0.274301   0.274300  0.274300     93.05    98.75
KI Holdings, Inc.        48247EAC5 11/18/04 11/15/14     61.808    VARIES    9.8747              0.249096   0.261395   0.274301   0.274300  0.274300     93.05    98.75
Kendall, Kane & Will IL  488764NP2 04/22/03 10/01/09    105.260    VARIES    4.0565              0.113715   0.113204                                     30.61         
Kendall, Kane & Will IL  488764NQ0 04/22/03 10/01/10    100.839    VARIES    4.3594              0.121418   0.121340   0.121261   0.121179               43.68    32.73
Kendall, Kane & Will IL  488764NR8 04/22/03 10/01/11    106.125    VARIES    4.6066              0.131132   0.130633   0.130123   0.129601  0.129068     47.03    46.66
Kendall, Kane & Will IL  488764NS6 04/22/03 10/01/12    100.093    VARIES    4.7793              0.132859   0.132848   0.132836   0.132825  0.132812     47.83    47.82
Kendall, Kane & Will IL  488764NT4 04/22/03 10/01/13    100.778    VARIES    4.8954              0.136609   0.136554   0.136497   0.136438  0.136378     49.16    49.12
KFW                      500769BR4 04/19/06 04/18/36     19.778     0.000    5.4761    31.08     0.034431   0.035373   0.036342   0.037337  0.038359     12.70    13.41
KFW                      500769CH5 06/29/07 06/29/37     18.097     0.000    5.7800    16.21     0.031649   0.032563   0.033504   0.034473  0.035469     11.56    12.24
LTX-Credence Corporation 502403AA6 03/27/09 05/15/11     55.190     3.500   38.6963              0.593237   0.618829   0.719751   0.840199  0.983951    172.97   292.94
LTX-Credence Corporation 502403AB4 05/26/09 05/15/11     56.940     3.500   39.9143                         0.631312   0.731387   0.857949  1.009768    140.34   298.89
L-3 Commun Hldgs, Inc    502413AW7 07/29/05 08/01/35    100.000    VARIES    6.3295              0.194873   0.198403   0.202045   0.205802  0.209678     71.87    74.56
L-3 Commun Hldgs, Inc    502424AE4 07/29/05 08/01/35    100.000    VARIES    6.3295              0.194873   0.198403   0.202045   0.205802  0.209678     71.87    74.56
LaSalle Cnty, IL SD #125 504534CA4 03/06/08 12/01/09    103.649     0.000    3.8574              0.114236   0.116439                                     38.09         
LaSalle Cnty, IL SD #125 504534CB2 03/06/08 12/01/10    105.068    VARIES    4.1024              0.123372   0.125903   0.116220   0.115100               44.65    38.15
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
LaSalle Cnty, IL SD #125 504534CC0 03/06/08 12/01/11    106.222    VARIES    4.2744              0.130118   0.132899   0.122960   0.121937  0.120892     47.13    44.02
LaSalle Cnty, IL SD #125 504534CD8 03/06/08 12/01/12    107.706    VARIES    4.2894              0.132412   0.135252   0.125329   0.124353  0.123356     47.97    44.88
LaSalle Cnty, IL SD #125 504534CE6 03/06/08 12/01/13    108.599    VARIES    4.3978              0.136993   0.140005   0.129936   0.129037  0.128118     49.65    46.56
LaSalle Cnty, IL SD #141 504588EC4 05/12/06 12/01/09    105.939    VARIES    5.5982              0.158345   0.156946                                     52.00         
LaSalle Cnty, IL SD #141 504588ED2 05/12/06 12/01/10    107.147    VARIES    5.6677              0.162820   0.161530   0.160203   0.158840               58.30    52.62
LaSalle Cnty, IL SD #150 504597AU9 09/03/08 12/01/09    104.071     0.000    4.2640              0.124554   0.127209                                     41.58         
LaSalle Cnty, IL SD #150 504597AV7 09/03/08 12/01/10    106.236    VARIES    4.4934              0.134058   0.137070   0.128448   0.126653               48.63    42.06
LaSalle Cnty, IL SD #150 504597AW5 09/03/08 12/01/11    107.061    VARIES    4.8310              0.145368   0.148880   0.140314   0.138839  0.137328     52.81    50.16
LaSalle cnty, IL SD #150 504597AX3 09/03/08 12/01/12    107.048    VARIES    5.0510              0.152052   0.155892   0.147640   0.146493  0.145317     55.30    52.87
LaSalle Cnty, IL SD #150 504597AY1 09/03/08 12/01/13    107.923    VARIES    5.1770              0.157164   0.161232   0.152912   0.151873  0.150807     57.18    54.80
Lake County IL SD #187   509262CU3 04/09/03 01/01/10     74.126     0.000    4.4992   215.22     0.119539   0.122228                                     43.52         
Lake County IL SD #187   509262CV1 04/09/03 01/01/21     35.244     0.000    5.9694   141.25     0.081862   0.084306   0.086822   0.089414               29.91    31.72
Lamar Media Corporation  513075AN1 08/17/06 08/15/15     92.809     6.625    7.7500    14.49     0.018353   0.019064   0.019803   0.020571  0.021368      6.93     7.48
Lamar Media Corporation  513075AP6 08/17/06 08/15/15     92.809     6.625    7.7500    14.49     0.018353   0.019064   0.019803   0.020571  0.021368      6.93     7.48
Lamar Media Corporation. 513075AQ4 08/17/06 08/15/15     92.809     6.625    7.7500    14.49     0.018353   0.019064   0.019803   0.020571  0.021368      6.93     7.48
Lamar Media Corporation  513075AV3 03/27/09 04/01/14     89.979     9.750   12.5008              0.041585   0.041674   0.044279   0.047046  0.049987     11.65    16.95
Language Ln Hldgs II Inc 515860AA2 06/11/04 06/15/13*    50.460    VARIES   14.1249              0.366478   0.392360                                    130.73*        
Language Ln Hldgs II Inc 515860AB0 06/11/04 06/15/13*    50.460    VARIES   14.1249              0.366478   0.392360                                    130.73*        
Language Ln Hldgs II Inc 515860AC8 06/11/04 06/15/13*    50.460    VARIES   14.1249              0.366478   0.392360                                    130.73*        
Language Ln Hldgs II Inc 515861AA0 06/11/04 06/15/12*    97.432    11.125   11.6262    11.74     0.009376   0.009921                                      3.32*        
Language Ln Hldgs II Inc 515861AB8 06/11/04 06/15/12*    97.432    11.125   11.6262    11.74     0.009376   0.009921                                      3.32*        
Language Ln Hldgs II Inc 515861AC6 06/11/04 06/15/12*    97.432    11.125   11.6262    11.74     0.009376   0.009921                                      3.32*        
Lee & Ogle Counties, IL  523372AG5 07/02/03 04/01/09    100.704    VARIES    4.2319              0.117623                                                10.59         
Lee & Ogle Counties, IL  523372AH3 07/02/03 04/01/10    101.077    VARIES    4.4821              0.124805   0.124707   0.124607                          44.89    11.21
Lee & Ogle Counties, IL  523372AV2 06/09/05 04/01/09     77.853     0.000    6.6745   205.32     0.179416                                                16.15         
Lee & Ogle Counties, IL  523372AW0 06/09/05 04/01/10     72.903     0.000    6.6753   192.29     0.168033   0.173641   0.179437                          62.53    16.15
Lee & Ogle Counties, IL  523372AX8 06/09/05 04/01/11     68.268     0.000    6.6757   180.08     0.157362   0.162615   0.168043   0.173652  0.179448     58.56    62.53
Legg Mason, Inc.         524901303 05/12/08 06/30/21    100.000    VARIES    6.9753              0.195460   0.196852   0.198292   0.199783  0.201325     70.62    71.66
Legg Mason, Inc.         524901AN5 05/12/08 06/30/21    100.000    VARIES    6.9753              0.195460   0.196852   0.198292   0.199783  0.201325     70.62    71.66
Lehman Bros Hldgs Inc    524908EF3 06/19/02 06/19/09    100.000     0.250    4.6000              0.169339                                                28.45         
Lehman Bros Hldgs Inc    524908FJ4 04/29/03 04/29/10    100.000     0.000    4.4000              0.155280   0.158697   0.162188                          56.94    19.14
Lehman Bros Hldgs Inc    524908FL9 05/01/03 05/01/10    100.000     0.250    4.3999              0.153400   0.156622   0.159915                          56.19    19.19
Lehman Bros Hldgs Inc    524908FN5 05/08/03 05/08/10    100.000     0.250    4.2499              0.146970   0.149945   0.152984                          53.76    19.43
Lehman Bros Hldgs Inc    524908FP0 05/13/03 05/13/10    100.000     0.250    4.1999              0.144847   0.147743   0.150700                          52.95    19.89
Lehman Bros Hldgs Inc    524908JE1 09/10/03 06/10/10    100.000     0.000    4.5589              0.160462   0.164120   0.167861                          58.58    26.69
Lehman Bros Hldgs Inc    524908JJ0 10/09/03 10/09/10    100.000     1.600    4.3099              0.137610   0.139617   0.141668   0.143763               50.23    39.76
Lehman Bros Hldgs Inc    524908JK7 11/06/03 11/06/09    100.000     0.000    4.2300              0.144857   0.147920                                     44.73         
Lehman Bros Hldgs Inc    524908LS7 02/11/04 02/11/11    100.000     0.750    4.3200              0.141032   0.143629   0.146281   0.148991  0.151759     51.97    53.92
Lehman Bros Hldgs Inc    524908MJ6 10/06/04 10/06/11    100.000     0.250    4.4000              0.144145   0.147163   0.150248   0.153401  0.156623     52.95    55.20
Lehman Bros Hldgs Inc    524908NL0 06/21/05 06/21/10    100.000     0.750    4.4580              0.141022   0.143701   0.146440                          51.30    24.89
Lehman Bros Hldgs Inc    524908NM8 06/29/05 06/29/12    100.000     0.250    4.4344              0.142465   0.145470   0.148542   0.151681  0.154890     51.84    54.05
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
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              0.147745   0.149356   0.151006   0.152698  0.154432     53.68    54.88
Lehman Bros Hldgs Inc    524908PA2 11/17/05 11/17/12    100.000     3.000    5.2215              0.155362   0.157242   0.159172   0.161152  0.163184     56.44    57.83
Lehman Bros Hldgs Inc    524908PG9 01/06/06 01/06/12    100.000     0.250    5.0450              0.157807   0.161613   0.165515   0.169514  0.173615     58.84    61.72
Lehman Bros Hldgs Inc    524908PK0 03/08/06 03/03/09    100.000     2.000    5.1001              0.153157                                                 9.50         
Lehman Bros Hldgs Inc    524908PL8 03/23/06 03/23/09    100.000     1.000    5.0091              0.153804                                                12.61         
Lehman Bros Hldgs Inc    524908PN4 03/29/06 03/29/13    100.000     1.500    5.4019              0.165505   0.168850   0.172286   0.175814  0.179437     60.81    63.32
Lehman Bros Hldgs Inc    524908SH4 08/01/06 08/01/13    100.000     2.000    5.4200              0.161280   0.164145   0.167088   0.170110  0.173215     59.45    61.61
Lehman Bros Hldgs Inc    524908SK7 08/09/06 08/09/09    100.000     0.000    5.4269              0.167788   0.172341                                     37.40         
Lehman Bros Hldgs Inc    524908TX8 10/12/06 10/12/11    100.000     0.250    5.5099              0.169835   0.174322   0.178933   0.183672  0.188541     62.67    66.03
Lehman Bros Hldgs Inc    524908TZ3 10/17/06 10/17/13    100.000     1.000    5.3799              0.163074   0.166713   0.170450   0.174288  0.178229     59.91    62.63
Lehman Bros Hldgs Inc    524908UC2 12/12/06 12/12/13    100.000     0.250    5.0399              0.153928   0.157631   0.161429   0.165322  0.169313     56.22    58.96
Lehman Bros Hldgs Inc    524908UE8 12/11/06 12/11/11    104.625     0.000    5.0399              0.161807   0.165885   0.170065   0.174351  0.178744     59.15    62.17
Lehman Bros Hldgs Inc    524908UH1 12/21/06 12/21/11    100.000     0.000    5.2200              0.160742   0.164937   0.169242   0.173659  0.178192     58.71    61.81
Lehman Bros Hldgs Inc    524908UL2 12/27/06 12/27/13    100.000     0.450    5.1200              0.156025   0.159699   0.163467   0.167332  0.171296     56.86    59.58
Lehman Bros Hldgs Inc    524908UU2 02/06/07 02/06/14    100.000     1.250    5.5630              0.164806   0.168424   0.172143   0.175965  0.179894     61.05    63.78
Lehman Bros Hldgs Inc    524908UY4 02/16/07 02/16/12    100.000     0.250    5.3845              0.161402   0.165561   0.169831   0.174216  0.178720     59.99    63.13
Lehman Bros Hldgs Inc    524908VU1 03/29/07 03/29/14    100.000     1.000    5.6108              0.166942   0.170846   0.174860   0.178986  0.183228     61.53    64.46
Lehman Bros Hldgs Inc    52517P2E0 05/23/07 05/23/22    100.000    VARIES    5.3475              0.136180   0.131837   0.132290   0.132755  0.133233     48.10    47.74
Lehman Bros Hldgs Inc    52517P2J9 05/24/07 05/24/24    100.000    VARIES    5.5681              0.143205   0.143442   0.143684   0.143934  0.144190     51.61    51.79
Lehman Bros Hldgs Inc    52517P2V2 01/11/08 01/11/11    100.000     0.000    5.2399              0.149369   0.153282   0.157298   0.161419  0.165649     55.83    58.79
Lehman Bros Hldgs Inc    52517P3A7 06/29/07 06/29/10    100.000     0.000    5.5600              0.167687   0.172349   0.177140                          61.23    31.53
Lehman Bros Hldgs Inc    52517P3G4 11/30/07 11/30/09    100.000     0.000    5.3799              0.157593   0.161832                                     52.61         
Lehman Bros Hldgs Inc    52517P3N9 10/02/07 04/02/09    100.000     0.000    5.4000              0.158210                                                14.40         
Lehman Bros Hldgs Inc    52517P3S8 07/31/07 01/30/09    100.000     0.000    5.4600              0.156559                                                 4.54         
Lehman Bros Hldgs Inc    52517P4E8 08/08/07 08/09/10    100.000     0.000    5.8200              0.171240   0.176223   0.181352   0.186629               63.98    40.48
Lehman Bros Hldgs Inc    52517P4F5 07/23/07 07/23/09    100.000     0.000    5.5100              0.161606   0.166058                                     33.45         
Lehman Bros Hldgs Inc    52517P4H1 09/28/07 09/28/09    100.000     0.000    5.3300              0.156053   0.160211                                     42.41         
Lehman Bros Hldgs Inc    52517P4P3 08/31/07 03/05/09    100.000     0.000    5.6999              0.167619                                                10.73         
Lehman Bros Hldgs Inc    52517P4Q1 08/31/07 08/31/10    100.000     0.000    6.2200              0.182677   0.185287   0.194216   0.196991               68.58    47.51
Lehman Bros Hldgs Inc    52517P4R9 11/14/07 11/14/12    100.000     0.000    5.9599              0.175570   0.180802   0.186190   0.191738  0.197452     64.65    68.56
Lehman Bros Hldgs Inc    52517P4T5 08/29/07 08/29/22    100.000    VARIES    6.2092              0.161397   0.158366   0.153484   0.150163  0.145072     57.37    54.37
Lehman Bros Hldgs Inc    52517P4U2 07/01/08 07/02/12    100.000     0.000    6.2999              0.175030   0.180544   0.186231   0.192097  0.198148     66.01    70.23
Lehman Bros Hldgs Inc    52517P4W8 08/31/07 08/31/10    100.000     0.000    6.2200              0.182677   0.185287   0.194216   0.196991               68.58    47.51
Lehman Bros Hldgs Inc    52517P4X6 08/21/07 08/21/37    100.000    VARIES    7.1259              0.190480   0.192813   0.195229   0.197731  0.200323     69.61    71.40
Lehman Bros Hldgs Inc    52517P5L1 11/01/07 05/01/09    100.000     0.000    4.8499              0.141335                                                16.96         
Lehman Bros Hldgs Inc    52517P5M9 10/02/07 10/04/10    100.000     0.000    5.4599              0.160109   0.164480   0.168970   0.173583               59.20    46.96
Lehman Bros Hldgs Inc    52517P5P2 10/02/07 10/04/10    100.000     0.000    5.4599              0.160109   0.164480   0.168970   0.173583               59.20    46.96
Lehman Bros Hldgs Inc    52517P5Q0 09/27/07 09/28/09    100.000     0.000    5.3299              0.156075   0.160234                                     42.42         
Lehman Bros Hldgs Inc    52517P5S6 09/26/07 09/26/22    100.000    VARIES    5.7211              0.149607   0.145940   0.142169   0.138290  0.134299     52.49    49.73
Lehman Bros Hldgs Inc    52517P6Q9 10/12/07 10/13/09    100.000     0.000    5.4700              0.160394   0.164781                                     46.02         
Lehman Bros Hldgs Inc    52517P6R7 10/10/07 10/11/10    100.000     0.000    5.5800              0.163795   0.168365   0.173063   0.177891               60.53    49.33
Lehman Bros Hldgs Inc    52517P6V8 11/01/07 11/01/10    100.000     0.000    5.2500              0.153590   0.157622   0.161759   0.166006               56.51    49.29
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Lehman Bros Hldgs Inc    52517P6Y2 10/12/07 10/13/09    100.000     0.000    5.4700              0.160394   0.164781                                     46.02         
Lehman Bros Hldgs Inc    52517P7A3 10/11/07 10/11/11     80.899     0.000    5.3700    54.21     0.127243   0.130659   0.134167   0.137770  0.141469     46.98    49.53
Lehman Bros Hldgs Inc    52517P7D7 10/31/07 11/01/10    100.000     0.000    5.4599              0.160085   0.164455   0.168945   0.173557               58.95    51.51
Lehman Bros Hldgs Inc    52517P7E5 04/28/08 10/28/09    100.000     0.000    3.1167              0.087926   0.089297                                     26.36         
Lehman Bros Hldgs Inc    52517P7H8 11/15/07 11/16/09    100.000     0.000    5.1499              0.150539   0.154415                                     48.12         
Lehman Bros Hldgs Inc    52517PAE1 10/15/93 10/15/23    100.000    VARIES    6.9789              0.207267   0.207007   0.206737   0.206459  0.206170     74.53    74.33
Lehman Bros Hldgs Inc    52517PC25 10/20/05 10/20/20    100.000    VARIES    5.2456              0.136011   0.133799   0.133019   0.130746  0.129868     49.02    47.91
Lehman Bros Hldgs Inc    52517PD73 12/21/05 12/20/09     82.123     0.000    4.9883              0.131904   0.135194                                     46.63         
Lehman Bros Hldgs Inc    52517PE98 03/15/06 03/15/11    100.000     0.000    5.2946              0.167598   0.172035   0.176589   0.181264  0.186063     62.09    65.42
Lehman Bros Hldgs Inc    52517PH46 05/17/06 05/17/21    100.000    VARIES    5.8803              0.162994   0.163499   0.164018   0.164553  0.165103     58.81    59.19
Lehman Bros Hldgs Inc    52517PK42 07/26/06 07/26/21    100.000    VARIES    4.6197              0.122469   0.123052   0.123649   0.124259  0.124884     44.38    44.81
Lehman Bros Hldgs Inc    52517PL66 09/14/06 09/14/21     95.000    VARIES    5.7713              0.151069   0.150740   0.150400   0.150051  0.149692     54.25    54.01
Lehman Bros Hldgs Inc    52517PL74 09/12/06 09/12/11    100.000     0.000    5.4399              0.168235   0.172811   0.177511   0.182340  0.187299     62.40    65.84
Lehman Bros Hldgs Inc    52517PM24 09/29/06 09/29/21     95.500    VARIES    5.8013              0.153192   0.153003   0.152808   0.152607  0.152401     55.08    54.94
Lehman Bros Hldgs Inc    52517PM99 10/27/06 10/27/16     94.650    VARIES    5.6132              0.147788   0.147843   0.147899   0.147957  0.148017     53.22    53.26
Lehman Bros Hldgs Inc    52517PN64 11/07/06 11/07/16    100.000    VARIES    5.5099              0.144853   0.145017   0.145186   0.145359  0.145537     52.19    52.32
Lehman Bros Hldgs Inc    52517PQ20 12/28/06 12/28/21    100.000    VARIES    5.1185              0.139577   0.138884   0.138173   0.137444  0.136696     50.12    49.61
Lehman Bros Hldgs Inc    52517PQ87 12/21/06 12/21/21     97.500    VARIES    5.3886              0.135047   0.134943   0.134837   0.134728  0.134616     48.60    48.52
Lehman Bros Hldgs Inc    52517PR37 01/12/07 01/12/22    100.000    VARIES    5.3883              0.141923   0.139198   0.139431   0.139670  0.139916     50.18    50.32
Lehman Bros Hldgs Inc    52517PT27 02/15/07 02/15/22     97.500    VARIES    5.4901              0.147171   0.146635   0.146086   0.145521  0.144940     52.74    52.33
Lehman Bros Hldgs Inc    52517PT68 02/16/07 02/16/17    100.000    VARIES    5.6999              0.150466   0.147692   0.148220   0.148763  0.149322     53.37    53.61
Lehman Bros Hldgs Inc    52517PU41 03/30/07 03/30/09    100.000     0.000    5.2100              0.156330                                                13.91         
Lehman Bros Hldgs Inc    52517PU74 03/30/07 03/30/09    100.000     0.000    5.2100              0.156330                                                13.91         
Lehman Bros Hldgs Inc    52517PU82 03/05/07 03/05/22    100.000    VARIES    5.5000              0.146891   0.144819   0.145033   0.145252  0.145478     52.29    52.30
Lehman Bros Hldgs Inc    52517PUL3 06/12/03 06/12/18    100.000    VARIES    5.2471              0.135292   0.133065   0.132261   0.129971  0.127627     48.91    47.76
Lehman Bros Hldgs Inc    52517PUP4 07/03/03 07/03/18    100.000    VARIES    4.7451              0.109162   0.108689   0.104618   0.103959  0.099855     38.93    37.20
Lehman Bros Hldgs Inc    52517PUR0 07/17/03 07/17/15    100.000    VARIES    4.3972              0.100656   0.100171   0.096373   0.095721  0.096135     35.93    35.02
Lehman Bros Hldgs Inc    52517PV40 06/19/07 06/19/17    100.000    VARIES    5.4394              0.147339   0.147508   0.147682   0.147861  0.148045     53.08    53.20
Lehman Bros Hldgs Inc    52517PVC2 08/27/03 08/27/10    100.000     0.250    4.7000              0.162878   0.166542   0.170293   0.174132               60.22    40.88
Lehman Bros Hldgs Inc    52517PVE8 09/25/03 09/25/10    100.000     0.250    4.3900              0.149833   0.152970   0.156175   0.159451               55.11    41.82
Lehman Bros Hldgs Inc    52517PVG3 09/30/03 09/30/10    100.000     0.250    4.3099              0.146522   0.149530   0.152602   0.155741               53.84    41.62
Lehman Bros Hldgs Inc    52517PVN8 12/17/03 12/17/18    100.000    VARIES    6.0028              0.178890   0.178672   0.180439   0.180258  0.181611     65.28    65.84
Lehman Bros Hldgs Inc    52517PVR9 01/13/04 01/13/11    100.000     0.250    4.3800              0.146366   0.149419   0.152539   0.155728  0.158986     54.28    56.57
Lehman Bros Hldgs Inc    52517PW80 04/20/07 04/20/22    100.000    VARIES    5.1283              0.139448   0.138394   0.137313   0.136204  0.135067     49.86    49.07
Lehman Bros Hldgs Inc    52517PWB3 04/08/04 04/08/14    100.000    VARIES    4.8469              0.114035   0.112850   0.112891   0.112346  0.113038     41.31    41.12
Lehman Bros Hldgs Inc    52517PWC1 04/08/04 04/08/11    100.000    VARIES    4.2283              0.104626   0.106254   0.109096   0.110794  0.113758     38.87    40.53
Lehman Bros Hldgs Inc    52517PWD9 04/14/04 04/14/11    100.000    VARIES    3.5801              0.097913   0.097463   0.098085   0.097637  0.098264     35.67    35.73
Lehman Bros Hldgs Inc    52517PWR8 05/13/04 09/16/10     90.250     1.000    4.8310              0.142613   0.145387   0.148228   0.151137               52.43    38.32
Lehman Bros Hldgs Inc    52517PWX5 07/07/04 07/07/11    100.000     0.250    5.0499              0.169714   0.173824   0.178038   0.182358  0.186787     63.29    66.39
Lehman Bros Hldgs Inc    52517PX55 04/27/07 04/27/22    100.000    VARIES    5.3982              0.144171   0.142139   0.140053   0.137910  0.138258     51.27    49.92
Lehman Bros Hldgs Inc    52517PX71 04/17/07 04/17/37    100.000    VARIES    6.2486              0.167606   0.167635   0.167665   0.167696  0.167728     60.35    60.37
Lehman Bros Hldgs Inc    52517PXM8 10/25/04 10/25/17    100.000    VARIES    5.2494              0.140671   0.140348   0.141578   0.141273  0.142533     51.35    51.69
Lehman Bros Hldgs Inc    52517PXQ9 11/01/04 11/01/14    100.000    VARIES    4.9383              0.131476   0.130950   0.130411   0.130202  0.129987     47.17    46.88
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Lehman Bros Hldgs Inc    52517PXS5 10/29/04 10/29/19    100.000    VARIES    5.4644              0.133358   0.130281   0.128571   0.125390  0.123519     47.81    46.02
Lehman Bros Hldgs Inc    52517PXV8 11/18/04 11/18/11    100.000    VARIES    5.0706              0.129677   0.127352   0.131480   0.131370  0.135668     46.98    48.15
Lehman Bros Hldgs Inc    52517PXW6 11/22/04 11/22/19    100.000    VARIES    5.5393              0.147207   0.145807   0.149269   0.147892  0.151446     53.56    54.32
Lehman Bros Hldgs Inc    52517PXZ9 12/07/04 12/07/16    100.000    VARIES    5.2285              0.141012   0.139615   0.138182   0.138163  0.138144     50.44    49.74
Lehman Bros Hldgs Inc    52517PYD7 12/23/04 12/23/11    100.000    VARIES    4.7678              0.115375   0.115794   0.119206   0.121381  0.124957     42.22    43.96
Lehman Bros Hldgs Inc    52517PYE5 12/23/04 12/23/19    100.000    VARIES    5.6986              0.148190   0.148076   0.149609   0.149528  0.151111     54.08    54.61
Lehman Bros Hldgs Inc    52517PYG0 12/30/04 12/30/19    100.000    VARIES    5.5380              0.143344   0.143775   0.144218   0.144673  0.145141     51.68    52.00
Lehman Bros Hldgs Inc    52517PYH8 01/06/05 01/06/20    100.000    VARIES    5.8754              0.156190   0.155066   0.153909   0.152718  0.149861     55.63    54.48
Lehman Bros Hldgs Inc    52517PYJ4 12/30/04 12/30/19    100.000    VARIES    5.8784              0.154868   0.155338   0.155822   0.156319  0.156832     55.84    56.19
Lehman Bros Hldgs Inc    52517PYM7 01/28/05 01/28/20    100.000    VARIES    5.9154              0.157501   0.156408   0.155283   0.154125  0.151289     56.16    55.08
Lehman Bros Hldgs Inc    52517PYR6 02/02/05 02/02/17    100.000    VARIES    5.4992              0.144584   0.147414   0.145449   0.148317  0.146362     53.42    53.75
Lehman Bros Hldgs Inc    52517PYT2 02/24/05 02/24/20    100.000    VARIES    5.1276              0.128859   0.129314   0.129781   0.130260  0.130751     46.59    46.93
Lehman Bros Hldgs Inc    52517PYU9 02/24/05 02/24/20    100.000    VARIES    5.0875              0.126962   0.127542   0.128137   0.128747  0.129372     45.96    46.40
Lehman Bros Hldgs Inc    52517PYW5 03/23/05 03/23/20    100.000    VARIES    5.1879              0.131958   0.132427   0.132908   0.133401  0.133907     47.68    48.03
Lehman Bros Hldgs Inc    52517PYX3 03/17/05 03/17/20    100.000    VARIES    5.2322              0.153499   0.154790   0.156114   0.157473  0.158250     55.76    56.67
Lehman Bros Hldgs Inc    52517PZ38 06/22/07 06/22/22    100.000    VARIES    5.7685              0.151929   0.152129   0.152335   0.152546  0.152764     54.73    54.88
Lehman Bros Hldgs Inc    52517PZ87 05/23/07 05/23/22    100.000    VARIES    5.5672              0.142285   0.137934   0.138333   0.138742  0.139164     50.29    49.91
Lehman Bros Hldgs Inc    52517PZA2 03/23/05 03/23/20    100.000    VARIES    5.7272              0.145168   0.145746   0.146340   0.146951  0.147579     52.48    52.91
Lehman Bros Hldgs Inc    52517PZJ3 05/11/05 05/11/15    100.000    VARIES    5.2579              0.137532   0.136945   0.136342   0.135723  0.135088     49.35    48.91
Lehman Bros Hldgs Inc    52517PZL8 05/19/05 05/19/20    100.000    VARIES    5.8181              0.160491   0.160312   0.160127   0.159936  0.158932     57.73    57.56
Lehman Bros Hldgs Inc    52517PZM6 05/19/05 05/19/20    100.000    VARIES    5.8231              0.173022   0.174825   0.176680   0.178589  0.179260     62.77    64.06
Lehman Bros Hldgs Inc    52517PZN4 05/26/05 05/26/15    100.000    VARIES    5.1761              0.123815   0.121268   0.119374   0.117432  0.117317     43.96    42.55
Lehman Bros Hldgs Inc    52517PZS3 06/23/05 06/23/20    100.000    VARIES    5.4824              0.160871   0.162235   0.163637   0.165077  0.165795     58.18    59.19
Lehman Bros Hldgs Inc    52520W283 06/16/08 07/29/11    100.000     0.000    5.9599              0.166734   0.171703   0.176819   0.182089  0.187515     62.45    66.23
Lehman Bros Hldgs Inc    52520W333 11/30/07 11/30/09    100.000     0.000    4.2500              0.123126   0.125743                                     40.98         
Lehman Bros Hldgs Inc    52520W341 10/31/07 10/30/09    100.000     0.000    5.3700              0.155534   0.158838                                     47.58         
Lehman Bros Hldgs Inc    52520W390 06/29/07 06/30/09    100.000     0.000    5.4500              0.164131                                                29.38         
Lehman Bros Hldgs Inc    52520W440 05/31/07 05/29/09    100.000     0.000    5.4799              0.165056                                                24.43         
Lehman Bros Hldgs Inc    52520W549 04/30/07 04/30/09    100.000     0.000    5.1300              0.153750                                                18.30         
Lehman Bros Hldgs Inc    52520W564 03/30/07 03/31/11    100.000     0.000    5.0675              0.151740   0.155585   0.159527   0.163569  0.167713     56.03    58.90
Lehman Bros Hldgs Inc    52520WAC5 06/05/06 06/15/09    100.000     1.383    5.4185              0.166739                                                27.35         
Lehman Bros Hldgs Inc    52520WAD3 06/05/06 06/15/09    100.000     3.119    5.4192              0.159784                                                26.20         
Lehman Bros Hldgs Inc    52520WAE1 06/05/06 06/15/09    100.000     2.070    5.4187              0.163984                                                26.89         
Lehman Bros Hldgs Inc    52520WAF8 06/09/06 06/09/09    100.000     1.000    5.3910              0.167100                                                26.40         
Lehman Bros Hldgs Inc    52520WAG6 06/23/06 06/23/11    100.000     0.250    5.8865              0.187953   0.193281   0.198765   0.204411  0.210223     68.71    72.66
Lehman Bros Hldgs Inc    52522L525 01/31/08 07/31/09    100.000     0.000    3.3130              0.093553   0.095102                                     19.83         
Lehman Bros Hldgs Inc    52522L798 03/31/08 09/30/09    100.000     0.000    3.5370              0.099990   0.101758                                     27.22         
Lehman Bros Hldgs Inc    52522L830 04/04/08 10/06/09    100.000     0.000    3.5898              0.101529   0.103352                                     28.25         
Lehman Bros Hldgs Inc    52523J115 03/19/08 09/17/09    100.000     0.000    2.9919              0.084338   0.085600                                     21.82         
Lehman Bros Hldgs Inc    52523J156 04/30/08 10/30/09    100.000     0.000    4.8199              0.137115   0.140419                                     41.59         
Lehman Bros Hldgs Inc    52523J412 02/29/08 02/26/10    100.000     0.000    6.3699              0.178520   0.187259   0.190073                          68.22    10.64
Lehman Bros Hldgs Inc    52523J420 03/07/08 03/08/10    100.000     0.000    6.1000              0.174642   0.179969   0.185458                          65.05    12.43
Lehman Bros Hldgs Inc    52523J438 03/31/08 03/31/10    100.000     0.000    4.3100              0.122303   0.124938   0.127631                          44.99    11.36
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Lehman Bros Hldgs Inc    5252M0AF4 11/30/07 11/30/09    100.000     0.000    5.3799              0.157593   0.161832                                     52.61         
Lehman Bros Hldgs Inc    5252M0AG2 11/30/07 06/01/09    100.000     0.000    4.9999              0.145940                                                21.89         
Lehman Bros Hldgs Inc    5252M0AH0 11/30/07 11/30/09    100.000     0.000    5.5799              0.163770   0.168339                                     54.70         
Lehman Bros Hldgs Inc    5252M0AJ6 12/28/07 12/28/22    100.000    VARIES    5.6093              0.153186   0.153198   0.153210   0.153222  0.153234     55.15    55.16
Lehman Bros Hldgs Inc    5252M0AL1 03/20/08 03/22/10    100.000     0.000    5.9499              0.170251   0.175316   0.180531                          63.22    14.62
Lehman Bros Hldgs Inc    5252M0AM9 11/19/07 11/19/37    100.000    VARIES    7.4282              0.198572   0.195368   0.198641   0.195438  0.198715     71.89    71.92
Lehman Bros Hldgs Inc    5252M0AN7 11/13/07 11/13/09    100.000     0.000    5.3699              0.157284   0.161507                                     49.83         
Lehman Bros Hldgs Inc    5252M0AP2 02/07/08 02/07/12    100.000     0.000    5.2100              0.148492   0.152361   0.156330   0.160402  0.164581     55.28    58.20
Lehman Bros Hldgs Inc    5252M0AQ0 11/30/07 11/30/10    100.000     0.000    5.5100              0.161605   0.166057   0.170632   0.175333               59.26    56.98
Lehman Bros Hldgs Inc    5252M0AV9 11/27/07 11/27/37     11.746     0.000    7.2677     9.56     0.025468   0.026393   0.027353   0.028347  0.029377      9.40    10.09
Lehman Bros Hldgs Inc    5252M0AX5 12/21/07 12/23/09    100.000     0.000    5.6700              0.166610   0.171334                                     59.50         
Lehman Bros Hldgs Inc    5252M0AY3 12/28/07 12/28/22    100.000    VARIES    5.8488              0.156450   0.156558   0.156668   0.156782  0.156899     56.34    56.42
Lehman Bros Hldgs Inc    5252M0AZ0 12/05/07 12/07/09    100.000     0.000    5.2500              0.153635   0.157668                                     52.35         
Lehman Bros Hldgs Inc    5252M0BA4 12/28/07 12/28/09    100.000     0.000    5.3699              0.157284   0.161507                                     56.91         
Lehman Bros Hldgs Inc    5252M0BC0 12/28/07 12/28/09    100.000     0.000    5.4399              0.159443   0.163780                                     57.70         
Lehman Bros Hldgs Inc    5252M0BF3 01/11/08 01/11/10    100.000     0.000    5.0900              0.144988   0.148678   0.152462                          54.13     1.52
Lehman Bros Hldgs Inc    5252M0BG1 01/11/08 01/11/12    100.000     0.000    5.3999              0.154050   0.158209   0.162481   0.166868  0.171373     57.64    60.79
Lehman Bros Hldgs Inc    5252M0BH9 12/27/07 12/27/11    100.000     0.000    5.7000              0.167487   0.172261   0.177170   0.182219  0.187413     61.19    64.73
Lehman Bros Hldgs Inc    5252M0BJ5 12/28/07 12/28/22    100.000    VARIES    5.8954              0.161928   0.160970   0.159983   0.158967  0.157921     58.12    57.40
Lehman Bros Hldgs Inc    5252M0BK2 03/20/08 03/20/12    100.000     0.000    6.5800              0.188791   0.195002   0.201418   0.208045  0.214889     70.36    75.06
Lehman Bros Hldgs Inc    5252M0BR7 02/14/08 02/14/12    100.000     0.000    5.0900              0.144987   0.148677   0.152461   0.156341  0.160320     53.88    56.66
Lehman Bros Hldgs Inc    5252M0BT3 02/14/08 02/12/10    100.000     0.000    4.5399              0.128942   0.131869   0.134862                          47.77     5.53
Lehman Bros Hldgs Inc    5252M0BU0 02/14/08 02/14/12    100.000     0.000    5.0900              0.144987   0.148677   0.152461   0.156341  0.160320     53.88    56.66
Lehman Bros Hldgs Inc    5252M0BV8 02/14/08 02/12/10    100.000     0.000    4.5399              0.128942   0.131869   0.134862                          47.77     5.53
Lehman Bros Hldgs Inc    5252M0CE5 02/20/08 02/19/10    100.000     0.000    4.5000              0.127797   0.130673   0.133613                          47.29     6.41
Lehman Bros Hldgs Inc    5252M0CH8 02/06/08 02/06/23    100.000    VARIES    5.6140              0.154086   0.152174   0.150207   0.148186  0.146107     54.56    53.12
Lehman Bros Hldgs Inc    5252M0CK1 02/12/08 02/12/38    100.000    VARIES    7.2994              0.200734   0.200744   0.200755   0.200765  0.200777     72.27    72.28
Lehman Bros Hldgs Inc    5252M0CN5 01/30/08 07/30/09    100.000     0.000    3.3250              0.093897   0.095458                                     19.91         
Lehman Bros Hldgs Inc    5252M0CV7 02/27/08 02/27/23    100.000    VARIES    5.1091              0.138805   0.135610   0.135767   0.135928  0.136093     49.02    48.95
Lehman Bros Hldgs Inc    5252M0DA2 02/29/08 02/28/11    100.000     0.000    6.6600              0.190105   0.193232   0.202977   0.206316  0.216720     71.55    76.39
Lehman Bros Hldgs Inc    5252M0DB0 05/21/08 05/21/12    100.000     0.000    5.1300              0.146155   0.149904   0.153749   0.157693  0.161738     53.59    56.38
Lehman Bros Hldgs Inc    5252M0DF1 02/28/08 02/28/12    100.000     0.000    5.1099              0.142407   0.148466   0.149777   0.156149  0.157528     54.00    56.80
Lehman Bros Hldgs Inc    5252M0DK0 02/14/08 02/16/10    100.000     0.000    6.3999              0.183531   0.189404   0.195465                          68.74     8.80
Lehman Bros Hldgs Inc    5252M0DM6 02/29/08 03/01/10    100.000     0.000    4.5064              0.127309   0.128055   0.133111                          47.31     7.85
Lehman Bros Hldgs Inc    5252M0DP9 03/31/08 03/31/23    100.000    VARIES    5.5588              0.150985   0.147461   0.147628   0.147800  0.147977     53.41    53.21
Lehman Bros Hldgs Inc    5252M0DQ7 03/20/08 09/20/12    100.000     0.000    6.9999              0.201250   0.208294   0.215584   0.223129  0.230939     75.17    80.52
Lehman Bros Hldgs Inc    5252M0DU8 02/28/08 03/02/09    100.000     0.000    3.6800              0.104147                                                 6.35         
Lehman Bros Hldgs Inc    5252M0DY0 02/20/08 03/10/09    100.000    VARIES    2.4790              0.068733                                                 4.74         
Lehman Bros Hldgs Inc    5252M0EC7 03/10/08 03/10/23    100.000    VARIES    7.2993              0.202050   0.201314   0.200551   0.199760  0.199831     72.44    71.98
Lehman Bros Hldgs Inc    5252M0ED5 03/19/08 03/19/10    100.000     0.000    5.9499              0.170194   0.175257   0.180471                          63.23    14.08
Lehman Bros Hldgs Inc    5252M0EF0 03/28/08 03/28/12    100.000     0.000    5.2000              0.148200   0.152053   0.156007   0.160063  0.164224     54.77    57.66
Lehman Bros Hldgs Inc    5252M0EH6 03/13/08 03/13/23    100.000    VARIES    6.8587              0.187529   0.184434   0.184567   0.184705  0.184847     66.63    66.50
Lehman Bros Hldgs Inc    5252M0EL7 04/21/08 04/21/10    100.000     0.000    5.0299              0.143236   0.146838   0.150531                          52.72    16.56
                                                                                                                                                                       

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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Lehman Bros Hldgs Inc    5252M0EM5 03/31/08 03/31/11    100.000     0.000    4.7900              0.136242   0.139505   0.142847   0.146268  0.149771     50.24    52.67
Lehman Bros Hldgs Inc    5252M0EN3 03/05/08 03/05/18     92.300     5.250    6.2995     4.70     0.016173   0.016682   0.017208   0.017750  0.018309      6.03     6.42
Lehman Bros Hldgs Inc    5252M0EP8 03/24/08 03/21/11    100.000     0.000    4.1948              0.118928   0.121422   0.123969   0.126569  0.129224     43.77    45.62
Lehman Bros Hldgs Inc    5252M0EQ6 03/31/08 04/01/13    100.000     0.000    7.0999              0.204262   0.211513   0.219022   0.226797  0.234848     76.17    81.67
Lehman Bros Hldgs Inc    5252M0ES2 05/27/08 05/27/10    100.000    VARIES    5.0779              0.144636   0.144076   0.147734                          52.07    21.57
Lehman Bros Hldgs Inc    5252M0ET0 03/17/08 03/17/23    100.000    VARIES    6.5597              0.180902   0.180930   0.180959   0.180989  0.181019     65.14    65.16
Lehman Bros Hldgs Inc    5252M0EW3 04/10/08 04/10/23    100.000    VARIES    7.4983              0.204641   0.200858   0.201012   0.201173  0.201339     72.70    72.42
Lehman Bros Hldgs Inc    5252M0EX1 04/30/08 04/29/11    100.000     0.000    5.5100              0.157249   0.161581   0.166033   0.170607  0.175307     57.93    61.17
Lehman Bros Hldgs Inc    5252M0EZ6 04/30/08 04/30/13    100.000    VARIES    5.9609              0.170517   0.171874   0.176996   0.178546  0.183867     62.03    64.42
Lehman Bros Hldgs Inc    5252M0FE2 05/22/08 11/23/12    100.000     0.000    5.8959              0.168633   0.173605   0.178723   0.183991  0.189415     61.99    65.69
Lehman Bros Hldgs Inc    5252M0FF9 05/16/08 05/17/10    100.000     0.000    5.2099              0.148513   0.152382   0.156352                          54.51    21.26
Lehman Bros Hldgs Inc    5252M0FL6 05/30/08 11/30/09    100.000     0.000    5.1099              0.145571   0.149290                                     48.56         
Lehman Bros Hldgs Inc    5252M0FM4 05/05/08 05/05/10    100.000     0.000    4.9399              0.140611   0.144084   0.147643                          51.64    18.31
Lehman Bros Hldgs Inc    5252M0FN2 05/30/08 05/31/11    100.000     0.000    5.5600              0.157020   0.160503   0.165871   0.169551  0.175222     58.23    61.52
Lehman Bros Hldgs Inc    5252M0FV4 05/29/08 05/29/12    100.000     0.000    6.1184              0.175158   0.180516   0.186038   0.191730  0.197595     64.37    68.37
Lehman Bros Hldgs Inc    5252M0FW2 05/19/08 05/19/23    100.000    VARIES    7.2491              0.200962   0.200544   0.200110   0.199661  0.199196     72.24    71.92
Lehman Bros Hldgs Inc    5252M0FY8 05/30/08 05/30/13    100.000     0.000    6.1200              0.175202   0.180563   0.186089   0.191783  0.197652     64.38    68.38
Lehman Bros Hldgs Inc    5252M0FZ5 06/30/08 12/30/10    100.000     0.000    5.8300              0.166667   0.171525   0.176525   0.181671               60.88    64.30
Lehman Bros Hldgs Inc    5252M0GC5 06/30/08 06/30/11    100.000     0.000    6.0299              0.172550   0.177752   0.183112   0.188633  0.194320     63.07    66.93
Lehman Bros Hldgs Inc    5252M0GD3 06/26/08 06/26/23    100.000    VARIES    8.0972              0.219410   0.213673   0.213896   0.214129  0.214371     77.93    77.05
Lehman Bros Hldgs Inc    5252M0GF8 08/14/08 08/15/11    100.000     0.000    7.5200              0.208933   0.216789   0.224940   0.233398  0.242173     78.81    84.84
Lehman Bros Hldgs Inc    5252M0GG6 06/27/08 06/27/12    100.000     0.000    6.2000              0.177561   0.183066   0.188741   0.194592  0.200624     64.96    69.05
Lehman Bros Hldgs Inc    5252M0GJ0 08/07/08 08/07/12    100.000     0.000    7.7699              0.215833   0.224218   0.232929   0.241979  0.251379     81.67    88.14
Lehman Bros Hldgs Inc    5252M0GN1 06/26/08 06/26/23    100.000    VARIES    8.2966              0.223890   0.217046   0.217308   0.217581  0.217866     79.34    78.28
Lehman Bros Hldgs Inc    5252M0GP6 06/24/08 06/24/11    100.000     0.000    6.0900              0.174318   0.179626   0.185096   0.190732  0.196540     63.79    67.73
Lehman Bros Hldgs Inc    5252M0GQ4 07/14/08 07/14/23    100.000    VARIES    8.3470              0.231864   0.220673   0.220879   0.221093  0.221316     79.62    79.63
Lehman Bros Hldgs Inc    5252M0GR2 06/30/08 12/30/11    100.000     0.000    6.1400              0.175792   0.181189   0.186751   0.192484  0.198394     64.27    68.27
Lehman Bros Hldgs Inc    5252M0GX9 08/22/08 08/22/11    100.000     0.000    7.5600              0.210000   0.217938   0.226176   0.234726  0.243598     79.12    85.21
Liberty Media Corp.      530715AF8 11/16/99 11/15/29    100.000     4.000    9.0689              0.423855   0.438036   0.452861   0.468357  0.484557    156.47   167.28
Liberty Media Corp.      530715AG6 11/16/99 11/15/29    100.000     4.000    9.0689              0.423855   0.438036   0.452861   0.468357  0.484557    156.47   167.28
Liberty Media Corp.      530715AK7 02/10/00 02/15/30    100.000     3.750    9.4298              0.449905   0.466206   0.483276   0.501151  0.519868    169.44   182.17
Liberty Media Corp.      530715AL5 02/10/00 02/15/30    100.000     3.750    9.4298              0.449905   0.466206   0.483276   0.501151  0.519868    169.44   182.17
Liberty Media Corp.      530715AM3 01/11/01 01/15/31    100.000     3.500    N/A                 0.367568   0.379602   0.392133   0.405174  0.418743    138.57   147.93
Liberty Media Corp.      530715AN1 01/11/01 01/15/31    100.000     3.500    N/A                 0.367568   0.379602   0.392133   0.405174  0.418743    138.57   147.93
Liberty Media Corp.      530715AP6 03/08/01 03/15/31    100.000     3.250   10.3696              0.513269   0.535201   0.558269   0.582534  0.608057    193.49   210.62
Liberty Media Corp.      530715AQ4 03/08/01 03/15/31    100.000     3.250   10.3696              0.513269   0.535201   0.558269   0.582534  0.608057    193.49   210.62
Liberty Media Corp.      530715AR2 03/08/01 03/15/31    100.000     3.250   10.3696              0.513269   0.535201   0.558269   0.582534  0.608057    193.49   210.62
Liberty Media Corp.      530718AB1 03/26/03 03/30/23     98.500     0.750    5.6006              0.200355   0.205383   0.210550   0.215863  0.221325     73.96    77.73
Liberty Media Corp.      530718AF2 03/26/03 03/30/23     98.500     0.750    N/A                 0.251596   0.258684   0.266076   0.273787  0.281829     93.17    98.61
Linear Technology Corp.  535678AA4 04/24/07 05/01/27    100.000    VARIES    7.0000              0.206694   0.211011   0.215480   0.220105  0.224892     75.71    78.97
Linear Technology Corp.  535678AB2 04/24/07 05/01/27    100.000    VARIES    7.0001              0.206313   0.210495   0.214825   0.219305  0.223943     75.54    78.69
Linear Technology Corp.  535678AC0 04/24/07 05/01/27    100.000    VARIES    7.0000              0.206694   0.211011   0.215480   0.220105  0.224892     75.71    78.97
Linear Technology Corp.  535678AD8 04/24/07 05/01/27    100.000    VARIES    7.0001              0.206313   0.210495   0.214825   0.219305  0.223943     75.54    78.69
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Lithia Motors, Inc.      536797AA1 05/03/04 05/01/14    100.000    VARIES    8.9998              0.332577   0.343949   0.355833   0.367478  0.379606    123.17   131.62
Lithia Motors, Inc.      536797AB9 05/03/04 05/01/14    100.000    VARIES    8.9998              0.332577   0.343949   0.355833   0.367478  0.379606    123.17   131.62
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
MQ Associates Inc        55345RAA6 08/24/04 08/15/12*    62.337    VARIES   12.2489              0.340259                                                12.93*        
MQ Associates Inc        55345RAB4 08/24/04 08/15/12*    62.337    VARIES   12.2489              0.340259                                                12.93*        
MTR Gaming Group, Inc.   553769AG5 08/12/09 07/15/14     95.248    12.625   13.9919                                    0.019500   0.020660  0.022105      2.71     7.66
Mariner Energy Inc.      56845TAG2 06/10/09 06/30/16     97.093    11.750   12.3796              0.007492   0.007544   0.008011   0.008507  0.009034      1.52     2.97
Marion County, OR        56913RAH1 03/28/02 06/01/09     63.326     0.000    6.4683   340.63     0.174048                                                26.11         
Marion County, OR        56913RAJ7 03/28/02 06/01/10     58.440     0.000    6.6784   326.80     0.168104   0.173717   0.179518                          61.87    26.93
Marion County, OR        56913RAK4 03/28/02 06/01/11     53.951     0.000    6.8387   310.57     0.160570   0.166060   0.171738   0.177611  0.183684     59.13    63.24
Marion County, OR        56913RAL2 03/28/02 06/01/12     49.948     0.000    6.9388   292.69     0.151810   0.157077   0.162526   0.168165  0.173999     55.92    59.87
Marion County, OR        56913RAM0 03/28/02 06/01/13     46.303     0.000    7.0088   274.70     0.142795   0.147800   0.152979   0.158340  0.163889     52.61    56.36
Marion County, OR        56913RAN8 03/28/02 06/01/14     42.967     0.000    7.0588   257.15     0.133885   0.138610   0.143502   0.148567  0.153811     49.34    52.88
Marion County, OR        56913RAP3 03/28/02 06/01/15     39.329     0.000    7.2089   241.57     0.126372   0.130927   0.135646   0.140535  0.145601     46.59    50.01
Marion County, OR        56913RAQ1 03/28/02 06/01/16     36.142     0.000    7.3089   225.82     0.118504   0.122835   0.127324   0.131977  0.136800     43.71    46.96
Marion County, OR        56913RAR9 03/28/02 06/01/17     33.393     0.000    7.3590   210.42     0.110595   0.114665   0.118884   0.123258  0.127794     40.80    43.85
Marion County, OR        56913RAS7 03/28/02 06/01/18     31.307     0.000    7.3092   195.62     0.102656   0.106408   0.110297   0.114328  0.118506     37.86    40.68
Marion County, OR        56913RAT5 03/28/02 06/01/19     28.898     0.000    7.3592   182.10     0.095713   0.099234   0.102886   0.106672  0.110597     35.31    37.95
Marion County, OR        56913RAU2 03/28/02 06/01/20     26.649     0.000    7.4091   169.34     0.089148   0.092451   0.095876   0.099428  0.103111     32.89    35.37
Marquee Holdings, Inc.   57143VAA7 08/18/04 08/15/14     55.894    VARIES   11.9996              0.296661   0.314460   0.333327   0.333327  0.333327    114.99   120.00
Marquee Holdings, Inc.   57143VAB5 08/18/04 08/15/14     55.894    VARIES   11.9996              0.296661   0.314460   0.333327   0.333327  0.333327    114.99   120.00
Marquee Holdings, Inc.   57143VAC3 08/18/04 08/15/14     55.894    VARIES   11.9996              0.296661   0.314460   0.333327   0.333327  0.333327    114.99   120.00
Masco Corporation        574599AW6 07/20/01 07/20/31     39.445    VARIES    8.1251              0.155470   0.161039   0.166834   0.172865  0.179141     58.80    63.13
Masco Corporation        574599BB1 07/20/01 07/20/31     39.445    VARIES    8.1251              0.155470   0.161039   0.166834   0.172865  0.179141     58.80    63.13
McHenry County, Illinois 581156AZ9 03/11/04 12/01/09    106.159    VARIES    4.3520              0.122352   0.121630                                     40.25         
Medicis Pharma Corp.     584690AB7 08/14/03 06/04/33     93.000    VARIES    9.1499              0.354735   0.369058   0.384036   0.399064  0.414779    131.07   141.79
Medtronic, Inc.          585055AA4 09/11/01 09/15/21    100.000    VARIES    6.7187              0.266049   0.272665   0.279503   0.286571  0.293876     98.39   103.42
Medtronic, Inc.          585055AB2 09/11/01 09/15/21    100.000    VARIES    6.7187              0.266049   0.272665   0.279503   0.286571  0.293876     98.39   103.42
Medtronic, Inc.          585055AD8 09/11/01 09/15/21    100.000    VARIES    6.7187              0.266049   0.272665   0.279503   0.286571  0.293876     98.39   103.42
Merisant Worldwide, Inc. 58985CAA8 11/12/03 05/15/14     55.131    VARIES   12.2495              0.340272   0.340271   0.340271   0.340270  0.340270    122.50   122.50
Merrill Lynch & Co.,Inc. 590188A73 03/13/02 03/13/32*   100.000    VARIES    N/A                 0.228874                                                11.90*        
Merrill Lynch & Co.,Inc. 590188W79 12/30/04 01/02/14    100.000     0.000    4.6291              0.150966   0.154460   0.158035   0.161693  0.165435     56.24    58.88
Merrill Lynch & Co.,Inc. 590188X86 05/05/05 05/12/10    100.000    VARIES    4.2139              0.117112   0.117102   0.117079                          42.16    15.34
Merrill Lynch & Co.,Inc. 59018FBA9 05/16/03 05/17/10    100.000     0.250    4.0324              0.137827   0.140466   0.143158                          50.33    19.47
Merrill Lynch & Co.,Inc. 59018FCR1 04/04/07 04/04/37    100.000    VARIES    5.7580              0.153643   0.153688   0.153734   0.153781  0.153830     55.33    55.36
Merrill Lynch & Co.,Inc. 59018FCY6 05/22/07 07/22/09    100.000     0.000    5.2106              0.153703   0.157708                                     31.62         
Merrill Lynch & Co.,Inc. 59018YA50 03/21/07 03/21/22*   100.000    VARIES    5.3697              0.144210   0.142470                                     37.18*        
Merrill Lynch & Co.,Inc. 59018YB91 04/05/07 04/05/22*   100.000    VARIES    5.6087              0.153655                                                  .61*        
Merrill Lynch & Co.,Inc. 59018YC25 04/05/07 04/05/19*   100.000    VARIES    5.5296              0.151390                                                  .61*        
Merrill Lynch & Co.,Inc. 59018YC66 05/02/07 05/02/17    100.000    VARIES    5.5833              0.147686   0.148033   0.148389   0.148755  0.149131     53.27    53.53
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Merrill Lynch & Co.,Inc. 59018YC82 05/09/07 05/09/22    100.000    VARIES    5.7115              0.154031   0.152400   0.150724   0.148999  0.149285     54.99    53.88
Merrill Lynch & Co.,Inc. 59018YD65 05/18/07 05/18/17    100.000    VARIES    5.6522              0.151983   0.152217   0.152458   0.152706  0.152960     54.78    54.95
Merrill Lynch & Co.,Inc. 59018YD81 05/31/07 05/31/22    100.000    VARIES    5.8983              0.158808   0.158933   0.159061   0.159193  0.159329     57.20    57.29
Merrill Lynch & Co.,Inc. 59018YE31 05/31/07 05/31/10    100.000     0.000    5.2943              0.159056   0.163267   0.167589                          58.28    24.97
Merrill Lynch & Co.,Inc. 59018YE49 06/06/07 06/06/17    100.000    VARIES    5.9091              0.158307   0.158576   0.158853   0.159138  0.159432     57.05    57.25
Merrill Lynch & Co.,Inc. 59018YJ44 08/29/07 08/29/22*   100.000    VARIES    6.0244              0.156289                                                 9.06*        
Merrill Lynch & Co.,Inc. 59018YL33 11/28/07 11/30/10    100.000     0.000    4.3746              0.126924   0.129701   0.132538   0.135437               46.37    44.13
Merrill Lynch Bank USA   59020WA43 01/31/07 01/31/11    100.000     0.000    5.1147              0.153258   0.157177   0.161197   0.165319  0.169547     57.08    60.03
Merrill Lynch Bank USA   59020WA68 01/31/07 01/31/12    100.000     0.000    5.1060              0.152977   0.156882   0.160887   0.164995  0.169207     56.97    59.92
Merrill Lynch Bank USA   59020WA76 01/31/07 02/21/12    100.000     0.000    5.0982              0.153182   0.157087   0.161091   0.165197  0.169408     56.88    59.81
Merrill Lynch Bank USA   59020WA84 02/28/07 11/29/10    100.000     0.000    4.8296              0.145038   0.146119   0.152128   0.153261               53.37    50.71
Merrill Lynch Bank USA   59020WA92 02/28/07 02/28/11    100.000     0.000    4.8250              0.143171   0.144234   0.150162   0.151277  0.157495     53.31    55.92
Merrill Lynch Bank USA   59020WB42 03/15/07 03/15/13    100.000     0.000    4.8033              0.143273   0.146714   0.150238   0.153846  0.157541     52.94    55.51
Merrill Lynch Bank USA   59020WC33 03/07/07 03/05/10    100.000     0.000    5.0065              0.149737   0.153485   0.157327                          55.46    10.07
Merrill Lynch Bank USA   59020WC66 03/30/07 03/31/11    100.000     0.000    4.8134              0.143594   0.147050   0.150589   0.154214  0.157925     52.95    55.53
Merrill Lynch Bank USA   59020WC74 03/30/07 03/30/12    100.000     0.000    4.8040              0.143294   0.146736   0.150261   0.153870  0.157566     52.84    55.41
Merrill Lynch Bank USA   59020WC82 03/30/07 03/31/11    100.000     0.000    4.8134              0.143594   0.147050   0.150589   0.154214  0.157925     52.95    55.53
Merrill Lynch Bank USA   59020WC90 04/30/07 04/30/12    100.000     0.000    4.7640              0.142020   0.145403   0.148867   0.152413  0.156043     52.15    54.67
Merrill Lynch Bank USA   59020WD24 04/30/07 04/30/12    100.000     0.000    4.8440              0.144573   0.148074   0.151661   0.155334  0.159096     53.11    55.71
Merrill Lynch Bank USA   59020WD32 04/30/07 04/29/11    100.000     0.000    4.8567              0.144960   0.148481   0.152086   0.155780  0.159563     53.26    55.88
Merrill Lynch Bank USA   59020WD57 04/30/07 01/28/11    100.000     0.000    4.8369              0.142604   0.146052   0.149585   0.153202  0.156908     53.03    55.62
Merrill Lynch Bank USA   59020WE64 06/29/07 06/30/11    100.000     0.000    5.1569              0.153785   0.155179   0.161818   0.163284  0.170271     56.40    59.34
Merrill Lynch Bank USA   59020WE98 06/29/07 06/30/11    100.000     0.000    5.1569              0.153785   0.155179   0.161818   0.163284  0.170271     56.40    59.34
Merrill Lynch Bank USA   59020WF55 07/31/07 07/29/11    100.000     0.000    4.9035              0.139827   0.145630   0.146768   0.152858  0.154053     53.17    55.81
Merrill Lynch Bank USA   59020WF63 07/31/07 07/29/11    100.000     0.000    4.9035              0.139827   0.145630   0.146768   0.152858  0.154053     53.17    55.81
Merrill Lynch Bank USA   59020WF89 07/31/07 07/30/09    100.000     0.000    4.9196              0.140326   0.146161                                     30.52         
Merrill Lynch Bank USA   59020WG47 09/28/07 09/28/11    100.000     0.000    4.7367              0.137120   0.138078   0.143691   0.144696  0.150578     50.85    53.29
Merrill Lynch Bank USA   59020WUH2 02/28/05 03/01/10    100.000     0.000    3.9130              0.123811   0.124175   0.128703                          45.85     7.59
Merrill Lynch Bank USA   59020WVY4 08/26/05 08/26/10    100.000     0.000    4.2933              0.135470   0.138379   0.141349   0.144383               50.03    33.76
Merrill Lynch Bank USA   59020WWA5 09/30/05 03/30/11    100.000     0.000    4.3666              0.138079   0.141094   0.144175   0.147323  0.150539     50.81    53.05
Merrill Lynch Bank USA   59020WWC1 09/30/05 03/31/14    100.000     0.000    4.4692              0.141750   0.144918   0.148156   0.151467  0.154852     52.18    54.54
Merrill Lynch Bank USA   59020WWD9 10/28/05 04/28/11    100.000     0.000    4.6987              0.150033   0.153558   0.157166   0.160858  0.164637     55.10    57.71
Merrill Lynch Bank USA   59020WWG2 11/27/05 05/27/11    100.000     0.000    4.7139              0.150588   0.154138   0.157771   0.161489  0.165296     55.09    57.72
Merrill Lynch Bank USA   59020WWH0 11/28/05 05/27/11    100.000     0.000    4.7163              0.150656   0.154208   0.157845   0.161567  0.165377     55.12    57.75
Merrill Lynch Bank USA   59020WWP2 12/30/05 06/30/11    100.000     0.000    4.5788              0.145694   0.149029   0.152441   0.155931  0.159501     53.06    55.51
Merrill Lynch Bank USA   59020WWQ0 01/30/06 07/31/09    100.000     0.000    4.5919              0.142884   0.146164                                     30.45         
Merrill Lynch Bank USA   59020WWV9 02/28/06 02/28/11    100.000     0.000    4.8559              0.151238   0.152385   0.158672   0.159874  0.166470     56.33    59.10
Merrill Lynch Bank USA   59020WXK2 04/28/06 04/30/12    100.000     0.000    5.2512              0.166098   0.170459   0.174935   0.179528  0.184242     61.12    64.37
Merrill Lynch Bank USA   59020WXL0 04/28/06 04/29/10    100.000     0.000    5.2516              0.166089   0.170450   0.174926                          61.13    20.64
Merrill Lynch Bank USA   59020WXM8 05/31/06 05/31/12    100.000     0.000    5.2311              0.165334   0.169658   0.174096   0.178649  0.183322     60.57    63.78
Merrill Lynch Bank USA   59020WXN6 05/31/06 05/31/10    100.000     0.000    5.2117              0.164644   0.168935   0.173337                          60.31    25.83
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Merrill Lynch Bank USA   59020WXR7 06/30/06 06/30/10    100.000     0.000    5.4416              0.172869   0.177573   0.182404                          63.09    32.65
Merrill Lynch Bank USA   59020WXU0 06/30/06 12/30/10    100.000     0.000    5.4415              0.172866   0.177569   0.182400   0.187363               63.09    66.37
Merrill Lynch Bank USA   59020WYB1 07/31/06 07/29/10    100.000     0.000    5.2020              0.160110   0.164274   0.168547   0.172931               59.67    35.85
Merrill Lynch Bank USA   59020WYC9 07/31/06 07/31/09    100.000     0.000    5.2674              0.162351   0.166627                                     34.70         
Merrill Lynch Bank USA   59020WYD7 07/28/06 07/28/11    100.000     0.000    5.2152              0.160580   0.164768   0.169064   0.173473  0.177996     59.86    63.02
Merrill Lynch Bank USA   59020WYE5 08/31/06 08/31/10    100.000     0.000    5.1348              0.156985   0.158390   0.165149   0.166628               58.56    40.24
Merrill Lynch Bank USA   59020WYF2 08/31/06 08/31/10    100.000     0.000    5.1348              0.156985   0.158390   0.165149   0.166628               58.56    40.24
Merrill Lynch Bank USA   59020WYG0 08/31/06 08/31/11    100.000     0.000    5.1359              0.157022   0.158429   0.165190   0.166670  0.173783     58.58    61.62
Merrill Lynch Bank USA   59020WYH8 09/15/06 09/15/10    100.000     0.000    4.9635              0.152081   0.155855   0.159723   0.163687               56.24    41.28
Merrill Lynch Bank USA   59020WYJ4 09/07/06 09/07/10    100.000     0.000    5.0131              0.153751   0.157605   0.161556   0.165605               56.93    40.47
Merrill Lynch Bank USA   59020WYK1 09/28/06 06/30/10    100.000     0.000    4.9465              0.153447   0.157242   0.161131                          55.93    28.84
Merrill Lynch Bank USA   59020WYM7 09/28/06 09/30/10    100.000     0.000    4.9484              0.151617   0.155368   0.159213   0.163152               55.95    43.54
Merrill Lynch Bank USA   59020WYU9 10/31/06 07/29/10    100.000     0.000    4.8869              0.147707   0.151317   0.155014   0.158802               54.93    32.92
Merrill Lynch Bank USA   59020WYV7 10/31/06 10/31/12    100.000     0.000    4.8867              0.149504   0.153157   0.156899   0.160733  0.164660     54.93    57.65
Merrill Lynch Bank USA   59020WYW5 10/31/06 10/31/12    100.000     0.000    4.8867              0.149504   0.153157   0.156899   0.160733  0.164660     54.93    57.65
Merrill Lynch Bank USA   59020WZD6 11/10/06 11/10/11    100.000     0.000    4.8559              0.148474   0.152079   0.155771   0.159553  0.163427     54.47    57.15
Merrill Lynch Bank USA   59020WZE4 10/30/06 04/30/12    100.000     0.000    4.9187              0.150578   0.154282   0.158076   0.161964  0.165947     55.33    58.09
Merrill Lynch Bank USA   59020WZG9 12/06/06 12/06/10    100.000     0.000    4.6787              0.142559   0.145894   0.149307   0.152800               52.09    50.65
Merrill Lynch Bank USA   59020WZH7 11/30/06 09/01/10    100.000     0.000    4.7482              0.143213   0.146613   0.150094   0.153658               52.99    36.66
Merrill Lynch Bank USA   59020WZJ3 11/30/06 09/01/10    100.000     0.000    4.7482              0.143213   0.146613   0.150094   0.153658               52.99    36.66
Merrill Lynch Bank USA   59020WZV6 12/28/06 09/27/10    100.000     0.000    4.8737              0.147275   0.150863   0.154540   0.158306               54.35    41.79
Merrill Lynch Bank USA   59020WZW4 12/28/06 12/28/10    100.000     0.000    4.8781              0.149215   0.152855   0.156583   0.160402               54.39    56.59
Merrill Lynch Bank USA   59020WZX2 12/28/06 12/28/10    100.000     0.000    4.8781              0.149215   0.152855   0.156583   0.160402               54.39    56.59
Merrill Lynch & Co.,Inc. 59021J141 06/03/03 06/03/10    100.000     0.000    3.5047              0.117853   0.119918   0.122019                          42.92    18.55
Merrill Lynch & Co.,Inc. 59021J471 09/04/02 09/04/09    100.000     0.000    4.9830              0.185973   0.190606                                     46.03         
Merrill Lynch & Co.,Inc. 59021J489 08/07/02 08/07/09    100.000     0.000    5.2540              0.199221   0.204455                                     43.97         
Merrill Lynch & Co.,Inc. 59021J513 06/28/02 06/29/09    100.000     0.000    5.5167              0.218310                                                38.86         
Merrill Lynch & Co.,Inc. 59021J596 05/03/02 05/04/09    100.000     0.000    6.1464              0.253103                                                31.13         
Merrill Lynch & Co.,Inc. 59021J679 03/28/02 03/30/09    100.000     0.000    6.2915              0.261504                                                23.27         
Merrill Lynch & Co.,Inc. 59021J695 03/28/02 03/30/09    100.000     0.000    6.2915              0.261504                                                23.27         
Merrill Lynch & Co.,Inc. 59021J794 01/16/02 01/16/09    100.000     0.000    5.7015              0.228240                                                 3.42         
Merrill Lynch & Co.,Inc. 59021S232 10/04/05 10/04/10    100.000     4.350    4.3499              0.120833   0.120833   0.120833   0.120833               43.50    32.99
Merrill Lynch & Co.,Inc. 59021S265 09/29/05 11/19/12    100.000     0.000    4.3795              0.139380   0.142432   0.145551   0.148738  0.151995     50.99    53.24
Merrill Lynch & Co.,Inc. 59021S356 06/06/05 06/07/10    100.000     0.000    3.9710              0.126596   0.129110   0.131673                          46.15    20.54
Merrill Lynch & Co.,Inc. 59021S414 07/06/05 07/06/10    100.000     3.860    3.8599              0.107222   0.107222   0.107222   0.107222               38.60    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. 59021S612 04/04/05 06/04/09    100.000     0.000    4.0607              0.130718                                                20.00         
Merrill Lynch & Co.,Inc. 59021S695 03/08/05 03/08/10    100.000    VARIES    4.7598              0.132171   0.132144   0.132115                          47.57     8.85
Merrill Lynch & Co.,Inc. 59021S778 02/04/05 02/04/10    100.000     3.800    3.7999              0.105556   0.105556   0.105556                          38.00     3.48
Merrill Lynch & Co.,Inc. 59021S844 11/30/04 01/22/10    100.000     0.000    3.7349              0.118732   0.120949   0.123208                          43.85     2.59
Merrill Lynch & Co.,Inc. 59021S877 11/30/04 11/30/09    100.000    VARIES    3.7116              0.103120   0.103095                                     33.92         
Merrill Lynch & Co.,Inc. 59021V193 08/09/06 02/09/10    100.000     0.000    5.4163              0.167428   0.171962   0.176619                          62.40     6.71
Merrill Lynch & Co.,Inc. 59021V235 07/06/06 07/06/09    100.000     0.000    5.7180              0.177793   0.182876                                     33.81         
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Merrill Lynch & Co.,Inc. 59021V367 06/07/06 12/07/09    100.000     0.000    5.4822              0.174334   0.179112                                     59.44         
Merrill Lynch & Co.,Inc. 59021V383 06/07/06 12/07/09    100.000     5.450    5.4499              0.151389   0.151389                                     50.87         
Merrill Lynch & Co.,Inc. 59021V615 03/07/06 09/08/09    100.000     4.956    4.9559              0.137667   0.137667                                     34.00         
Merrill Lynch & Co.,Inc. 59021V623 02/06/06 02/07/11    100.000     0.000    4.7259              0.147556   0.151043   0.154612   0.158266  0.162005     54.76    57.38
Merrill Lynch & Co.,Inc. 59021V748 01/04/06 01/04/11    100.000     4.510    4.5099              0.125278   0.125278   0.125278   0.125278  0.125278     45.10    45.10
Merrill Lynch & Co.,Inc. 59021V805 12/07/05 06/05/09    100.000     0.000    4.4683              0.141682                                                21.82         
Merrill Lynch & Co.,Inc. 59021V870 12/07/05 12/07/10    100.000     4.530    4.5299              0.125833   0.125833   0.125833   0.125833               45.30    42.28
Merrill Lynch & Co.,Inc. 59021W159 09/29/04 09/29/09    100.000    VARIES    3.9634              0.109923   0.109899                                     29.46         
Merrill Lynch & Co.,Inc. 59021W183 11/01/04 04/30/12    100.000     0.000    3.9886              0.129743   0.132331   0.134970   0.137662  0.140407     47.49    49.41
Merrill Lynch & Co.,Inc. 59021W217 08/31/04 08/31/11    100.000     0.000    3.9615              0.128027   0.128434   0.133149   0.133572  0.138476     47.43    49.33
Merrill Lynch & Co.,Inc. 59021W225 08/31/04 08/31/09    100.000     3.940    3.9399              0.108840   0.107065                                     26.01         
Merrill Lynch & Co.,Inc. 59021W290 08/04/04 08/04/09    100.000    VARIES    3.9817              0.110517   0.110505                                     23.54         
Merrill Lynch & Co.,Inc. 59021W308 07/02/03 07/02/10    100.000     0.000    3.6451              0.121299   0.123510   0.125761   0.128053               44.86    23.18
Merrill Lynch & Co.,Inc. 59021W464 05/14/04 02/14/12    100.000     0.000    3.1804              0.101028   0.102634   0.104266   0.105924  0.107609     37.10    38.29
Merrill Lynch & Co.,Inc. 59021W555 07/30/04 07/29/11    100.000     0.000    4.1841              0.137149   0.140018   0.142947   0.145938  0.148991     50.77    52.92
Merrill Lynch & Co.,Inc. 59021W571 03/01/04 03/28/11    100.000     0.000    3.5813              0.117024   0.119119   0.121252   0.123424  0.125634     42.90    44.45
Merrill Lynch & Co.,Inc. 59021W654 12/26/03 12/27/10    100.000     0.000    4.2588              0.146066   0.149176   0.152353   0.155597               53.17    54.82
Merrill Lynch & Co.,Inc. 59021W704 08/05/03 08/05/10    100.000     0.000    4.3986              0.151879   0.155219   0.158633   0.162122               56.26    34.58
Merrill Lynch & Co.,Inc. 59021W712 12/08/03 03/08/11    100.000     0.000    3.8789              0.129326   0.131834   0.134391   0.136998  0.139655     47.58    49.44
Merrill Lynch & Co.,Inc. 59021W795 01/30/04 01/31/11    100.000     0.000    3.6710              0.120110   0.122315   0.124560   0.126846  0.129174     44.31    45.95
Merrill Lynch & Co.,Inc. 59021W845 09/30/03 09/30/10    100.000     0.000    4.1291              0.140704   0.143609   0.146574   0.149600               51.71    39.97
Merrill Lynch & Co.,Inc. 59021WAA8 07/15/04 07/15/11    100.000     0.000    4.1324              0.135194   0.137987   0.140838   0.143748  0.146719     50.11    52.20
Merrill Lynch & Co.,Inc. 59022C228 04/05/07 09/07/10    100.000     0.000    5.1184              0.152782   0.156692   0.160703   0.164815               56.61    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  0.147500     53.10    53.10
Merrill Lynch & Co.,Inc. 59022C590 12/28/06 06/28/10    100.000     0.000    5.0631              0.155434   0.159369   0.163403                          56.69    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  0.144167     51.90    51.90
Merrill Lynch & Co.,Inc. 59022C806 10/05/06 04/05/10    100.000     0.000    5.0549              0.155160   0.159082   0.163103                          57.25    15.33
Merrill Lynch & Co.,Inc. 59022W117 10/04/07 10/05/09    100.000     0.000    4.6674              0.135791   0.138960                                     37.78         
Merrill Lynch & Co.,Inc. 59022W380 09/07/07 08/08/11    100.000     0.000    5.0756              0.147645   0.151392   0.155234   0.159174  0.163213     54.91    57.73
Merrill Lynch & Co.,Inc. 59022W505 05/09/07 05/09/12    100.000     0.000    5.1563              0.154598   0.158584   0.162672   0.166866  0.171168     56.79    59.76
Merrill Lynch & Co.,Inc. 59022W562 08/09/07 02/09/09    100.000     0.000    5.2154              0.152529                                                 5.80         
Merrill Lynch & Co.,Inc. 59022W570 08/09/07 07/08/11    100.000     0.000    5.5011              0.160589   0.165006   0.169545   0.174208  0.179000     60.16    63.51
Merrill Lynch & Co.,Inc. 59022W620 07/05/07 01/05/11    100.000     0.000    5.4003              0.158219   0.162491   0.166879   0.171385  0.176013     59.25    62.50
Merrill Lynch & Co.,Inc. 59022Y709 11/07/07 11/09/09    100.000     0.000    4.7733              0.139033   0.142352                                     43.42         
United Mexican States    593048BN0 03/30/01 12/30/19     89.000     8.125    9.3823    24.88     0.012739   0.013336   0.013962   0.014617  0.015303      4.69     5.15
Michaels Stores, Inc.    594087AN8 10/31/06 11/01/16     50.110    VARIES    N/A                 0.252664   0.270193   0.288938   0.308983  0.330419     96.29   110.11
Michaels Stores, Inc.    594087AP3 10/31/06 11/01/16     50.110    VARIES    N/A                 0.252664   0.270193   0.288938   0.308983  0.330419     96.29   110.11
Microchip Technology Inc 595017AA2 12/07/07 12/15/37    100.000    VARIES    9.1009              0.268280   0.276313   0.287818   0.296628  0.309174     99.72   107.03
Microchip Technology Inc 595017AB0 12/07/07 12/15/37    100.000    VARIES    9.1009              0.268280   0.276313   0.287818   0.296628  0.309174     99.72   107.03
Mississippi Home Corp.   60535JAH9 07/22/93 06/01/09     36.262     0.000    6.4993   611.15     0.174855                                                26.23         
Mississippi Home Corp.   60535MCB3 07/21/93 09/15/16     19.775     0.000    7.1244   385.42     0.113039   0.117066   0.121236   0.125554  0.130027     42.29    45.35
Morgan Stanley           6174462B4 12/13/07 12/14/09    100.000     0.000    4.0707              0.117739   0.120136                                     40.82         
Morgan Stanley           6174462F5 12/28/07 06/29/09    100.000     0.000    4.3469              0.126069                                                22.44         
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           6174462G3 12/28/07 12/20/11    100.000     0.000    4.6540              0.135229   0.138375   0.141595   0.144890  0.148262     49.32    51.64
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           6174462L2 01/31/08 07/31/09    100.000     0.000    3.4066              0.096241   0.097880                                     20.41         
Morgan Stanley           6174462M0 01/31/08 03/31/11    100.000     0.000    3.9039              0.111278   0.113450   0.115665   0.117922  0.120224     40.85    42.46
Morgan Stanley           6174462X6 02/29/08 11/29/10    100.000     0.000    3.7932              0.107774   0.108027   0.111901   0.112164               39.52    37.20
Morgan Stanley           6174463E7 02/29/08 02/29/12    100.000     0.000    4.0950              0.115439   0.115882   0.120215   0.120676  0.125188     42.80    44.58
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              0.111132   0.113313   0.115536   0.117803  0.120115     40.81    42.43
Morgan Stanley           6174463Y3 02/29/08 11/29/10    100.000     0.000    3.9110              0.111218   0.111544   0.115610   0.115949               40.80    38.44
Morgan Stanley           6174464D8 03/28/08 09/30/13    100.000     0.000    4.2223              0.118487   0.120328   0.123543   0.125462  0.128815     44.05    45.93
Morgan Stanley           6174464N6 03/24/08 02/24/14    100.000     0.000    4.6797              0.132529   0.135630   0.138803   0.142051  0.145375     49.07    51.39
Morgan Stanley           6174464P1 03/20/08 03/20/23     81.700     2.935    4.6422              0.105906   0.106472   0.107050   0.107643  0.108249     38.34    38.77
Morgan Stanley           6174464Q9 03/20/08 03/20/23     78.350     2.624    4.6439              0.101726   0.102395   0.103080   0.103781  0.104499     36.88    37.38
Morgan Stanley           6174464T3 03/28/08 12/07/12    100.000     0.000    3.5735              0.101730   0.103548   0.105398   0.107281  0.109198     37.04    38.37
Morgan Stanley           6174464W6 03/31/08 04/26/13    100.000     0.000    4.0406              0.114841   0.117161   0.119528   0.121943  0.124407     42.07    43.78
Morgan Stanley           6174464Z9 04/30/08 04/29/11    100.000     0.000    5.2346              0.149191   0.153096   0.157103   0.161215  0.165435     54.90    57.81
Morgan Stanley           6174465F2 04/30/08 07/05/13    100.000     0.000    3.8715              0.108295   0.110392   0.112528   0.114707  0.116927     40.11    41.68
Morgan Stanley           6174465J4 04/25/08 10/25/13    100.000     0.000    5.0328              0.143319   0.146926   0.150623   0.154413  0.158299     52.73    55.41
Morgan Stanley           6174465N5 04/14/08 10/04/13    100.000     0.000    4.2160              0.119445   0.121963   0.124534   0.127159  0.129840     43.90    45.77
Morgan Stanley           6174465Q8 04/11/08 04/11/11    100.000     0.000    4.5349              0.128826   0.131748   0.134735   0.137790  0.140914     47.38    49.55
Morgan Stanley           6174465T2 05/30/08 11/30/11    100.000     5.437    5.4369              0.151028   0.151028   0.151028   0.151028  0.151028     54.37    54.37
Morgan Stanley           6174465Y1 05/30/08 05/31/11    100.000     0.000    5.3781              0.153410   0.157536   0.161772   0.166122  0.170589     56.23    59.29
Morgan Stanley           6174466M6 05/23/08 05/23/11    100.000     0.000    4.8832              0.138958   0.142350   0.145826   0.149387  0.153034     50.90    53.41
Morgan Stanley           6174466S3 06/30/08 06/30/14    100.000     0.000    6.0285              0.172509   0.177709   0.183066   0.188584  0.194268     63.05    66.91
Morgan Stanley           6174466U8 06/30/08 03/30/11    100.000     0.000    5.3825              0.151529   0.155607   0.159795   0.164095  0.168511     56.04    59.09
Morgan Stanley           6174467G8 07/31/08 01/31/11    100.000     0.000    5.6636              0.157324   0.161779   0.166360   0.171071  0.175916     58.80    62.18
Morgan Stanley           6174467K9 07/31/08 01/31/11    100.000     0.000    5.6636              0.157324   0.161779   0.166360   0.171071  0.175916     58.80    62.18
Morgan Stanley           6174467L7 07/31/08 11/29/11     87.000     0.000    4.2238    15.46     0.103502   0.105688   0.107920   0.110199  0.112526     37.80    39.41
Morgan Stanley           617446B24 12/29/06 09/29/10    100.000     0.000    4.9890              0.151076   0.154845   0.158708   0.162667               55.77    43.25
Morgan Stanley           617446B65 01/31/07 07/31/09    100.000     0.000    5.2774              0.158509   0.162692                                     33.88         
Morgan Stanley           617446C98 02/28/07 08/28/09    100.000     0.000    5.1429              0.154167   0.158131                                     37.25         
Morgan Stanley           617446F20 02/27/07 08/27/10    100.000     0.000    5.1430              0.154170   0.158135   0.162201   0.166372               57.21    39.03
Morgan Stanley           617446F38 03/30/07 03/30/09    100.000     0.000    4.9470              0.147868                                                13.16         
Morgan Stanley           617446F53 03/09/07 03/09/09    100.000     0.000    4.9070              0.146589                                                 9.97         
Morgan Stanley           617446F61 03/09/07 03/16/09    100.000     0.000    4.9162              0.147024                                                11.03         
Morgan Stanley           617446F79 03/30/07 12/30/10    100.000     0.000    4.9794              0.150764   0.154517   0.158365   0.162307               54.96    57.56
Morgan Stanley           617446G52 04/30/07 04/30/09    100.000     0.000    4.9619              0.148346                                                17.65         
Morgan Stanley           617446GV5 10/05/01 12/30/09    100.000     0.000    5.0404              0.200741   0.205800                                     72.98         
Morgan Stanley           617446GY9 12/11/01 12/30/09     92.281     0.000    5.3026              0.196616   0.201829                                     71.52         
Morgan Stanley           617446H28 04/27/07 04/27/37    100.000    VARIES    5.5782              0.149165   0.147127   0.145033   0.142880  0.140667     53.07    51.54
Morgan Stanley           617446H69 05/30/07 06/26/17    100.000     0.000    5.8001              0.176278   0.181390   0.186650   0.192063  0.197633     64.43    68.22
Morgan Stanley           617446H85 05/22/07 05/22/10    100.000     0.000    5.1009              0.152812   0.156710   0.160707                          56.02    22.66
Morgan Stanley           617446HH5 08/05/02 12/15/09    100.000     1.000    5.6990              0.214409   0.219727                                     74.71         
                                                                                                                                                                       

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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           617446HP7 02/14/03 03/30/10    100.000     0.000    4.6889              0.169073   0.173037   0.177093                          62.31    15.76
Morgan Stanley           617446HZ5 04/28/03 09/15/10    100.000     0.000    4.7477              0.169767   0.173797   0.177923   0.182147               62.71    45.95
Morgan Stanley           617446J26 06/29/07 03/30/11    100.000     0.000    5.5052              0.163705   0.168211   0.172842   0.177599  0.182488     60.58    63.96
Morgan Stanley           617446J75 08/13/07 02/27/13    117.470     0.000    5.6319              0.194694   0.200176   0.205813   0.211609  0.217568     72.46    76.59
Morgan Stanley           617446JB6 04/23/03 04/30/10    100.000     0.000    4.5948              0.164011   0.167779   0.171634                          60.19    20.42
Morgan Stanley           617446JE0 04/30/03 04/30/10    100.000     0.000    4.6430              0.166013   0.169867   0.173811                          60.93    20.68
Morgan Stanley           617446JF7 05/28/03 12/30/10    100.000     0.000    3.9647              0.137157   0.139876   0.142649   0.145477               49.87    51.72
Morgan Stanley           617446JG5 05/06/03 05/15/10    100.000     0.250    4.1168              0.141481   0.144250   0.147076                          51.69    19.71
Morgan Stanley           617446JH3 05/21/03 05/30/10    100.000     0.000    3.5121              0.118252   0.120329   0.122442                          43.07    18.24
Morgan Stanley           617446JP5 11/25/03 12/30/10    100.000     1.500    5.3753              0.182743   0.186535   0.190428   0.194426               66.48    69.08
Morgan Stanley           617446JQ3 12/26/03 12/30/10    100.000     2.000    4.2373              0.132235   0.133860   0.135519   0.137213               47.90    48.96
Morgan Stanley           617446K40 06/26/08 06/24/15    100.000     1.100    6.5992              0.188296   0.193500   0.198877   0.204431  0.210168     68.80    72.67
Morgan Stanley           617446K81 07/31/07 01/29/10    100.000     0.000    5.2547              0.153716   0.157754   0.161899                          57.31     4.53
Morgan Stanley           617446MF3 01/28/04 01/30/11    100.000     1.000    4.0908              0.130820   0.132928   0.135078   0.137273  0.139513     48.12    49.69
Morgan Stanley           617446MG1 01/21/04 07/30/11    100.000     0.300    4.1284              0.136282   0.138923   0.141619   0.144370  0.147179     50.34    52.32
Morgan Stanley           617446MH9 02/25/04 04/30/11    100.000     2.000    4.1708              0.128715   0.130241   0.131798   0.133388  0.135011     46.80    47.93
Morgan Stanley           617446MJ5 02/17/04 07/30/11    102.625     0.300    4.1929              0.142095   0.144900   0.147763   0.150686  0.153670     52.51    54.61
Morgan Stanley           617446MK2 03/29/04 06/30/11    100.000     1.500    3.7482              0.116178   0.117574   0.118997   0.120446  0.121923     42.08    43.10
Morgan Stanley           617446ML0 03/22/04 05/15/10    121.125     0.250    3.5206              0.138096   0.140405   0.142755                          50.34    19.13
Morgan Stanley           617446MM8 03/24/04 04/01/09    100.000     0.250    3.6404              0.117803                                                10.60         
Morgan Stanley           617446MQ9 04/08/04 04/15/09    115.000     0.750    3.7735              0.138899                                                14.45         
Morgan Stanley           617446N47 08/31/07 02/28/11    100.000     0.000    5.1183              0.148719   0.150038   0.156428   0.157816  0.164537     55.47    58.35
Morgan Stanley           617446N54 07/26/07 07/26/11    100.000     0.000    5.4412              0.159483   0.163822   0.168279   0.172857  0.177560     59.56    62.84
Morgan Stanley           617446N88 08/10/07 11/16/10    100.000     0.000    4.9813              0.147280   0.150948   0.154708   0.158561               54.02    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  0.121917     43.89    43.89
Morgan Stanley           617446R76 09/28/07 06/30/11    100.000     0.000    5.0267              0.148644   0.152380   0.156210   0.160136  0.164161     54.19    56.95
Morgan Stanley           617446SX8 12/06/04 12/30/11    100.000     0.500    4.4990              0.147009   0.150003   0.153065   0.156196  0.159397     53.47    55.67
Morgan Stanley           617446T25 09/28/07 03/31/09    100.000     0.000    4.7592              0.138603                                                12.34         
Morgan Stanley           617446U49 11/02/07 10/30/09    100.000     0.000    4.5652              0.132634   0.135661                                     40.20         
Morgan Stanley           617446W70 11/30/07 12/31/10    100.000     0.000    4.2644              0.124003   0.126647   0.129347   0.132105               45.12    46.93
Morgan Stanley           617446X79 11/14/07 06/26/09    100.000     0.000    4.3579              0.127030                                                22.23         
Morgan Stanley           617446X95 11/28/07 01/07/11    100.000     0.000    4.4074              0.125726   0.128496   0.131328   0.134222  0.137180     46.73    48.82
Morgan Stanley           617446Y94 12/31/07 06/30/10    100.000     0.000    4.5526              0.132286   0.135298   0.138377                          48.17    24.77
Morgan Stanley           617446YM5 08/30/05 09/01/14    100.000     0.000    4.8471              0.155468   0.159236   0.163096   0.167048  0.171097     57.56    60.39
Morgan Stanley           617446Z28 12/31/07 10/07/11    100.000     0.000    4.8047              0.138442   0.141768   0.145174   0.148662  0.152233     51.00    53.48
Morgan Stanley           617446Z36 11/29/07 11/30/09    100.000     0.000    4.1362              0.119710   0.122186                                     39.83         
Morgan Stanley           617446Z77 02/07/08 06/06/14    100.000     0.000    4.6169              0.133211   0.136286   0.139432   0.142651  0.145944     48.66    50.94
Morgan Stanley           61744Y132 07/29/02 07/30/09    100.000     0.000    4.4930              0.162956   0.166617                                     34.72         
Morgan Stanley           61744Y140 03/27/03 06/15/10    100.000     0.000    4.7690              0.173448   0.177584   0.181818                          63.32    29.82
Morgan Stanley           61744Y173 01/28/03 12/30/09    100.000     0.000    4.5294              0.164044   0.167759                                     59.56         
Morgan Stanley           61744Y181 12/17/02 03/30/09    100.000     0.000    4.5118              0.162254                                                14.44         
Morgan Stanley           61744Y199 11/26/02 03/30/09    100.000     0.000    4.8522              0.178386                                                15.88         
Morgan Stanley           61744Y249 10/16/02 10/30/09    100.000     0.000    4.7893              0.177058   0.181298                                     53.70         
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           61744Y264 09/26/02 06/30/09    100.000     0.000    4.7794              0.178482                                                31.95         
Morgan Stanley           61744Y280 08/27/02 02/28/09    100.000     0.000    5.2054              0.195841                                                11.36         
Morgan Stanley           61745E2A8 04/30/09 04/30/24    100.000    VARIES    4.6881                         0.130228   0.125467   0.120594  0.115607     31.09    43.69
Morgan Stanley           61745E2G5 05/13/09 05/13/24    100.000    VARIES    4.6721                         0.129783   0.125028   0.120161  0.115181     29.36    43.66
Morgan Stanley           61745E2U4 06/30/09 07/01/24    100.000    VARIES    3.8188              0.106079   0.106059   0.102250   0.098368               19.20    36.11
Morgan Stanley           61745E4G3 08/06/09 08/06/24    100.000    VARIES    6.7611                                    0.187809   0.182889  0.177804     27.23    65.27
Morgan Stanley           61745E4U2 08/26/09 08/26/16    100.000    VARIES    5.1504                                    0.143067   0.144248  0.145459     17.88    52.02
Morgan Stanley           61745E5A5 08/27/09 08/27/24    100.000    VARIES    5.0632                                    0.140645   0.135767  0.130765     17.44    48.53
Morgan Stanley           61745E5G2 08/31/09 08/31/24    100.000    VARIES    5.6208                                    0.155273   0.147870  0.145229     19.10    54.08
Morgan Stanley           61745E5U1 09/30/09 09/30/29    100.000    VARIES    5.7074                                    0.158539   0.155136  0.151636     14.43    55.83
Morgan Stanley           61745E6G1 10/07/09 10/07/24    100.000    VARIES    5.2060                                    0.144612   0.140422  0.136124     12.15    50.59
Morgan Stanley           61745E7G0 10/30/09 10/30/29    100.000    VARIES    5.8639                                    0.162887   0.159111  0.155224      9.94    57.49
Morgan Stanley           61745ED32 06/20/08 06/20/28    100.000    VARIES    5.0572              0.137359   0.134159   0.130879   0.127516  0.124067     48.80    46.44
Morgan Stanley           61745ED99 10/30/09 10/30/29    100.000    VARIES    5.8166                                    0.161574   0.157386  0.153077      9.86    56.89
Morgan Stanley           61745EE64 06/27/08 06/27/18    100.000    VARIES    6.1703              0.169923   0.169947   0.172331   0.172986  0.175633     62.04    63.04
Morgan Stanley           61745EF48 07/07/08 07/07/23    100.000    VARIES    6.0756              0.168768   0.164612   0.160331   0.155919  0.151373     58.54    55.37
Morgan Stanley           61745EG88 07/28/08 07/28/23    100.000    VARIES    5.9673              0.165759   0.163660   0.161498   0.159272  0.156979     58.64    57.05
Morgan Stanley           61745EJ44 08/04/08 08/04/23    100.000    VARIES    5.9469              0.165192   0.161019   0.156721   0.152295  0.147738     57.47    54.30
Morgan Stanley           61745EJA0 06/09/08 06/09/23    100.000    VARIES    4.7552              0.127967   0.123744   0.119421   0.114996  0.114556     45.12    42.09
Morgan Stanley           61745ELG4 05/28/08 05/26/23    100.000    VARIES    4.9020              0.133073   0.129867   0.126582   0.123217  0.122798     47.10    44.83
Morgan Stanley           61745EM40 08/29/08 08/29/18    100.000    VARIES    5.7096              0.156002   0.156559   0.157340   0.160937  0.162637     57.21    58.75
Morgan Stanley           61745EN23 08/29/08 08/29/23    100.000    VARIES    5.7316              0.156602   0.155677   0.152999   0.151950  0.149186     56.54    55.18
Morgan Stanley           61745ET43 12/03/08 12/03/23    100.000    VARIES    6.0934              0.169262   0.165956   0.162549   0.159038  0.155421     60.15    57.69
Morgan Stanley           61745ETD3 05/19/08 05/19/23    100.000    VARIES    4.6778              0.126157   0.122285   0.118324   0.114269  0.114194     44.39    41.69
Morgan Stanley           61745ETG6 06/30/08 06/30/28    100.000    VARIES    5.7070              0.156118   0.153637   0.151086   0.148461  0.145762     55.75    53.91
Morgan Stanley           61745ETH4 05/19/08 05/19/28    100.000    VARIES    5.3131              0.144866   0.142073   0.139206   0.136263  0.133241     51.41    49.33
Morgan Stanley           61745ETQ4 02/28/06 03/01/11    100.000    VARIES    5.0618              0.138816   0.136761   0.139196   0.137135  0.139619     50.34    50.48
Morgan Stanley           61745EUH2 02/23/07 02/23/37    100.000    VARIES    5.5058              0.147060   0.144990   0.142864   0.140680  0.138435     52.03    50.47
Morgan Stanley           61745EUK5 05/19/08 05/19/23    100.000    VARIES    5.2763              0.144204   0.141779   0.139290   0.136736  0.134114     51.27    49.47
Morgan Stanley           61745EUV1 02/22/08 02/22/23    100.000    VARIES    4.3863              0.119945   0.118007   0.116026   0.114001  0.111932     42.33    40.88
Morgan Stanley           61745EUX7 03/03/08 03/03/28    100.000    VARIES    4.3854              0.120395   0.118941   0.117456   0.115937  0.114997     42.73    41.72
Morgan Stanley           61745EUY5 02/28/08 02/28/28    100.000    VARIES    4.3768              0.115589   0.114028   0.108675   0.106846  0.103110     41.04    38.63
Morgan Stanley           61745EV65 01/20/09 01/20/24    100.000    VARIES    5.9021                         0.163949   0.156901   0.149645  0.142175     54.77    52.81
Morgan Stanley           61745EVD0 03/14/08 03/14/28    100.000    VARIES    4.2040              0.114389   0.111987   0.109533   0.107028  0.104471     40.23    38.44
Morgan Stanley           61745EVE8 04/07/08 04/07/23    100.000    VARIES    4.3273              0.116795   0.113312   0.109753   0.106118  0.102404     40.83    38.24
Morgan Stanley           61745EVH1 03/31/08 03/30/23    100.000    VARIES    4.2080              0.113764   0.109404   0.108617   0.104234  0.103251     40.24    38.34
Morgan Stanley           61745EVL2 04/25/08 04/25/28    100.000    VARIES    4.8906              0.132043   0.128139   0.124140   0.120044  0.115847     46.31    43.41
Morgan Stanley           61745EVM0 04/25/08 04/25/23    100.000    VARIES    5.3229              0.145605   0.143288   0.140910   0.138469  0.135963     51.69    49.96
Morgan Stanley           61745EVP3 04/25/08 04/25/28    100.000    VARIES    5.5441              0.150188   0.146266   0.142235   0.138093  0.133836     52.84    49.90
Morgan Stanley           61745EW49 01/30/09 01/30/24    100.000    VARIES    6.4553                         0.179315   0.175240   0.171034  0.166692     58.74    61.04
Morgan Stanley           61745EX22 03/31/09 03/31/24    100.000    VARIES    5.5881                         0.155228   0.150251   0.145136  0.139877     41.61    52.23
Morgan Stanley           61745EX89 03/31/09 03/31/24    100.000    VARIES    5.2808                         0.146690   0.141762   0.136703  0.131512     39.30    49.19
Morgan Stanley           61745EY62 04/23/09 04/23/24    100.000    VARIES    5.9383                         0.164954   0.159954   0.154806  0.149505     40.57    55.95
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           61745EZ46 05/01/09 05/01/14    100.000    VARIES    5.4528                         0.151468   0.151811   0.152164  0.153822     36.37    54.84
Morgan Stanley           61746BCS3 02/09/06 02/11/13    100.000     0.000    5.3494              0.169609   0.174146   0.178804   0.183586  0.188496     63.16    66.59
Morgan Stanley           61746BCT1 02/27/06 02/27/13    100.000     0.000    5.3615              0.169993   0.174550   0.179229   0.184034  0.188967     63.16    66.59
Morgan Stanley           61746S190 01/27/04 03/30/11    100.000     1.875    4.2069              0.130782   0.132437   0.134128   0.135853  0.137615     47.68    48.91
Morgan Stanley           61746S273 10/26/04 10/30/11    100.000     0.000    4.2472              0.139644   0.142609   0.145638   0.148731  0.151889     51.17    53.37
Morgan Stanley           61746S422 09/28/04 09/30/12    100.000     1.300    4.4570              0.140742   0.143074   0.145457   0.147894  0.150385     51.52    53.25
Morgan Stanley           61746S539 08/27/04 03/30/11    100.000     0.000    4.4434              0.147749   0.151032   0.154387   0.157817  0.161323     54.38    56.83
Morgan Stanley           61746S646 07/28/04 01/30/11    100.000     0.000    4.6243              0.154270   0.157837   0.161487   0.165221  0.169041     57.27    59.95
Morgan Stanley           61746S703 02/25/04 12/30/11    100.000     0.400    4.5064              0.152691   0.155881   0.159143   0.162479  0.165890     55.55    57.90
Morgan Stanley           61746S778 04/28/04 12/30/11    100.000     0.000    4.8845              0.170008   0.174161   0.178414   0.182771  0.187235     61.96    65.02
Morgan Stanley           61746S877 03/29/04 12/30/11    100.000     0.500    4.0511              0.133252   0.135670   0.138136   0.140653  0.143221     48.41    50.19
Morgan Stanley           61746SAA7 03/10/04 03/31/09    100.000     0.000    3.7079              0.121778                                                10.84         
Morgan Stanley           61746SAC3 04/05/04 04/15/09    100.000     0.000    3.5632              0.116143                                                12.08         
Morgan Stanley           61746SAW9 10/12/04 10/30/09    100.000     0.250    4.0693              0.131840   0.134382                                     39.88         
Morgan Stanley           61746SBD0 11/30/04 12/30/11    100.000     0.250    4.4263              0.145666   0.148736   0.151874   0.155081  0.158360     53.00    55.26
Morgan Stanley           61746SBU2 01/06/06 07/06/11    100.000    VARIES    5.1444              0.151251   0.153136   0.154989   0.156828  0.158792     55.44    56.79
Morgan Stanley           61746SCJ6 05/03/06 11/03/09    100.000     0.000    5.4721              0.173967   0.178727                                     53.39         
Morgan Stanley           61746SCT4 06/30/06 03/20/10    100.000     0.000    5.7485              0.181131   0.186338   0.191693                          67.21    15.14
Morgan Stanley           61746SCW7 09/05/06 03/05/09    100.000     0.000    5.3142              0.163943                                                10.49         
Morgan Stanley           61746SCX5 10/03/06 04/03/09    100.000     0.000    5.0814              0.156052                                                14.36         
Morgan Stanley           61746SCZ0 11/28/06 05/28/09    100.000     0.000    5.1378              0.157958                                                23.22         
Morgan Stanley           61746SDA4 11/07/06 05/07/10    100.000     0.000    5.3445              0.164975   0.169384   0.173910                          60.67    21.91
Morgan Stanley           61746SDC0 12/11/06 12/11/13    100.000     0.000    5.1239              0.157489   0.161524   0.165662   0.169907  0.174260     57.59    60.57
Morgan Stanley           61746Y155 08/29/05 08/30/10    100.000     0.000    4.5922              0.144590   0.147102   0.151306   0.153935               54.07    36.95
Morgan Stanley           61746Y288 06/28/05 06/30/11    100.000     0.500    4.2966              0.136299   0.138929   0.141615   0.144359  0.147162     49.55    51.48
Morgan Stanley           61746Y478 04/27/05 10/30/10    100.000     1.000    4.5617              0.143680   0.146323   0.149027   0.151793               52.53    45.06
Morgan Stanley           61746Y650 02/24/05 09/01/10    100.000     0.000    4.4162              0.143061   0.146220   0.149449   0.152749               52.84    36.46
Morgan Stanley           61746Y858 12/28/04 12/30/11    100.000     0.000    4.4273              0.146561   0.149805   0.153121   0.156511  0.159976     53.35    55.74
Morgan Stanley           61746YAB2 12/30/04 12/30/12    100.000     0.000    4.7234              0.158145   0.161879   0.165703   0.169616  0.173622     57.61    60.37
Morgan Stanley           617475116 11/30/07 02/20/13    100.000     0.000    4.6219              0.132704   0.135770   0.138908   0.142118  0.145402     49.14    51.44
Morgan Stanley           617475124 11/30/07 11/30/12    100.000     0.000    4.4317              0.128620   0.131470   0.134383   0.137361  0.140405     46.99    49.10
Morgan Stanley           617475173 11/16/07 05/20/09    100.000     0.000    4.4857              0.130322                                                18.11         
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              0.152360   0.156334   0.160412   0.164596  0.168890     56.62    59.61
Morgan Stanley           617475728 08/31/07 02/20/09    100.000     0.000    5.0536              0.147360                                                 7.22         
Morgan Stanley           617475769 09/28/07 03/20/09    100.000     0.000    4.8553              0.141348                                                11.17         
Morgan Stanley           61747MLD1 06/29/07 12/29/10    100.000     0.000    5.4252              0.163302   0.167732   0.172282   0.176956               59.60    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              0.156944   0.161102   0.165371   0.169753  0.174251     58.35    61.49
Morgan Stanley           61747S561 10/31/06 10/28/11    100.000     5.433    5.4329              0.150917   0.150917   0.150917   0.150917  0.150917     54.33    54.33
Morgan Stanley           61747S728 08/16/06 08/14/09    100.000     0.000    5.4258              0.167704   0.172253                                     38.22         
Morgan Stanley           61747S850 08/31/06 08/26/11    100.000    VARIES    5.4559              0.151749   0.151647   0.151633   0.151688  0.151560     54.60    54.59
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           61747W125 03/24/08 09/24/09    100.000     0.000    2.4719              0.069515   0.070374                                     18.44         
Morgan Stanley           61747W133 03/24/08 09/24/09    100.000     0.000    2.4719              0.069515   0.070374                                     18.44         
Morgan Stanley           61747W141 03/31/08 09/20/09    100.000     0.000    2.7020              0.076015   0.077042                                     19.87         
Morgan Stanley           61747W182 03/31/08 03/28/13    100.000     0.000    4.0410              0.114494   0.116807   0.119167   0.121575  0.124032     42.07    43.79
Morgan Stanley           61747W364 01/31/08 07/20/09    100.000     0.000    3.2602              0.091957   0.093456                                     18.57         
Morgan Stanley           61747W380 01/18/08 04/20/09    100.000     0.000    3.5985              0.102695                                                11.19         
Morgan Stanley           61747W398 01/23/08 07/23/09    100.000     0.000    3.5274              0.099712   0.101471                                     20.46         
Morgan Stanley           61747W463 02/29/08 02/20/15    100.000     0.000    5.4016              0.150552   0.157181   0.158794   0.165786  0.167488     57.26    60.39
Morgan Stanley           61747W513 02/29/08 08/20/09    100.000     0.000    3.1437              0.086705   0.089528                                     20.54         
Morgan Stanley           61747W521 02/29/08 08/20/09    100.000     0.000    3.1437              0.086705   0.089528                                     20.54         
Morgan Stanley           61747W745 12/31/07 06/20/09    100.000     0.000    4.4340              0.128536                                                21.72         
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              0.141243   0.144666   0.148172   0.151762  0.155440     51.47    54.00
Morgan Stanley           61747Y162 06/30/06 06/24/11    100.000     5.771    5.7709              0.160306   0.160306   0.160306   0.160306  0.160306     57.71    57.71
Morgan Stanley           61747Y394 02/23/06 02/23/10    100.000     0.000    5.2711              0.166759   0.171154   0.175664                          61.96     9.13
Morgan Stanley           61747Y584 02/09/06 02/17/10    100.000     0.000    5.2162              0.164992   0.169295   0.173711                          61.34     7.99
Morgan Stanley           61747Y733 11/28/05 05/30/09    100.000     0.000    4.8574              0.155866                                                23.22         
Morgan Stanley           61747Y808 09/28/05 12/30/09    100.000     0.000    4.5818              0.147510   0.150890                                     53.56         
Morgan Stanley           61747YBR5 05/31/07 11/30/10    100.000     0.000    5.2745              0.158416   0.162594   0.166882   0.171283               58.04    55.70
Morgan Stanley           61747YBS3 06/29/07 06/29/10    100.000     0.000    5.4202              0.163139   0.167560   0.172101                          59.54    30.63
Morgan Stanley           61747YBT1 05/29/07 09/01/14    100.000     0.000    5.6123              0.167134   0.171824   0.176646   0.181603  0.186699     62.15    65.69
Morgan Stanley           617480116 04/30/08 10/20/09    100.000     0.000    3.4541              0.097515   0.099199                                     28.48         
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              0.170704   0.175871   0.181194   0.186678  0.192329     63.97    67.90
Morgan Stanley           617480223 04/30/08 10/30/09    100.000     0.000    3.4546              0.097620   0.099306                                     29.49         
Morgan Stanley           617480231 04/30/08 10/30/09    100.000     0.000    3.4546              0.097620   0.099306                                     29.49         
Morgan Stanley           617480298 04/28/08 05/01/09    100.000     0.000    3.0016              0.084653                                                10.16         
Morgan Stanley           617480306 04/28/08 07/28/09    100.000     0.000    3.0326              0.084879   0.086167                                     17.80         
Morgan Stanley           617480330 05/30/08 02/28/14    100.000     0.000    5.5930              0.156676   0.158432   0.165562   0.167417  0.174951     58.60    61.93
Morgan Stanley           617480421 06/30/08 12/20/09    100.000     0.000    4.8509              0.137836   0.141179                                     48.71         
Morgan Stanley           617480439 06/30/08 12/20/09    100.000     0.000    4.8509              0.137836   0.141179                                     48.71         
Morgan Stanley           617480496 06/30/08 12/30/13    100.000     0.000    5.6404              0.161099   0.165642   0.170313   0.175117  0.180055     58.82    62.19
Morgan Stanley           617480579 07/31/08 01/20/10    100.000     0.000    3.6189              0.100525   0.102243   0.104093                          37.07     1.98
Morgan Stanley           617480603 07/31/08 01/20/10    100.000     0.000    3.6189              0.100525   0.102243   0.104093                          37.07     1.98
Morgan Stanley           617480629 07/31/08 11/29/11     87.000     0.000    4.2238    15.46     0.103502   0.105688   0.107920   0.110199  0.112526     37.80    39.41
Morgan Stanley           617480710 08/29/08 11/29/11     86.300     0.000    4.5833    13.44     0.111131   0.113678   0.116283   0.118948  0.121674     40.63    42.51
Morgan Stanley           617480801 09/30/08 03/20/10    100.000     0.000    9.8213              0.272815   0.285467   0.299486                         103.18    23.66
Morgan Stanley           617482AA2 07/25/08 11/30/11    100.000     0.000    5.8223              0.165002   0.169806   0.174749   0.179836  0.185072     60.57    64.15
Morgan Stanley           617482AL8 08/29/08 08/31/11    100.000     0.000    5.6318              0.155625   0.157398   0.164513   0.166387  0.173908     58.22    61.55
Morgan Stanley           617482AM6 08/29/08 05/31/11    100.000     0.000    5.7855              0.163059   0.167776   0.172629   0.177623  0.182761     59.85    63.36
Morgan Stanley           617482AN4 07/28/08 07/28/14    100.000     0.000    6.2015              0.172264   0.177606   0.183113   0.188791  0.194644     64.64    68.71
Morgan Stanley           617482AP9 08/29/08 01/05/11    100.000     0.000    5.4658              0.151830   0.154734   0.158963   0.163307  0.167770     56.44    59.56
Morgan Stanley           617482AQ7 08/29/08 08/31/11    100.000    VARIES    5.7662              0.159326   0.160195   0.166477   0.167385  0.173948     59.19    61.85
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           617482AR5 08/29/08 04/04/14    100.000     0.000    5.7350              0.160196   0.164790   0.169515   0.174376  0.179377     59.31    62.76
Morgan Stanley           617482AT1 08/29/08 11/29/11     86.300     0.000    4.5833    13.44     0.111131   0.113678   0.116283   0.118948  0.121674     40.63    42.51
Morgan Stanley           617482AY0 08/29/08 11/30/11    100.000     0.000    5.6758              0.159924   0.164463   0.169130   0.173930  0.178866     58.68    62.05
Morgan Stanley           617482AZ7 08/29/08 11/30/11    100.000     0.000    5.7597              0.162323   0.166998   0.171807   0.176755  0.181845     59.57    63.05
Morgan Stanley           617482BQ6 09/30/08 12/30/10    100.000     0.000    9.6342              0.274063   0.287264   0.301102   0.315607              101.07   110.71
Morgan Stanley           617482BX1 09/30/08 11/30/11     94.000     0.000    6.4662              0.170661   0.176179   0.181875   0.187755  0.193825     62.78    66.90
Morgan Stanley           617482CR3 10/21/08 10/20/10    100.000     0.000    6.1849              0.171805   0.177089   0.182565   0.188211               63.56    53.78
Morgan Stanley           617482CS1 10/20/08 10/20/11     73.000     0.000   10.7703    15.51     0.218399   0.230160   0.242554   0.255616  0.269382     82.46    91.58
Morgan Stanley           617482CV4 10/21/08 10/29/10    100.000     0.000    6.1261              0.170402   0.175622   0.181001   0.186545               62.94    54.94
Morgan Stanley           617482CY8 10/31/08 10/31/11     83.000     0.000    6.3084     8.87     0.145444   0.150032   0.154764   0.159646  0.164682     53.75    57.20
Morgan Stanley           617482DC5 11/28/08 11/30/11    100.000     0.000    4.4417              0.123412   0.126153   0.128955   0.131819  0.134746     45.09    47.12
Morgan Stanley           617482DJ0 12/29/08 12/29/10    100.000     0.000    6.5936              0.183156   0.189194   0.195431   0.201874               67.05    71.12
Morgan Stanley           617482DL5 12/31/08 12/30/11     80.160     0.000    7.5159      .17     0.165515   0.170763   0.178154   0.183839  0.191796     61.40    66.09
Morgan Stanley           617482DX9 02/27/09 02/28/11    100.000     0.000    4.9651              0.137156   0.134940   0.140582   0.141723  0.147649     42.26    52.39
Morgan Stanley           617482EF7 02/27/09 02/27/24    100.000    VARIES    5.6208                         0.156135   0.151155   0.146035  0.140771     46.85    52.21
Morgan Stanley           617482EG5 03/03/09 02/27/24    100.000    VARIES    6.2075                         0.172431   0.168437   0.164181  0.159793     50.89    58.80
Morgan Stanley           617482EL4 03/31/09 03/31/11    100.000     0.000    5.5476                         0.154102   0.158377   0.162770  0.167285     42.15    58.62
Morgan Stanley           617482EN0 03/25/09 03/25/24    100.000    VARIES    6.4376                         0.178823   0.173850   0.168716  0.163418     48.88    60.66
Morgan Stanley           617482ES9 03/26/09 03/26/29    100.000    VARIES    5.8244                         0.161790   0.155581   0.149191  0.142615     43.90    53.63
Morgan Stanley           617482ET7 04/16/09 04/16/12    100.000     0.000    5.7696                         0.160269   0.164893   0.169650  0.174544     41.22    60.94
Morgan Stanley           617482EW0 04/30/09 04/30/12    100.000     0.000    5.5196                         0.153323   0.157555   0.161903  0.166371     37.21    58.04
Morgan Stanley           617482EX8 04/30/09 04/30/12    100.000     0.000    5.4582                         0.151617   0.155754   0.160005  0.164372     36.79    57.36
Morgan Stanley           617482FB5 04/16/09 04/16/29    100.000    VARIES    5.8955                         0.163766   0.158359   0.152791  0.147060     41.35    55.16
Morgan Stanley           617482FH2 05/29/09 05/29/12    100.000     0.000    4.8002                         0.133339   0.136540   0.139817  0.143173     28.37    49.96
Morgan Stanley           617482FJ8 05/29/09 05/29/12    100.000     0.000    4.8475                         0.134655   0.137919   0.141262  0.144686     28.65    50.47
Morgan Stanley           617482FM1 05/27/09 05/27/29    100.000    VARIES    3.6954                         0.102653   0.098903   0.095085  0.091196     21.84    34.66
Morgan Stanley           617482FQ2 06/30/09 06/28/13    100.000     0.000    4.0308                         0.111969   0.114201   0.116502  0.118851     20.27    41.54
Morgan Stanley           617482FR0 06/30/09 09/28/12    100.000     0.000    4.3979                         0.122167   0.123480   0.126195  0.128970     22.23    45.45
Morgan Stanley           617482FW9 06/22/09 06/22/29    100.000    VARIES    4.2479                         0.117999   0.113426   0.108755  0.103985     22.26    39.91
Morgan Stanley           617482FX7 06/26/09 06/26/24    100.000    VARIES    5.0455                         0.140153   0.136681   0.133122  0.129473     25.91    48.53
Morgan Stanley           617482FZ2 07/31/09 07/31/13    100.000     0.000    3.7618                                    0.104495   0.106460  0.108463     15.78    38.57
Morgan Stanley           617482GB4 07/31/09 10/31/12    100.000     0.000    4.0209                         0.111694   0.112817   0.115085  0.117398     16.93    41.30
Morgan Stanley           617482GC2 07/31/09 10/31/11    100.000     0.000    3.3818                         0.093941   0.094736   0.096338  0.097967     14.23    34.59
Morgan Stanley           617482GD0 07/06/09 07/06/12    100.000     0.000    3.9872                                    0.110756   0.112964  0.115216     19.38    41.05
Morgan Stanley           617482GF5 07/16/09 07/16/29    100.000    VARIES    4.2615                                    0.118377   0.114389  0.110315     19.53    40.57
Morgan Stanley           617482GG3 07/29/09 07/29/24    100.000    VARIES    5.6514                                    0.156984   0.153570  0.150061     23.86    54.85
Morgan Stanley           617482GH1 07/31/09 07/31/29    100.000    VARIES    6.8887                                    0.191355   0.187421  0.183352     28.89    66.97
Morgan Stanley           617482GK4 08/31/09 02/28/13    100.000     0.000    3.5389                                    0.097760   0.097867  0.101250     12.02    36.13
Morgan Stanley           617482GL2 08/31/09 05/31/12    100.000     0.000    3.0328                         0.084246   0.084885   0.086172  0.087479     10.21    30.87
Morgan Stanley           617482GM0 08/31/09 08/30/13    100.000     0.000    4.0427                                    0.111064   0.112678  0.115587     13.66    41.39
Morgan Stanley           617482GQ1 08/18/09 08/17/12    100.000     0.000    3.1202                                    0.086674   0.088019  0.089392     11.53    31.81
Morgan Stanley           617482GR9 09/30/09 03/29/13    100.000     0.000    3.2543                                    0.090399   0.091862  0.093357      8.23    33.08
Morgan Stanley           617482GV0 09/30/09 09/30/14    100.000     4.132    4.1319                                    0.114778   0.114778  0.114778     10.44    41.32
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           617482HD9 10/30/09 04/30/13    100.000     0.000    3.4452                                    0.095703   0.097351  0.099028      5.84    34.95
Morgan Stanley           617482HE7 10/09/09 10/09/24     97.500    VARIES    5.4787                                    0.148382   0.144660  0.140836     12.17    52.13
Morgan Stanley           617482HG2 10/19/09 10/19/29    100.000    VARIES    5.9196                                    0.164434   0.161080  0.157626     11.84    58.10
Morgan Stanley           617482HH0 10/30/09 01/31/13    100.000     0.000    3.2279                                    0.089666   0.090389  0.091848      5.47    32.74
Morgan Stanley           617482JR6 12/11/09 12/12/11    100.000     0.000    2.1726                         0.060352   0.060356   0.061012  0.061675      1.21    21.87
Morgan Stanley           617483144 06/30/09 06/26/14    100.000     0.000    5.3758                         0.149329   0.153254   0.157373  0.161603     27.05    55.95
Morgan Stanley           617483169 06/30/09 06/28/11    100.000     0.000    3.6476                         0.101325   0.103152   0.105033  0.106949     18.35    37.48
Morgan Stanley           617483227 04/30/09 04/20/11    100.000     0.000    4.7205                         0.131126   0.134049   0.137213  0.140452     31.81    49.28
Morgan Stanley           617483235 04/30/09 04/21/14    100.000     0.000    5.6383                         0.156622   0.160816   0.165350  0.170012     38.04    59.35
Morgan Stanley           617483284 04/30/09 10/20/12    100.000     0.000    5.5171                         0.153253   0.157246   0.161583  0.166041     37.22    58.01
Morgan Stanley           617483300 09/30/08 11/30/11     94.000     0.000    6.4662              0.170661   0.176179   0.181875   0.187755  0.193825     62.78    66.90
Morgan Stanley           617483342 05/29/09 05/20/11    100.000     0.000    3.8967                         0.108243   0.110246   0.112394  0.114584     23.03    40.25
Morgan Stanley           617483383 05/29/09 05/20/14    100.000     0.000    5.2382                         0.145508   0.149129   0.153035  0.157043     31.00    54.71
Morgan Stanley           617483433 01/30/09 07/20/10    100.000     0.000    4.8055                         0.133489   0.136518   0.139798               44.67    27.76
Morgan Stanley           617483482 01/30/09 01/30/12    100.000     0.000    6.1849                         0.171805   0.177118   0.182595  0.188242     57.67    66.43
Morgan Stanley           617483508 08/29/08 01/29/10    100.000     0.000    3.1863              0.088509   0.089684   0.091113                          32.47     2.55
Morgan Stanley           617483524 02/27/09 08/20/10    100.000     0.000    4.7507                         0.131967   0.134979   0.138186               40.51    31.49
Morgan Stanley           617483599 03/31/09 03/20/14    100.000     0.000    6.3536                         0.172653   0.180757   0.183459  0.192425     48.49    67.68
Morgan Stanley           617483615 03/31/09 03/20/11    100.000     0.000    5.5984                         0.152131   0.158723   0.160505  0.167733     42.67    59.19
Morgan Stanley           617483680 10/20/08 04/20/10    100.000     0.000   10.2895              0.285821   0.300526   0.315987                         107.68    34.44
Morgan Stanley           617483714 10/20/08 10/20/11     73.000     0.000   10.7703    15.51     0.218399   0.230160   0.242554   0.255616  0.269382     82.46    91.58
Morgan Stanley           617483722 10/31/08 04/20/10    100.000     0.000    5.1473              0.142982   0.146457   0.150227                          52.61    16.37
Morgan Stanley           617483748 10/31/08 10/31/11     83.000     0.000    6.3084     8.87     0.145444   0.150032   0.154764   0.159646  0.164682     53.75    57.20
Morgan Stanley           617483763 11/28/08 05/20/10    100.000     0.000    3.8747              0.107632   0.109625   0.111749                          39.28    15.53
Morgan Stanley           617483813 12/31/08 06/20/10    100.000     0.000    6.5912              0.183092   0.188790   0.195012                          67.07    32.96
Morgan Stanley           617483821 12/31/08 12/30/11     80.160     0.000    7.5159      .17     0.165515   0.170763   0.178154   0.183839  0.191796     61.40    66.09
Morgan Stanley           617483888 09/30/08 03/20/10    100.000     0.000    9.8213              0.272815   0.285467   0.299486                         103.18    23.66
Morgan Stanley           617484217 07/31/09 07/27/11    100.000     0.000    3.2408                                    0.088067   0.090946  0.090912     13.56    33.12
Morgan Stanley           617484282 08/31/09 02/25/15    100.000     0.000    4.7184                                    0.128219   0.133319  0.134240     15.77    48.50
Morgan Stanley           617484506 08/31/09 08/29/11    100.000     0.000    2.2311                                    0.060961   0.061973  0.062322      7.50    22.60
Morgan Stanley           617484605 08/25/09 08/27/12    100.000     0.000    3.3592                         0.093311   0.093329   0.094896  0.096490     11.76    34.27
Morgan Stanley           617484621 11/06/09 11/06/14    100.000     0.000    4.0719                                    0.113109   0.115412  0.117762      6.22    41.39
Morgan Stanley           617484753 09/30/09 09/28/11    100.000     0.000    1.7533                                    0.048703   0.049125  0.049556      4.43    17.69
Morgan Stanley           617484779 09/30/09 03/27/15    100.000     0.000    4.2843                                    0.119010   0.121516  0.124120     10.83    43.78
Morgan Stanley           61748A114 06/24/03 06/15/10    100.000     0.000    3.8194              0.130515   0.133007   0.135547                          47.51    22.23
Morgan Stanley           61748A122 08/22/03 08/30/09    100.000     0.000    4.5992              0.158769   0.161533                                     38.77         
Morgan Stanley           61748A221 12/29/06 12/23/11    100.000     5.081    5.0809              0.141139   0.141139   0.141139   0.141139  0.141139     50.81    50.81
Morgan Stanley           61748A296 11/06/06 11/30/11    100.000     0.000    5.4050              0.167644   0.172174   0.176827   0.181606  0.186514     61.45    64.82
Morgan Stanley           61748A353 11/30/06 05/20/10    100.000     0.000    5.3425              0.164669   0.169068   0.173584                          60.44    24.13
Morgan Stanley           61748A460 10/31/06 07/20/10    100.000     0.000    5.3335              0.162226   0.166552   0.170993   0.175553               60.59    34.85
Morgan Stanley           61748A486 07/24/06 07/24/09    100.000     0.000    5.6119              0.174134   0.179021                                     36.23         
Morgan Stanley           61748A494 07/31/06 07/20/10    100.000     0.000    5.5513              0.171794   0.176563   0.181463   0.186500               64.26    37.02
Morgan Stanley           61748A528 06/29/06 06/30/09    100.000     0.000    5.7368              0.183592                                                32.86         
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           61748A585 04/28/06 04/20/10    100.000     0.000    5.4899              0.174403   0.179190   0.184109                          64.34    20.07
Morgan Stanley           61748A742 06/01/04 03/30/12    100.000     2.800    5.2533              0.163090   0.165331   0.167631   0.169991  0.172413     59.53    61.21
Morgan Stanley           61748A775 11/25/03 12/30/10    100.000     2.000    5.9877              0.205201   0.209681   0.214295   0.219048               74.69    77.79
Morgan Stanley           61748A874 07/29/03 12/30/09    100.000     0.000    4.3835              0.154025   0.157401                                     55.90         
Morgan Stanley           61748AAA4 09/24/03 12/30/10    100.000     0.000    5.0246              0.181279   0.185834   0.190502   0.195288               66.09    69.25
Morgan Stanley           61748AAC0 04/30/04 12/30/11    100.000     0.000    4.8871              0.170073   0.174229   0.178487   0.182848  0.187316     61.98    65.05
Morgan Stanley           61748AAD8 04/30/04 12/30/11    100.000     0.000    4.8871              0.170073   0.174229   0.178487   0.182848  0.187316     61.98    65.05
Morgan Stanley           61748AAF3 11/29/05 11/30/12    100.000     0.000    5.2402              0.170023   0.174477   0.179049   0.183740  0.188554     62.29    65.60
Morgan Stanley           61748AAG1 11/29/05 11/30/12    100.000     0.000    5.2402              0.170023   0.174477   0.179049   0.183740  0.188554     62.29    65.60
Morgan Stanley           61748AAK2 11/15/06 05/15/09    100.000     0.000    5.2075              0.160320                                                21.48         
Morgan Stanley           61748AAL0 12/12/06 11/30/11    100.000     0.000    4.8724              0.147158   0.149919   0.154415   0.157313  0.162031     54.45    57.14
Morgan Stanley           61748U300 04/21/06 04/19/10    100.000     0.000    5.5592              0.177060   0.181982   0.187040                          65.35    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           61750V212 04/20/07 04/20/09    100.000     0.000    5.1084              0.153054                                                16.68         
Morgan Stanley           61750V220 04/20/07 04/20/11    100.000     0.000    5.1825              0.155444   0.159472   0.163604   0.167843  0.172193     57.26    60.27
Morgan Stanley           61750V238 04/20/07 04/20/10    100.000     0.000    5.1064              0.152989   0.156896   0.160901                          56.34    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              0.151623   0.158123   0.159569   0.166410  0.167932     57.58    60.60
Morgan Stanley           61750V733 01/30/07 07/29/11    100.000     0.000    5.3487              0.160794   0.165095   0.169510   0.174043  0.178698     59.98    63.24
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
Multnomah County, OR     625506HH6 12/08/99 06/01/13     36.019     0.000    7.7198   355.55     0.152502   0.158388   0.164502   0.170851  0.177446     56.32    60.75
Multnomah County, OR     625506HJ2 12/08/99 06/01/14     33.298     0.000    7.7399   329.85     0.141594   0.147074   0.152766   0.158678  0.164818     52.30    56.42
Multnomah County, OR     625506HK9 12/08/99 06/01/15     30.863     0.000    7.7399   305.73     0.131240   0.136319   0.141594   0.147074  0.152766     48.47    52.30
Multnomah County, OR     625506HL7 12/08/99 06/01/16     28.606     0.000    7.7399   283.37     0.121643   0.126350   0.131240   0.136319  0.141594     44.93    48.47
Multnomah County, OR     625506HN3 12/08/99 06/01/20     21.112     0.000    7.7400   209.14     0.089777   0.093252   0.096860   0.100609  0.104503     33.16    35.77
Multnomah County, OR     625506HP8 12/08/99 06/01/21     19.568     0.000    7.7400   193.84     0.083212   0.086432   0.089777   0.093252  0.096860     30.73    33.16
Multnomah County, OR     625506HQ6 12/08/99 06/01/22     18.137     0.000    7.7400   179.67     0.077127   0.080112   0.083212   0.086432  0.089777     28.49    30.73
Multnomah County, OR     625506HR4 12/08/99 06/01/23     16.811     0.000    7.7399   166.53     0.071487   0.074253   0.077127   0.080111  0.083212     26.40    28.49
Multnomah County, OR     625506HS2 12/08/99 06/01/24     15.582     0.000    7.7399   154.35     0.066259   0.068823   0.071487   0.074253  0.077127     24.47    26.40
Multnomah County, OR     625506HT0 12/08/99 06/01/25     14.442     0.000    7.7400   143.06     0.061413   0.063790   0.066259   0.068823  0.071487     22.68    24.47
Multnomah County, OR     625506HU7 12/08/99 06/01/26     13.386     0.000    7.7400   132.60     0.056922   0.059125   0.061414   0.063790  0.066259     21.02    22.68
Multnomah County, OR     625506HV5 12/08/99 06/01/27     12.407     0.000    7.7400   122.91     0.052760   0.054802   0.056922   0.059125  0.061413     19.49    21.02
Multnomah County, OR     625506HW3 12/08/99 06/01/28     11.500     0.000    7.7399   113.92     0.048902   0.050794   0.052760   0.054802  0.056923     18.06    19.49
Multnomah County, OR     625506HX1 12/08/99 06/01/29     10.659     0.000    7.7399   105.59     0.045326   0.047080   0.048902   0.050794  0.052760     16.74    18.06
Multnomah County, OR     625506HY9 12/08/99 06/01/30      9.879     0.000    7.7401    97.86     0.042010   0.043636   0.045325   0.047079  0.048901     15.52    16.74
Muzak Holdings Finance   62844VAC5 03/18/99 03/15/10     53.328    VARIES   12.9997              0.361105   0.361105   0.361105                         130.00    26.72
Nanogen, Inc.            630075AA7 08/27/07 08/27/10     72.000     6.250   18.9017              0.418502   0.441646   0.466978   0.494704              160.84   115.20
Nash Finch Company       631158AC6 03/15/05 03/15/35     46.611    VARIES    8.0045              0.122070   0.125142   0.128336   0.131658  0.135113     45.16    47.52
Nash Finch Company       631158AD4 03/15/05 03/15/35     46.611    VARIES    8.0045              0.122070   0.125142   0.128336   0.131658  0.135113     45.16    47.52
National Rural Utilities 637432KV6 02/06/08 12/15/23     87.915     0.000    0.8138     6.47     0.020014   0.020095   0.020177   0.020259  0.020341      7.22     7.28
National Rural Utilities 637432KX2 02/06/08 12/15/09     98.633     0.000    0.7419     6.62     0.020458   0.020534                                      7.05         
National Rural Utilities 637432KY0 02/06/08 12/15/10     97.850     0.000    0.7617     6.74     0.020841   0.020921   0.021000   0.021080                7.52     7.24
National Rural Utilities 637432KZ7 02/06/08 12/15/11     96.997     0.000    0.7917     6.95     0.021478   0.021563   0.021649   0.021734  0.021820      7.75     7.81
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
National Rural Utilities 637432LA1 02/06/08 12/15/12     96.936     0.000    0.6415     5.62     0.017370   0.017425   0.017481   0.017537  0.017594      6.26     6.31
National Rural Utilities 637432LB9 02/06/08 12/15/13     96.036     0.000    0.6915     6.01     0.018559   0.018623   0.018688   0.018752  0.018817      6.69     6.74
National Rural Utilities 637432LC7 02/06/08 12/15/14     93.808     0.000    0.9341     7.93     0.024537   0.024652   0.024767   0.024883  0.024999      8.86     8.94
National Rural Utilities 637432LD5 02/06/08 12/15/15     93.011     0.000    0.9240     7.78     0.024065   0.024176   0.024288   0.024400  0.024513      8.69     8.77
National Rural Utilities 637432LE3 02/06/08 12/15/16     92.647     0.000    0.8640     7.24     0.022401   0.022497   0.022595   0.022692  0.022790      8.08     8.15
National Rural Utilities 637432LF0 02/06/08 12/15/17     92.124     0.000    0.8338     6.95     0.021491   0.021581   0.021671   0.021761  0.021852      7.76     7.82
National Rural Utilities 637432LG8 02/06/08 12/15/18     91.459     0.000    0.8238     6.82     0.021080   0.021166   0.021254   0.021341  0.021429      7.61     7.67
National Rural Utilities 637432LH6 02/06/08 12/15/19     90.603     0.000    0.8339     6.83     0.021138   0.021226   0.021314   0.021403  0.021492      7.63     7.69
National Rural Utilities 637432LJ2 02/06/08 12/15/20     90.083     0.000    0.8138     6.63     0.020508   0.020591   0.020675   0.020759  0.020844      7.40     7.46
National Rural Utilities 637432LK9 02/06/08 12/15/21     89.231     0.000    0.8238     6.65     0.020565   0.020650   0.020735   0.020821  0.020906      7.42     7.48
National Rural Utilities 637432LL7 02/06/08 12/15/22     88.108     0.000    0.8538     6.81     0.021052   0.021142   0.021232   0.021323  0.021414      7.60     7.66
Network Associates, Inc. 640938AA4 02/13/98 02/13/18     39.106     0.000    4.7500   260.80     0.084471   0.086477   0.088531   0.090633  0.092786     31.33    32.84
NJ Econ Dev Auth         64578JAA4 12/22/05 07/01/15     60.170     0.000    5.4048   105.35     0.106153   0.109022   0.111968   0.114994               38.73    40.85
NJ Econ Dev Auth         64578JAB2 12/22/05 07/01/16     56.811     0.000    5.4449   100.26     0.101091   0.103843   0.106670   0.109574               36.89    38.92
NJ Econ Dev Auth         64578JAC0 12/22/05 07/01/17     53.569     0.000    5.4898    95.37     0.096235   0.098877   0.101591   0.104379               35.12    37.07
NJ Econ Dev Auth         64578JAD8 12/22/05 07/01/18     50.436     0.000    5.5399    90.67     0.091568   0.094105   0.096712   0.099390               33.42    35.30
NJ Econ Dev Auth         64578JAE6 12/22/05 07/01/19     47.535     0.000    5.5748    86.03     0.086934   0.089358   0.091849   0.094409               31.73    33.53
NJ Econ Dev Auth         64578JAF3 09/07/07 07/01/15     62.947     0.000    6.0088    51.10     0.113596   0.117009   0.120524   0.124146               41.51    44.04
NJ Econ Dev Auth         64578JAG1 09/07/07 07/01/16     59.024     0.000    6.0689    48.41     0.107665   0.110932   0.114298   0.117766               39.35    41.77
NJ Econ Dev Auth         64578JAH9 09/07/07 07/01/17     55.019     0.000    6.1789    45.96     0.102322   0.105483   0.108742   0.112101               37.40    39.75
NJ Econ Dev Auth         64578JAJ5 09/07/07 07/01/18     51.284     0.000    6.2689    43.48     0.096877   0.099913   0.103045   0.106275               35.42    37.68
NJ Econ Dev Auth         64578JAK2 09/07/07 07/01/19     47.828     0.000    6.3391    41.02     0.091441   0.094340   0.097330   0.100415               33.44    35.59
NJ Econ Dev Auth         64578JAL0 09/07/07 07/01/20     44.269     0.000    6.4592    38.71     0.086373   0.089163   0.092042   0.095015               31.60    33.67
NJ Econ Dev Auth         64578JAM8 09/07/07 07/01/21     41.265     0.000    6.5092    36.37     0.081188   0.083830   0.086558   0.089376               29.70    31.67
NJ Econ Dev Auth         64578JAN6 09/07/07 07/01/22     38.760     0.000    6.4992    34.10     0.076133   0.078607   0.081161   0.083799               27.85    29.69
NJ Econ Dev Auth         64578JAP1 09/07/07 07/01/23     36.303     0.000    6.5092    31.99     0.071425   0.073750   0.076150   0.078629               26.13    27.86
NJ Econ Dev Auth         645913AM6 06/30/97 02/15/09     43.647     0.000    7.2590   554.97     0.194579                                                 8.56         
NJ Econ Dev Auth         645913AN4 06/30/97 02/15/10     40.322     0.000    7.3241   519.34     0.182641   0.189329   0.196263                          68.81     8.64
NJ Econ Dev Auth         645913AP9 06/30/97 02/15/11     37.204     0.000    7.3892   485.35     0.171205   0.177530   0.184089   0.190890  0.197943     64.52    69.38
NJ Econ Dev Auth         645913AQ7 06/30/97 02/15/12     34.381     0.000    7.4342   452.49     0.159949   0.165895   0.172061   0.178457  0.185090     60.30    64.87
NJ Econ Dev Auth         645913AR5 06/30/97 02/15/13     31.673     0.000    7.4942   421.75     0.149500   0.155103   0.160914   0.166944  0.173200     56.38    60.69
NJ Econ Dev Auth         645913AS3 06/30/97 02/15/14     29.262     0.000    7.5292   392.30     0.139286   0.144529   0.149970   0.155616  0.161474     52.54    56.57
NJ Econ Dev Auth         645913AT1 06/30/97 02/15/15     27.085     0.000    7.5492   364.52     0.129544   0.134434   0.139508   0.144774  0.150238     48.87    52.63
NJ Econ Dev Auth         645913AU8 06/30/97 02/15/16     25.082     0.000    7.5644   338.55     0.120401   0.124955   0.129681   0.134586  0.139676     45.43    48.93
NJ Econ Dev Auth         645913AV6 06/30/97 02/15/17     23.177     0.000    7.5895   314.36     0.111926   0.116173   0.120581   0.125157  0.129907     42.23    45.50
NJ Econ Dev Auth         645913AW4 06/30/97 02/15/18     21.450     0.000    7.6043   291.76     0.103953   0.107905   0.112008   0.116267  0.120688     39.23    42.27
NJ Econ Dev Auth         645913AX2 06/30/97 02/15/19     19.886     0.000    7.6095   270.76     0.096492   0.100163   0.103974   0.107930  0.112037     36.42    39.24
NJ Econ Dev Auth         645913AY0 06/30/97 02/15/20     18.435     0.000    7.6144   251.24     0.089557   0.092967   0.096507   0.100181  0.103995     33.80    36.42
NJ Econ Dev Auth         645913AZ7 06/30/97 02/15/21     17.088     0.000    7.6194   233.11     0.083113   0.086280   0.089567   0.092979  0.096521     31.37    33.80
NJ Econ Dev Auth         645913BA1 06/30/97 02/15/22     15.838     0.000    7.6244   216.27     0.077125   0.080065   0.083118   0.086286  0.089576     29.11    31.37
NJ Econ Dev Auth         645913BB9 06/30/97 02/15/23     14.678     0.000    7.6294   200.62     0.071562   0.074292   0.077126   0.080068  0.083122     27.01    29.11
NJ Econ Dev Auth         645913BC7 06/30/97 02/15/24     13.601     0.000    7.6346   186.08     0.066393   0.068927   0.071559   0.074290  0.077126     25.06    27.01
NJ Econ Dev Auth         645913BD5 06/30/97 02/15/25     12.602     0.000    7.6397   172.58     0.061591   0.063944   0.066387   0.068923  0.071555     23.25    25.06
                                                                                                                                                                       

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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
NJ Econ Dev Auth         645913BE3 06/30/97 02/15/26     11.676     0.000    7.6446   160.05     0.057132   0.059316   0.061583   0.063937  0.066381     21.57    23.25
New Omaha Holdings Corp. 647579AA9 09/24/07 09/30/16    100.000    VARIES   11.4999              0.357921   0.378501   0.400265   0.423280  0.447619    136.41   152.55
Centro NP LLC            64806QAA2 10/30/09 01/15/14     67.500     7.970   19.6685                                    0.147395   0.153435  0.168525      8.99    57.66
Centro NP LLC            64806QAD6 10/30/09 01/15/14     67.500     7.650   19.2575                                    0.148576   0.154540  0.169421      9.06    58.02
Centro NP LLC            64806QAF1 10/30/09 01/15/14     67.500     7.680   19.2960                                    0.148467   0.154437  0.169337      9.06    57.99
Centro NP LLC            64806QAG9 10/30/09 01/15/14     67.500     7.680   19.2960                                    0.148467   0.154437  0.169337      9.06    57.99
Centro NP LLC            64806QAK0 10/30/09 01/15/14     67.500     6.900   18.2959                                    0.151380   0.157153  0.171530      9.23    58.88
Centro NP LLC            64806QAL8 10/30/09 01/15/14     67.500     6.900   18.2959                                    0.151380   0.157153  0.171530      9.23    58.88
The City of New York     649655LL9 05/27/93 05/15/09     27.086     0.000    8.3497   699.31     0.222643                                                29.83         
The City of New York     649655LN5 05/27/93 05/15/10     24.595     0.000    8.4398   646.96     0.207100   0.215840   0.224948                          76.95    30.14
NY State Dorm Auth       649902ZR7 10/20/09 09/15/25     86.380     5.800    7.2575                                    0.013029   0.013410  0.013896       .93     4.85
City of Newark, NJ       6503667S0 04/10/03 04/01/22     30.037     0.000    6.4399   131.46     0.076025   0.078473   0.081000   0.083608  0.086300     28.26    30.11
City of Newark, NJ       6503667T8 04/10/03 04/01/23     28.029     0.000    6.4699   123.35     0.071387   0.073696   0.076080   0.078542  0.081082     26.54    28.28
City of Newark, NJ       6503667U5 04/10/03 04/01/24     26.193     0.000    6.4899   115.69     0.066989   0.069163   0.071407   0.073724  0.076116     24.90    26.55
City of Newark, NJ       6503667V3 04/10/03 04/01/25     24.468     0.000    6.5099   108.46     0.062837   0.064882   0.066994   0.069174  0.071426     23.36    24.91
City of Newark, NJ       6503667W1 04/10/03 04/01/26     22.848     0.000    6.5299   101.64     0.058918   0.060842   0.062829   0.064880  0.066998     21.91    23.36
City of Newark, NJ       6503667X9 04/10/03 04/01/27     21.327     0.000    6.5498    95.22     0.055223   0.057031   0.058899   0.060828  0.062820     20.54    21.90
City of Newark, NJ       6503667Y7 04/10/03 04/01/28     19.947     0.000    6.5600    89.22     0.051757   0.053455   0.055208   0.057019  0.058889     19.25    20.53
City of Newark, NJ       6503667Z4 04/10/03 04/01/29     18.653     0.000    6.5700    83.58     0.048499   0.050092   0.051738   0.053438  0.055193     18.04    19.24
City of Newark, NJ       6503668A8 04/10/03 04/01/30     17.440     0.000    6.5799    78.29     0.045438   0.046933   0.048477   0.050072  0.051719     16.90    18.03
City of Newark, NJ       6503668B6 04/10/03 04/01/31     16.302     0.000    6.5900    73.31     0.042561   0.043963   0.045412   0.046908  0.048454     15.83    16.89
City of Newark, NJ       6503668C4 04/10/03 04/01/32     15.279     0.000    6.5899    68.71     0.039889   0.041204   0.042561   0.043964  0.045412     14.84    15.83
City of Newark, NJ       6503668D2 04/10/03 04/01/33     14.320     0.000    6.5899    64.40     0.037385   0.038617   0.039889   0.041204  0.042561     13.91    14.84
Nexstar Fin Hldgs Inc    65335BAD6 03/27/03 04/01/13     57.442    VARIES   11.3746              0.315966   0.315965   0.315965   0.315964  0.315964    113.75   113.75
Nexstar Fin Hldgs Inc    65335BAE4 03/27/03 04/01/13     57.442    VARIES   11.3746              0.315966   0.315965   0.315965   0.315964  0.315964    113.75   113.75
Nexstar Fin Hldgs Inc    65335BAF1 03/27/03 04/01/13     57.442    VARIES   11.3746              0.315966   0.315965   0.315965   0.315964  0.315964    113.75   113.75
NorAm Energy Corporation 655419AC3 06/17/96 03/15/12     80.000     6.000    8.2985   136.49     0.048035   0.050028   0.052104   0.054266  0.056517     18.08    19.61
Northwest Airlines, Inc. 667281AQ2 12/12/03 04/01/09     85.817    10.500   14.4146   132.70     0.101431                                                 9.13         
NOVA Gas Transmission    66978QAD3 10/17/95 10/17/25    100.000    VARIES    N/A                 0.024127   0.023881   0.023893   0.023640  0.023643      8.74     8.66
Novell, Inc.             670006AB1 11/10/06 07/15/09     97.665    VARIES    4.2615              0.114063   0.116198                                     22.51         
Novell, Inc.             670006AC9 11/10/06 07/15/09     97.665    VARIES    4.2615              0.114063   0.116198                                     22.51         
Novi, Michigan           670012ZL0 10/11/95 10/01/09     90.349     6.000    7.1003    88.63     0.028505   0.029517                                      7.88         
Omnicom Group, Inc.      681919AH9 02/07/01 02/07/31    100.000    VARIES    6.7111              0.302732   0.311886   0.321348   0.331127  0.341008    113.31   120.28
Omnicom Group, Inc.      681919AJ5 02/07/01 02/07/31    100.000    VARIES    6.7111              0.302732   0.311886   0.321348   0.331127  0.341008    113.31   120.28
Omnicom Group, Inc.      681919AK2 02/07/01 02/07/31    100.000    VARIES    6.7111              0.302732   0.311886   0.321348   0.331127  0.341008    113.31   120.28
Omnicom Group, Inc.      681919AL0 03/06/02 07/31/32    102.250    VARIES    6.6935              0.281511   0.294718   0.298595   0.312667  0.316658    107.77   114.32
Omnicom Group, Inc.      681919AM8 03/06/02 07/31/32    102.250    VARIES    6.6935              0.281511   0.294718   0.298595   0.312667  0.316658    107.77   114.32
Omnicom Group, Inc.      681919AN6 06/10/03 06/15/33    100.000    VARIES    4.6001              0.164203   0.167979   0.171843   0.175795  0.179839     59.91    62.70
Omnicom Group, Inc.      681919AP1 06/10/03 06/15/33    100.000    VARIES    4.6001              0.164203   0.167979   0.171843   0.175795  0.179839     59.91    62.70
Omnicom Group, Inc.      681919AQ9 06/30/06 07/01/38    100.000    VARIES    7.3396              0.244187   0.253149   0.262439   0.272070               89.52    96.21
Omnicom Group, Inc.      681919AR7 06/10/03 06/15/33    100.000    VARIES    4.6001              0.164203   0.167979   0.171843   0.175795  0.179839     59.91    62.70
Omnicom Group, Inc.      681919AT3 06/30/06 07/01/38    100.000    VARIES    7.3396              0.244187   0.253149   0.262439   0.272070               89.52    96.21
Omnicom Group, Inc.      681919AU0 06/30/06 07/01/38    100.000    VARIES    7.3396              0.244187   0.253149   0.262439   0.272070               89.52    96.21
                                                                                                                                                                       

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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Orange County, CA        68428LAV6 06/12/96 09/01/11     29.734     0.000    8.1288   511.38     0.177792   0.185018   0.192538   0.200364  0.208507     67.08    72.64
Orange County, CA        68428LAW4 06/12/96 09/01/12     27.201     0.000    8.1888   473.19     0.165007   0.171763   0.178795   0.186116  0.193736     62.27    67.48
Orange County, CA        68428LAX2 06/12/96 09/01/13     25.020     0.000    8.2089   436.92     0.152507   0.158767   0.165284   0.172068  0.179130     57.56    62.38
Orange County, CA        68428LAY0 06/12/96 09/01/10     32.377     0.000    8.0887   552.58     0.191737   0.199491   0.207559   0.215954               72.32    51.33
Orange County, CA        68428LAZ7 06/12/96 09/01/14     23.005     0.000    8.2290   403.26     0.140900   0.146697   0.152733   0.159017  0.165560     53.19    57.65
Orange County, CA        68428LBA1 06/12/96 09/01/15     21.183     0.000    8.2391   372.04     0.130055   0.135413   0.140991   0.146799  0.152847     49.10    53.22
Orange County, CA        68428LBB9 06/12/96 09/01/16     19.464     0.000    8.2591   343.14     0.120074   0.125032   0.130196   0.135572  0.141171     45.33    49.16
Orange County, CA        68428LBT0 03/03/97 09/01/11     34.929     0.000    7.3901   474.89     0.165121   0.171222   0.177549   0.184110  0.190913     62.03    66.70
Orange County, CA        68428LBU7 04/01/97 09/01/12     30.602     0.000    7.8293   448.68     0.159959   0.166221   0.172728   0.179490  0.186516     60.24    65.05
Orange County, CA        68428LBV5 04/01/97 09/01/13     28.339     0.000    7.8295   415.51     0.148136   0.153935   0.159962   0.166224  0.172731     55.79    60.25
Orange County, CA        68428LBW3 01/17/97 09/01/14     26.499     0.000    7.6793   387.57     0.135725   0.140937   0.146348   0.151967  0.157802     51.07    55.07
Orange County, CA        68428LBX1 04/01/97 09/01/15     24.175     0.000    7.8595   356.48     0.127273   0.132274   0.137472   0.142875  0.148489     47.94    51.78
Orange County, CA        68428LBY9 01/17/97 09/01/16     22.492     0.000    7.7493   333.45     0.117168   0.121708   0.126423   0.131322  0.136410     44.11    47.59
Orange County, CA        68428LBZ6 01/17/97 09/01/17     20.762     0.000    7.7695   309.00     0.108682   0.112904   0.117290   0.121847  0.126580     40.92    44.16
Orange County, CA        68428LCA0 01/17/97 09/01/18     19.198     0.000    7.7795   286.28     0.100739   0.104657   0.108728   0.112957  0.117351     37.93    40.94
Orange County, CA        68428LCB8 01/17/97 09/01/19     17.826     0.000    7.7696   265.31     0.093315   0.096940   0.100706   0.104618  0.108683     35.13    37.92
Orange County, CA        68428LCC6 01/17/97 09/01/20     16.480     0.000    7.7796   245.75     0.086478   0.089842   0.093336   0.096967  0.100739     32.56    35.14
Orange County, CA        68428LCD4 01/17/97 09/01/21     15.306     0.000    7.7694   227.80     0.080121   0.083233   0.086466   0.089825  0.093315     30.17    32.55
Orange County, CA        68428LCJ1 01/17/97 09/01/09     39.915     0.000    7.4091   553.64     0.191369   0.198458                                     47.20         
Orange County, CA        68428LCK8 01/17/97 09/01/10     36.871     0.000    7.4592   516.52     0.178970   0.185644   0.192568   0.199750               67.26    47.51
Oregon Community College 68583RAF9 04/23/03 06/30/09     77.449     0.000    4.1731   205.18     0.113552                                                20.33         
Oregon Community College 68583RAG7 04/23/03 06/30/10     72.765     0.000    4.4727   208.27     0.116268   0.118868   0.121526                          42.33    21.75
Oregon Community College 68583RAH5 04/23/03 06/30/11     68.075     0.000    4.7525   208.58     0.117388   0.120178   0.123033   0.125957  0.128950     42.77    44.82
Oregon Community College 68583RAJ1 04/23/03 06/30/12     63.740     0.000    4.9623   205.06     0.116113   0.118994   0.121946   0.124972  0.128073     42.32    44.45
Oregon Community College 68583RAK8 04/23/03 06/30/13     59.557     0.000    5.1521   199.94     0.113834   0.116767   0.119775   0.122860  0.126025     41.51    43.68
Oregon Community College 68583RAL6 04/23/03 06/30/14     55.504     0.000    5.3320   193.77     0.110891   0.113847   0.116882   0.119999  0.123198     40.46    42.64
Oregon Community College 68583RAM4 04/23/03 06/30/15     51.363     0.000    5.5419   187.42     0.107906   0.110896   0.113969   0.117127  0.120373     39.39    41.60
Oregon Community College 68583RAN2 04/23/03 06/30/16     47.583     0.000    5.7117   179.76     0.103999   0.106969   0.110024   0.113166  0.116398     37.98    40.18
Oregon Community College 68583RAP7 04/23/03 06/30/17     44.239     0.000    5.8317   171.19     0.099379   0.102277   0.105259   0.108329  0.111487     36.30    38.45
Oregon Community College 68583RAQ5 04/23/03 06/30/18     40.975     0.000    5.9616   162.65     0.094775   0.097600   0.100509   0.103505  0.106590     34.63    36.73
Oregon Community College 68583RAR3 04/23/03 06/30/19     37.976     0.000    6.0714   153.98     0.090001   0.092733   0.095548   0.098448  0.101437     32.90    34.93
Oregon Community College 68583RAS1 04/23/03 06/30/20     35.297     0.000    6.1514   145.31     0.085129   0.087747   0.090446   0.093228  0.096096     31.12    33.07
Oregon Community College 68583RAT9 04/23/03 06/30/21     32.815     0.000    6.2213   136.89     0.080351   0.082850   0.085427   0.088085  0.090825     29.38    31.24
Oregon Community College 68583RAU6 04/23/03 06/30/22     30.636     0.000    6.2613   128.76     0.075665   0.078033   0.080476   0.082996  0.085594     27.67    29.43
Oregon Community College 68583RAV4 04/23/03 06/30/23     28.748     0.000    6.2713   121.05     0.071154   0.073385   0.075686   0.078060  0.080507     26.02    27.68
Oregon Sch Brds Assoc    686053AG4 10/31/02 06/30/09     75.501     0.000    4.2593   224.25     0.115848                                                20.74         
Oregon Sch Brds Assoc    686053AH2 10/31/02 06/30/10     70.827     0.000    4.5493   226.60     0.118124   0.120811   0.123559                          43.01    22.12
Oregon Sch Brds Assoc    686053AJ8 10/31/02 06/30/11     66.180     0.000    4.8194   226.08     0.118846   0.121710   0.124643   0.127646  0.130722     43.31    45.42
Oregon Sch Brds Assoc    686053AK5 10/31/02 06/30/12     62.040     0.000    4.9992   221.00     0.116829   0.119749   0.122742   0.125810  0.128955     42.59    44.75
Oregon Sch Brds Assoc    686053AL3 10/31/02 06/30/13     57.955     0.000    5.1793   215.02     0.114298   0.117258   0.120295   0.123410  0.126606     41.69    43.87
Oregon Sch Brds Assoc    686053AM1 10/31/02 06/30/14     53.950     0.000    5.3594   208.21     0.111297   0.114280   0.117342   0.120486  0.123715     40.61    42.82
Oregon Sch Brds Assoc    686053AN9 10/31/02 06/30/15     50.233     0.000    5.5093   200.17     0.107493   0.110454   0.113496   0.116623  0.119835     39.24    41.43
Oregon Sch Brds Assoc    686053AP4 10/31/02 06/30/16     46.574     0.000    5.6694   191.88     0.103548   0.106483   0.109501   0.112605  0.115797     37.81    39.99
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Oregon Sch Brds Assoc    686053AQ2 10/31/02 06/30/17     43.110     0.000    5.8193   183.11     0.099270   0.102158   0.105130   0.108189  0.111337     36.26    38.40
Oregon Sch Brds Assoc    686053AR0 10/31/02 06/30/18     40.030     0.000    5.9294   173.80     0.094544   0.097346   0.100233   0.103204  0.106264     34.55    36.62
Oregon Sch Brds Assoc    686053AS8 10/31/02 06/30/19     37.212     0.000    6.0194   164.45     0.089704   0.092404   0.095185   0.098050  0.101001     32.78    34.79
Oregon Sch Brds Assoc    686053AT6 10/31/02 06/30/20     34.591     0.000    6.0995   155.27     0.084901   0.087490   0.090158   0.092908  0.095741     31.04    32.96
Oregon Sch Brds Assoc    686053BY4 04/21/03 06/30/09     77.449     0.000    4.1693   205.20     0.113451                                                20.31         
Oregon Sch Brds Assoc    686053BZ1 04/21/03 06/30/10     72.765     0.000    4.4692   208.32     0.116183   0.118779   0.121433                          42.30    21.74
Oregon Sch Brds Assoc    686053CA5 04/21/03 06/30/11     68.075     0.000    4.7492   208.65     0.117317   0.120103   0.122955   0.125874  0.128863     42.74    44.80
Oregon Sch Brds Assoc    686053CB3 04/21/03 06/30/12     63.740     0.000    4.9593   205.15     0.116053   0.118931   0.121880   0.124903  0.128000     42.30    44.43
Oregon Sch Brds Assoc    686053CC1 04/21/03 06/30/13     59.557     0.000    5.1493   200.04     0.113785   0.116715   0.119720   0.122802  0.125964     41.50    43.66
Oregon Sch Brds Assoc    686053CD9 04/21/03 06/30/14     55.504     0.000    5.3293   193.88     0.110851   0.113805   0.116837   0.119951  0.123147     40.44    42.63
Oregon Sch Brds Assoc    686053CE7 04/21/03 06/30/15     51.363     0.000    5.5394   187.53     0.107874   0.110861   0.113932   0.117087  0.120330     39.38    41.59
Oregon Sch Brds Assoc    686053CF4 04/21/03 06/30/16     47.583     0.000    5.7092   179.88     0.103973   0.106941   0.109994   0.113134  0.116363     37.97    40.17
Oregon Sch Brds Assoc    686053CG2 04/21/03 06/30/17     44.239     0.000    5.8294   171.31     0.099359   0.102255   0.105235   0.108303  0.111459     36.30    38.44
Oregon Sch Brds Assoc    686053CH0 04/21/03 06/30/18     40.975     0.000    5.9593   162.77     0.094759   0.097582   0.100490   0.103484  0.106568     34.63    36.72
Oregon Sch Brds Assoc    686053CJ6 04/21/03 06/30/19     37.976     0.000    6.0693   154.09     0.089989   0.092719   0.095533   0.098432  0.101419     32.89    34.92
Oregon Sch Brds Assoc    686053CK3 04/21/03 06/30/20     35.297     0.000    6.1494   145.43     0.085120   0.087737   0.090435   0.093216  0.096082     31.12    33.06
Oregon Sch Brds Assoc    686053CL1 04/21/03 06/30/21     32.815     0.000    6.2193   136.99     0.080345   0.082843   0.085419   0.088076  0.090815     29.38    31.23
Oregon Sch Brds Assoc    686053CM9 04/21/03 06/30/22     30.636     0.000    6.2594   128.86     0.075661   0.078029   0.080471   0.082989  0.085587     27.67    29.43
Oregon Sch Brds Assoc    686053CN7 04/21/03 06/30/23     28.748     0.000    6.2695   121.15     0.071152   0.073382   0.075682   0.078055  0.080502     26.02    27.68
Oscient Pharmaceuticals  68812RAD7 11/25/08 04/15/11     12.200    12.500    N/A                 0.484034   0.752891   1.290568   2.212225  3.792084    283.94   820.62
Oscient Pharmaceuticals  68812RAE5 11/25/08 04/15/11     12.200    12.500    N/A                 0.484034   0.752891   1.290568   2.212225  3.792084    283.94   820.62
PMA Capital Corporation  693419AA1 10/21/02 09/30/22    100.000    VARIES    7.5516              0.256453   0.259907   0.266402   0.270176  0.277071     95.16    98.92
Paterson, City of        7031302A1 04/11/03 04/01/15     51.501     0.000    5.6199   192.29     0.108885   0.111945   0.115091   0.118325  0.121650     40.31    42.61
Paterson, City of        7031302B9 04/11/03 04/01/16     47.811     0.000    5.7699   184.02     0.104614   0.107632   0.110737   0.113932  0.117219     38.76    41.02
Paterson, City of        7031302C7 04/11/03 04/01/17     44.317     0.000    5.9099   175.37     0.100063   0.103020   0.106064   0.109198  0.112425     37.10    39.32
Paterson, City of        703130Z49 04/11/03 04/01/09     77.835     0.000    4.2398   211.27     0.115329                                                10.38         
Paterson, City of        703130Z56 04/11/03 04/01/10     72.826     0.000    4.5999   216.54     0.119349   0.122095   0.124903                          43.96    11.24
Paterson, City of        703130Z64 04/11/03 04/01/11     68.193     0.000    4.8599   215.72     0.119727   0.122637   0.125617   0.128669  0.131796     44.16    46.33
Paterson, City of        703130Z72 04/11/03 04/01/12     63.812     0.000    5.0698   211.78     0.118193   0.121190   0.124262   0.127412  0.130641     43.64    45.88
Paterson, City of        703130Z80 04/11/03 04/01/13     59.701     0.000    5.2398   205.71     0.115327   0.118349   0.121449   0.124631  0.127897     42.61    44.87
Paterson, City of        703130Z98 04/11/03 04/01/14     55.492     0.000    5.4399   199.58     0.112484   0.115543   0.118686   0.121914  0.125230     41.60    43.90
Penn Virginia Corp.      707882AB2 06/15/09 06/15/16     97.003    10.375   11.0000                         0.008205   0.008656   0.009132  0.009635      1.62     3.22
Peoria, IL SD #150       713040FA6 08/15/05 01/01/11     77.688     0.000    4.7492   133.52     0.120103   0.122955   0.125874   0.128863               43.75    45.85
Peoria, IL SD #150       713040FB4 08/15/05 01/01/12     73.711     0.000    4.8393   129.25     0.116461   0.119279   0.122165   0.125121               42.43    44.51
Peoria, IL SD #150       713040FC2 08/15/05 01/01/13     69.865     0.000    4.9194   124.68     0.112509   0.115276   0.118111   0.121017               41.00    43.04
Peoria County, Illinois  713165EH7 06/01/04 12/01/09    108.053    VARIES    4.7723              0.134776   0.133683                                     44.28         
Peoria County, IL        71319RAV9 11/06/08 12/01/09    102.515     0.000    4.8009              0.137171   0.140463                                     45.86         
Peoria County, IL        71319RAX5 05/14/09 12/01/10    104.800     0.000    2.2848              0.066515   0.066587   0.067347   0.068117               15.14    22.36
Peoria County, IL        71319RAZ0 11/12/09 12/01/10    103.096     0.000    1.2849                         0.036798   0.036823   0.037059                1.80    12.19
Petro Stopping Centers   71646DAJ1 02/09/04 04/30/14     93.312     5.000    N/A                 0.191336   0.198130   0.196005   0.193771  0.191420     70.38    69.88
Petro Stopping Centers   71646DAK8 02/09/04 04/30/14    100.000     5.000    N/A                 0.191336   0.198130   0.196005   0.193771  0.191420     70.38    69.88
Philadelphia Authority   71781LAP4 02/03/99 04/15/24     19.046     0.000    6.6895   175.26     0.067012   0.069253   0.071569   0.073963  0.076437     24.87    26.57
Philadelphia Authority   71781LAQ2 02/03/99 04/15/12     43.760     0.000    6.3590   376.42     0.141885   0.146397   0.151051   0.155854  0.160810     52.59    55.98
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Philadelphia Authority   71781LAR0 02/03/99 04/15/13     40.766     0.000    6.4191   355.06     0.134183   0.138490   0.142934   0.147522  0.152257     49.75    52.99
Philadelphia Authority   71781LAS8 02/03/99 04/15/14     37.933     0.000    6.4792   334.49     0.126739   0.130845   0.135084   0.139460  0.143978     47.00    50.09
Philadelphia Authority   71781LAT6 02/03/99 04/15/15     35.256     0.000    6.5392   314.72     0.119559   0.123468   0.127505   0.131674  0.135979     44.35    47.30
Philadelphia Authority   71781LAU3 02/03/99 04/15/16     32.784     0.000    6.5893   295.65     0.112557   0.116265   0.120096   0.124053  0.128140     41.76    44.56
Philadelphia Authority   71781LAV1 02/03/99 04/15/17     30.618     0.000    6.6093   277.23     0.105637   0.109128   0.112734   0.116460  0.120309     39.20    41.83
Philadelphia Authority   71781LAW9 02/03/99 04/15/18     28.637     0.000    6.6193   259.82     0.099045   0.102324   0.105710   0.109209  0.112823     36.75    39.23
Philadelphia Authority   71781LAX7 02/03/99 04/15/19     26.727     0.000    6.6393   243.47     0.092892   0.095976   0.099162   0.102454  0.105855     34.47    36.80
Philadelphia Authority   71781LAY5 02/03/99 04/15/20     24.985     0.000    6.6494   228.07     0.087053   0.089948   0.092938   0.096028  0.099221     32.31    34.49
Philadelphia Authority   71781LAZ2 02/03/99 04/15/21     23.403     0.000    6.6494   213.63     0.081541   0.084252   0.087053   0.089948  0.092938     30.26    32.31
Philadelphia Authority   71781LBA6 02/03/99 04/15/22     21.872     0.000    6.6594   200.05     0.076393   0.078937   0.081565   0.084281  0.087087     28.35    30.27
Philadelphia Authority   71781LBB4 02/03/99 04/15/23     20.437     0.000    6.6695   187.31     0.071556   0.073942   0.076408   0.078956  0.081589     26.56    28.36
Philadelphia Authority   71781LBC2 02/03/99 04/15/25     17.878     0.000    6.6796   164.18     0.062750   0.064846   0.067012   0.069250  0.071563     23.29    24.87
Philadelphia Authority   71781LBD0 02/03/99 04/15/26     16.697     0.000    6.6896   153.65     0.058748   0.060713   0.062744   0.064843  0.067012     21.81    23.29
Plains Expl & Prodtn Co. 726505AG5 03/06/09 03/01/16     92.373    10.000   11.6241                         0.020487   0.021645   0.022903  0.024234      6.18     8.33
Playboy Enterprises,Inc. 728117AA0 03/15/05 03/15/25    100.000    VARIES    7.7502              0.255520   0.262192   0.269123   0.276323  0.283802     94.63    99.74
Playboy Enterprises,Inc. 728117AB8 03/15/05 03/15/25    100.000    VARIES    7.7502              0.255520   0.262192   0.269123   0.276323  0.283802     94.63    99.74
Pliant Corporation       729136AG6 02/17/04 06/15/09     73.627    VARIES   11.1182              0.308851                                                50.65         
Pliant Corporation       729136AH4 02/17/04 06/15/09     73.627    VARIES   11.1182              0.308851                                                50.65         
Pliant Corporation       729136AJ0 02/17/04 06/15/09     73.627    VARIES   11.1182              0.308851                                                50.65         
Pope & Talbot, Inc.      732827AC4 07/30/02 06/01/13     86.415     8.375   10.5037    62.16     0.037304   0.039263   0.041325   0.043496  0.045780     13.90    15.40
Pope & Talbot, Inc.      732827AD2 07/30/02 06/01/13     86.415     8.375   10.5037    62.16     0.037304   0.039263   0.041325   0.043496  0.045780     13.90    15.40
Presidio ISD             741020DW8 05/14/98 02/15/12     38.054     0.000    7.1489   422.62     0.155299   0.160850   0.166600   0.172555  0.178722     58.44    62.70
Presidio ISD             741020DX6 05/14/98 02/15/13     35.472     0.000    7.1490   393.96     0.144767   0.149942   0.155301   0.160853  0.166603     54.48    58.44
Presidio ISD             741020DY4 05/14/98 02/15/14     33.066     0.000    7.1490   367.24     0.134947   0.139771   0.144767   0.149941  0.155301     50.78    54.48
Presidio ISD             741020DZ1 05/14/98 02/15/15     30.822     0.000    7.1492   342.33     0.125795   0.130292   0.134949   0.139773  0.144770     47.34    50.79
Presidio ISD             741020EA5 05/14/98 02/15/16     28.486     0.000    7.1992   319.48     0.117655   0.121891   0.126278   0.130824  0.135533     44.29    47.54
Presidio ISD             741020EB3 05/14/98 02/15/17     26.541     0.000    7.1992   297.66     0.109621   0.113567   0.117655   0.121890  0.126278     41.27    44.29
Presidio ISD             741020EC1 05/14/98 02/15/18     24.728     0.000    7.1993   277.34     0.102137   0.105813   0.109622   0.113568  0.117656     38.45    41.27
Presidio ISD             741020ED9 05/14/98 02/15/19     22.810     0.000    7.2493   258.32     0.095339   0.098794   0.102375   0.106086  0.109931     35.90    38.55
Presidio ISD             741020EE7 05/14/98 02/15/20     21.242     0.000    7.2493   240.56     0.088786   0.092004   0.095339   0.098795  0.102376     33.43    35.90
Presidio ISD             741020EF4 05/14/98 02/15/21     19.782     0.000    7.2493   224.03     0.082683   0.085680   0.088786   0.092004  0.095339     31.14    33.43
Presidio ISD             741020EG2 05/14/98 02/15/22     18.422     0.000    7.2494   208.63     0.077000   0.079791   0.082683   0.085680  0.088786     29.00    31.14
Primus Telecom IHC, Inc. 74163XAD7 05/20/08 05/20/11     89.500    14.250   19.0014    17.22     0.083837   0.091802   0.100524   0.110075  0.120532     32.30    38.73
Primus Telecom IHC, Inc. 74163XAE5 07/01/09 05/20/13     73.521    VARIES    N/A                            0.504432   0.527758   0.558023  0.591284     91.50   197.35
Pride International Inc. 741932AE7 01/16/01 01/16/21     60.841     0.000    2.5000   133.02     0.050906   0.051542   0.052186   0.052839  0.053499     18.65    19.12
Providian Financial Corp 74406AAD4 03/19/04 03/15/16    100.000    VARIES    9.4998              0.360792   0.374301   0.388451   0.403274  0.418800    135.25   145.73
Prudential Financial,Inc 744320AH5 12/12/07 06/15/09     98.875     3.516    4.2942     7.78     0.021162                                                 3.47         
Prudential Financial,Inc 744320AJ1 12/12/07 06/15/09     98.875     3.516    4.2942     7.78     0.021162                                                 3.47         
PURE Mortgages 2004      74622TAF6 12/10/04 11/30/09    100.000    VARIES    4.6580              0.122431   0.121609                                     40.13         
QBE Funding Trust II     747271AA2 09/10/02 04/15/22     55.100     0.000    3.0644   116.56     0.056461   0.057326   0.058205   0.059096  0.060002     20.61    21.25
QBE Funding Trust        74729CAA6 04/15/02 04/15/22     59.358     0.000    2.6249   113.55     0.051277   0.051950   0.052632   0.053323  0.054023     18.68    19.18
QBE Funding Trust III    74729LAA6 09/24/04 09/24/24     67.165     0.000    2.0000    59.57     0.040406   0.040810   0.041218   0.041631  0.042047     14.70    14.99
Quebecor Media, Inc.     74819RAH9 10/05/07 03/15/16     93.750     7.750    8.8148     6.60     0.015489   0.016171   0.016884   0.017628  0.018405      5.85     6.37
                                                                                                                                                                       

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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Quicksilver Resources    74837RAA2 11/01/04 11/01/24     98.500    VARIES    6.7504              0.225028   0.230864   0.236897   0.243134  0.249582     82.77    87.17
Quicksilver Resources    74837RAB0 11/01/04 11/01/24     98.500    VARIES    6.7504              0.225028   0.230864   0.236897   0.243134  0.249582     82.77    87.17
Quicksilver Resources    74837RAF1 06/25/09 01/01/16     96.717    11.750   12.5012              0.009465   0.009488   0.010082   0.010712                1.76     3.74
R H Donnelley Corp.      74955WAC3 01/27/06 01/15/13     90.981     6.875    8.6239    31.60     0.033226   0.034659   0.036153   0.037712  0.039338     12.71    13.82
R H Donnelley Corp.      74955WAD1 01/27/06 01/15/13     90.981     6.875    8.6239    31.60     0.033226   0.034659   0.036153   0.037712  0.039338     12.71    13.82
R H Donnelley Corp.      74955WAE9 01/27/06 01/15/13     90.981     6.875    8.6239    31.60     0.033226   0.034659   0.036153   0.037712  0.039338     12.71    13.82
R H Donnelley Corp.      74955WAF6 01/27/06 01/15/13     90.981     6.875    8.6239    31.60     0.033226   0.034659   0.036153   0.037712  0.039338     12.71    13.82
R H Donnelley Corp.      749568AA9 01/27/06 01/15/13     90.981     6.875    8.6239    31.60     0.033226   0.034659   0.036153   0.037712  0.039338     12.71    13.82
R H Donnelley Corp.      749568AB7 01/27/06 01/15/13     90.981     6.875    8.6239    31.60     0.033226   0.034659   0.036153   0.037712  0.039338     12.71    13.82
Range Resources Corp.    75281AAK5 05/14/09 05/15/19     95.067     8.000    8.7501              0.008840   0.008849   0.009236   0.009640  0.010062      2.03     3.44
Regal Beloit Corporation 758750AA1 04/05/04 03/15/24    100.000    VARIES    8.7503              0.320294   0.330966   0.342104   0.353334  0.365055    119.54   127.61
Regal Beloit Corporation 758750AB9 04/05/04 03/15/24    100.000    VARIES    8.7503              0.320294   0.330966   0.342104   0.353334  0.365055    119.54   127.61
Reliant Energy, Inc.     75952J207 09/21/99 09/15/29    100.000     2.000    9.8183              0.569337   0.594559   0.621020   0.648779  0.677902    214.98   234.59
Rhodia, SA               762397AK3 05/17/04 06/01/10     96.743    10.250   11.0023    22.96     0.017796   0.018775   0.019808                           6.64     2.97
Rhodia, SA               762397AL1 05/17/04 06/01/10     96.743    10.250   11.0023    22.96     0.017796   0.018775   0.019808                           6.64     2.97
Rhodia, SA               762397AM9 05/17/04 06/01/10     96.743    10.250   11.0023    22.96     0.017796   0.018775   0.019808                           6.64     2.97
Roper Industries, Inc.   776696AA4 12/29/03 01/15/34     39.502     1.482    7.0003              0.089902   0.091608   0.094814   0.098133  0.101568     33.49    35.85
Royal Bank of Canada     78008E3H8 03/31/08 03/28/13    100.000     0.000    4.2547              0.120673   0.123241   0.125862   0.128540  0.131274     44.39    46.30
Royal Bank of Canada     78008E3L9 02/29/08 02/28/14    100.000     0.000    4.7399              0.134042   0.134982   0.140471   0.141456  0.147208     49.89    52.28
Royal Bank of Canada     78008E3V7 02/28/08 02/28/23    100.000     5.690    5.6899              0.157182   0.154620   0.157182   0.154620  0.157182     56.90    56.90
Royal Bank of Canada     78008E3W5 03/20/08 09/22/09    100.000     0.000    2.7500              0.077453   0.078518                                     20.41         
Royal Bank of Canada     78008E4D6 03/31/08 09/28/12    100.000     0.000    3.9648              0.112295   0.114521   0.116792   0.119107  0.121468     41.25    42.90
Royal Bank of Canada     78008E4N4 03/31/08 03/31/10    100.000     0.000    2.9899              0.084297   0.085557   0.086836                          30.80     7.73
Royal Bank of Canada     78008E6P7 03/20/08 03/20/28    100.000     5.310    5.3099              0.147500   0.147500   0.147500   0.147500  0.147500     53.10    53.10
Royal Bank of Canada     78008E6S1 04/11/08 04/11/28    100.000     5.850    5.8499              0.162500   0.162500   0.162500   0.162500  0.162500     58.50    58.50
Royal Bank of Canada     78008E6V4 04/30/08 04/29/11    100.000     0.000    3.8934              0.110246   0.112392   0.114580   0.116811  0.119085     40.34    41.93
Royal Bank of Canada     78008E6Y8 03/31/08 03/29/12    100.000     0.000    3.7626              0.106472   0.108475   0.110516   0.112595  0.114713     39.06    40.55
Royal Bank of Canada     78008E7C5 04/30/08 04/30/10    100.000     0.000    3.4699              0.098061   0.099762   0.101493                          35.82    12.08
Royal Bank of Canada     78008E7D3 04/30/08 04/30/13    100.000     0.000    4.4900              0.127522   0.130385   0.133312   0.136305  0.139365     46.78    48.90
Royal Bank of Canada     78008EAC1 08/31/05 02/26/10    100.000     0.000    4.5211              0.143544   0.146789   0.150107                          53.08     8.26
Royal Bank of Canada     78008EAK3 01/31/06 07/28/09    100.000     0.000    4.9077              0.153855   0.157630                                     32.53         
Royal Bank of Canada     78008EAM9 01/31/06 01/31/11    100.000     0.000    4.9599              0.155731   0.159593   0.163551   0.167607  0.171764     57.94    60.85
Royal Bank of Canada     78008EAQ0 02/28/06 08/28/09    100.000     0.000    5.1100              0.161029   0.165143                                     38.90         
Royal Bank of Canada     78008EAR8 02/28/06 02/27/09    100.000     0.000    5.1147              0.157669                                                 8.99         
Royal Bank of Canada     78008EAX5 03/31/06 03/31/11    100.000     0.000    5.2699              0.166719   0.171112   0.175621   0.180248  0.184998     61.62    64.91
Royal Bank of Canada     78008EAZ0 04/28/06 10/30/09    100.000     0.000    5.3912              0.171109   0.175722                                     51.99         
Royal Bank of Canada     78008EBC0 04/28/06 04/29/11    100.000     0.000    5.4968              0.174886   0.179692   0.184631   0.189706  0.194920     64.43    68.02
Royal Bank of Canada     78008EBE6 05/31/06 05/31/11    100.000     0.000    5.4699              0.173891   0.178647   0.183533   0.188552  0.193709     63.76    67.29
Royal Bank of Canada     78008EBJ5 05/31/06 11/30/09    100.000     0.000    5.4000              0.171374   0.176001                                     57.21         
Royal Bank of Canada     78008EBK2 06/30/06 06/30/10    100.000     0.000    5.7499              0.184041   0.189332   0.194775                          67.22    34.86
Royal Bank of Canada     78008EBN6 06/30/06 06/30/11    100.000     0.000    5.7700              0.184771   0.190102   0.195586   0.201229  0.207034     67.49    71.44
Royal Bank of Canada     78008EBP1 07/31/06 01/29/10    100.000     0.000    5.4743              0.169385   0.174021   0.178785                          63.24     5.01
Royal Bank of Canada     78008EBT3 08/31/06 08/31/11    100.000     0.000    5.2799              0.161879   0.163444   0.170539   0.172188  0.179663     60.44    63.67
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Royal Bank of Canada     78008EBW6 10/31/06 10/31/13    100.000     0.000    5.2200              0.160741   0.164937   0.169241   0.173659  0.178191     59.14    62.27
Royal Bank of Canada     78008ECA3 09/29/06 09/30/11    100.000     0.000    5.0371              0.154579   0.158472   0.162464   0.166555  0.170750     57.07    59.98
Royal Bank of Canada     78008ECB1 10/31/06 10/30/09    100.000     0.000    5.0946              0.154758   0.157833                                     47.30         
Royal Bank of Canada     78008ECC9 10/31/06 10/31/11    100.000     0.000    5.1199              0.157354   0.161383   0.165514   0.169751  0.174097     57.87    60.87
Royal Bank of Canada     78008ECD7 10/31/06 04/29/11    100.000     0.000    5.1231              0.157440   0.161473   0.165609   0.169851  0.174202     57.91    60.92
Royal Bank of Canada     78008ECE5 10/31/06 10/31/11    100.000     0.000    5.1199              0.157354   0.161383   0.165514   0.169751  0.174097     57.87    60.87
Royal Bank of Canada     78008ECH8 11/27/06 11/29/13    100.000     0.000    5.0359              0.154560   0.158452   0.162441   0.166531  0.170725     56.59    59.48
Royal Bank of Canada     78008ECK1 11/27/06 11/30/11    100.000     0.000    4.9914              0.153084   0.156905   0.160821   0.164835  0.168948     56.04    58.87
Royal Bank of Canada     78008ECL9 11/28/06 11/30/09    100.000     0.000    5.0005              0.153367   0.157202                                     51.15         
Royal Bank of Canada     78008ECM7 12/28/06 12/28/09    100.000     0.000    5.0100              0.153644   0.157493                                     55.54         
Royal Bank of Canada     78008ECN5 12/28/06 12/29/09    100.000     0.000    5.0052              0.153505   0.157347                                     55.65         
Royal Bank of Canada     78008ECS4 01/31/07 01/29/10    100.000     0.000    5.3149              0.159699   0.163943   0.168300                          59.56     4.71
Royal Bank of Canada     78008EDB0 02/22/07 02/24/10    100.000     0.000    5.1003              0.152836   0.156734   0.160731                          56.73     8.52
Royal Bank of Canada     78008EDG9 02/07/07 02/07/11    100.000     0.000    5.2200              0.156653   0.160741   0.164937   0.169241  0.173659     58.32    61.41
Royal Bank of Canada     78008EDM6 02/28/07 02/28/11    100.000     0.000    5.0199              0.149380   0.150633   0.156973   0.158290  0.164952     55.69    58.52
Royal Bank of Canada     78008EE37 11/26/07 11/26/12    100.000     0.000    4.8999              0.142860   0.146360   0.149946   0.153620  0.157383     52.31    54.90
Royal Bank of Canada     78008EE45 11/26/07 11/26/12    100.000     0.000    4.8999              0.142860   0.146360   0.149946   0.153620  0.157383     52.31    54.90
Royal Bank of Canada     78008EE60 11/26/07 05/29/09    100.000     0.000    4.4346              0.128755                                                19.06         
Royal Bank of Canada     78008EFG7 04/30/07 04/29/11    100.000     0.000    5.0935              0.152554   0.156439   0.160423   0.164509  0.168699     56.11    59.00
Royal Bank of Canada     78008EFH5 04/30/07 04/30/12    100.000     0.000    5.1100              0.153105   0.157017   0.161029   0.165143  0.169362     56.31    59.22
Royal Bank of Canada     78008EFJ1 04/30/07 04/30/09    100.000     0.000    5.0900              0.152462                                                18.14         
Royal Bank of Canada     78008EH42 12/31/07 12/29/09    100.000     0.000    4.1859              0.121180   0.123716                                     43.84         
Royal Bank of Canada     78008EH59 12/31/07 12/31/13    100.000     0.000    4.7699              0.138894   0.142207   0.145599   0.149071  0.152626     50.60    53.05
Royal Bank of Canada     78008EJP3 05/31/07 05/31/22*   100.000     5.700    5.6999              0.158333                                                23.59*        
Royal Bank of Canada     78008EJV0 06/29/07 06/29/12    100.000     0.000    5.5299              0.166709   0.171318   0.176055   0.180923  0.185926     60.86    64.28
Royal Bank of Canada     78008EJW8 06/29/07 06/29/12    100.000    VARIES    5.5339              0.166838   0.171455   0.176199   0.166548  0.171156     60.91    61.68
Royal Bank of Canada     78008EJX6 06/29/07 06/29/12    100.000     0.000    5.5299              0.166709   0.171318   0.176055   0.180923  0.185926     60.86    64.28
Royal Bank of Canada     78008EJY4 06/29/07 06/29/12    100.000     0.000    5.5299              0.166709   0.171318   0.176055   0.180923  0.185926     60.86    64.28
Royal Bank of Canada     78008ELR6 07/06/07 07/09/12    100.000    VARIES    5.6200              0.165088   0.169727   0.174496   0.179400  0.172450     61.88    63.35
Royal Bank of Canada     78008EMB0 07/31/07 07/30/10    100.000     0.000    5.1846              0.148267   0.154632   0.156054   0.162753               56.48    33.98
Royal Bank of Canada     78008ENW3 08/31/07 08/31/09    100.000     0.000    4.9900              0.144810   0.146003                                     35.26         
Royal Bank of Canada     78008EPA9 07/31/07 07/29/11    100.000     0.000    5.2536              0.153681   0.157718   0.161861   0.166112  0.170476     57.30    60.34
Royal Bank of Canada     78008EPB7 07/31/07 07/31/12    100.000     0.000    5.3300              0.156052   0.160211   0.164481   0.168864  0.173364     58.20    61.34
Royal Bank of Canada     78008EPH4 08/31/07 08/31/12    100.000     0.000    5.1899              0.150907   0.152299   0.158841   0.160306  0.167192     56.31    59.27
Royal Bank of Canada     78008EPL5 08/31/07 08/31/12    100.000     0.000    5.1899              0.150907   0.152299   0.158841   0.160306  0.167192     56.31    59.27
Royal Bank of Canada     78008EPN1 08/31/07 08/31/11    100.000     0.000    5.0800              0.147551   0.148832   0.155142   0.156489  0.163123     55.03    57.86
Royal Bank of Canada     78008ER25 01/31/08 07/31/09    100.000     0.000    3.0100              0.084870   0.086147                                     17.97         
Royal Bank of Canada     78008ER33 01/31/08 01/29/10    100.000     0.000    3.2645              0.092153   0.093657   0.095186                          33.91     2.67
Royal Bank of Canada     78008ER41 01/31/08 01/29/10    100.000     0.000    3.2645              0.092153   0.093657   0.095186                          33.91     2.67
Royal Bank of Canada     78008ER58 01/31/08 01/31/14    100.000     0.000    4.6199              0.131298   0.134331   0.137434   0.140608  0.143857     48.74    51.02
Royal Bank of Canada     78008ER66 01/10/08 01/12/09    100.000     0.000    4.1664              0.118174                                                 1.30         
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Royal Bank of Canada     78008ESJ7 08/13/07 08/12/09    100.000     0.000    5.1070              0.149180   0.152990                                     33.65         
Royal Bank of Canada     78008EVD6 09/28/07 09/28/09    100.000     0.000    4.8299              0.140725   0.144124                                     38.19         
Royal Bank of Canada     78008EWF0 10/31/07 10/31/12    100.000     0.000    4.7100              0.137068   0.140296   0.143600   0.146982  0.150443     50.32    52.72
Royal Bank of Canada     78008EX36 01/31/08 01/29/10    100.000     0.000    3.2645              0.092153   0.093657   0.095186                          33.91     2.67
Royal Bank of Canada     78008EY27 02/06/08 02/08/10    100.000     0.000    3.2597              0.092042   0.093542   0.095067                          33.84     3.52
Royal Bank of Canada     78008EY84 02/29/08 02/26/10    100.000     0.000    3.3638              0.092921   0.096050   0.096073                          34.89     5.38
Royal Bank of Canada     78008EY92 02/29/08 02/26/10    100.000     0.000    3.3638              0.092921   0.096050   0.096073                          34.89     5.38
Royal Bank of Canada     78008EYG6 10/31/07 04/30/09    100.000     0.000    4.8100              0.140117                                                16.67         
Royal Bank of Canada     78008EYJ0 10/26/07 04/26/10    100.000     0.000    4.6513              0.135284   0.138430   0.141650                          49.68    16.29
Royal Bank of Canada     78008EZ34 02/29/08 02/26/10    100.000     0.000    3.3638              0.092921   0.096050   0.096073                          34.89     5.38
Royal Bank of Canada     78008EZH3 11/26/07 11/27/09    100.000     0.000    4.3737              0.126882   0.129657                                     41.86         
Royal Bank of Canada     78008EZJ9 11/26/07 11/27/09    100.000     0.000    4.3737              0.126882   0.129657                                     41.86         
Royal Bank of Canada     78008G3K6 06/30/09 06/30/14    100.000     0.000    3.9699                         0.110278   0.112467   0.114699  0.116976     19.96    40.89
Royal Bank of Canada     78008G3L4 06/30/09 06/29/12    100.000     0.000    3.0462                         0.084619   0.085901   0.087209  0.088538     15.32    31.17
Royal Bank of Canada     78008G3S9 06/26/09 06/26/29    100.000    VARIES    5.9700                         0.165833   0.164150   0.162417  0.159512     30.67    58.76
Royal Bank of Canada     78008G5L2 06/26/09 12/26/14    100.000    VARIES    3.9701                         0.110282   0.110679   0.111084  0.111497     20.40    39.92
Royal Bank of Canada     78008G5R9 08/12/09 08/12/16    100.000    VARIES    4.2505                                    0.118072   0.118810  0.119564     16.41    42.85
Royal Bank of Canada     78008G5S7 07/20/09 04/20/15    100.000    VARIES    4.0008                         0.111135   0.111413   0.111975  0.112548     17.91    40.29
Royal Bank of Canada     78008GBJ0 04/30/08 10/31/12    100.000     0.000    4.3499              0.123461   0.126147   0.128890   0.131694  0.134558     45.26    47.25
Royal Bank of Canada     78008GBM3 04/30/08 04/30/28    100.000     5.970    5.9699              0.165833   0.165833   0.165833   0.165833  0.165833     59.70    59.70
Royal Bank of Canada     78008GBP6 04/30/08 04/30/28*   100.000     5.970    5.9699              0.165833                                                19.73*        
Royal Bank of Canada     78008GBV3 05/30/08 11/30/12    100.000     0.000    4.6199              0.131298   0.134331   0.137434   0.140609  0.143857     48.00    50.25
Royal Bank of Canada     78008GBX9 05/30/08 05/31/11    100.000     0.000    4.1200              0.116802   0.119208   0.121664   0.124170  0.126728     42.63    44.41
Royal Bank of Canada     78008GBY7 05/30/08 05/28/10    100.000     0.000    3.7500              0.106099   0.108088   0.110115                          38.69    16.19
Royal Bank of Canada     78008GCC4 05/30/08 05/28/10    100.000     0.000    3.7502              0.106104   0.108094   0.110121                          38.69    16.19
Royal Bank of Canada     78008GDV1 06/13/08 06/13/23*   100.000    VARIES    6.2488              0.170324                                                27.59*        
Royal Bank of Canada     78008GDW9 05/27/08 08/24/11    100.000     0.000    4.0799              0.114451   0.116786   0.119168   0.121599  0.124080     42.22    43.96
Royal Bank of Canada     78008GEM0 06/30/08 06/30/10    100.000     0.000    3.8600              0.109292   0.111401   0.113551                          39.73    20.33
Royal Bank of Canada     78008GEN8 06/30/08 06/30/14    100.000     0.000    4.8299              0.137407   0.140725   0.144124   0.147604  0.151169     50.07    52.52
Royal Bank of Canada     78008GGN6 06/30/08 06/30/10    100.000     0.000    3.8600              0.109292   0.111401   0.113551                          39.73    20.33
Royal Bank of Canada     78008GGT3 06/30/08 06/30/23    100.000     6.090    6.0899              0.169167   0.169167   0.169167   0.169167  0.169167     60.90    60.90
Royal Bank of Canada     78008GGU0 06/30/08 06/30/11    100.000     0.000    4.1200              0.116802   0.119208   0.121664   0.124170  0.126728     42.49    44.26
Royal Bank of Canada     78008GGW6 06/30/08 06/30/23*   100.000     6.090    6.0899              0.169167                                                15.06*        
Royal Bank of Canada     78008GGX4 06/24/08 12/24/09    100.000     0.000    3.6600              0.103528   0.105422                                     36.89         
Royal Bank of Canada     78008GGY2 06/24/08 12/24/09    100.000     0.000    3.4199              0.096624   0.098276                                     34.41         
Royal Bank of Canada     78008GH39 03/31/09 03/31/15    100.000     0.000    5.2300                         0.145279   0.149078   0.152976  0.156976     39.72    55.09
Royal Bank of Canada     78008GH47 03/31/09 03/31/14    100.000     0.000    5.0300                         0.139723   0.143237   0.146839  0.150532     38.18    52.88
Royal Bank of Canada     78008GHB1 07/18/08 07/18/23*   100.000    VARIES    6.2684              0.174124   0.170005   0.165756                          48.48*        
Royal Bank of Canada     78008GHD7 07/31/08 01/31/13    100.000     0.000    4.3700              0.121389   0.124041   0.126752   0.129521  0.132351     44.99    46.97
Royal Bank of Canada     78008GHE5 07/31/08 07/30/10    100.000     0.000    3.7350              0.101497   0.105095   0.105312   0.109057               38.29    22.79
Royal Bank of Canada     78008GHH8 07/31/08 07/29/11    100.000     0.000    4.0200              0.111667   0.113899   0.116188   0.118524  0.120906     41.29    42.97
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Royal Bank of Canada     78008GHN5 07/31/08 07/30/10    100.000     0.000    3.6249              0.098504   0.101942   0.102097   0.105671               37.13    22.09
Royal Bank of Canada     78008GHP0 07/31/08 07/30/10    100.000     0.000    3.7350              0.101497   0.105095   0.105312   0.109057               38.29    22.79
Royal Bank of Canada     78008GKU5 07/31/08 07/31/28    100.000    VARIES    5.8087              0.161355   0.157974   0.154494   0.154596  0.154700     56.44    55.67
Royal Bank of Canada     78008GKX9 07/23/08 01/25/10    100.000     0.000    3.4099              0.094739   0.096355   0.097998                          34.91     2.35
Royal Bank of Canada     78008GL83 04/30/09 04/30/12    100.000     0.000    2.9229                         0.081194   0.082381   0.083585  0.084807     19.64    30.02
Royal Bank of Canada     78008GLD2 07/31/08 07/31/28*   100.000    VARIES    5.8087              0.161355   0.157974   0.154494                          47.02*        
Royal Bank of Canada     78008GLE0 07/29/08 01/29/14    100.000     0.000    4.7199              0.131111   0.134205   0.137372   0.140614  0.143933     48.71    51.03
Royal Bank of Canada     78008GLG5 07/30/08 01/28/10    100.000     0.000    3.3400              0.092779   0.094311   0.095886                          34.15     2.59
Royal Bank of Canada     78008GLJ9 07/25/08 07/25/12    100.000     0.000    4.5600              0.126667   0.129555   0.132509   0.135530  0.138620     47.03    49.20
Royal Bank of Canada     78008GLV2 08/05/08 08/06/12    100.000     0.000    4.3999              0.122237   0.124926   0.127675   0.130483  0.133354     45.28    47.29
Royal Bank of Canada     78008GLZ3 08/29/08 02/26/10    100.000     0.000    3.4000              0.094445   0.096023   0.097656                          34.69     5.37
Royal Bank of Canada     78008GMB5 08/29/08 08/31/10    100.000     0.000    3.4302              0.094776   0.094830   0.098055   0.098111               35.01    23.74
Royal Bank of Canada     78008GMC3 08/29/08 09/28/12    100.000     0.000    4.2399              0.118180   0.120686   0.123244   0.125857  0.128525     43.47    45.33
Royal Bank of Canada     78008GMD1 08/29/08 08/31/10    100.000     0.000    3.4802              0.096158   0.096236   0.099534   0.099615               35.53    24.10
Royal Bank of Canada     78008GNX6 08/29/08 08/31/10    100.000     0.000    3.4802              0.096158   0.096236   0.099534   0.099615               35.53    24.10
Royal Bank of Canada     78008GPA4 09/30/08 09/30/13    100.000     0.000    3.6499              0.101389   0.103239   0.105123   0.107042  0.108995     37.17    38.54
Royal Bank of Canada     78008GPB2 09/30/08 09/30/10    100.000     0.000    2.8399              0.078888   0.080009   0.081145   0.082297               28.81    22.04
Royal Bank of Canada     78008GPD8 09/30/08 09/30/11    100.000     0.000    3.2500              0.090278   0.091745   0.093236   0.094751  0.096291     33.03    34.12
Royal Bank of Canada     78008GPG1 09/30/08 03/31/10    100.000     0.000    3.1499              0.087500   0.088878   0.090278                          32.00     8.03
Royal Bank of Canada     78008GPH9 09/30/08 09/30/10    100.000     0.000    3.2099              0.089166   0.090597   0.092052   0.093529               32.62    25.03
Royal Bank of Canada     78008GPK2 09/30/08 09/30/10    100.000     0.000    2.8399              0.078888   0.080009   0.081145   0.082297               28.81    22.04
Royal Bank of Canada     78008GPL0 09/30/08 03/31/10    100.000     0.000    3.1499              0.087500   0.088878   0.090278                          32.00     8.03
Royal Bank of Canada     78008GRF1 09/30/08 09/30/28    100.000    VARIES    6.9787              0.193854   0.190925   0.187894   0.187972  0.188052     68.72    67.67
Royal Bank of Canada     78008GRW4 10/31/08 10/29/10    100.000     0.000    3.0299              0.084167   0.085435   0.086729   0.088043               30.69    26.08
Royal Bank of Canada     78008GRZ7 10/31/08 04/30/10    100.000     0.000    2.5799              0.071666   0.072590   0.073527                          26.08     8.75
Royal Bank of Canada     78008GS45 04/30/09 04/30/29    100.000    VARIES    5.2899                         0.146944   0.144953   0.142909  0.141546     35.29    51.61
Royal Bank of Canada     78008GSA1 10/31/08 04/30/10    100.000     0.000    2.5799              0.071666   0.072590   0.073527                          26.08     8.75
Royal Bank of Canada     78008GSC7 10/31/08 10/31/13    100.000     0.000    3.3799              0.093889   0.095476   0.097089   0.098730  0.100398     34.28    35.45
Royal Bank of Canada     78008GUK6 10/15/08 10/15/10    100.000     0.000    3.3000              0.091667   0.093180   0.094717   0.096280               33.50    27.18
Royal Bank of Canada     78008GUZ3 11/28/08 05/28/10    100.000     0.000    1.9999              0.055555   0.056111   0.056672                          20.14     8.33
Royal Bank of Canada     78008GVG4 11/28/08 05/28/10    100.000     0.000    1.9999              0.055555   0.056111   0.056672                          20.14     8.33
Royal Bank of Canada     78008GWE8 12/31/08 06/30/10    100.000     0.000    1.3999              0.038888   0.039160   0.039435                          14.05     7.06
Royal Bank of Canada     78008HBH2 08/14/09 08/14/29    100.000    VARIES    5.1500                                    0.143056   0.139230  0.135304     19.60    49.75
Royal Bank of Canada     78008HDB3 08/13/09 08/13/29    100.000    VARIES    5.2200                                    0.145001   0.142804  0.140550     20.01    51.19
Royal Bank of Canada     78008HHK9 09/28/09 09/28/29    100.000    VARIES    4.6900                                    0.130279   0.126168  0.121962     12.12    45.39
Royal Bank of Canada     78008HKB5 10/30/09 10/31/12    100.000     0.000    2.1099                                    0.058611   0.059229  0.059854      3.58    21.29
Royal Bank of Canada     78008HLM0 10/30/09 10/30/14    100.000     0.000    3.1599                                    0.087778   0.089164  0.090573      5.35    32.02
Royal Bank of Canada     78008HNN6 11/30/09 11/28/14    100.000     0.000    2.8231                                    0.078420   0.079515  0.080637      2.43    28.50
Royal Bank of Canada     78008HQJ2 11/27/09 11/27/12    100.000     0.000    1.8099                                    0.050277   0.050732  0.051192      1.71    18.21
Royal Bank of Canada     78008HQQ6 11/25/09 11/25/14    100.000     0.000    2.9000                                    0.080556   0.081724  0.082909      2.90    29.30
Royal Bank of Canada     78008HQS2 11/30/09 11/30/29    100.000    VARIES    4.9592                                    0.137756   0.134973  0.132121      4.27    48.92
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Royal Caribbean Cruises  780153AT9 07/06/09 07/15/15     97.399    11.875   12.5022                         0.008388   0.008416   0.008942  0.009501      1.47     3.30
SLM Corporation          78442FCY2 10/01/04 10/01/14    100.000    VARIES    5.0009              0.137911   0.137984   0.138059   0.138135  0.138213     49.67    49.73
Sabine Pass LNG, LP      785583AG0 09/15/08 11/30/16     79.000     7.500   11.5231     4.75     0.045606   0.048233   0.051012   0.053952  0.057060     17.06    19.08
Sabine Pass LNG, LP      785583AH8 09/15/08 11/30/16     79.000     7.500   11.5231     4.75     0.045606   0.048233   0.051012   0.053952  0.057060     17.06    19.08
Compass Minerls Intl Inc 795559AD5 05/22/03 06/01/13     55.677    VARIES   11.9990              0.333317   0.333316   0.333315   0.333314  0.333313    119.99   119.99
Compass Minerls Intl Inc 795559AE3 05/22/03 06/01/13     55.677    VARIES   11.9990              0.333317   0.333316   0.333315   0.333314  0.333313    119.99   119.99
San Luis Obispo County   798703AQ7 07/02/03 09/01/18     45.439     0.000    5.2695   150.49     0.087012   0.089305   0.091658   0.094073  0.096551     32.29    34.02
San Luis Obispo County   798703AR5 07/02/03 09/01/19     42.462     0.000    5.3695   143.67     0.083273   0.085508   0.087804   0.090161  0.092582     30.92    32.61
San Luis Obispo County   798703AS3 07/02/03 09/01/20     39.603     0.000    5.4695   136.85     0.079512   0.081686   0.083920   0.086215  0.088573     29.54    31.18
San Luis Obispo County   798703AT1 07/02/03 09/01/21     37.061     0.000    5.5395   129.93     0.075626   0.077721   0.079874   0.082086  0.084360     28.11    29.69
San Luis Obispo County   798703AU8 07/02/03 09/01/22     34.700     0.000    5.5995   123.16     0.071791   0.073801   0.075867   0.077991  0.080175     26.70    28.21
San Luis Obispo County   798703AV6 07/02/03 09/01/23     32.578     0.000    5.6397   116.58     0.068021   0.069939   0.071912   0.073939  0.076024     25.30    26.75
San Luis Obispo County   798703AW4 07/02/03 09/01/24     30.563     0.000    5.6796   110.26     0.064396   0.066224   0.068105   0.070039  0.072028     23.96    25.34
San Luis Obispo County   798703AX2 07/02/03 09/01/25     28.774     0.000    5.6997   104.23     0.060901   0.062637   0.064422   0.066258  0.068146     22.66    23.97
San Luis Obispo County   798703AY0 07/02/03 09/01/26     27.018     0.000    5.7297    98.46     0.057573   0.059222   0.060919   0.062664  0.064459     21.42    22.67
San Luis Obispo County   798703AZ7 07/02/03 09/01/27     25.534     0.000    5.7297    93.05     0.054411   0.055969   0.057573   0.059222  0.060919     20.25    21.42
San Luis Obispo County   798703BA1 07/02/03 09/01/28     24.132     0.000    5.7296    87.94     0.051422   0.052895   0.054411   0.055969  0.057573     19.14    20.25
San Luis Obispo County   798703BB9 07/02/03 09/01/29     22.806     0.000    5.7297    83.11     0.048598   0.049990   0.051422   0.052895  0.054411     18.08    19.14
San Luis Obispo County   798703BC7 07/02/03 09/01/30     21.553     0.000    5.7298    78.54     0.045928   0.047244   0.048597   0.049990  0.051422     17.09    18.08
Sea Containers Ltd       811371AN3 05/04/04 05/15/12*    97.369    10.500   11.0017    12.49     0.009581                                                  .38*        
The Service Master, Co.  81760NAE9 07/24/08 07/15/15     97.266    10.750   11.3274              0.306048   0.306448   0.306892   0.307361  0.307857    110.39   110.73
The Service Master, Co.  81760NAF6 07/24/08 07/15/15     97.266    10.750   11.3274              0.306048   0.306448   0.306892   0.307361  0.307857    110.39   110.73
The Service Master, Co.  81760NAG4 07/24/08 07/15/15     97.266    10.750   11.3274              0.306048   0.306448   0.306892   0.307361  0.307857    110.39   110.73
Christian & Mac Cntys,IL 821510AN4 04/01/03 12/01/09    104.283    VARIES    4.3658              0.122193   0.121738                                     40.24         
Sinclair Broadcast Group 829226AS8 05/20/03 07/15/18    100.000    VARIES    9.2480              0.329012   0.337964   0.347330   0.357128  0.367380    123.10   130.13
Sinclair Broadcast Group 829226AU3 05/20/03 07/15/18    100.000    VARIES    9.2480              0.329012   0.337964   0.347330   0.357128  0.367380    123.10   130.13
Sinclair Broadcast Group 829226AV1 06/15/05 09/15/12     81.000     6.000    9.7100    76.88     0.070529   0.073953   0.077543   0.081308  0.085256     26.75    29.41
Sinclair Broadcast Group 829226AW9 05/10/07 05/15/27    100.000    VARIES    7.7902              0.232720   0.238539   0.244584   0.250865  0.257391     85.37    89.77
Solectron Corporation    834182AK3 05/08/00 05/08/20     57.912     0.000    2.7499   154.29     0.055798   0.056565   0.057343   0.058131  0.058930     20.31    20.87
Solo Cup Company         83427BAA4 07/02/09 11/01/13     97.928    10.500   11.1154                         0.010697   0.011090   0.011707  0.012357      1.94     4.18
Sonic Automotive, Inc.   83545GAK8 11/23/05 11/30/10     98.125     4.250    4.6733    11.09     0.010723   0.010973   0.011230   0.011492                3.92     3.74
Sovereign Bancorp, Inc.  846048205 02/26/04 03/01/34    100.000    VARIES    7.4512              0.240418   0.244847   0.249442   0.254207  0.259151     88.43    91.82
Spartan Stores, Inc.     846822AD6 05/29/07 05/15/27    100.000    VARIES    8.2501              0.246159   0.252446   0.258992   0.265809  0.272906     90.34    95.10
Spartan Stores, Inc.     846822AE4 05/29/07 05/15/27    100.000    VARIES    8.2501              0.246159   0.252446   0.258992   0.265809  0.272906     90.34    95.10
Stephenson Ogle ETC CNTY 859103CD3 11/04/09 01/01/11     99.901     0.000    1.9871                         0.055145   0.055319   0.055868                3.14    20.01
Stephenson Ogle ETC CNTY 859103CE1 11/04/09 01/01/12     99.809    VARIES    2.4893                         0.069016   0.069288   0.070151                3.93    25.10
Stephenson Ogle ETC CNTY 859103CF8 11/04/09 01/01/13     99.722    VARIES    2.9892                         0.082803   0.083195   0.084439                4.72    30.17
Stephenson Ogle ETC CNTY 859103CG6 11/04/09 01/01/14    103.872    VARIES    3.4851                         0.100560   0.101114   0.102877                5.73    36.72
Stephenson Ogle ETC CNTY 859103CH4 11/04/09 01/01/15    102.111    VARIES    3.9859                         0.113057   0.113771   0.116038                6.44    41.37
STMicroelectronics N.V.  861012AF9 02/23/06 02/23/16    100.000     0.000    1.4999              0.043252   0.043576   0.043903   0.044232  0.044564     15.71    15.95
Sunsource, Inc.          867948AA9 09/30/97 09/30/27    110.000    11.600   10.4989              0.317846   0.317616   0.317374   0.317120  0.316852    114.34   114.16
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Tabletop Holdings, Inc.  87336NAA9 11/12/03 05/15/14     55.131    VARIES   12.2495              0.340272   0.340271   0.340271   0.340270  0.340270    122.50   122.50
Tabletop Holdings, Inc.  87336NAB7 11/12/03 05/15/14     55.131    VARIES   12.2495              0.340272   0.340271   0.340271   0.340270  0.340270    122.50   122.50
Tenet Healthcare Corp.   88033GBD1 03/03/09 05/01/15     89.500     9.000   11.4189              0.033887   0.034511   0.036481   0.038564  0.040766     10.37    13.77
Tenet Healthcare Corp.   88033GBE9 03/03/09 05/01/15     89.500     9.000   11.4189              0.033887   0.034511   0.036481   0.038564  0.040766     10.37    13.77
Tenet Healthcare Corp.   88033GBF6 03/03/09 05/01/18     89.500    10.000   11.9135              0.018406   0.018759   0.019877   0.021061  0.022315      5.64     7.52
Tenet Healthcare Corp.   88033GBG4 03/03/09 05/01/18     89.500    10.000   11.9135              0.018406   0.018759   0.019877   0.021061  0.022315      5.64     7.52
Tenet Healthcare Corp.   88033GBH2 06/15/09 07/01/19     95.229     8.875    9.6265              0.008118   0.008153   0.008546   0.008957                1.60     3.15
Tenet Healthcare Corp.   88033GBJ8 06/15/09 07/01/19     95.229     8.875    9.6265              0.008118   0.008153   0.008546   0.008957                1.60     3.15
Terex Corporation        880779AW3 06/03/09 06/01/16     97.633    10.875   11.3747                         0.006403   0.006763   0.007148  0.007554      1.34     2.53
Tesoro Corporation       881609AW1 06/05/09 06/01/19     96.172     9.750   10.3745                         0.006316   0.006637   0.006981  0.007343      1.31     2.47
Thermwood Corporation    883672AC1 04/27/99 04/27/14     45.454    12.000   27.1328   131.98     0.103722   0.117793   0.133773   0.151921  0.172532     41.80    53.91
3M Company               88579YAA9 11/21/02 11/21/32     86.087    VARIES    4.5435              0.142265   0.145497   0.148803   0.152183  0.155640     52.06    54.45
3M Company               88579YAB7 11/21/02 11/21/32     86.087    VARIES    4.5435              0.142265   0.145497   0.148803   0.152183  0.155640     52.06    54.45
3M Company               88579YAC5 11/21/02 11/21/32     86.087    VARIES    4.5435              0.142265   0.145497   0.148803   0.152183  0.155640     52.06    54.45
Time Warner Inc.         887315AZ2 01/17/96 01/15/36     17.038    VARIES    8.8000              0.122156   0.127531   0.133142   0.139001  0.145117     46.77    50.97
Toyota Motor Credit Corp 89233PA22 12/12/06 12/12/16    100.000     0.000    4.9609              0.151995   0.155765   0.159629   0.163589  0.167647     55.54    58.33
Toyota Motor Credit Corp 89233PA97 01/18/07 01/20/37     13.723     0.000    6.7298    18.94     0.028342   0.029296   0.030282   0.031301  0.032354     10.69    11.42
Toyota Motor Credit Corp 89233PB96 01/29/07 01/29/10    100.000     0.000    5.1598              0.154711   0.158703   0.162797                          57.64     4.56
Toyota Motor Credit Corp 89233PC79 02/27/07 08/27/10    100.000     0.000    5.0599              0.151493   0.155326   0.159256   0.163285               56.19    38.31
Toyota Motor Credit Corp 89233PE36 05/02/07 05/04/22*   100.000    VARIES    5.9525              0.154967                                                19.06*        
Toyota Motor Credit Corp 89233PE77 05/04/07 05/05/37*    13.645     0.000    6.7501    15.90     0.028269   0.029223                                      8.77*        
Toyota Motor Credit Corp 89233PF76 05/22/07 05/22/37*    13.648     0.000    6.7499    15.39     0.028269                                                 3.99*        
Toyota Motor Credit Corp 89233PH41 06/28/07 06/28/22*   100.000    VARIES    6.2953              0.164846                                                14.34*        
Toyota Motor Credit Corp 89233PJ72 09/12/07 09/12/27    100.000    VARIES    6.1532              0.165982   0.163397   0.160733   0.158889  0.156988     58.72    57.12
Toyota Motor Credit Corp 89233PK54 10/12/07 10/12/27*   100.000    VARIES    6.2644              0.170062                                                17.18*        
Toyota Motor Credit Corp 89233PK62 09/28/07 09/28/10    100.000     0.000    4.8548              0.141485   0.144919   0.148437   0.152041               52.20    40.28
Toyota Motor Credit Corp 89233PK70 09/28/07 09/28/22    100.000    VARIES    5.8646              0.156070   0.152501   0.148828   0.149068  0.149314     54.87    53.67
Toyota Motor Credit Corp 89233PL38 10/19/07 10/19/22*   100.000    VARIES    5.8482              0.155609   0.152036                                     44.17*        
Toyota Motor Credit Corp 89233PL95 10/31/07 10/31/27*   100.000    VARIES    6.2733              0.169433                                                20.16*        
Toyota Motor Credit Corp 89233PM45 11/20/07 11/20/27*   100.000    VARIES    6.0294              0.163071                                                22.67*        
Toyota Motor Credit Corp 89233PN69 12/11/07 12/11/22*   100.000    VARIES    5.8560              0.155828                                                24.93*        
Toyota Motor Credit Corp 89233PN85 12/14/07 12/14/12    100.000    VARIES    4.7456              0.131056   0.130233   0.129763   0.129599  0.129693     47.01    46.68
Toyota Motor Credit Corp 89233PP26 12/20/07 12/20/27    100.000    VARIES    6.0715              0.164496   0.162798   0.161049   0.159247  0.157391     58.88    57.61
Toyota Motor Credit Corp 89233PP42 01/07/08 01/07/23    100.000    VARIES    5.5225              0.149969   0.146440   0.142814   0.139087  0.139042     52.11    50.09
Toyota Motor Credit Corp 89233PQ58 01/30/08 01/30/23    100.000    VARIES    5.1341              0.140571   0.138475   0.137132   0.135754  0.134341     49.71    48.70
Toyota Motor Credit Corp 89233PQ74 02/01/08 02/01/23    100.000    VARIES    5.2566              0.142556   0.139002   0.135355   0.131611  0.131243     49.60    47.44
Toyota Motor Credit Corp 89233PR32 02/01/08 02/01/23    100.000    VARIES    5.1590              0.141642   0.139934   0.138183   0.136359  0.134489     50.16    48.86
Toyota Motor Credit Corp 89233PR65 02/21/08 02/21/28    100.000    VARIES    5.7143              0.156720   0.154650   0.153034   0.151372  0.150261     55.57    54.43
Toyota Motor Credit Corp 89233PS72 02/28/08 02/28/28    100.000    VARIES    5.9780              0.160499   0.161121   0.157293   0.158642  0.154782     58.29    57.34
Toyota Motor Credit Corp 89233PSP2 10/01/04 10/01/09    100.000     1.220    N/A                -0.318549   0.121407                                     -6.45                                                                               
Toyota Motor Credit Corp 89233PT55 03/10/08 03/10/23    100.000    VARIES    5.5305              0.149362   0.143476   0.142248   0.136284  0.137937     52.63    50.34
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Toyota Motor Credit Corp 89233PU46 03/27/08 03/27/28*   100.000    VARIES    5.4966              0.149247   0.145715                                     39.06*        
Toyota Motor Credit Corp 89233PU53 03/26/08 03/26/23*   100.000    VARIES    5.1066              0.138381   0.134821                                     36.03*        
Toyota Motor Credit Corp 89233PU61 03/28/08 03/28/10    100.000     0.000    2.4421              0.068666   0.069504   0.070353                          25.03     6.12
Toyota Motor Credit Corp 89233PU79 03/28/08 03/28/38     24.099     0.000    4.8000     8.84     0.032903   0.033693   0.034502   0.035330  0.036178     12.14    12.73
Toyota Motor Credit Corp 89233PV37 04/16/08 04/14/23    100.000    VARIES    5.1224              0.138724   0.135901   0.134519   0.131612  0.131053     49.79    48.29
Toyota Motor Credit Corp 89233PV78 04/29/08 04/29/28*   100.000    VARIES    5.7390              0.157615                                                18.60*        
Toyota Motor Credit Corp 89233PVF0 09/26/05 09/26/25     30.655     0.000    6.0001    65.28     0.061008   0.062838   0.064723   0.066665  0.068665     22.65    24.02
Toyota Motor Credit Corp 89233PW28 05/07/08 05/07/23*   100.000    VARIES    5.3851              0.146135                                                18.41*        
Toyota Motor Credit Corp 89233PX50 06/04/08 06/04/28*   100.000    VARIES    5.9811              0.161973   0.157679                                     53.16*        
Toyota Motor Credit Corp 89233PYX8 08/16/06 08/16/16    100.000    VARIES    6.2307              0.165353   0.165348   0.165344   0.165619  0.165903     59.52    59.65
Toyota Motor Credit Corp 89233PYY6 08/17/06 08/17/09    100.000     0.000    5.1598              0.158703   0.162797                                     36.60         
Toyota Motor Credit Corp 89233PZ41 06/26/08 06/26/23*   100.000    VARIES    5.9901              0.162016                                                28.35*        
Toyota Motor Credit Corp 89233PZ74 06/30/08 06/30/28    100.000    VARIES    6.0654              0.164327   0.160044   0.160732   0.161441  0.162171     58.38    57.99
Toyota Motor Credit Corp 89233PZQ2 10/24/06 10/24/16    100.000    VARIES    6.2020              0.164088   0.162498   0.161455   0.161211  0.161742     58.61    58.10
Toyota Motor Credit Corp 89233PZR0 10/24/06 10/24/13*   100.000    VARIES    5.7902              0.153417                                                17.34*        
Toyota Motor Credit Corp 89233PZU3 11/29/06 11/29/13    100.000     0.500    5.0554              0.153716   0.157250   0.160874   0.164589  0.168398     56.20    58.82
Transmeridian Expl Inc   89376NAA6 12/12/05 12/15/10     87.985    12.000   15.5400    62.39     0.072897   0.078561   0.084665   0.091244               27.45    30.31
Transmeridian Expl Inc   89376NAB4 12/12/05 12/15/10     87.985    12.000   15.5400    62.39     0.072897   0.078561   0.084665   0.091244               27.45    30.31
Transmeridian Expl Inc   89376NAC2 12/12/05 12/15/10     87.985    12.000   15.5400    62.39     0.072897   0.078561   0.084665   0.091244               27.45    30.31
Transmeridian Expl Inc   89376NAD0 12/12/05 12/15/10     87.985    12.000   15.5400    62.39     0.072897   0.078561   0.084665   0.091244               27.45    30.31
Transmeridian Expl Inc   89376NAE8 12/12/05 12/15/10     87.985    12.000   15.5400    62.39     0.072897   0.078561   0.084665   0.091244               27.45    30.31
Transmeridian Expl Inc   89376NAF5 12/12/05 12/15/10     87.985    12.000   15.5400    62.39     0.072897   0.078561   0.084665   0.091244               27.45    30.31
Trenton, City of         895130J45 03/13/03 04/01/09     78.228     0.000    4.0996   207.68     0.111593                                                10.04         
Trenton, City of         895130J52 03/13/03 04/01/10     73.222     0.000    4.4698   214.08     0.116195   0.118792   0.121447                          42.77    10.93
Trenton, City of         895130J60 03/13/03 04/01/11     69.016     0.000    4.6597   211.45     0.115358   0.118046   0.120796   0.123611  0.126491     42.50    44.51
Trenton, City of         895130J78 03/13/03 04/01/12     64.697     0.000    4.8697   208.33     0.114305   0.117088   0.119939   0.122860  0.125851     42.16    44.24
Trenton, City of         895130J86 03/13/03 04/01/13     60.578     0.000    5.0498   203.28     0.112076   0.114906   0.117807   0.120781  0.123831     41.37    43.49
Trenton, City of         895130J94 03/13/03 04/01/14     56.464     0.000    5.2397   197.62     0.109512   0.112381   0.115325   0.118346  0.121447     40.46    42.61
Trenton, City of         895130K27 03/13/03 04/01/15     52.558     0.000    5.4098   190.81     0.106217   0.109090   0.112041   0.115071  0.118184     39.28    41.43
Trenton, City of         895130K35 03/13/03 04/01/22     31.423     0.000    6.1698   132.84     0.075458   0.077785   0.080185   0.082659  0.085208     28.01    29.76
Trinity Industries, Inc. 896522AF6 06/07/06 06/01/36    100.000    VARIES    8.5854              0.268865   0.275786   0.283004   0.290532  0.298383     98.46   103.70
UBS AG                   902619436 08/31/07 02/27/09    100.000     0.000    4.8433              0.141076                                                 7.90         
UBS AG                   90261J525 02/13/07 02/12/10    100.000     0.000    5.1607              0.151357   0.157836   0.159269                          57.54     6.69
UBS AG                   90261J533 02/13/07 05/14/12    100.000     0.000    5.1800              0.156493   0.157928   0.164704   0.166215  0.173346     57.78    60.81
UBS AG                   90261J723 12/29/06 12/31/10    100.000     0.000    4.7524              0.145052   0.148499   0.152028   0.155640               52.85    55.23
UBS AG                   90261J772 11/30/06 05/31/11    100.000     0.000    4.9842              0.152778   0.156585   0.160487   0.164487  0.168586     55.92    58.75
UBS AG                   90261JCJ0 09/22/08 09/22/11    100.000     0.000    3.2414              0.090040   0.091500   0.092983   0.094490  0.096021     32.97    34.05
UBS AG                   90261JCM3 10/30/08 10/31/11    100.000     0.000    3.1851              0.088476   0.089885   0.091316   0.092771  0.094248     32.28    33.31
UBS AG                   90261JDG5 08/19/09 08/19/24    100.000    VARIES    5.4268                                    0.150745   0.145790  0.140702     19.90    52.05
UBS AG                   90261JEC3 10/13/09 10/15/24    100.000    VARIES    4.7518                         0.131995   0.131950   0.127825  0.123602     10.29    46.13
UBS AG                   90261JEJ8 10/29/09 10/29/24    100.000    VARIES    4.7011                                    0.130588   0.126149  0.121605      8.10    45.66
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
UBS AG                   90261KBB5 04/30/02 04/30/09    100.000     0.000    5.4497              0.214714                                                25.55         
UBS AG                   90261KBF6 05/29/02 05/29/09    100.000     0.000    5.2299              0.203208                                                30.07         
UBS AG                   90261KBZ2 12/24/02 10/07/11    100.000     0.000    4.4124              0.157789   0.161270   0.164828   0.168465  0.172181     58.02    60.61
UBS AG                   90261KCN8 02/27/03 09/08/10    100.000     0.000    3.8939              0.133882   0.136488   0.139146   0.141855               49.26    34.86
UBS AG                   90261KCZ1 03/31/03 04/08/10    100.000     0.000    3.9373              0.135650   0.138321   0.141044                          49.76    13.68
UBS AG                   90261KDA5 04/07/03 10/07/09    100.000     0.000    3.6500              0.123706   0.125964                                     34.55         
UBS AG                   90261KDE7 04/30/03 05/07/10    100.000     0.000    3.8491              0.131963   0.134503   0.137091                          48.24    17.27
UBS AG                   90261KDH0 05/30/03 06/07/10    100.000     0.000    3.1911              0.105570   0.107255   0.108966                          38.39    17.00
UBS AG                   90261KDY3 06/30/03 07/08/10    100.000     0.000    3.1599              0.102747   0.104370   0.106019   0.107694               37.85    20.13
UBS AG                   90261KED8 07/31/03 08/06/10    100.000     0.000    4.0001              0.135539   0.138250   0.141015   0.143836               50.08    30.83
UBS AG                   90261KEV8 08/27/03 09/08/09    100.000     0.000    4.0885              0.139220   0.142066                                     34.90         
UBS AG                   90261KFE5 09/30/03 07/30/09    100.000     0.000    3.9088              0.130926   0.133485                                     27.82         
UBS AG                   90261KFS4 10/31/03 01/31/12    100.000     0.000    4.3914              0.149946   0.153239   0.156603   0.160042  0.163556     55.58    58.05
UBS AG                   90261KGC8 12/31/03 01/08/09    100.000     0.000    3.5615              0.116056                                                  .81         
UBS AG                   90261KGT1 01/30/04 02/06/09    100.000     0.000    3.4338              0.111240                                                 3.89         
UBS AG                   90261KHK9 02/27/04 05/31/11    100.000     0.000    3.9738              0.133135   0.135781   0.138479   0.141230  0.144036     48.57    50.52
UBS AG                   90261KHL7 03/31/04 01/03/12    100.000     0.000    3.7505              0.122050   0.124338   0.126670   0.129046  0.131466     45.17    46.88
UBS AG                   90261KHS2 05/28/04 05/31/11    100.000     0.000    4.8441              0.166966   0.171010   0.175152   0.179395  0.183740     61.09    64.08
UBS AG                   90261KHW3 07/30/04 08/07/09    100.000     0.000    4.0340              0.131572   0.134226                                     28.90         
UBS AG                   90261KJA9 09/30/04 10/07/10    100.000     0.000    3.9704              0.129174   0.131739   0.134354   0.137021               47.40    37.56
UBS AG                   90261KJE1 10/29/04 11/07/12    100.000     2.810    4.0782              0.118839   0.117728   0.120536   0.119432  0.122304     43.27    43.89
UBS AG                   90261KJW1 02/28/05 05/31/11    100.000     0.000    4.5353              0.149064   0.152444   0.155901   0.159436  0.163052     54.48    56.98
UBS AG                   90261KKW9 06/30/05 12/30/11    100.000     0.000    4.1500              0.133103   0.135864   0.138684   0.141561  0.144499     48.42    50.45
UBS AG                   90261KLE8 07/26/05 07/30/10    100.000     0.000    4.4197              0.140044   0.143139   0.146302   0.149535               51.92    31.16
UBS AG                   90261KLN8 07/25/05 04/29/11    100.000     0.000    4.7399              0.153410   0.157045   0.160767   0.164578  0.168478     56.34    59.04
UBS AG                   90261KNH9 01/31/07 01/30/09    100.000     0.000    5.2786              0.155081                                                 4.50         
UBS AG                   90261KNL0 02/28/07 02/27/09    100.000     0.000    5.1980              0.152533                                                 8.69         
UBS AG                   90261KNM8 03/30/07 03/31/09    100.000     0.000    5.0058              0.148130                                                13.18         
UBS AG                   90261XAE2 09/27/02 09/28/09    100.000     0.000    3.8484              0.134387   0.136973                                     36.35         
UBS AG                   90261XAG7 12/22/04 12/22/14*   100.000    VARIES    4.7437              0.123211                                                10.10*        
UBS AG                   90261XAN2 04/27/05 04/27/35     12.879     0.000    6.9499    36.81     0.031580   0.032677   0.033813   0.034988  0.036203     11.71    12.54
UBS AG                   90261XBS0 05/31/06 05/29/09    100.000     0.000    5.2500              0.165982                                                24.57         
UBS AG                   90261XCG5 11/29/06 11/29/16    100.000    VARIES    5.0433              0.134639   0.134679   0.134860   0.135046  0.135285     48.48    48.60
UBS AG                   90261XCT7 01/12/07 01/12/47      7.389     0.000    6.6201    10.11     0.014982   0.015478   0.015991   0.016520  0.017067      5.65     6.03
UBS AG                   90261XDL3 05/23/07 05/23/22    100.000    VARIES    5.5105              0.146614   0.145036   0.143414   0.141747  0.140776     52.38    51.23
UBS AG                   90261XDM1 05/23/07 05/23/22    100.000    VARIES    5.5145              0.148193   0.147011   0.145797   0.144549  0.143898     53.05    52.19
UBS AG                   90261XDQ2 06/04/07 06/04/27*    26.380     0.000    6.7750    29.21     0.054864   0.056723                                     18.60*        
UBS AG                   90261XDS8 06/27/07 06/27/14    100.000    VARIES    5.7007              0.159356   0.159455   0.159558   0.159663  0.159470     57.39    57.46
UBS AG                   90261XDU3 07/20/07 07/20/27    100.000    VARIES    5.7801              0.158410   0.154372   0.150217   0.145943  0.141545     54.98    51.91
UBS AG                   90261XEE8 10/09/07 10/09/37     12.693     0.000    7.0001    11.21     0.026439   0.027365   0.028322   0.029314  0.030340      9.84    10.54
UBS AG                   90261XEL2 12/27/07 02/27/09    100.000     0.000    4.5000              0.128772                                                 7.21         
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
UBS AG                   90261XEN8 01/24/08 07/24/09    100.000     0.000    3.8027              0.107641   0.109688                                     22.22         
UBS AG                   90261XEU2 03/06/08 03/06/18    100.000    VARIES    4.6051              0.127670   0.127411   0.126411   0.125387  0.124559     45.77    45.11
UBS AG                   90261XFQ0 07/16/09 07/16/24    100.000    VARIES    6.1000                                    0.169447   0.165084  0.160587     27.96    58.75
UBS AG                   902623230 01/31/08 01/29/10    100.000     0.000    3.1599              0.087209   0.090055   0.089987                          32.78     2.52
UBS AG                   902623404 09/28/07 09/28/09    100.000     0.000    4.6362              0.134081   0.134952                                     36.36         
UBS AG                   902623545 12/31/07 12/31/09    100.000     0.000    3.9796              0.114353   0.114727                                     41.69         
UBS AG                   902644319 04/30/08 04/30/10    100.000     0.000    3.3641              0.094496   0.094519   0.097702                          34.69    11.63
UBS AG                   902644525 05/30/08 05/31/11    100.000     0.000    3.6277              0.101482   0.102758   0.105197   0.106520  0.109048     37.39    38.76
UBS AG                   902644707 06/30/08 06/30/11    100.000     0.000    4.0855              0.115807   0.118172   0.120586   0.123050  0.125563     42.12    43.86
UBS AG                   90264M350 09/30/08 03/31/11    100.000     0.000    3.8118              0.105886   0.107904   0.109961   0.112057  0.114192     38.85    40.35
UBS AG                   90264M863 01/30/09 01/31/11    100.000     0.000    1.4325              0.038927   0.039574   0.039208   0.040143  0.039772     13.24    14.57
UBS AG                   90265G162 02/27/09 02/28/11    100.000     0.000    4.1150              0.113675   0.111835   0.116028   0.116485  0.120852     34.96    43.03
UBS AG                   90265G329 03/31/09 03/31/11    100.000     0.000    4.1678                         0.115775   0.118188   0.120650  0.123165     31.59    43.44
UBS AG                   90265G535 04/30/09 04/29/11    100.000     0.000    4.1266                         0.114628   0.116980   0.119394  0.121857     27.77    42.85
UBS AG                   90265G659 06/10/09 06/11/12    100.000     0.000    4.9453              0.137370   0.137391   0.140788   0.144269  0.147837     27.68    51.45
UBS AG                   90265G691 06/23/09 06/25/12    100.000     0.000    4.5858              0.127385   0.127418   0.130340   0.133328  0.136385     23.97    47.50
USF&G Corporation        903290AD6 03/03/94 03/03/09     51.298     0.000    4.5000   479.44     0.122249                                                 7.58         
US Oncology Holdings,Inc 90342DAC3 03/13/07 03/15/12     98.000     0.000    N/A                 0.011004   0.010847   0.011049   0.010890  0.011093      3.99     4.01
US Oncology Holdings,Inc 90342DAD1 03/13/07 03/15/12     98.000     0.000    N/A                 0.011004   0.010847   0.011049   0.010890  0.011093      3.99     4.01
Union City, NJ           905734MC0 02/07/07 11/01/13     69.720     0.000    5.4276    74.81     0.115351   0.118482   0.121697   0.125000  0.128392     42.47    44.81
Union City, NJ           905734MD8 02/07/07 11/01/14     65.880     0.000    5.4688    71.24     0.109901   0.112906   0.115993   0.119165  0.122424     40.47    42.71
Union City, NJ           905734ME6 02/07/07 11/01/15     62.150     0.000    5.5197    67.86     0.104734   0.107625   0.110595   0.113647  0.116784     38.58    40.73
Union City, NJ           905734MF3 02/07/07 11/01/16     58.640     0.000    5.5586    64.50     0.099581   0.102348   0.105193   0.108116  0.111121     36.68    38.75
Union City, NJ           905734MG1 02/07/07 11/01/17     55.340     0.000    5.5882    61.21     0.094525   0.097166   0.099881   0.102671  0.105540     34.83    36.80
United Technologies Corp 913017AR0 11/13/89 11/15/19     98.974     8.875    8.9741     3.46     0.001043   0.001072   0.001139   0.001171  0.001243       .39      .43
Univ of NC-Chap Hill     914713KR2 08/14/91 02/15/10     19.000     0.000    9.1799   714.35     0.222879   0.233109   0.243809                          84.92    10.73
Univ of NC-Chap Hill     914713KS0 08/14/91 02/15/11     17.000     0.000    9.2951   654.79     0.205735   0.215297   0.225303   0.235774  0.246732     78.45    85.91
Univ of NC-Chap Hill     914713KT8 08/14/91 02/15/12     16.000     0.000    9.1409   596.62     0.185705   0.194193   0.203068   0.212349  0.222055     70.74    77.36
Univ of NC-Chap Hill     914713KU5 08/14/91 02/15/13     14.000     0.000    9.3557   546.10     0.172219   0.180275   0.188708   0.197536  0.206776     65.69    71.98
Univ of NC-Chap Hill     914713KV3 08/14/91 02/15/14     13.000     0.000    9.2751   498.63     0.156478   0.163735   0.171328   0.179274  0.187588     59.66    65.32
Univ of NC-Chap Hill     914713KW1 08/14/91 02/15/15     12.000     0.000    9.2278   455.73     0.142605   0.149185   0.156068   0.163269  0.170802     54.35    59.48
Upshur County, WV        916734AD8 12/30/93 04/01/10     96.023     8.750    9.2270    34.27     0.011574   0.012108   0.012667                           4.36     1.14
Uruguay, Republic        917288AK8 03/20/02 03/25/09     87.661     7.875   10.3962   117.80     0.066574                                                 5.59         
Uruguay, Republic        917288AM4 05/29/03 07/02/09     68.000     2.145    9.1027   286.55     0.176809   0.184856                                     33.45         
Uruguay, Republic        917288AN2 05/29/03 01/02/10     68.000     2.036    8.4695   259.37     0.157801   0.164484   0.171449                          60.45      .17
Uruguay, Republic        917288AT9 05/29/03 03/25/14     76.000     7.875   11.8705    87.57     0.058861   0.062355   0.066056   0.069976  0.074130     22.51    25.26
Uruguay, Republic        917288AU6 05/29/03 05/04/14     73.000     7.250   11.6875    97.36     0.065996   0.069853   0.073935   0.078255  0.082828     24.91    27.90
Uruguay, Republic        917288AV4 05/29/03 06/22/15     76.000     8.750   12.6875    69.60     0.049166   0.052285   0.055602   0.059129  0.062880     18.32    20.72
Uruguay, Republic        917288AX0 05/29/03 01/20/17     73.000     7.625   11.6165    64.82     0.042463   0.044929   0.047539   0.050300  0.053222     16.55    18.53
Uruguay, Republic        917288AY8 05/29/03 02/15/11     76.500     7.250   12.0060   148.26     0.098709   0.104634   0.110916   0.117574  0.124632     38.26    42.99
Uruguay, Republic        917288AZ5 05/29/03 03/15/15     71.500     7.500   12.0979    88.37     0.059522   0.063123   0.066941   0.070990  0.075284     22.86    25.71
Uruguay, Republic        917288BA9 05/29/03 01/15/33    100.000     7.875    N/A                 0.130634   0.131090   0.131575   0.132089  0.132636     47.26    47.63
Ventas Realty LP         92276MAR6 04/13/09 06/01/16     84.250     6.500    9.5994              0.044096   0.044662   0.046805   0.049052  0.051406     11.56    17.39
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Ventas Realty LP         92276MAS4 04/13/09 06/01/16     84.250     6.500    9.5994              0.044096   0.044662   0.046805   0.049052  0.051406     11.56    17.39
Ventas Realty LP         92276MAU9 04/13/09 06/01/16     84.250     6.500    9.5994              0.044096   0.044662   0.046805   0.049052  0.051406     11.56    17.39
Vermilion & Edg Cntys IL 923439CN1 07/07/04 12/01/09    103.843    VARIES    5.2522              0.146945   0.146427                                     48.40         
Vermilion & Edg Cntys IL 923439CP6 07/07/04 12/01/10    103.260    VARIES    5.4566              0.153114   0.152745   0.152365   0.151975               55.03    50.21
Vermilion & Edg Cntys IL 923439CQ4 07/07/04 12/01/11    103.596    VARIES    5.7572              0.162283   0.161917   0.161541   0.161153  0.160755     58.33    58.06
Vermilion & Edg Cntys IL 923439CR2 07/07/04 12/01/12    102.910    VARIES    6.0085              0.169196   0.168938   0.168673   0.168399  0.168118     60.85    60.66
Vermilion & Edg Cntys IL 923439CS0 07/07/04 12/01/13    103.470    VARIES    6.1103              0.172905   0.172629   0.172345   0.172051  0.171749     62.18    61.97
Vermilion & Edg Cntys IL 923439CT8 07/07/04 12/01/14    103.682    VARIES    6.2118              0.176290   0.176028   0.175758   0.175480  0.175193     63.40    63.21
VeriSign, Inc.           92343EAC6 08/20/07 08/15/37    100.000    VARIES    8.5008              0.248619   0.255349   0.262366   0.269680  0.277306     92.58    97.80
VeriSign, Inc.           92343EAD4 08/20/07 08/15/37    100.000    VARIES    8.5008              0.248619   0.255349   0.262366   0.269680  0.277306     92.58    97.80
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              0.152868   0.152497   0.152115   0.151723  0.151321     54.94    54.67
Vermilion Cnty IL SD #7  92407PAB6 05/10/06 12/01/09    105.069    VARIES    6.0851              0.171722   0.170396                                     56.43         
Vermilion Cnty IL SD #7  92407PAC4 05/10/06 12/01/10    106.058    VARIES    6.1567              0.176075   0.174868   0.173624   0.172342               63.10    57.07
Vermilion Cnty IL SD #7  92407PAD2 05/10/06 12/01/11    106.419    VARIES    6.3192              0.182302   0.181260   0.180185   0.179076  0.177932     65.38    64.60
Virgin Media Finance PLC 92769VAA7 06/03/09 08/15/16     95.574     9.500   10.3878                         0.011891   0.012139   0.012769  0.013433      2.51     4.66
Viginia Pub School Auth  92817SPA0 11/13/09 09/15/26     90.643     6.050    7.0049                                    0.008320   0.008518  0.008816       .40     3.08
Visant Holding Corp.     92829NAA3 04/04/06 12/01/13     96.005     8.750    9.4957    11.19     0.013026   0.013645   0.014293   0.014971  0.015682      4.84     5.31
Visant Holding Corp.     92829NAB1 04/04/06 12/01/13     96.005     8.750    9.4957    11.19     0.013026   0.013645   0.014293   0.014971  0.015682      4.84     5.31
VoiceStream Wireless     92861LAD0 11/09/99 11/15/09     56.061    VARIES   11.8745              0.329850   0.329849                                    103.57         
WCI Communities, Inc.    92923CAJ3 08/05/03 08/05/23    100.000    VARIES    8.9029              0.321633   0.331004   0.340792   0.351017  0.361696    120.27   127.58
WCI Communities, Inc.    92923CAK0 08/05/03 08/05/23    100.000    VARIES    8.9029              0.321633   0.331004   0.340792   0.351017  0.361696    120.27   127.58
WMG Holdings Corp.       92930MAE3 12/23/04 12/15/14     63.002    VARIES    9.4995              0.240492   0.251915   0.263880   0.263880  0.263879     89.01    95.00
WMG Holdings Corp.       92930MAF0 12/23/04 12/15/14     63.002    VARIES    9.4995              0.240492   0.251915   0.263880   0.263880  0.263879     89.01    95.00
WMG Acquisition Corp.    92933BAA2 05/28/09 06/15/16     96.289     9.500   10.2522              0.010327   0.010378   0.010910   0.011470  0.012058      2.22     4.05
Wachovia Corporation     929769305 11/03/06 11/03/10    100.000     0.000    5.0440              0.154792   0.158696   0.162698   0.166801               56.89    49.87
Wachovia Corporation     92976WAB2 09/02/04 03/02/10    100.000     0.000    3.9756              0.129267   0.131836   0.134457                          47.62     8.20
Wachovia Corporation     92976WAG1 02/02/05 02/02/10    100.000     0.000    4.2142              0.135460   0.138314   0.141229                          50.14     4.38
Wachovia Corporation     92976WAJ5 03/03/05 03/03/10    100.000     0.000    4.3759              0.141440   0.144535   0.147697                          52.21     9.16
Wachovia Corporation     92976WAP1 05/05/05 05/05/10    100.000     0.000    4.4194              0.143056   0.146217   0.149448                          52.43    18.53
Wachovia Corporation     92976WAR7 07/28/05 01/28/09    100.000     0.000    4.3941              0.139059                                                 3.75         
Wachovia Corporation     929903342 07/06/07 01/05/11    100.000     0.000    5.3883              0.157826   0.162078   0.166444   0.170929  0.175534     59.10    62.33
Wachovia Corporation     929903557 08/30/06 01/29/10    100.000     0.000    5.1441              0.157488   0.161539   0.165694                          58.67     4.64
Wachovia Corporation     929903573 08/04/06 08/04/09    100.000     0.000    5.3200              0.164143   0.168509                                     35.75         
Wachovia Corporation     929903607 02/19/04 08/19/09    100.000     0.000    3.3997              0.109909   0.111777                                     25.40         
Wachovia Corporation     929903623 07/07/06 07/07/11    100.000     2.000    5.6798              0.169890   0.173137   0.176477   0.179911  0.183442     62.89    65.36
Wachovia Corporation     929903656 06/06/06 06/08/09    100.000     0.000    5.3242              0.168709                                                26.49         
Wachovia Corporation     929903664 07/03/06 04/30/12    100.000     0.000    5.7522              0.182351   0.187596   0.192992   0.198542  0.204253     67.24    71.16
Wachovia Corporation     929903698 04/06/06 10/06/09    100.000     0.000    5.1850              0.163692   0.167935                                     45.78         
Wachovia Corporation     929903714 04/06/06 04/01/11    100.000     0.000    5.2167              0.164704   0.169000   0.173408   0.177932  0.182573     60.85    64.07
Wachovia Corporation     929903763 03/06/06 03/01/11    100.000     0.000    4.9696              0.155966   0.159841   0.163813   0.167883  0.172055     57.79    60.69
Wachovia Corporation     929903797 02/06/06 08/06/09    100.000     0.000    4.9409              0.155062   0.158892                                     34.03         
Wachovia Corporation     929903847 02/03/06 06/30/09    100.000     0.000    4.8643              0.155398                                                27.82         
                                                                                                                                                                       

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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Wachovia Corporation     929903870 12/14/05 12/01/10    100.000     0.000    4.8742              0.156173   0.159979   0.163878   0.167872               57.14    54.80
Wachovia Corporation     929903BB7 02/09/06 02/15/12    100.000     0.000    4.8130              0.150695   0.154322   0.158035   0.161839  0.165733     55.90    58.62
Wachovia Corporation     929903BC5 02/09/06 02/15/12    100.000     2.000    4.8189              0.143830   0.145957   0.148135   0.150366  0.152651     52.75    54.34
Wachovia Corporation     929903DD1 04/05/07 04/15/11    100.000     0.000    4.8580              0.145217   0.148745   0.152358   0.156059  0.159849     53.46    56.08
Wachovia Corporation     929903DY5 08/03/07 01/30/09    100.000     0.000    4.9397              0.144021                                                 4.18         
Wachovia Corporation     929903DZ2 09/05/07 03/05/09    100.000     0.000    4.7598              0.138585                                                 8.87         
Wachovia Corporation     929903ED0 10/03/07 01/05/09    100.000     0.000    4.3117              0.123702                                                  .49         
Walter Industries, Inc.  93317QAB1 04/20/04 05/01/24    100.000    VARIES    7.7498              0.260974   0.267050   0.273362   0.279918  0.286728     95.79   100.39
Walter Industries, Inc.  93317QAC9 04/20/04 05/01/24    100.000    VARIES    7.7498              0.260974   0.267050   0.273362   0.279918  0.286728     95.79   100.39
Watson Pharmaceuticals   942683AB9 03/07/03 03/15/23*   100.000    VARIES    N/A                 0.233927   0.239570                                     60.19*        
Watson Pharmaceuticals   942683AC7 03/07/03 03/15/23*   100.000    VARIES    N/A                 0.233927   0.239570                                     60.19*        
WebMD Corporation        94769MAD7 06/25/03 06/15/23     97.250    VARIES    8.0012              0.305986   0.316283   0.326991   0.338128  0.349319    112.34   120.08
WebMD Corporation        94769MAE5 06/25/03 06/15/23     97.250    VARIES    8.0012              0.305986   0.316283   0.326991   0.338128  0.349319    112.34   120.08
WebMD Corporation        94769MAF2 08/30/05 09/01/25    100.000    VARIES    6.8001              0.211597   0.215840   0.220227   0.224763  0.229454     77.97    81.21
WebMD Corporation        94769MAG0 08/30/05 09/01/25    100.000    VARIES    6.8001              0.211597   0.215840   0.220227   0.224763  0.229454     77.97    81.21
Wells Fargo & Company    949746EV9 03/05/03 04/15/09    100.000     0.000    3.7788              0.129509                                                13.47         
Wells Fargo & Company    949746FB2 05/05/03 05/05/10    100.000     0.000    3.8530              0.132025   0.134568   0.137161                          48.27    17.01
Wells Fargo & Company    949746FG1 08/29/03 08/25/09    100.000     0.000    3.0429              0.098272   0.099768                                     23.26         
Wells Fargo & Company    949746FL0 12/29/03 01/08/10    100.000     0.000    3.5212              0.114550   0.116567   0.118620                          42.31      .83
Wells Fargo & Company    949746FU0 04/30/04 05/05/11    100.000     0.000    3.1299              0.100027   0.101592   0.103182   0.104797  0.106437     36.47    37.62
Wells Fargo & Company    949746FW6 05/25/04 10/25/12    100.000     2.350    5.3000              0.168526   0.171262   0.174070   0.176953  0.179913     61.53    63.57
Wells Fargo & Company    949746HZ7 07/07/04 10/07/11    100.000     2.900    5.1067              0.156509   0.158449   0.160438   0.162477  0.164569     57.02    58.47
Wells Fargo & Company    949746JA0 07/09/04 01/20/10    100.000     0.000    4.4422              0.147306   0.150578   0.153922                          54.68     2.92
Wells Fargo & Company    949746JK8 12/07/04 12/07/11    100.000     0.000    4.4897              0.148956   0.152300   0.155719   0.159214  0.162789     54.39    56.86
Wells Fargo & Company    949746ND9 02/07/06 02/07/11    100.000     0.000    5.0600              0.159261   0.163290   0.167421   0.171657  0.176000     59.23    62.27
Wesco International,Inc. 95082PAD7 09/27/05 10/15/25    100.000    VARIES    7.9634              0.261101   0.268594   0.276385   0.284487  0.292911     96.51   102.21
Wesco International,Inc. 95082PAE5 09/27/05 10/15/25    100.000    VARIES    7.9634              0.261101   0.268594   0.276385   0.284487  0.292911     96.51   102.21
Wesco International,Inc. 95082PAF2 11/02/06 11/15/26    100.000    VARIES    8.0002              0.252308   0.260457   0.268931   0.277744  0.286909     93.06    99.23
Wesco International,Inc. 95082PAG0 11/02/06 11/15/26    100.000    VARIES    8.0002              0.252308   0.260457   0.268931   0.277744  0.286909     93.06    99.23
WESCO International,Inc. 95082PAH8 08/27/09 09/15/29    100.000    VARIES   13.8738                         0.385385   0.386902   0.402179  0.418517     47.95   145.39
Wild Oats Markets, Inc.  96808BAA5 05/25/04 05/15/34    100.000    VARIES    8.2511              0.289725   0.297953   0.306521   0.315442  0.324732    106.55   112.79
Wild Oats Markets, Inc.  96808BAB3 05/25/04 05/15/34    100.000    VARIES    8.2511              0.289725   0.297953   0.306521   0.315442  0.324732    106.55   112.79
Richland School DS #88A  968794ED5 03/03/09 10/01/28     93.191     5.500    N/A                 0.012260   0.012320   0.012167   0.012554  0.012226      3.66     4.46
Will County IL SD #122   968852FG3 11/19/97 11/01/16     23.888     0.000    7.6998   314.52     0.116864   0.121363   0.126035   0.130888  0.135927     43.43    46.84
Will County IL SD #122   968852FH1 11/19/97 11/01/17     22.150     0.000    7.6997   291.63     0.108359   0.112531   0.116863   0.121362  0.126035     40.27    43.43
Will County SD #122, IL  968852TN3 03/15/07 10/01/25     34.635     0.000    5.7999    37.47     0.060954   0.062722   0.064541   0.066412  0.068338     22.58    23.91
Will County SD #122, IL  968852TP8 03/15/07 10/01/26     32.402     0.000    5.8498    35.37     0.057557   0.059241   0.060974   0.062757  0.064593     21.33    22.60
Will County SD #122, IL  968852WL3 04/02/09 10/01/23     92.349     5.250    6.0500                         0.009366   0.009648   0.009940  0.010240      2.54     3.58
Will County SD #122, IL  968852WM1 04/02/09 10/01/28     24.364     0.000    7.3750                         0.049912   0.051743   0.053651  0.055630     13.59    19.32
Comm Unit SD #365-U, IL  969078QM9 03/17/09 11/01/27     23.731     0.000    7.8743              0.051906   0.052407   0.054470   0.056615  0.058844     14.99    20.26
Comm Unit SD #365-U, IL  969078QN7 03/17/09 11/01/28     21.864     0.000    7.8992              0.047972   0.048438   0.050351   0.052340  0.054407     13.85    18.73
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Wynn Las Vegas, LLC      983130AH8 11/06/07 12/01/14     97.250     6.625    7.1268     3.62     0.009158   0.009485   0.009823   0.010173  0.010535      3.38     3.62
Wynn Las Vegas, LLC      983130AJ4 11/06/07 12/01/14     97.250     6.625    7.1268     3.62     0.009158   0.009485   0.009823   0.010173  0.010535      3.38     3.62
Wynn Las Vegas, LLC      983130AL9 10/19/09 11/01/17     97.823     7.875    8.2509                         0.005453   0.005470   0.005695  0.005930       .39     2.04
Sirius XM Radio, Inc.    983759AD3 02/13/09 06/01/11     43.000    VARIES    N/A                 0.710270   0.787424   0.938954   1.135536  1.389741    246.61   386.93
Sirius XM Radio, Inc.    983759AE1 02/13/09 06/01/11     43.000    VARIES    N/A                 0.710270   0.787424   0.938954   1.135536  1.389741    246.61   386.93
Sirius XM Radio, Inc.    983759AH4 02/13/09 06/01/11     43.000    VARIES    N/A                 0.710270   0.787424   0.938954   1.135536  1.389741    246.61   386.93
Xilinx, Inc.             983919AC5 03/05/07 03/15/37    100.000    VARIES    7.2004              0.212937   0.217478   0.222182   0.227056  0.232105     78.45    81.91
Xilinx, Inc.             983919AD3 03/05/07 03/15/37    100.000    VARIES    7.2004              0.212937   0.217478   0.222182   0.227056  0.232105     78.45    81.91
York County, PA          986812LW3 12/28/95 02/01/11     35.767     0.000    6.9294   510.09     0.162343   0.167967   0.173787   0.179808  0.186038     61.17    65.48
York County, PA          986812LX1 12/28/95 02/01/12     33.049     0.000    6.9995   478.44     0.152825   0.158173   0.163709   0.169439  0.175369     57.61    61.72
York County, PA          986812LY9 12/28/95 02/01/13     30.649     0.000    7.0395   447.47     0.143229   0.148270   0.153489   0.158891  0.164484     54.01    57.88
York County, PA          986812LZ6 12/28/95 02/01/14     28.302     0.000    7.0994   418.47     0.134365   0.139134   0.144073   0.149187  0.154483     50.69    54.35
York County, PA          986812MA0 12/28/95 02/01/15     26.297     0.000    7.1196   390.48     0.125507   0.129975   0.134602   0.139393  0.144356     47.35    50.78
York County, PA          986812MB8 12/28/95 02/01/16     24.378     0.000    7.1496   364.27     0.117265   0.121457   0.125799   0.130296  0.134953     44.25    47.47
York County, PA          986812MC6 12/28/95 02/01/17     22.586     0.000    7.1795   339.61     0.109499   0.113429   0.117501   0.121719  0.126089     41.33    44.35
York County, PA          986812MD4 12/28/95 02/01/18     20.780     0.000    7.2396   316.40     0.102329   0.106033   0.109872   0.113849  0.117970     38.64    41.48
York County, PA          986812ME2 12/28/95 02/01/19     19.353     0.000    7.2397   294.68     0.095305   0.098755   0.102330   0.106034  0.109872     35.98    38.64
York County, PA          986812MF9 12/28/95 02/01/20     18.025     0.000    7.2396   274.45     0.088762   0.091975   0.095305   0.098755  0.102329     33.51    35.98
York County, PA          986812MG7 12/28/95 02/01/21     16.787     0.000    7.2397   255.61     0.082669   0.085662   0.088763   0.091976  0.095305     31.21    33.51
York County, PA          986812MH5 12/28/95 02/01/22     15.635     0.000    7.2396   238.06     0.076994   0.079781   0.082669   0.085662  0.088763     29.07    31.21
York County, PA          986812MJ1 12/28/95 02/01/23     14.561     0.000    7.2398   221.72     0.071709   0.074305   0.076994   0.079781  0.082669     27.08    29.07
York County, PA          986812MK8 12/28/95 02/01/24     13.562     0.000    7.2396   206.50     0.066786   0.069204   0.071709   0.074304  0.076994     25.22    27.08
York County, PA          986812QD0 12/28/95 02/01/20     18.025     0.000    7.2396   274.45     0.088762   0.091975   0.095305   0.098755  0.102329     33.51    35.98
York County, PA          986812RC1 12/28/95 02/01/20     18.025     0.000    7.2396   274.45     0.088762   0.091975   0.095305   0.098755  0.102329     33.51    35.98
Zions Bancorporation     989701AX5 09/23/09 09/23/14     86.888     7.750   11.2499                                    0.056246   0.059410  0.062752      5.51    21.46
Goldman Sachs Group,Inc. 9FI546712 08/12/05 08/03/09    100.000     0.000    4.6932              0.149664   0.153176                                     32.36         
Quebecor Media, Inc.     C7603NAD4 10/05/07 03/15/16     93.750     7.750    8.8148     6.60     0.015489   0.016171   0.016884   0.017628  0.018405      5.85     6.37
Rhodia, SA               F7813KAH4 05/17/04 06/01/10     96.743    10.250   11.0023    22.96     0.017796   0.018775   0.019808                           6.64     2.97
Dolphin Telecom, PLC     G28058AD0 05/18/99 05/15/09     50.892    VARIES   13.9996              0.388879                                                52.11         
NII Holdings, Inc.       G6520PAA3 11/12/02 11/01/09     55.746    VARIES   19.3483              0.507716   0.521898                                    154.87         
QBE Funding Trust        G7303WAA9 04/15/02 04/15/22     59.358     0.000    2.6249   113.55     0.051277   0.051950   0.052632   0.053323  0.054023     18.68    19.18
UBS AG                   G91654437 03/31/06 11/30/09    100.000     0.000    5.1490              0.163806   0.168023                                     54.65         
UBS AG                   G91654452 03/31/06 12/31/10    100.000     0.000    5.1603              0.164017   0.165506   0.172591   0.174157               60.15    63.11
UBS AG                   G91654585 04/28/06 04/28/11    100.000     0.000    5.4584              0.173474   0.178209   0.183072   0.188069  0.193202     63.91    67.44
UBS AG                   G91654627 05/31/06 06/30/11    100.000     0.000    5.4442              0.172785   0.174595   0.182320   0.184229  0.192381     63.41    66.91
UBS AG                   G91654643 04/28/06 04/30/10    100.000     0.000    5.4636              0.172756   0.174582   0.182324                          63.99    21.70
UBS AG                   G91654676 05/19/06 05/21/10    100.000     0.000    5.4430              0.172016   0.173816   0.181506                          63.51    25.41
UBS AG                   G91654718 05/31/06 09/30/11    100.000     0.000    5.4466              0.169635   0.173303   0.179001   0.182870  0.188883     63.46    66.96
UBS AG                   G91654759 06/30/06 06/30/09    100.000     0.000    5.7099              0.182581                                                32.68         
UBS AG                   G91654825 07/31/06 08/31/11    100.000     0.000    5.5653              0.172385   0.174293   0.182112   0.184128  0.192388     64.47    68.11
UBS AG                   G91659279 10/31/06 02/28/11    100.000     0.000    5.1978              0.157749   0.159210   0.166055   0.167593  0.174798     58.87    61.97
UBS AG                   G9183D252 12/29/05 11/30/11    100.000     0.000    4.9267              0.156027   0.158997   0.163809   0.166927  0.171978     57.74    60.62
UBS AG                   G9183D526 01/31/06 01/31/12    100.000     0.000    4.8995              0.150266   0.156499   0.157719   0.164260  0.165541     57.12    59.96
                                                                                                                                                                       

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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
UBS AG                   G9183D641 01/27/06 06/30/11    100.000     0.000    4.7775              0.151531   0.152621   0.158857   0.159999  0.166537     55.52    58.20
UBS AG                   G9213L852 11/30/05 02/28/11    100.000     0.000    4.8489              0.152812   0.153965   0.160312   0.161522  0.168180     56.91    59.70
STMicroelectronics N.V.  N8357EAF3 02/23/06 02/23/16    100.000     0.000    1.4999              0.043252   0.043576   0.043903   0.044232  0.044564     15.71    15.95
Alliance Imaging, Inc.   U01860AC6 12/04/07 12/15/12     91.500     7.250    9.4095    15.04     0.041526   0.043480   0.045526   0.047667  0.049910     15.37    16.84
Anixter INTL, Inc.       U03525AB5 07/07/03 07/07/33     38.016    VARIES    7.3003              0.110333   0.114360   0.118535   0.122861  0.127346     41.87    44.98
Apria Healthcare Group   U03846AB5 05/27/09 11/01/14     97.050    11.250   12.0051                         0.011138   0.011710   0.012412  0.013158      2.42     4.43
ASG Consolidated LLC     U04402AA8 10/19/04 11/01/11     63.700    VARIES   11.4983              0.319412   0.319411   0.319409   0.319407  0.319404    114.99   114.99
Bank of America Corp.    U0662KBL4 03/18/02 01/04/17     38.300     0.000    6.5924   211.86     0.105514   0.108992   0.112585   0.116296  0.120129     39.86    42.53
Burlington Coat Factory  U10676AA9 04/13/06 10/15/14     75.522    VARIES   14.4995              0.402772   0.402772   0.402771   0.402771  0.402770    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  0.260989     95.00    95.00
Chukchansi Economic      U17133AA4 10/08/02 06/15/09     91.476    14.500   16.6607    76.15     0.055406                                                 9.09         
Cinemark, Inc.           U17174AA8 03/31/04 03/15/14*    62.373    VARIES    9.7511              0.256834   0.264965                                     65.65*        
Dayton Superior Corp.    U23993AA3 06/16/00 06/15/09     95.575    13.000   13.8760    40.52     0.022755                                                 3.73         
Dayton Superior Corp.    U23993AB1 06/16/00 06/15/09     95.575    13.000   13.8760    40.52     0.022755                                                 3.73         
HCA Inc.                 U24788AC2 11/17/06 11/15/16    100.000     9.625    N/A                 0.269092   0.282126   0.282170   0.282215  0.282263     99.82   101.59
Dex Media, Inc.          U24975AB7 11/10/03 11/15/13     64.314    VARIES    8.9997              0.249995   0.249995   0.249994   0.249994  0.249994     90.00    90.00
Dex Media, Inc.          U24975AC5 02/11/04 11/15/13     69.384    VARIES    8.3689              0.238367   0.237880   0.237373   0.236844  0.236294     85.68    85.31
Drummond Company, Inc.   U2644RAB1 10/20/09 10/15/14     98.053     9.000    9.4992                                    0.008730   0.009134  0.009567       .62     3.28
First Data Corporation   U3198DAA2 10/24/07 09/24/15     94.796     9.875   10.8718     5.33     0.013197   0.013915   0.014671   0.015469  0.016310      5.02     5.58
Globe Holdings, Inc.     U33975AA8 08/06/98 08/01/09     49.672    VARIES   14.2895              0.395895   0.396395                                     83.23         
GATX Financial Corp.     U3697RAA7 10/25/04 06/15/11     95.703     6.273    7.0956    24.73     0.019196   0.019877   0.020582   0.021313  0.022069      7.06     7.56
Great Lakes Acquisition  U39022AA3 05/22/98 05/15/09     53.092    VARIES   13.1241              0.364562                                                48.85         
Intermedia Commun Inc    U45855AE0 02/24/99 03/01/09     55.057    VARIES   12.2493              0.340261                                                20.42         
Jostens Holding Corp.    U47995AA0 12/02/03 12/01/13     60.682    VARIES   10.2499              0.284721   0.284721   0.284721   0.284721  0.284721    102.50   102.50
Hovnanian K Enterprises  U48654AL8 10/20/09 10/15/16     98.208    10.625   10.9992                                    0.004920   0.005183  0.005468       .35     1.86
KI Holdings, Inc.        U49400AA9 11/18/04 11/15/14     61.808    VARIES    9.8747              0.249096   0.261395   0.274301   0.274300  0.274300     93.05    98.75
Lamar Media Corporation  U51260AD6 08/17/06 08/15/15     92.809     6.625    7.7500    14.49     0.018353   0.019064   0.019803   0.020571  0.021368      6.93     7.48
Language Ln Hldgs II Inc U51303AA0 06/11/04 06/15/13*    50.460    VARIES   14.1249              0.366478   0.392360                                    130.73*        
Language Ln Hldgs II Inc U51304AA8 06/11/04 06/15/12*    97.432    11.125   11.6262    11.74     0.009376   0.009921                                      3.32*        
Liberty Media Corp.      U52892AD5 01/11/01 01/15/31    100.000     3.500    N/A                 0.367568   0.379602   0.392133   0.405174  0.418743    138.57   147.93
Linear Technology Corp.  U53476AA2 04/24/07 05/01/27    100.000    VARIES    7.0000              0.206694   0.211011   0.215480   0.220105  0.224892     75.71    78.97
Linear Technology Corp.  U53476AB0 04/24/07 05/01/27    100.000    VARIES    7.0001              0.206313   0.210495   0.214825   0.219305  0.223943     75.54    78.69
Marquee Holdings, Inc.   U57131AA9 08/18/04 08/15/14     55.894    VARIES   11.9996              0.296661   0.314460   0.333327   0.333327  0.333327    114.99   120.00
Michaels Stores, Inc.    U59329AE9 10/31/06 11/01/16     50.110    VARIES    N/A                 0.252664   0.270193   0.288938   0.308983  0.330419     96.29   110.11
MTR Gaming Group, Inc.   U60753AC1 08/12/09 07/15/14     95.248    12.625   13.9919                                    0.019500   0.020660  0.022105      2.71     7.66
Muzak Holdings Finance   U62340AA9 03/18/99 03/15/10     53.328    VARIES   12.9997              0.361105   0.361105   0.361105                         130.00    26.72
Nexstar Finance, Inc.    U6497BAC3 03/27/03 04/01/13     57.442    VARIES   11.3746              0.315966   0.315965   0.315965   0.315964  0.315964    113.75   113.75
New Omaha Holdings Corp. U65169AA9 09/24/07 09/30/16    100.000    VARIES   11.4999              0.357921   0.378501   0.400265   0.423280  0.447619    136.41   152.55
Omnicom Group, Inc.      U68191AF9 02/07/01 02/07/31    100.000    VARIES    6.7111              0.302732   0.311886   0.321348   0.331127  0.341008    113.31   120.28
O'Sullivan Industries    U68328AA8 11/30/99 10/15/09     94.546    13.375   14.4277    46.98     0.025441   0.027276                                      7.56         
Pliant Corporation       U7263LAC1 02/17/04 06/15/09     73.627    VARIES   11.1182              0.308851                                                50.65         
    -----------------------------                                                                                                                                      
    *  Called in 2009; 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     2009 1st   2009 2nd   2009 3rd   2010 2nd  2010 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/09      Period     Period    2010 1st    Period    Period      2009     2010 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Pope & Talbot, Inc.      U7316MAA0 07/30/02 06/01/13     86.415     8.375   10.5037    62.16     0.037304   0.039263   0.041325   0.043496  0.045780     13.90    15.40
Roche Holdings, Inc.     U75000AE6 01/19/00 01/19/15     66.386     0.000    2.7499   183.84     0.063962   0.064842   0.065733   0.066637  0.067553     23.47    24.12
R H Donnelley Corp.      U76214AB8 01/27/06 01/15/13     90.981     6.875    8.6239    31.60     0.033226   0.034659   0.036153   0.037712  0.039338     12.71    13.82
R H Donnelley Corp.      U76216AA5 01/27/06 01/15/13     90.981     6.875    8.6239    31.60     0.033226   0.034659   0.036153   0.037712  0.039338     12.71    13.82
Compass Minerls Intl Inc U79616AB1 05/22/03 06/01/13     55.677    VARIES   11.9990              0.333317   0.333316   0.333315   0.333314  0.333313    119.99   119.99
The Service Master, Co.  U8151CAA8 07/24/08 07/15/15     97.266    10.750   11.3274              0.306048   0.306448   0.306892   0.307361  0.307857    110.39   110.73
Tabletop Holdings, Inc.  U81965AA0 11/12/03 05/15/14     55.131    VARIES   12.2495              0.340272   0.340271   0.340271   0.340270  0.340270    122.50   122.50
Sinclair Brdcast Grp Inc U82751AE5 05/20/03 07/15/18    100.000    VARIES    9.2480              0.329012   0.337964   0.347330   0.357128  0.367380    123.10   130.13
Solo Cup Company         U83440AA2 07/02/09 11/01/13     97.928    10.500   11.1154                         0.010697   0.011090   0.011707  0.012357      1.94     4.18
Sabine Pass LNG, LP      U8596QAC6 09/15/08 11/30/16     79.000     7.500   11.5231     4.75     0.045606   0.048233   0.051012   0.053952  0.057060     17.06    19.08
Tenet Healthcare Corp.   U88030AF5 06/15/09 07/01/19     95.229     8.875    9.6265              0.008118   0.008153   0.008546   0.008957                1.60     3.15
Tenet Healthcare Corp.   U88030AG3 03/03/09 05/01/15     89.500     9.000   11.4189              0.033887   0.034511   0.036481   0.038564  0.040766     10.37    13.77
Tenet Healthcare Corp.   U88030AH1 03/03/09 05/01/18     89.500    10.000   11.9135              0.018406   0.018759   0.019877   0.021061  0.022315      5.64     7.52
US Oncology Holdings,Inc U91245AB3 03/13/07 03/15/12     98.000     0.000    N/A                 0.011065   0.011088   0.011110   0.011132  0.011155      3.99     4.01
Ventas Realty LP         U92200AG6 04/13/09 06/01/16     84.250     6.500    9.5994              0.044096   0.044662   0.046805   0.049052  0.051406     11.56    17.39
Visant Holding Corp.     U9225GAA9 04/04/06 12/01/13     96.005     8.750    9.4957    11.19     0.013026   0.013645   0.014293   0.014971  0.015682      4.84     5.31
WMG Acquisition Corp.    U97128AA7 05/28/09 06/15/16     96.289     9.500   10.2522              0.010327   0.010378   0.010910   0.011470  0.012058      2.22     4.05
WMG Holdings Corp.       U97137AC4 12/23/04 12/15/14     63.002    VARIES    9.4995              0.240492   0.251915   0.263880   0.263880  0.263879     89.01    95.00
Wynn Las Vegas, LLC      U98347AD6 11/06/07 12/01/14     97.250     6.625    7.1268     3.62     0.009158   0.009485   0.009823   0.010173  0.010535      3.38     3.62
Wynn Las Vegas LLC       U98347AE4 10/19/09 11/01/17     97.823     7.875    8.2509                         0.005453   0.005470   0.005695  0.005930       .39     2.04
Sirius XM Radia, Inc.    U9840AAA7 02/13/09 06/01/11     43.000    VARIES    N/A                 0.710270   0.787424   0.938954   1.135536  1.389741    246.61   386.93





SECTION I-C Inflation Indexed Debt Instruments





                                                     Inflation-Adj    Stated
                                 Issue     Maturity   Principal on   Interest  Total OID    2009 1st   2009 2nd   2009 3rd    Calendar Year
Name of Issuer       CUSIP No.    Date       Date     Issue Date       Rate    to 1/1/09     Period     Period     Period         2009
______________       _________  ________  _________   ___________    ________  _________    ________   ________   ________    _____________

U.S. Treasury         912810FD5  04/15/98  04/15/28      100.000       3.625%     339.02     -0.293681   0.132984   0.048184       -2.45
U.S. Treasury         9128274Y5  01/15/99  01/15/09      100.000       3.875%     320.57     -0.815893                            -11.42
U.S. Treasury         912810FH6  04/15/99  04/15/29      100.000       3.875%     317.41     -0.288941   0.130838   0.047406       -2.41
U.S. Treasury         9128275W8  01/15/00  01/15/10      100.000       4.250%     287.25     -0.795306  -0.038799   0.092960       -2.35
U.S. Treasury         9128276R8  01/15/01  01/15/11      100.000       3.500%     244.35     -0.768803  -0.037506   0.089862       -2.28
U.S. Treasury         912810FQ6  10/15/01  04/15/32      100.000       3.375%     220.13     -0.267606   0.121177   0.043905       -2.23
U.S. Treasury         9128277J5  01/15/02  01/15/12      100.000       3.375%     219.69     -0.753565  -0.036762   0.088081       -2.23
U.S. Treasury         912828AF7  07/15/02  07/15/12      100.000       3.000%     204.52     -0.744196  -0.036305   0.086986       -2.20
U.S. Treasury         912828BD1  07/15/03  07/15/13      100.000       1.875%     179.18     -0.728537  -0.035542   0.085155       -2.16
U.S. Treasury         912828BW9  01/15/04  01/15/14      100.000       2.000%     172.10     -0.724162  -0.035328   0.084644       -2.14
U.S. Treasury         912810FR4  07/15/04  01/15/25      100.000       2.375%     148.95     -0.709861  -0.034630   0.082972       -2.10
U.S. Treasury         912828CP3  07/15/04  07/15/14      100.000       2.000%     148.95     -0.709861  -0.034630   0.082972       -2.10
U.S. Treasury         912828CZ1  10/15/04  04/15/10      100.000       0.875%     143.20     -0.250732   0.113536   0.041137       -2.09
U.S. Treasury         912828DH0  01/15/05  01/15/15      100.000       1.625%     134.22     -0.700759  -0.034186   0.081909       -2.07
U.S. Treasury         912828EA4  07/15/05  07/15/15      100.000       1.875%     113.43     -0.687917  -0.033560   0.080408       -2.04
U.S. Treasury         912810FS2  01/15/06  01/15/26      100.000       2.000%      91.17     -0.674165  -0.032889   0.078800       -2.00
U.S. Treasury         912828ET3  01/15/06  01/15/16      100.000       2.000%      91.17     -0.674165  -0.032889   0.078800       -2.00
U.S. Treasury         912828FB1  04/15/06  04/15/11      100.000       2.375%      91.12     -0.239311   0.108364   0.039263       -2.00
U.S. Treasury         912828FL9  07/15/06  07/15/16      100.000       2.500%      72.40     -0.662567  -0.032323   0.077444       -1.96
U.S. Treasury         912810PS1  01/15/07  01/15/27      100.000       2.375%      73.93     -0.663510  -0.032369   0.077555       -1.96
U.S. Treasury         912828GD6  01/15/07  01/15/17      100.000       2.375%      73.93     -0.663510  -0.032369   0.077555       -1.96
U.S. Treasury         912828GN4  04/15/07  04/15/12      100.000       2.000%      67.28     -0.234081   0.105996   0.038405       -1.95
U.S. Treasury         912828GX2  07/15/07  07/15/17      100.000       2.625%      44.95     -0.645608  -0.031496   0.075462       -1.91
U.S. Treasury         912828HN3  01/15/08  01/15/18      100.000       1.625%      33.78     -0.638705  -0.031159   0.074655       -1.89
U.S. Treasury         912810PV4  01/15/08  01/15/28      100.000       1.750%      33.78     -0.638705  -0.031159   0.074655       -1.89
U.S. Treasury         912828HW3  04/15/08  04/15/13      100.000       0.625%      24.63     -0.224729   0.101761   0.036871       -1.87
U.S. Treasury         912828JE1  07/15/08  07/15/18      100.000       0.375%       4.33     -0.620509  -0.030271   0.072528       -1.84
U.S. Treasury         912810PZ5  01/15/09  01/15/29      100.000       2.500%                           -0.030404   0.072846        6.88
U.S. Treasury         912828JX9  01/15/09  01/15/19      100.000       2.125%                           -0.030404   0.072846        6.88
U.S. Treasury         912828KM1  04/15/09  04/15/14      100.000       1.250%                            0.101633   0.036824       21.47
U.S. Treasury         912828LA6  07/15/09  07/15/19      100.000       1.875%                                       0.073249       12.45





                                    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 2009).
 
          Strips                                   Strips
          Maturing             OID                 Maturing             OID
      From       Through    per $1000          From       Through    per $1000
     --------    --------   ---------         --------    --------   ---------
     01/01/09    03/31/09     0.27            07/01/19    09/30/19     19.36
     04/01/09    06/30/09     1.35            10/01/19    12/31/19     19.69
     07/01/09    09/30/09     2.31            01/01/20    03/31/20     20.00
     10/01/09    12/31/09     3.69            04/01/20    06/30/20     20.36
     01/01/10    03/31/10     4.68            07/01/20    09/30/20     20.64
     04/01/10    06/30/10     5.77            10/01/20    12/31/20     20.89
     07/01/10    09/30/10     6.74            01/01/21    03/31/21     21.07
     10/01/10    12/31/10     7.52            04/01/21    06/30/21     21.23
     01/01/11    03/31/11     8.09            07/01/21    09/30/21     21.33
     04/01/11    06/30/11     8.65            10/01/21    12/31/21     21.36
     07/01/11    09/30/11     9.12            01/01/22    03/31/22     21.33
     10/01/11    12/31/11     9.77            04/01/22    06/30/22     21.19
     01/01/12    03/31/12    10.32            07/01/22    09/30/22     21.01
     04/01/12    06/30/12    10.95            10/01/22    12/31/22     20.88
     07/01/12    09/30/12    11.67            01/01/23    03/31/23     20.70
     10/01/12    12/31/12    12.29            04/01/23    06/30/23     20.52
     01/01/13    03/31/13    12.90            07/01/23    09/30/23     20.34
     04/01/13    06/30/13    13.49            10/01/23    12/31/23     20.17
     07/01/13    09/30/13    14.08            01/01/24    03/31/24     20.00
     10/01/13    12/31/13    14.56            04/01/24    06/30/24     19.83
     01/01/14    03/31/14    15.03            07/01/24    09/30/24     19.66
     04/01/14    06/30/14    15.32            10/01/24    12/31/24     19.50
     07/01/14    09/30/14    15.69            01/01/25    03/31/25     19.33
     10/01/14    12/31/14    15.96            04/01/25    06/30/25     19.17
     01/01/15    03/31/15    16.22            07/01/25    09/30/25     19.01
     04/01/15    06/30/15    16.40            10/01/25    12/31/25     18.85
     07/01/15    09/30/15    16.57            01/01/26    03/31/26     18.70
     10/01/15    12/31/15    16.73            04/01/26    06/30/26     18.54
     01/01/16    03/31/16    16.89            07/01/26    09/30/26     18.39
     04/01/16    06/30/16    17.05            10/01/26    12/31/26     18.24
     07/01/16    09/30/16    17.20            01/01/27    03/31/27     18.09
     10/01/16    12/31/16    17.27            04/01/27    06/30/27     17.94
     01/01/17    03/31/17    17.41            07/01/27    09/30/27     17.79
     04/01/17    06/30/17    17.55            10/01/27    12/31/27     17.65
     07/01/17    09/30/17    17.68            01/01/28    03/31/28     17.50
     10/01/17    12/31/17    17.81            04/01/28    06/30/28     17.36
     01/01/18    03/31/18    17.93            07/01/28    09/30/28     17.22
     04/01/18    06/30/18    18.12            10/01/28    12/31/28     17.08
     07/01/18    09/30/18    18.23            01/01/29    03/31/29     16.91
     10/01/18    12/31/18    18.48            04/01/29    06/30/29     16.78
     01/01/19    03/31/19    18.71            07/01/29    09/30/29     16.62
     04/01/19    06/30/19    19.01            10/01/29    12/31/29     16.45
     01/01/30    03/31/30    16.33            01/01/40    03/31/40     11.71
     04/01/30    06/30/30    16.17            04/01/40    06/30/40     11.64
     07/01/30    09/30/30    16.02            07/01/40    09/30/40     11.56





                                     (continued)
 
 
          Strips                                   Strips
          Maturing             OID                 Maturing             OID
      From       Through    per $1000          From       Through    per $1000
     --------    --------   ---------         --------    --------   ---------
     10/01/30    12/31/30    15.87            10/01/40    12/31/40     11.49
     01/01/31    03/31/31    15.72            01/01/41    03/31/41     11.41
     04/01/31    06/30/31    15.57            04/01/41    06/30/41     11.34
     07/01/31    09/30/31    15.43            07/01/41    09/30/41     11.26
     10/01/31    12/31/31    15.29            10/01/41    12/31/41     11.19
     01/01/32    03/31/32    15.15            01/01/42    03/31/42     11.12
     04/01/32    06/30/32    14.99            04/01/42    06/30/42     11.04
     07/01/32    09/30/32    14.85            07/01/42    09/30/42     10.97
     10/01/32    12/31/32    14.72            10/01/42    12/31/42     10.90
     01/01/33    03/31/33    14.59            01/01/43    03/31/43     10.83
     04/01/33    06/30/33    14.46            04/01/43    06/30/43     10.76
     07/01/33    09/30/33    14.33            07/01/43    09/30/43     10.69
     10/01/33    12/31/33    14.21            10/01/43    12/31/43     10.62
     01/01/34    03/31/34    14.09            01/01/44    03/31/44     10.55
     04/01/34    06/30/34    13.97            04/01/44    06/30/44     10.48
     07/01/34    09/30/34    13.85            07/01/44    09/30/44     10.41
     10/01/34    12/31/34    13.73            10/01/44    12/31/44     10.34
     01/01/35    03/31/35    13.61            01/01/45    03/31/45     10.27
     04/01/35    06/30/35    13.50            04/01/45    06/30/45     10.20
     07/01/35    09/30/35    13.39            07/01/45    09/30/45     10.14
     10/01/35    12/31/35    13.27            10/01/45    12/31/45     10.07
     01/01/36    03/31/36    13.17            01/01/46    03/31/46     10.01
     04/01/36    06/30/36    13.06            04/01/46    06/30/46      9.94
     07/01/36    09/30/36    12.95            07/01/46    09/30/46      9.88
     10/01/36    12/31/36    12.85            10/01/46    12/31/46      9.81
     01/01/37    03/31/37    12.74            01/01/47    03/31/47      9.75
     04/01/37    06/30/37    12.64            04/01/47    06/30/47      9.68
     07/01/37    09/30/37    12.54            07/01/47    09/30/47      9.62
     10/01/37    12/31/37    12.44            10/01/47    12/31/47      9.55
     01/01/38    03/31/38    12.34            01/01/48    03/31/48      9.49
     04/01/38    06/30/38    12.26            04/01/48    06/30/48      9.43
     07/01/38    09/30/38    12.18            07/01/48    09/30/48      9.37
     10/01/38    12/31/38    12.10            10/01/48    12/31/48      9.31
     01/01/39    03/31/39    12.02            01/01/49    03/31/49      9.25
     04/01/39    06/30/39    11.94            04/01/49    06/30/49      9.18
     07/01/39    09/30/39    11.87            07/01/49    09/30/49      9.12
     10/01/39    12/31/39    11.79            10/01/49    12/31/49      9.06
 
 

    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 2009,
    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 2009 - October 2010

                                                   Discount to be
                                 Issue Price      Reported as 2009
 CUSIP     Maturity    Issue   (% of Principal   Interest(Per $1,000
 Number      Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
912795J51  01/02/09  07/03/08       98.914                10.86
912795J69  01/08/09  07/10/08       98.958                10.42
912795J77  01/15/09  07/17/08       99.011                 9.89
912795J85  01/22/09  07/24/08       99.029                 9.71
912795J93  01/29/09  07/31/08       99.049                 9.51
912795K26  02/05/09  08/07/08       99.029                 9.71
912795K34  02/12/09  08/14/08       98.978                10.22
912795K42  02/19/09  08/21/08       98.999                10.01
912795K59  02/26/09  08/28/08       99.026                 9.74
912795K67  03/05/09  09/04/08       99.044                 9.56
912795K75  03/12/09  09/11/08       99.039                 9.61
912795K83  03/19/09  09/18/08       99.216                 7.84
912795K91  03/26/09  09/25/08       99.095                 9.05
912795L25  04/02/09  10/02/08       99.221                 7.79
912795L33  04/09/09  10/09/08       99.443                 5.57
912795L41  04/16/09  10/16/08       99.443                 5.57
912795L58  04/23/09  10/23/08       99.090                 9.10
912795T92  04/29/09  10/20/08       99.283                 7.17
912795L66  04/30/09  10/30/08       99.292                 7.08
912795L74  05/07/09  11/06/08       99.443                 5.57
912795L82  05/14/09  11/13/08       99.499                 5.01
912795V32  05/15/09  11/14/08       99.499                 5.01
912795L90  05/21/09  11/20/08       99.575                 4.25
912795M24  05/28/09  11/28/08       99.753                 2.47
912795Q79  06/04/09  06/05/08       97.871                21.29
912795M40  06/11/09  12/11/08       99.848                 1.52
9127952E0  06/15/09  06/04/09       99.995                 0.05
912795M57  06/18/09  12/18/08       99.863                 1.37
912795U25  06/24/09  10/20/08       99.073                 9.27
912795M65  06/25/09  12/26/08       99.857                 1.43
912795Q87  07/02/09  07/03/08       97.679                23.21
912795M99  07/09/09  01/08/09       99.838                 1.62
912795N23  07/16/09  01/15/09       99.853                 1.47
912795N31  07/23/09  01/22/09       99.838                 1.62
912795Q95  07/30/09  07/31/08       97.684                23.16
912795N56  08/06/09  02/05/09       99.802                 1.98
912795N64  08/13/09  02/12/09       99.757                 2.43
912795N72  08/20/09  02/19/09       99.762                 2.38
912795S28  08/27/09  08/28/08       97.836                21.64
912795N98  09/03/09  03/05/09       99.777                 2.23
912795P21  09/10/09  03/12/09       99.767                 2.33
912795V81  09/15/09  12/11/08       99.699                 3.01
912795P39  09/17/09  03/19/09       99.775                 2.25
912795S36  09/24/09  09/25/08       98.023                19.77
912795P54  10/01/09  04/02/09       99.787                 2.13
912795P62  10/08/09  04/09/09       99.797                 2.03





                         Section III-A (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2009
 CUSIP     Maturity    Issue   (% of Principal   Interest(Per $1,000
 Number      Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
912795P70  10/15/09  04/16/09       99.812                 1.88
912795S44  10/22/09  10/23/08       98.260                17.40
912795P96  10/29/09  04/30/09       99.845                 1.55
912795Q20  11/05/09  05/07/09       99.833                 1.67
912795Q38  11/12/09  05/14/09       99.845                 1.55
912795S51  11/19/09  11/20/08       98.948                10.52
912795Q53  11/27/09  05/28/09       99.847                 1.53
912795Q61  12/03/09  06/04/09       99.853                 1.47
912795R37  12/10/09  06/11/09       99.825                 1.75
912795S69  12/17/09  12/18/08       99.403                 5.97
912795R52  12/24/09  06/25/09       99.830                 1.70
912795R60  12/31/09  07/02/09       99.823                 1.77




                                                   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       99.855                 1.45
912795R86  01/14/10  01/15/09       99.565                 4.35
912795R94  01/21/10  07/23/09       99.855                 1.45
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       99.863                 1.37
912795T43  02/25/10  08/27/09       99.871                 1.29
912795T50  03/04/10  09/03/09       99.878                 1.22
912795T68  03/11/10  03/12/09       99.292                 7.08
912795T76  03/18/10  09/17/09       99.893                 1.07
912795T84  03/25/10  09/24/09       99.903                 0.97
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
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
912795U58  06/03/10  06/04/09       99.550                 4.50
912795UT6  06/10/10  07/06/09       99.491                 5.09
912795UU3  06/17/10  08/18/09       99.625                 3.75
912795U66  07/01/10  07/02/09       99.448                 5.52
912795UY5  07/15/10  09/10/09       99.670                 3.30
912795U74  07/29/10  07/30/09       99.524                 4.76
912795U82  08/26/10  08/27/09       99.534                 4.66
912795U90  09/23/10  09/24/09       99.590                 4.10
912795UH2  10/21/10  10/22/09       99.620                 3.80






                                 Section III-B



                            FEDERAL HOME LOAN BANKS
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2009

                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313385AB2  01/02/09  01/03/08      96.259                37.41
313385AE6  01/05/09  01/07/08      96.491                35.09
313385AF3  01/06/09  07/21/08      98.714                12.86
313385AG1  01/07/09  07/03/08      98.721                12.79
313385AH9  01/08/09  01/10/08      96.714                32.86
313385AJ5  01/09/09  01/11/08      96.866                31.34
313385AM8  01/12/09  01/18/08      97.100                29.00
313385AN6  01/13/09  01/15/08      97.017                29.83
313385AP1  01/14/09  04/16/08      98.430                15.70
313385AQ9  01/15/09  01/15/08      97.031                29.69
313385AR7  01/16/09  04/18/08      98.392                16.08
313385AV8  01/20/09  01/22/08      97.442                25.58
313385AW6  01/21/09  01/23/08      97.826                21.74
313385AX4  01/22/09  01/25/08      97.379                26.21
313385AY2  01/23/09  01/23/08      97.814                21.86
313385BB1  01/26/09  01/30/08      97.436                25.64
313385BC9  01/27/09  02/14/08      97.728                22.72
313385BD7  01/28/09  01/29/08      97.567                24.33
313385BE5  01/29/09  01/30/08      97.415                25.85
313385BF2  01/30/09  02/01/08      97.674                23.26
313385BJ4  02/02/09  02/06/08      97.667                23.33
313385BK1  02/03/09  08/01/08      98.641                13.59
313385BL9  02/04/09  02/04/08      97.554                24.46
313385BM7  02/05/09  07/10/08      98.542                14.58
313385BN5  02/06/09  08/04/08      98.621                13.79
313385BR6  02/09/09  02/14/08      97.643                23.57
313385BS4  02/10/09  02/13/08      97.651                23.49
313385BT2  02/11/09  02/11/08      97.622                23.78
313385BU9  02/12/09  02/19/08      97.657                23.43
313385BV7  02/13/09  02/14/08      97.638                23.62
313385BZ8  02/17/09  02/19/08      97.624                23.76
313385CA2  02/18/09  05/15/08      98.179                18.21
313385CB0  02/19/09  02/20/08      97.607                23.93
313385CC8  02/20/09  02/22/08      97.634                23.66
313385CF1  02/23/09  02/25/08      97.634                23.66
313385CG9  02/24/09  02/25/08      97.607                23.93
313385CH7  02/25/09  02/28/08      97.701                22.99
313385CJ3  02/26/09  03/12/08      97.953                20.47
313385CK0  02/27/09  02/28/08      97.688                23.12
313385CN4  03/02/09  03/07/08      97.950                20.50
313385CP9  03/03/09  03/04/08      97.796                22.04
313385CQ7  03/04/09  03/06/08      97.832                21.68
313385CR5  03/05/09  03/05/08      97.762                22.38
313385CS3  03/06/09  08/28/08      98.564                14.36




                         Section III-B (Continued)



                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313385CV6  03/09/09  03/10/08      97.978                20.22
313385CW4  03/10/09  03/12/08      97.832                21.68
313385CX2  03/11/09  03/13/08      97.852                21.48
313385CY0  03/12/09  03/13/08      97.846                21.54
313385CZ7  03/13/09  03/14/08      98.028                19.72
313385DC7  03/16/09  03/17/08      98.483                15.17
313385DD5  03/17/09  03/17/08      98.479                15.21
313385DE3  03/18/09  03/25/08      97.892                21.08
313385DF0  03/19/09  03/20/08      98.150                18.50
313385DG8  03/20/09  03/25/08      97.880                21.20
313385DK9  03/23/09  04/21/08      98.021                19.79
313385DL7  03/24/09  03/26/08      97.883                21.17
313385DM5  03/25/09  03/26/08      97.877                21.23
313385DN3  03/26/09  03/26/08      97.871                21.29
313385DP8  03/27/09  03/27/08      97.881                21.19
313385DS2  03/30/09  03/31/08      97.907                20.93
313385DT0  03/31/09  04/04/08      97.878                21.22
313385DU7  04/01/09  04/02/08      97.856                21.44
313385DV5  04/02/09  04/02/08      97.790                22.10
313385DW3  04/03/09  04/07/08      97.894                21.06
313385DZ6  04/06/09  04/07/08      97.877                21.23
313385EA0  04/07/09  05/09/08      97.947                20.53
313385EB8  04/08/09  04/11/08      97.939                20.61
313385EC6  04/09/09  04/16/08      97.912                20.88
313385EG7  04/13/09  04/14/08      97.917                20.83
313385EH5  04/14/09  04/14/08      97.911                20.89
313385EJ1  04/15/09  04/15/08      97.851                21.49
313385EK8  04/16/09  04/17/08      97.876                21.24
313385EL6  04/17/09  06/30/08      97.858                21.42
313385EP7  04/20/09  04/21/08      97.735                22.65
313385EQ5  04/21/09  07/01/08      97.891                21.09
313385ER3  04/22/09  04/23/08      97.695                23.05
313385ES1  04/23/09  04/24/08      97.674                23.26
313385ET9  04/24/09  04/28/08      97.613                23.87
313385EW2  04/27/09  04/28/08      97.573                24.27
313385EX0  04/28/09  04/28/08      97.567                24.33
313385EY8  04/29/09  04/30/08      97.674                23.26
313385EZ5  04/30/09  04/30/08      97.698                23.02
313385FA9  05/01/09  05/01/08      97.861                21.39
313385FD3  05/04/09  05/09/08      97.750                22.50
313385FE1  05/05/09  05/05/08      97.668                23.32
313385FF8  05/06/09  05/07/08      97.664                23.36
313385FG6  05/07/09  05/12/08      97.750                22.50
313385FH4  05/08/09  05/09/08      97.725                22.75
313385FL5  05/11/09  05/12/08      97.715                22.85
313385FM3  05/12/09  05/14/08      97.640                23.60
313385FN1  05/13/09  05/14/08      97.594                24.06
313385FP6  05/14/09  05/15/08      97.573                24.27




                         Section III-B (Continued)



                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313385FQ4  05/15/09  05/16/08      97.634                23.66
313385FT8  05/18/09  05/19/08      97.634                23.66
313385FU5  05/19/09  05/20/08      97.657                23.43
313385FV3  05/20/09  05/20/08      97.668                23.32
313385FW1  05/21/09  05/22/08      97.595                24.05
313385FX9  05/22/09  05/22/08      97.617                23.83
313385GB6  05/26/09  05/27/08      97.498                25.02
313385GC4  05/27/09  05/27/08      97.486                25.14
313385GD2  05/28/09  05/28/08      97.465                25.35
313385GE0  05/29/09  05/29/08      97.384                26.16
313385GH3  06/01/09  06/04/08      97.486                25.14
313385GJ9  06/02/09  06/03/08      97.472                25.28
313385GK6  06/03/09  06/05/08      97.499                25.01
313385GL4  06/04/09  06/04/08      97.465                25.35
313385GM2  06/05/09  06/06/08      97.462                25.38
313385GQ3  06/08/09  09/09/08      98.217                17.83
313385GR1  06/09/09  06/09/08      97.455                25.45
313385GS9  06/10/09  06/17/08      97.166                28.34
313385GT7  06/11/09  06/12/08      97.189                28.11
313385GU4  06/12/09  06/12/08      97.181                28.19
313385GX8  06/15/09  06/17/08      97.096                29.04
313385GY6  06/16/09  09/04/08      97.712                22.88
313385GZ3  06/17/09  06/19/08      97.177                28.23
313385HA7  06/18/09  06/19/08      97.169                28.31
313385HB5  06/19/09  06/19/08      97.080                29.20
313385HE9  06/22/09  06/26/08      97.092                29.08
313385HF6  06/23/09  07/10/08      97.458                25.42
313385HG4  06/24/09  06/24/08      97.029                29.71
313385HH2  06/25/09  06/30/08      97.270                27.30
313385HJ8  06/26/09  06/26/08      97.161                28.39
313385HM1  06/29/09  09/03/08      97.600                24.00
313385HN9  06/30/09  07/01/08      97.310                26.90
313385HP4  07/01/09  07/02/08      97.321                26.79
313385HQ2  07/02/09  07/02/08      97.262                27.38
313385HU3  07/06/09  07/28/08      97.351                26.49
313385HV1  07/07/09  07/07/08      97.293                27.07
313385HW9  07/08/09  07/16/08      97.318                26.82
313385HX7  07/09/09  07/09/08      97.323                26.77
313385HY5  07/10/09  07/11/08      97.281                27.19
313385JB3  07/13/09  07/17/08      97.195                28.05
313385JC1  07/14/09  07/15/08      97.280                27.20
313385JD9  07/15/09  07/16/08      97.240                27.60
313385JE7  07/16/09  07/16/08      97.232                27.68
313385JF4  07/17/09  07/23/08      97.018                29.82
313385JJ6  07/20/09  07/22/08      96.985                30.15
313385JK3  07/21/09  07/28/08      97.186                28.14
313385JL1  07/22/09  07/22/08      96.968                30.32
313385JM9  07/23/09  07/24/08      96.997                30.03




                       Section III-B (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313385JN7  07/24/09  07/25/08      97.189                28.11
313385JR8  07/27/09  08/01/08      97.240                27.60
313385JS6  07/28/09  07/30/08      97.126                28.74
313385JT4  07/29/09  07/29/08      97.110                28.90
313385JU1  07/30/09  10/24/08      97.675                23.25
313385JV9  07/31/09  07/31/08      97.181                28.19
313385JY3  08/03/09  08/08/08      97.200                28.00
313385JZ0  08/04/09  08/04/08      97.121                28.79
313385KA3  08/05/09  08/07/08      97.177                28.23
313385KB1  08/06/09  08/07/08      97.109                28.91
313385KC9  08/07/09  08/11/08      97.192                28.08
313385KF2  08/10/09  08/20/08      97.121                28.79
313385KG0  08/11/09  10/28/08      97.568                24.32
313385KH8  08/12/09  08/13/08      97.159                28.41
313385KJ4  08/13/09  08/20/08      97.226                27.74
313385KK1  08/14/09  08/15/08      97.179                28.21
313385KN5  08/17/09  08/19/08      97.096                29.04
313385KP0  08/18/09  08/22/08      97.082                29.18
313385KQ8  08/19/09  09/05/08      97.255                27.45
313385KR6  08/20/09  08/20/08      97.039                29.61
313385KS4  08/21/09  08/22/08      97.054                29.46
313385KV7  08/24/09  08/26/08      97.066                29.34
313385KW5  08/25/09  08/26/08      97.058                29.42
313385KX3  08/26/09  08/26/08      97.050                29.50
313385KY1  08/27/09  08/27/08      97.039                29.61
313385KZ8  08/28/09  08/28/08      97.039                29.61
313385LC8  08/31/09  09/03/08      97.084                29.16
313385LD6  09/01/09  09/03/08      97.076                29.24
313385LE4  09/02/09  09/03/08      97.068                29.32
313385LF1  09/03/09  09/03/08      97.060                29.40
313385LG9  09/04/09  09/05/08      97.118                28.82
313385LL8  09/08/09  09/09/08      97.472                25.28
313385LM6  09/09/09  09/11/08      97.429                25.71
313385LN4  09/10/09  09/11/08      97.423                25.77
313385LP9  09/11/09  09/15/08      97.443                25.57
313385LS3  09/14/09  09/15/08      97.422                25.78
313385LT1  09/15/09  09/17/08      97.428                25.72
313385LU8  09/16/09  09/16/08      97.415                25.85
313385LV6  09/17/09  09/17/08      97.404                25.96
313385LW4  09/18/09  09/18/08      97.212                27.88
313385LZ7  09/21/09  09/22/08      97.068                29.32
313385MA1  09/22/09  09/22/08      97.060                29.40
313385MB9  09/23/09  09/23/08      96.958                30.42
313385MC7  09/24/09  10/01/08      96.887                31.13
313385MD5  09/25/09  09/26/08      96.764                32.36
313385MG8  09/28/09  10/30/08      97.595                24.05
313385MH6  09/29/09  09/29/08      96.847                31.53
313385MJ2  09/30/09  09/30/08      96.958                30.42





                         Section III-B (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313385MK9  10/01/09  10/01/08      96.827                31.73
313385ML7  10/02/09  10/14/08      97.353                26.47
313385MP8  10/05/09  10/06/08      97.381                26.19
313385MQ6  10/06/09  10/09/08      97.587                24.13
313385MR4  10/07/09  10/08/08      97.375                26.25
313385MS2  10/08/09  10/09/08      97.751                22.49
313385MT0  10/09/09  10/15/08      97.008                29.92
313385MX1  10/13/09  10/20/08      97.066                29.34
313385MY9  10/14/09  10/16/08      96.855                31.45
313385MZ6  10/15/09  10/15/08      96.958                30.42
313385NA0  10/16/09  10/16/08      96.756                32.44
313385ND4  10/19/09  10/28/08      96.934                30.66
313385NE2  10/20/09  10/23/08      96.983                30.17
313385NF9  10/21/09  10/21/08      97.009                29.91
313385NG7  10/22/09  10/22/08      96.958                30.42
313385NH5  10/23/09  10/23/08      96.908                30.92
313385NL6  10/26/09  10/31/08      97.300                27.00
313385NM4  10/27/09  10/27/08      96.908                30.92
313385NN2  10/28/09  10/29/08      96.967                30.33
313385NP7  10/29/09  10/29/08      96.958                30.42
313385NQ5  10/30/09  10/30/08      97.263                27.37
313385NT9  11/02/09  11/06/08      97.543                24.57
313385NU6  11/03/09  11/07/08      98.045                19.55
313385NV4  11/04/09  11/05/08      97.978                20.22
313385NW2  11/05/09  11/06/08      97.978                20.22
313385NX0  11/06/09  11/07/08      98.027                19.73
313385PA8  11/09/09  11/17/08      97.818                21.82
313385PB6  11/10/09  11/17/08      97.812                21.88
313385PD2  11/12/09  11/13/08      97.927                20.73
313385PE0  11/13/09  11/14/08      97.745                22.55
313385PH3  11/16/09  11/20/08      98.195                18.05
313385PJ9  11/17/09  11/17/08      97.770                22.30
313385PK6  11/18/09  02/19/09      99.373                 6.27
313385PL4  11/19/09  11/21/08      98.185                18.15
313385PM2  11/20/09  11/20/08      98.175                18.25
313385PQ3  11/23/09  11/24/08      98.231                17.69
313385PR1  11/24/09  11/24/08      98.195                18.05
313385PS9  11/25/09  11/25/08      98.276                17.24
313385PU4  11/27/09  12/01/08      98.396                16.04
313385PX8  11/30/09  12/02/08      98.387                16.13
313385PY6  12/01/09  12/02/08      98.301                16.99
313385PZ3  12/02/09  12/05/08      98.944                10.56
313385QA7  12/03/09  12/03/08      98.378                16.22
313385QB5  12/04/09  12/04/08      98.431                15.69
313385QE9  12/07/09  12/09/08      98.790                12.10
313385QF6  12/08/09  12/08/08      98.885                11.15
313385QG4  12/09/09  12/09/08      98.783                12.17
313385QH2  12/10/09  12/10/08      98.864                11.36





                         Section III-B (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313385QJ8  12/11/09  12/11/08      99.138                 8.62
313385QM1  12/14/09  12/15/08      99.060                 9.40
313385QN9  12/15/09  12/16/08      99.060                 9.40
313385QP4  12/16/09  12/17/08      99.292                 7.08
313385QQ2  12/17/09  12/19/08      99.264                 7.36
313385QR0  12/18/09  12/18/08      99.290                 7.10
313385QU3  12/21/09  12/22/08      99.242                 7.58
313385QV1  12/22/09  12/22/08      99.240                 7.60
313385QW9  12/23/09  12/23/08      99.189                 8.11
313385QX7  12/24/09  12/26/08      99.143                 8.57
313385RB4  12/28/09  01/05/09      99.157                 8.43
313385RC2  12/29/09  01/02/09      99.228                 7.72
313385RD0  12/30/09  01/02/09      99.226                 7.74
313385RE8  12/31/09  12/31/08      99.290                 7.10





                                 Section III-C



                    FEDERAL NATIONAL MORTGAGE ASSOCIATION
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2009

                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313589AB9  01/02/09  02/21/08       97.911               20.89
313589AE3  01/05/09  01/14/08       97.184               28.16
313589AF0  01/06/09  05/29/08       98.551               14.49
313589AG8  01/07/09  03/26/08       98.398               16.02
313589AH6  01/08/09  08/05/08       98.860               11.40
313589AJ2  01/09/09  04/14/08       98.493               15.07
313589AM5  01/12/09  04/11/08       98.459               15.41
313589AN3  01/13/09  06/19/08       98.556               14.44
313589AP8  01/14/09  03/24/08       98.553               14.47
313589AQ6  01/15/09  01/24/08       97.779               22.21
313589AR4  01/16/09  02/21/08       97.883               21.17
313589AV5  01/20/09  03/06/08       98.231               17.69
313589AW3  01/21/09  05/28/08       98.453               15.47
313589AX1  01/22/09  03/05/08       98.161               18.39
313589AY9  01/23/09  03/12/08       98.433               15.67
313589BB8  01/26/09  02/25/08       97.797               22.03
313589BC6  01/27/09  02/28/08       97.968               20.32
313589BD4  01/28/09  04/15/08       98.368               16.32
313589BE2  01/29/09  02/28/08       97.928               20.72
313589BF9  01/30/09  02/06/08       97.676               23.24
313589BJ1  02/02/09  02/21/08       97.725               22.75
313589BK8  02/03/09  08/19/08       98.735               12.65
313589BL6  02/04/09  05/02/08       98.417               15.83
313589BM4  02/05/09  03/20/08       98.479               15.21
313589BN2  02/06/09  06/03/08       98.402               15.98
313589BR3  02/09/09  04/15/08       98.325               16.75
313589BS1  02/10/09  05/16/08       98.380               16.20
313589BT9  02/11/09  07/23/08       98.410               15.90
313589BU6  02/12/09  05/13/08       98.365               16.35
313589BV4  02/13/09  03/27/08       98.197               18.03
313589BZ5  02/17/09  03/24/08       98.167               18.33
313589CA9  02/18/09  03/24/08       98.161               18.39
313589CB7  02/19/09  05/16/08       98.303               16.97
313589CC5  02/20/09  03/24/08       98.150               18.50
313589CF8  02/23/09  05/16/08       98.278               17.22
313589CG6  02/24/09  03/26/08       98.120               18.80
313589CH4  02/25/09  05/07/08       98.220               17.80
313589CJ0  02/26/09  04/04/08       98.141               18.59
313589CK7  02/27/09  03/05/08       97.841               21.59
313589CN1  03/02/09  05/09/08       98.235               17.65
313589CP6  03/03/09  06/17/08       98.093               19.07
313589CQ4  03/04/09  06/23/08       98.151               18.49
313589CR2  03/05/09  04/24/08       98.154               18.46
313589CS0  03/06/09  06/05/08       98.189               18.11





                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313589CV3  03/09/09  05/27/08       98.181               18.19
313589CW1  03/10/09  03/28/08       98.169               18.31
313589CX9  03/11/09  07/11/08       98.333               16.67
313589CY7  03/12/09  06/19/08       98.057               19.43
313589CZ4  03/13/09  06/16/08       97.968               20.32
313589DC4  03/16/09  04/28/08       98.077               19.23
313589DD2  03/17/09  06/20/08       98.005               19.95
313589DE0  03/18/09  05/15/08       98.107               18.93
313589DF7  03/19/09  06/11/08       97.939               20.61
313589DG5  03/20/09  05/13/08       98.099               19.01
313589DK6  03/23/09  05/05/08       98.140               18.60
313589DL4  03/24/09  06/24/08       97.930               20.70
313589DM2  03/25/09  06/27/08       98.013               19.87
313589DN0  03/26/09  06/16/08       97.846               21.54
313589DP5  03/27/09  04/02/08       97.818               21.82
313589DS9  03/30/09  04/14/08       98.085               19.15
313589DT7  03/31/09  05/07/08       98.087               19.13
313589DU4  04/01/09  04/29/08       97.997               20.03
313589DV2  04/02/09  05/29/08       97.861               21.39
313589DW0  04/03/09  06/17/08       97.817               21.83
313589DZ3  04/06/09  04/14/08       97.908               20.92
313589EA7  04/07/09  08/19/08       98.229               17.71
313589EB5  04/08/09  09/22/08       98.455               15.45
313589EC3  04/09/09  07/22/08       97.963               20.37
313589ED1  04/10/09  07/23/08       97.927               20.73
313589EG4  04/13/09  05/20/08       97.914               20.86
313589EH2  04/14/09  05/22/08       97.902               20.98
313589EJ8  04/15/09  04/24/08       97.904               20.96
313589EK5  04/16/09  06/06/08       97.915               20.85
313589EL3  04/17/09  05/19/08       97.863               21.37
313589EP4  04/20/09  06/16/08       97.639               23.61
313589EQ2  04/21/09  08/21/08       98.137               18.63
313589ER0  04/22/09  07/17/08       97.853               21.47
313589ES8  04/23/09  06/16/08       97.590               24.10
313589ET6  04/24/09  06/18/08       97.675               23.25
313589EW9  04/27/09  06/13/08       97.589               24.11
313589EX7  04/28/09  07/31/08       97.952               20.48
313589EY5  04/29/09  06/24/08       97.588               24.12
313589EZ2  04/30/09  06/19/08       97.594               24.06
313589FA6  05/01/09  05/07/08       97.662               23.38
313589FD0  05/04/09  06/19/08       97.554               24.46
313589FE8  05/05/09  06/17/08       97.549               24.51
313589FF5  05/06/09  08/13/08       98.005               19.95
313589FG3  05/07/09  06/13/08       97.513               24.87
313589FH1  05/08/09  05/20/08       97.725               22.75
313589FL2  05/11/09  05/29/08       97.619               23.81
313589FM0  05/12/09  05/30/08       97.542               24.58
313589FN8  05/13/09  05/30/08       97.545               24.55





                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313589FP3  05/14/09  05/29/08       97.511               24.89
313589FQ1  05/15/09  05/28/08       97.556               24.44
313589FT5  05/18/09  08/15/08       97.876               21.24
313589FU2  05/19/09  11/25/08       99.441                5.59
313589FV0  05/20/09  08/06/08       97.800               22.00
313589FW8  05/21/09  08/14/08       97.861               21.39
313589FX6  05/22/09  07/30/08       97.681               23.19
313589GB3  05/26/09  07/11/08       97.776               22.24
313589GC1  05/27/09  08/27/08       97.846               21.54
313589GD9  05/28/09  08/19/08       97.822               21.78
313589GE7  05/29/09  06/04/08       97.477               25.23
313589GH0  06/01/09  06/25/08       97.338               26.62
313589GJ6  06/02/09  09/04/08       97.900               21.00
313589GK3  06/03/09  08/07/08       97.667               23.33
313589GL1  06/04/09  09/03/08       97.892               21.08
313589GM9  06/05/09  09/03/08       97.884               21.16
313589GQ0  06/08/09  07/08/08       97.646               23.54
313589GR8  06/09/09  08/08/08       97.670               23.30
313589GS6  06/10/09  07/23/08       97.406               25.94
313589GT4  06/11/09  07/22/08       97.408               25.92
313589GU1  06/12/09  07/28/08       97.563               24.37
313589GX5  06/15/09  07/01/08       97.441               25.59
313589GY3  06/16/09  08/20/08       97.667               23.33
313589GZ0  06/17/09  09/30/08       97.833               21.67
313589HA4  06/18/09  08/15/08       97.638               23.62
313589HB2  06/19/09  06/27/08       97.323               26.77
313589HE6  06/22/09  07/21/08       97.303               26.97
313589HF3  06/23/09  11/24/08       99.150                8.50
313589HG1  06/24/09  07/23/08       97.247               27.53
313589HH9  06/25/09  07/30/08       97.388               26.12
313589HJ5  06/26/09  07/21/08       97.271               27.29
313589HM8  06/29/09  08/15/08       97.536               24.64
313589HN6  06/30/09  07/31/08       97.255               27.45
313589HP1  07/01/09  07/28/08       97.371               26.29
313589HQ9  07/02/09  07/09/08       97.312               26.88
313589HR7  07/03/09  01/30/09       99.790                2.10
313589HU0  07/06/09  09/15/08       98.073               19.27
313589HV8  07/07/09  10/02/08       97.683               23.17
313589HW6  07/08/09  10/14/08       97.812               21.88
313589HX4  07/09/09  11/20/08       98.973               10.27
313589HY2  07/10/09  07/17/08       97.216               27.84
313589JB0  07/13/09  07/22/08       97.093               29.07
313589JC8  07/14/09  08/14/08       97.411               25.89
313589JD6  07/15/09  08/06/08       97.313               26.87
313589JE4  07/16/09  07/21/08       97.070               29.30
313589JF1  07/17/09  10/20/08       97.788               22.12
313589JJ3  07/20/09  07/29/08       97.162               28.38
313589JK0  07/21/09  08/07/08       97.255               27.45





                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313589JL8  07/22/09  07/30/08       97.194               28.06
313589JM6  07/23/09  10/21/08       97.747               22.53
313589JN4  07/24/09  09/16/08       97.909               20.91
313589JR5  07/27/09  08/27/08       97.319               26.81
313589JS3  07/28/09  09/05/08       97.501               24.99
313589JT1  07/29/09  10/28/08       97.831               21.69
313589JU8  07/30/09  08/06/08       97.206               27.94
313589JV6  07/31/09  08/29/08       97.331               26.69
313589JY0  08/03/09  10/03/08       97.382               26.18
313589JZ7  08/04/09  11/06/08       98.532               14.68
313589KA0  08/05/09  11/06/08       98.527               14.73
313589KB8  08/06/09  09/18/08       97.558               24.42
313589KC6  08/07/09  08/13/08       97.183               28.17
313589KF9  08/10/09  10/02/08       97.313               26.87
313589KG7  08/11/09  10/15/08       97.542               24.58
313589KH5  08/12/09  11/04/08       98.166               18.34
313589KJ1  08/13/09  10/20/08       97.566               24.34
313589KK8  08/14/09  09/17/08       97.674               23.26
313589KN2  08/17/09  08/27/08       97.160               28.40
313589KP7  08/18/09  09/12/08       97.620               23.80
313589KQ5  08/19/09  08/28/08       97.162               28.38
313589KR3  08/20/09  10/20/08       97.509               24.91
313589KS1  08/21/09  09/03/08       97.282               27.18
313589KV4  08/24/09  11/06/08       98.424               15.76
313589KW2  08/25/09  12/03/08       99.006                9.94
313589KX0  08/26/09  11/20/08       98.566               14.34
313589KY8  08/27/09  12/18/08       99.755                2.45
313589KZ5  08/28/09  09/11/08       97.602               23.98
313589LC5  08/31/09  09/10/08       97.594               24.06
313589LD3  09/01/09  10/02/08       97.217               27.83
313589LE1  09/02/09  12/02/08       98.820               11.80
313589LF8  09/03/09  11/04/08       98.022               19.78
313589LG6  09/04/09  10/07/08       97.741               22.59
313589LL5  09/08/09  10/06/08       97.473               25.27
313589LM3  09/09/09  09/18/08       97.399               26.01
313589LN1  09/10/09  12/11/08       99.621                3.79
313589LP6  09/11/09  11/24/08       98.666               13.34
313589LS0  09/14/09  11/06/08       98.310               16.90
313589LT8  09/15/09  10/16/08       97.078               29.22
313589LU5  09/16/09  10/09/08       98.052               19.48
313589LV3  09/17/09  12/11/08       99.611                3.89
313589LW1  09/18/09  10/03/08       97.278               27.22
313589LZ4  09/21/09  01/05/09       99.532                4.68
313589MA8  09/22/09  01/26/09       99.628                3.72
313589MB6  09/23/09  10/14/08       97.133               28.67
313589MC4  09/24/09  10/14/08       97.125               28.75
313589MD2  09/25/09  10/02/08       96.753               32.47
313589MG5  09/28/09  01/02/09       99.544                4.56





                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313589MH3  09/29/09  01/02/09       99.543                4.57
313589MJ9  09/30/09  10/21/08       97.181               28.19
313589MK6  10/01/09  10/16/08       96.889               31.11
313589ML4  10/02/09  12/09/08       99.134                8.66
313589MP5  10/05/09  11/05/08       98.144               18.56
313589MQ3  10/06/09  11/07/08       98.150               18.50
313589MR1  10/07/09  10/16/08       96.836               31.64
313589MS9  10/08/09  11/07/08       98.139               18.61
313589MT7  10/09/09  11/05/08       98.122               18.78
313589MX8  10/13/09  11/21/08       98.461               15.39
313589MY6  10/14/09  11/05/08       98.094               19.06
313589MZ3  10/15/09  11/14/08       98.185               18.15
313589NA7  10/16/09  10/24/08       97.124               28.76
313589ND1  10/19/09  11/14/08       98.164               18.36
313589NE9  10/20/09  12/03/08       98.663               13.37
313589NF6  10/21/09  11/25/08       98.579               14.21
313589NG4  10/22/09  01/13/09       99.608                3.92
313589NH2  10/23/09  12/29/08       99.545                4.55
313589NL3  10/26/09  11/05/08       98.028               19.72
313589NM1  10/27/09  02/04/09       99.529                4.71
313589NN9  10/28/09  11/04/08       97.663               23.37
313589NP4  10/29/09  11/19/08       98.089               19.11
313589NQ2  10/30/09  11/06/08       97.961               20.39
313589NT6  11/02/09  11/13/08       97.984               20.16
313589NU3  11/03/09  11/14/08       97.984               20.16
313589NV1  11/04/09  11/13/08       97.973               20.27
313589NW9  11/05/09  11/10/08       97.930               20.70
313589NX7  11/06/09  11/12/08       97.956               20.44
313589PA5  11/09/09  12/03/08       98.484               15.16
313589PB3  11/10/09  11/20/08       98.225               17.75
313589PD9  11/12/09  11/17/08       97.820               21.80
313589PE7  11/13/09  11/20/08       98.210               17.90
313589PH0  11/16/09  01/02/09       99.320                6.80
313589PJ6  11/17/09  01/07/09       99.381                6.19
313589PK3  11/18/09  01/16/09       99.448                5.52
313589PL1  11/19/09  12/01/08       98.333               16.67
313589PM9  11/20/09  12/01/08       98.279               17.21
313589PQ0  11/23/09  01/06/09       99.296                7.04
313589PR8  11/24/09  01/09/09       99.442                5.58
313589PS6  11/25/09  12/09/08       98.928               10.72
313589PU1  11/27/09  12/29/08       99.445                5.55
313589PX5  11/30/09  12/16/08       99.224                7.76
313589PY3  12/01/09  12/09/08       98.860               11.40
313589PZ0  12/02/09  12/12/08       99.113                8.87
313589QA4  12/03/09  12/09/08       98.853               11.47
313589QB2  12/04/09  12/15/08       99.066                9.34
313589QE6  12/07/09  12/12/08       99.050                9.50
313589QF3  12/08/09  01/02/09       99.273                7.27





                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313589QG1  12/09/09  12/16/08       99.055                9.45
313589QH9  12/10/09  12/15/08       99.000               10.00
313589QJ5  12/11/09  01/21/09       99.361                6.39
313589QM8  12/14/09  01/05/09       99.181                8.19
313589QN6  12/15/09  01/09/09       99.490                5.10
313589QP1  12/16/09  03/06/09       99.446                5.54
313589QQ9  12/17/09  02/24/09       99.392                6.08
313589QR7  12/18/09  01/02/09       99.251                7.49
313589QU0  12/21/09  01/05/09       99.174                8.26
313589QV8  12/22/09  03/30/09       99.681                3.19
313589QW6  12/23/09  01/02/09       99.241                7.59
313589QX4  12/24/09  01/02/09       99.239                7.61
313589RB1  12/28/09  01/05/09       99.157                8.43
313589RC9  12/29/09  01/13/09       99.368                6.32
313589RD7  12/30/09  01/05/09       99.152                8.48
313589RE5  12/31/09  01/05/09       99.150                8.50





                                 Section III-D



                          FEDERAL FARM CREDIT BANKS
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2009

                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313313AB4  01/02/09  11/20/08         99.967              0.33
313313AE8  01/05/09  09/17/08         99.364              6.36
313313AF5  01/06/09  11/24/08         99.967              0.33
313313AG3  01/07/09  11/24/08         99.966              0.34
313313AH1  01/08/09  01/09/08         96.553             34.47
313313AJ7  01/09/09  11/28/08         99.962              0.38
313313AM0  01/12/09  02/08/08         97.797             22.03
313313AN8  01/13/09  12/02/08         99.967              0.33
313313AP3  01/14/09  12/03/08         99.967              0.33
313313AQ1  01/15/09  01/17/08         96.855             31.45
313313AR9  01/16/09  07/21/08         98.658             13.42
313313AV0  01/20/09  01/23/08         97.479             25.21
313313AW8  01/21/09  05/22/08         98.509             14.91
313313AX6  01/22/09  12/10/08         99.990              0.10
313313AY4  01/23/09  12/10/08         99.990              0.10
313313BB3  01/26/09  09/23/08         99.174              8.26
313313BC1  01/27/09  12/12/08         99.992              0.08
313313BD9  01/28/09  12/12/08         99.992              0.08
313313BE7  01/29/09  08/01/08         98.718             12.82
313313BF4  01/30/09  02/06/08         97.647             23.53
313313BJ6  02/02/09  12/19/08         99.986              0.14
313313BK3  02/03/09  12/19/08         99.986              0.14
313313BL1  02/04/09  12/29/08         99.992              0.08
313313BM9  02/05/09  04/24/08         98.342             16.58
313313BN7  02/06/09  10/08/08         99.570              4.30
313313BR8  02/09/09  12/31/08         99.994              0.06
313313BS6  02/10/09  12/31/08         99.994              0.06
313313BT4  02/11/09  01/02/09         99.994              0.06
313313BU1  02/12/09  05/08/08         98.328             16.72
313313BV9  02/13/09  05/05/08         98.320             16.80
313313BZ0  02/17/09  01/06/09         99.987              0.13
313313CA4  02/18/09  07/22/08         98.371             16.29
313313CB2  02/19/09  01/07/09         99.988              0.12
313313CC0  02/20/09  10/09/08         99.524              4.76
313313CF3  02/23/09  01/08/09         99.986              0.14
313313CG1  02/24/09  05/05/08         98.255             17.45
313313CH9  02/25/09  02/28/08         97.620             23.80
313313CJ5  02/26/09  08/28/08         98.620             13.80
313313CK2  02/27/09  07/18/08         98.351             16.49
313313CN6  03/02/09  03/18/08         98.400             16.00
313313CP1  03/03/09  01/23/09         99.975              0.25
313313CQ9  03/04/09  01/23/09         99.974              0.26
313313CR7  03/05/09  01/26/09         99.976              0.24
313313CS5  03/06/09  01/26/09         99.975              0.25




                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313313CV8  03/09/09  01/26/09         99.972              0.28
313313CW6  03/10/09  10/16/08         98.961             10.39
313313CX4  03/11/09  01/27/09         99.975              0.25
313313CY2  03/12/09  01/27/09         99.973              0.27
313313CZ9  03/13/09  12/17/08         99.964              0.36
313313DC9  03/16/09  08/20/08         98.434             15.66
313313DD7  03/17/09  06/18/08         97.968             20.32
313313DE5  03/18/09  03/18/08         98.327             16.73
313313DF2  03/19/09  01/29/09         99.970              0.30
313313DG0  03/20/09  09/22/08         98.792             12.08
313313DK1  03/23/09  09/24/08         98.585             14.15
313313DL9  03/24/09  01/30/09         99.968              0.32
313313DM7  03/25/09  11/07/08         99.605              3.95
313313DN5  03/26/09  06/30/08         98.020             19.80
313313DP0  03/27/09  03/28/08         97.978             20.22
313313DS4  03/30/09  09/24/08         98.478             15.22
313313DT2  03/31/09  02/05/09         99.958              0.42
313313DU9  04/01/09  02/06/09         99.951              0.49
313313DV7  04/02/09  02/09/09         99.952              0.48
313313DW5  04/03/09  02/10/09         99.952              0.48
313313DZ8  04/06/09  04/10/08         97.934             20.66
313313EA2  04/07/09  02/11/09         99.950              0.50
313313EB0  04/08/09  02/11/09         99.949              0.51
313313EC8  04/09/09  12/11/08         99.957              0.43
313313ED6  04/10/09  02/18/09         99.953              0.47
313313EG9  04/13/09  02/20/09         99.952              0.48
313313EH7  04/14/09  11/10/08         99.513              4.87
313313EJ3  04/15/09  10/29/08         98.703             12.97
313313EK0  04/16/09  04/16/08         97.911             20.89
313313EL8  04/17/09  02/27/09         99.963              0.37
313313EP9  04/20/09  01/26/09         99.918              0.82
313313EQ7  04/21/09  03/02/09         99.963              0.37
313313ER5  04/22/09  03/02/09         99.962              0.38
313313ES3  04/23/09  04/24/08         97.897             21.03
313313ET1  04/24/09  04/25/08         97.776             22.24
313313EW4  04/27/09  12/18/08         99.931              0.69
313313EX2  04/28/09  03/09/09         99.967              0.33
313313EY0  04/29/09  09/25/08         98.182             18.18
313313EZ7  04/30/09  03/10/09         99.966              0.34
313313FA1  05/01/09  05/02/08         97.745             22.55
313313FD5  05/04/09  05/08/08         97.784             22.16
313313FE3  05/05/09  03/12/09         99.963              0.37
313313FF0  05/06/09  03/12/09         99.962              0.38
313313FG8  05/07/09  03/12/09         99.961              0.39
313313FH6  05/08/09  05/15/08         97.753             22.47
313313FL7  05/11/09  09/30/08         98.278             17.22
313313FM5  05/12/09  05/12/08         97.709             22.91
313313FN3  05/13/09  03/19/09         99.971              0.29





                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313313FP8  05/14/09  12/31/08         99.914              0.86
313313FQ6  05/15/09  05/15/08         97.638             23.62
313313FT0  05/18/09  03/23/09         99.970              0.30
313313FU7  05/19/09  01/16/09         99.877              1.23
313313FV5  05/20/09  05/23/08         97.627             23.73
313313FW3  05/21/09  04/01/09         99.971              0.29
313313FX1  05/22/09  09/12/08         98.299             17.01
313313GB8  05/26/09  09/22/08         98.271             17.29
313313GC6  05/27/09  04/13/09         99.978              0.22
313313GD4  05/28/09  09/25/08         97.938             20.62
313313GE2  05/29/09  06/03/08         97.520             24.80
313313GH5  06/01/09  04/08/09         99.969              0.31
313313GJ1  06/02/09  10/16/08         98.168             18.32
313313GK8  06/03/09  04/15/09         99.976              0.24
313313GL6  06/04/09  06/04/08         97.516             24.84
313313GM4  06/05/09  04/21/09         99.984              0.16
313313GQ5  06/08/09  07/07/08         97.508             24.92
313313GR3  06/09/09  03/11/09         99.918              0.82
313313GS1  06/10/09  06/11/08         97.189             28.11
313313GT9  06/11/09  04/24/09         99.983              0.17
313313GU6  06/12/09  04/24/09         99.982              0.18
313313GX0  06/15/09  07/11/08         97.429             25.71
313313GY8  06/16/09  06/16/08         97.181             28.19
313313GZ5  06/17/09  06/17/08         97.181             28.19
313313HA9  06/18/09  05/01/09         99.983              0.17
313313HB7  06/19/09  06/26/08         97.146             28.54
313313HE1  06/22/09  05/04/09         99.980              0.20
313313HF8  06/23/09  05/12/09         99.977              0.23
313313HG6  06/24/09  05/12/09         99.976              0.24
313313HH4  06/25/09  05/11/09         99.975              0.25
313313HJ0  06/26/09  05/12/09         99.975              0.25
313313HM3  06/29/09  09/25/08         97.630             23.70
313313HN1  06/30/09  04/03/09         99.929              0.71
313313HP6  07/01/09  07/30/08         97.405             25.95
313313HQ4  07/02/09  02/05/09         99.804              1.96
313313HU5  07/06/09  11/26/08         99.118              8.82
313313HV3  07/07/09  05/13/09         99.969              0.31
313313HW1  07/08/09  07/08/08         97.303             26.97
313313HX9  07/09/09  05/14/09         99.969              0.31
313313HY7  07/10/09  05/14/09         99.968              0.32
313313JB5  07/13/09  07/31/08         97.369             26.31
313313JC3  07/14/09  09/17/08         97.975             20.25
313313JD1  07/15/09  10/28/08         97.956             20.44
313313JE9  07/16/09  01/16/09         99.779              2.21
313313JF6  07/17/09  12/19/08         99.778              2.22
313313JJ8  07/20/09  01/27/09         99.744              2.56
313313JK5  07/21/09  05/22/09         99.967              0.33
313313JL3  07/22/09  12/09/08         99.638              3.62





                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313313JM1  07/23/09  06/23/09         99.985              0.15
313313JN9  07/24/09  02/23/09         99.811              1.89
313313JR0  07/27/09  06/16/09         99.978              0.22
313313JS8  07/28/09  09/29/08         97.668             23.32
313313JT6  07/29/09  01/30/09         99.740              2.60
313313JU3  07/30/09  09/24/08         97.356             26.44
313313JV1  07/31/09  08/06/08         97.228             27.72
313313JY5  08/03/09  02/03/09         99.713              2.87
313313JZ2  08/04/09  05/27/09         99.960              0.40
313313KA5  08/05/09  05/27/09         99.959              0.41
313313KB3  08/06/09  02/27/09         99.756              2.44
313313KC1  08/07/09  05/28/09         99.959              0.41
313313KF4  08/10/09  11/10/08         98.574             14.26
313313KG2  08/11/09  05/28/09         99.956              0.44
313313KH0  08/12/09  05/28/09         99.956              0.44
313313KJ6  08/13/09  09/17/08         97.773             22.27
313313KK3  08/14/09  09/29/08         97.537             24.63
313313KN7  08/17/09  12/31/08         99.695              3.05
313313KP2  08/18/09  03/17/09         99.816              1.84
313313KQ0  08/19/09  11/17/08         98.526             14.74
313313KR8  08/20/09  06/01/09         99.958              0.42
313313KS6  08/21/09  11/21/08         98.802             11.98
313313KV9  08/24/09  10/23/08         97.560             24.40
313313KW7  08/25/09  06/02/09         99.958              0.42
313313KX5  08/26/09  06/02/09         99.958              0.42
313313KY3  08/27/09  03/04/09         99.726              2.74
313313KZ0  08/28/09  08/28/08         97.181             28.19
313313LC0  08/31/09  06/03/09         99.958              0.42
313313LD8  09/01/09  06/03/09         99.958              0.42
313313LE6  09/02/09  06/03/09         99.957              0.43
313313LF3  09/03/09  08/31/09         99.999              0.01
313313LG1  09/04/09  11/26/08         98.802             11.98
313313LL0  09/08/09  03/02/09         99.678              3.22
313313LM8  09/09/09  10/24/08         97.413             25.87
313313LN6  09/10/09  06/05/09         99.943              0.57
313313LP1  09/11/09  06/05/09         99.943              0.57
313313LS5  09/14/09  11/18/08         98.392             16.08
313313LT3  09/15/09  09/17/08         97.550             24.50
313313LV8  09/17/09  11/10/08         98.376             16.24
313313LW6  09/18/09  10/15/08         97.390             26.10
313313LZ9  09/21/09  11/24/08         98.595             14.05
313313MA3  09/22/09  06/09/09         99.933              0.67
313313MB1  09/23/09  03/16/09         99.692              3.08
313313MC9  09/24/09  09/26/08         96.995             30.05
313313MG0  09/28/09  03/27/09         99.805              1.95
313313MH8  09/29/09  06/10/09         99.932              0.68
313313MJ4  09/30/09  03/31/09         99.781              2.19
313313MK1  10/01/09  11/26/08         98.644             13.56





                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313313ML9  10/02/09  03/31/09         99.779              2.21
313313MP0  10/05/09  02/27/09         99.536              4.64
313313MQ8  10/06/09  09/30/09         99.999              0.01
313313MR6  10/07/09  10/09/08         97.953             20.47
313313MS4  10/08/09  06/11/09         99.924              0.76
313313MX3  10/13/09  06/12/09         99.921              0.79
313313MY1  10/14/09  06/12/09         99.921              0.79
313313MZ8  10/15/09  04/30/09         99.860              1.40
313313NA2  10/16/09  10/20/08         96.962             30.38
313313ND6  10/19/09  06/19/09         99.915              0.85
313313NE4  10/20/09  06/22/09         99.917              0.83
313313NF1  10/21/09  06/22/09         99.916              0.84
313313NG9  10/22/09  12/01/08         98.528             14.72
313313NH7  10/23/09  09/23/09         99.992              0.08
313313NL8  10/26/09  08/28/09         99.972              0.28
313313NM6  10/27/09  06/24/09         99.906              0.94
313313NN4  10/28/09  06/24/09         99.906              0.94
313313NP9  10/29/09  06/26/09         99.917              0.83
313313NQ7  10/30/09  06/26/09         99.916              0.84
313313NT1  11/02/09  05/04/09         99.823              1.77
313313NU8  11/03/09  04/03/09         99.715              2.85
313313NV6  11/04/09  07/07/09         99.920              0.80
313313NW4  11/05/09  07/07/09         99.919              0.81
313313NX2  11/06/09  07/10/09         99.921              0.79
313313PA0  11/09/09  11/13/08         98.065             19.35
313313PB8  11/10/09  11/14/08         97.994             20.06
313313PD4  11/12/09  11/05/09         99.999              0.01
313313PE2  11/13/09  11/14/08         97.978             20.22
313313PH5  11/16/09  11/06/09         99.998              0.02
313313PJ1  11/17/09  12/23/08         99.379              6.21
313313PK8  11/18/09  11/18/08         97.840             21.60
313313PM4  11/20/09  12/19/08         99.365              6.35
313313PQ5  11/23/09  05/22/09         99.841              1.59
313313PR3  11/24/09  05/27/09         99.844              1.56
313313PS1  11/25/09  11/26/08         98.332             16.68
313313PX0  11/30/09  10/30/09         99.993              0.07
313313PY8  12/01/09  12/04/08         98.361             16.39
313313PZ5  12/02/09  12/03/08         98.301             16.99
313313QA9  12/03/09  04/03/09         99.641              3.59
313313QB7  12/04/09  07/22/09         99.906              0.94
313313QE1  12/07/09  12/03/09         99.999              0.01
313313QF8  12/08/09  07/23/09         99.904              0.96
313313QG6  12/09/09  12/11/08         98.861             11.39
313313QH4  12/10/09  07/27/09         99.902              0.98
313313QJ0  12/11/09  12/12/08         99.060              9.40
313313QM3  12/14/09  07/28/09         99.903              0.97
313313QN1  12/15/09  02/03/09         99.283              7.17
313313QP6  12/16/09  06/25/09         99.831              1.69




                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313313QU5  12/21/09  12/29/08         99.177              8.23
313313QV3  12/22/09  12/22/08         99.260              7.40
313313QW1  12/23/09  07/29/09         99.894              1.06
313313RB6  12/28/09  06/30/09         99.809              1.91
313313RC4  12/29/09  07/29/09         99.890              1.10
313313RE0  12/31/09  07/30/09         99.889              1.11



                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313313LU0  09/16/09  09/15/09       99.9997                0.003
313313MD7  09/25/09  09/24/09       99.9998                0.002
313313MT2  10/09/09  10/07/09       99.9997                0.003
313313PL6  11/19/09  11/18/09       99.9999                0.001
313313PU6  11/27/09  11/25/09       99.9997                0.003


                                Section III-E



                    FEDERAL HOME LOAN MORTGAGE CORPORATION
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2009

                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313397AB7  01/02/09  02/07/08       97.919               20.81
313397AE1  01/05/09  01/07/08       96.487               35.13
313397AF8  01/06/09  04/04/08       98.400               16.00
313397AG6  01/07/09  05/02/08       98.590               14.10
313397AH4  01/08/09  04/24/08       98.496               15.04
313397AJ0  01/09/09  04/03/08       98.408               15.92
313397AM3  01/12/09  02/14/08       97.956               20.44
313397AN1  01/13/09  08/27/08       98.938               10.62
313397AP6  01/14/09  08/14/08       98.882               11.18
313397AQ4  01/15/09  02/14/08       97.919               20.81
313397AR2  01/16/09  09/30/08       99.157                8.43
313397AV3  01/20/09  06/24/08       98.461               15.39
313397AW1  01/21/09  10/03/08       99.266                7.34
313397AX9  01/22/09  02/13/08       97.888               21.12
313397AY7  01/23/09  02/20/08       97.803               21.97
313397BB6  01/26/09  06/25/08       98.411               15.89
313397BC4  01/27/09  07/03/08       98.579               14.21
313397BD2  01/28/09  06/17/08       98.363               16.37
313397BE0  01/29/09  09/02/08       98.854               11.46
313397BF7  01/30/09  03/06/08       98.213               17.87
313397BJ9  02/02/09  02/04/08       97.444               25.56
313397BK6  02/03/09  07/24/08       98.545               14.55
313397BL4  02/04/09  09/25/08       98.951               10.49
313397BM2  02/05/09  08/27/08       98.731               12.69
313397BN0  02/06/09  08/27/08       98.752               12.48
313397BR1  02/09/09  08/11/08       98.631               13.69
313397BS9  02/10/09  08/29/08       98.730               12.70
313397BT7  02/11/09  09/09/08       99.010                9.90
313397BU4  02/12/09  08/29/08       98.715               12.85
313397BV2  02/13/09  07/31/08       98.566               14.34
313397BZ3  02/17/09  04/14/08       98.206               17.94
313397CA7  02/18/09  10/03/08       98.942               10.58
313397CB5  02/19/09  10/16/08       99.178                8.22
313397CC3  02/20/09  04/15/08       98.264               17.36
313397CF6  02/23/09  05/22/08       98.253               17.47
313397CG4  02/24/09  04/22/08       98.220               17.80
313397CH2  02/25/09  08/05/08       98.464               15.36
313397CJ8  02/26/09  04/09/08       98.170               18.30
313397CK5  02/27/09  03/26/08       98.103               18.97
313397CN9  03/02/09  03/03/08       97.787               22.13
313397CP4  03/03/09  10/30/08       99.225                7.75
313397CQ2  03/04/09  08/19/08       98.506               14.94
313397CR0  03/05/09  10/31/08       99.264                7.36
313397CS8  03/06/09  10/29/08       99.076                9.24





                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313397CV1  03/09/09  05/15/08       98.138               18.62
313397CW9  03/10/09  10/03/08       98.837               11.63
313397CX7  03/11/09  10/03/08       98.830               11.70
313397CY5  03/12/09  05/01/08       98.189               18.11
313397CZ2  03/13/09  05/22/08       98.123               18.77
313397DC2  03/16/09  09/10/08       98.785               12.15
313397DD0  03/17/09  10/22/08       98.966               10.34
313397DE8  03/18/09  10/27/08       98.915               10.85
313397DF5  03/19/09  09/10/08       98.728               12.72
313397DG3  03/20/09  10/30/08       99.080                9.20
313397DK4  03/23/09  06/06/08       98.075               19.25
313397DL2  03/24/09  06/24/08       97.937               20.63
313397DM0  03/25/09  06/19/08       97.892               21.08
313397DN8  03/26/09  06/05/08       98.065               19.35
313397DP3  03/27/09  06/19/08       97.877               21.23
313397DS7  03/30/09  03/31/08       97.877               21.23
313397DT5  03/31/09  06/25/08       97.869               21.31
313397DU2  04/01/09  07/15/08       98.194               18.06
313397DV0  04/02/09  11/04/08       99.296                7.04
313397DW8  04/03/09  04/30/08       97.897               21.03
313397DZ1  04/06/09  04/18/08       97.990               20.10
313397EA5  04/07/09  10/23/08       98.732               12.68
313397EB3  04/08/09  09/25/08       98.413               15.87
313397EC1  04/09/09  04/17/08       97.927               20.73
313397ED9  04/10/09  04/21/08       97.965               20.35
313397EG2  04/13/09  06/16/08       97.768               22.32
313397EH0  04/14/09  10/06/08       98.707               12.93
313397EJ6  04/15/09  10/06/08       98.859               11.41
313397EK3  04/16/09  07/02/08       97.968               20.32
313397EL1  04/17/09  05/16/08       97.825               21.75
313397EP2  04/20/09  10/14/08       98.950               10.50
313397EQ0  04/21/09  11/14/08       99.408                5.92
313397ER8  04/22/09  10/16/08       98.590               14.10
313397ES6  04/23/09  10/10/08       98.911               10.89
313397ET4  04/24/09  11/20/08       99.419                5.81
313397EW7  04/27/09  04/28/08       97.624               23.76
313397EX5  04/28/09  12/02/08       99.571                4.29
313397EY3  04/29/09  12/30/08       99.960                0.40
313397EZ0  04/30/09  11/24/08       99.477                5.23
313397FA4  05/01/09  09/09/08       98.486               15.14
313397FD8  05/04/09  05/16/08       97.748               22.52
313397FE6  05/05/09  11/20/08       99.424                5.76
313397FF3  05/06/09  11/20/08       99.420                5.80
313397FG1  05/07/09  10/23/08       98.503               14.97
313397FH9  05/08/09  05/14/08       97.736               22.64
313397FL0  05/11/09  11/10/08       99.267                7.33
313397FM8  05/12/09  11/25/08       99.463                5.37
313397FN6  05/13/09  11/25/08       99.460                5.40





                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313397FP1  05/14/09  01/22/09       99.882                1.18
313397FQ9  05/15/09  06/18/08       97.481               25.19
313397FT3  05/18/09  10/31/08       98.718               12.82
313397FU0  05/19/09  10/30/08       98.604               13.96
313397FV8  05/20/09  10/21/08       98.330               16.70
313397FW6  05/21/09  06/05/08       97.618               23.82
313397FX4  05/22/09  06/03/08       97.607               23.93
313397GB1  05/26/09  05/27/08       97.462               25.38
313397GC9  05/27/09  10/30/08       98.549               14.51
313397GD7  05/28/09  11/18/08       99.072                9.28
313397GE5  05/29/09  06/26/08       97.444               25.56
313397GH8  06/01/09  11/18/08       99.052                9.48
313397GJ4  06/02/09  11/19/08       99.052                9.48
313397GK1  06/03/09  11/18/08       99.042                9.58
313397GL9  06/04/09  06/06/08       97.530               24.70
313397GM7  06/05/09  11/14/08       99.098                9.02
313397GQ8  06/08/09  11/05/08       99.044                9.56
313397GR6  06/09/09  12/30/08       99.857                1.43
313397GS4  06/10/09  11/28/08       99.407                5.93
313397GT2  06/11/09  12/30/08       99.855                1.45
313397GU9  06/12/09  11/06/08       99.031                9.69
313397GX3  06/15/09  11/17/08       99.008                9.92
313397GY1  06/16/09  02/26/09       99.884                1.16
313397GZ8  06/17/09  11/20/08       99.013                9.87
313397HA2  06/18/09  12/09/08       99.724                2.76
313397HB0  06/19/09  09/29/08       97.845               21.55
313397HE4  06/22/09  06/23/08       97.017               29.83
313397HF1  06/23/09  10/30/08       98.361               16.39
313397HG9  06/24/09  11/26/08       99.258                7.42
313397HH7  06/25/09  10/31/08       98.486               15.14
313397HJ3  06/26/09  11/04/08       98.665               13.35
313397HM6  06/29/09  11/03/08       98.479               15.21
313397HN4  06/30/09  10/21/08       97.970               20.30
313397HP9  07/01/09  07/29/08       97.379               26.21
313397HQ7  07/02/09  07/30/08       97.435               25.65
313397HU8  07/06/09  09/29/08       97.783               22.17
313397HV6  07/07/09  11/13/08       98.820               11.80
313397HW4  07/08/09  11/13/08       98.815               11.85
313397HX2  07/09/09  11/25/08       99.121                8.79
313397HY0  07/10/09  10/31/08       98.250               17.50
313397JB8  07/13/09  01/12/09       99.834                1.66
313397JC6  07/14/09  02/11/09       99.771                2.29
313397JD4  07/15/09  02/27/09       99.847                1.53
313397JE2  07/16/09  03/11/09       99.869                1.31
313397JF9  07/17/09  05/11/09       99.968                0.32
313397JJ1  07/20/09  07/21/08       96.926               30.74
313397JK8  07/21/09  12/16/08       99.699                3.01
313397JL6  07/22/09  02/10/09       99.730                2.70





                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313397JM4  07/23/09  02/10/09       99.728                2.72
313397JN2  07/24/09  08/12/08       97.309               26.91
313397JR3  07/27/09  12/30/08       99.768                2.32
313397JS1  07/28/09  12/09/08       99.602                3.98
313397JT9  07/29/09  02/26/09       99.788                2.12
313397JU6  07/30/09  02/10/09       99.717                2.83
313397JV4  07/31/09  09/29/08       97.585               24.15
313397JY8  08/03/09  11/07/08       98.543               14.57
313397JZ5  08/04/09  02/23/09       99.775                2.25
313397KA8  08/05/09  02/26/09       99.769                2.31
313397KB6  08/06/09  02/24/09       99.765                2.35
313397KC4  08/07/09  09/04/08       97.398               26.02
313397KF7  08/10/09  12/01/08       99.020                9.80
313397KG5  08/11/09  12/02/08       98.985               10.15
313397KH3  08/12/09  12/09/08       99.542                4.58
313397KJ9  08/13/09  12/02/08       98.977               10.23
313397KK6  08/14/09  12/02/08       98.973               10.27
313397KN0  08/17/09  08/18/08       97.027               29.73
313397KP5  08/18/09  03/10/09       99.790                2.10
313397KQ3  08/19/09  02/03/09       99.694                3.06
313397KR1  08/20/09  03/31/09       99.894                1.06
313397KS9  08/21/09  09/25/08       97.479               25.21
313397KV2  08/24/09  02/23/09       99.698                3.02
313397KW0  08/25/09  01/14/09       99.765                2.35
313397KX8  08/26/09  01/27/09       99.707                2.93
313397KY6  08/27/09  01/26/09       99.704                2.96
313397KZ3  08/28/09  12/31/08       99.667                3.33
313397LC3  08/31/09  11/07/08       98.391               16.09
313397LD1  09/01/09  12/30/08       99.612                3.88
313397LE9  09/02/09  12/30/08       99.611                3.89
313397LF6  09/03/09  12/31/08       99.693                3.07
313397LG4  09/04/09  01/08/09       99.668                3.32
313397LL3  09/08/09  12/18/08       99.670                3.30
313397LM1  09/09/09  12/19/08       99.633                3.67
313397LN9  09/10/09  12/31/08       99.684                3.16
313397LP4  09/11/09  01/29/09       99.656                3.44
313397LS8  09/14/09  09/15/08       97.321               26.79
313397LT6  09/15/09  12/02/08       98.764               12.36
313397LU3  09/16/09  12/30/08       99.588                4.12
313397LV1  09/17/09  12/30/08       99.587                4.13
313397LW9  09/18/09  12/31/08       99.674                3.26
313397LZ2  09/21/09  12/30/08       99.580                4.20
313397MA6  09/22/09  02/10/09       99.633                3.67
313397MB4  09/23/09  01/14/09       99.685                3.15
313397MC2  09/24/09  01/14/09       99.684                3.16
313397MD0  09/25/09  12/31/08       99.601                3.99
313397MG3  09/28/09  03/02/09       99.638                3.62
313397MH1  09/29/09  02/12/09       99.555                4.45





                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313397MJ7  09/30/09  12/04/08       98.875               11.25
313397MK4  10/01/09  05/15/09       99.911                0.89
313397ML2  10/02/09  06/01/09       99.928                0.72
313397MP3  10/05/09  01/14/09       99.633                3.67
313397MQ1  10/06/09  02/02/09       99.563                4.37
313397MR9  10/07/09  03/02/09       99.617                3.83
313397MS7  10/08/09  01/20/09       99.601                3.99
313397MT5  10/09/09  01/15/09       99.607                3.93
313397MX6  10/13/09  10/14/08       96.967               30.33
313397MY4  10/14/09  11/06/08       98.148               18.52
313397MZ1  10/15/09  11/07/08       98.148               18.52
313397NA5  10/16/09  03/03/09       99.603                3.97
313397ND9  10/19/09  02/27/09       99.584                4.16
313397NE7  10/20/09  03/12/09       99.642                3.58
313397NF4  10/21/09  02/27/09       99.580                4.20
313397NG2  10/22/09  02/10/09       99.570                4.30
313397NH0  10/23/09  10/23/08       97.060               29.40
313397NL1  10/26/09  01/07/09       99.448                5.52
313397NM9  10/27/09  03/19/09       99.753                2.47
313397NN7  10/28/09  03/25/09       99.747                2.53
313397NP2  10/29/09  03/19/09       99.714                2.86
313397NQ0  10/30/09  03/05/09       99.522                4.78
313397NT4  11/02/09  11/13/08       97.984               20.16
313397NU1  11/03/09  02/13/09       99.379                6.21
313397NV9  11/04/09  05/28/09       99.880                1.20
313397NW7  11/05/09  02/05/09       99.431                5.69
313397NX5  11/06/09  04/24/09       99.853                1.47
313397PA3  11/09/09  11/10/08       97.897               21.03
313397PB1  11/10/09  06/11/09       99.890                1.10
313397PD7  11/12/09  03/27/09       99.713                2.87
313397PE5  11/13/09  12/04/08       98.519               14.81
313397PH8  11/16/09  01/12/09       99.572                4.28
313397PJ4  11/17/09  01/15/09       99.490                5.10
313397PK1  11/18/09  12/03/08       98.347               16.53
313397PL9  11/19/09  12/04/08       98.493               15.07
313397PM7  11/20/09  12/02/08       98.333               16.67
313397PQ8  11/23/09  03/03/09       99.463                5.37
313397PR6  11/24/09  03/05/09       99.465                5.35
313397PS4  11/25/09  12/11/08       99.321                6.79
313397PU9  11/27/09  06/30/09       99.892                1.08
313397PX3  11/30/09  06/01/09       99.861                1.39
313397PY1  12/01/09  04/01/09       99.695                3.05
313397PZ8  12/02/09  06/26/09       99.881                1.19
313397QA2  12/03/09  06/22/09       99.868                1.32
313397QB0  12/04/09  01/08/09       99.404                5.96
313397QE4  12/07/09  12/08/08       98.840               11.60
313397QF1  12/08/09  06/29/09       99.879                1.21
313397QG9  12/09/09  07/15/09       99.890                1.10




                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313397QH7  12/10/09  06/22/09       99.858                1.42
313397QJ3  12/11/09  05/28/09       99.847                1.53
313397QM6  12/14/09  04/15/09       99.717                2.83
313397QN4  12/15/09  05/13/09       99.820                1.80
313397QP9  12/16/09  07/10/09       99.890                1.10
313397QQ7  12/17/09  04/29/09       99.807                1.93
313397QR5  12/18/09  04/23/09       99.774                2.26
313397QU8  12/21/09  01/05/09       99.174                8.26
313397QV6  12/22/09  02/10/09       99.300                7.00
313397QW4  12/23/09  01/06/09       99.191                8.09
313397QX2  12/24/09  01/06/09       99.188                8.12
313397RB9  12/28/09  01/14/09       99.391                6.09
313397RC7  12/29/09  01/23/09       99.292                7.08
313397RD5  12/30/09  01/13/09       99.386                6.14
313397RE3  12/31/09  01/06/09       99.172                8.28





                               Section III-F



                FEDERAL AGRICULTURAL MORTGAGE CORPORATION
                    Short-Term Obligations Issued at a
                      Discount and Maturing in 2009

                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LAB4  01/02/09  07/17/08       98.812              11.88
31315LAE8  01/05/09  12/30/08       99.999               0.01
31315LAF5  01/06/09  10/08/08       99.568               4.32
31315LAG3  01/07/09  10/28/08       99.570               4.30
31315LAH1  01/08/09  10/10/08       99.543               4.57
31315LAJ7  01/09/09  01/02/09       99.999               0.01
31315LAM0  01/12/09  10/08/08       99.552               4.48
31315LAN8  01/13/09  10/22/08       99.474               5.26
31315LAP3  01/14/09  10/20/08       99.479               5.21
31315LAQ1  01/15/09  10/17/08       99.393               6.07
31315LAV0  01/20/09  07/11/08       98.665              13.35
31315LAW8  01/21/09  10/27/08       99.431               5.69
31315LAX6  01/22/09  12/24/08       99.988               0.12
31315LAY4  01/23/09  01/16/09       99.999               0.01
31315LBE7  01/29/09  10/28/08       99.346               6.54
31315LBF4  01/30/09  07/09/08       98.588              14.12
31315LBM9  02/05/09  01/09/09       99.992               0.08
31315LBR8  02/09/09  01/08/09       99.990               0.10
31315LBS6  02/10/09  02/05/09       99.999               0.01
31315LBV9  02/13/09  11/13/08       99.762               2.38
31315LBZ0  02/17/09  02/06/09       99.995               0.05
31315LCA4  02/18/09  08/18/08       98.605              13.95
31315LCB2  02/19/09  01/23/09       99.984               0.16
31315LCC0  02/20/09  08/28/08       98.616              13.84
31315LCF3  02/23/09  02/12/09       99.994               0.06
31315LCG1  02/24/09  02/06/09       99.990               0.10
31315LCH9  02/25/09  01/21/09       99.978               0.22
31315LCJ5  02/26/09  11/18/08       99.697               3.03
31315LCK2  02/27/09  05/23/08       98.188              18.12
31315LCN6  03/02/09  01/29/09       99.980               0.20
31315LCP1  03/03/09  11/25/08       99.774               2.26
31315LCR7  03/05/09  02/03/09       99.983               0.17
31315LCS5  03/06/09  02/19/09       99.991               0.09
31315LCV8  03/09/09  03/02/09       99.997               0.03
31315LCX4  03/11/09  01/15/09       99.964               0.36
31315LCY2  03/12/09  11/18/08       99.611               3.89
31315LCZ9  03/13/09  11/13/08       99.623               3.77
31315LDC9  03/16/09  01/08/09       99.970               0.30
31315LDF2  03/19/09  03/05/09       99.993               0.07
31315LDG0  03/20/09  03/10/09       99.996               0.04
31315LDK1  03/23/09  03/24/08       98.049              19.51
31315LDM7  03/25/09  03/12/09       99.995               0.05
31315LDN5  03/26/09  03/13/09       99.997               0.03
31315LDP0  03/27/09  11/10/08       99.570               4.30





                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LDS4  03/30/09  01/05/09       99.960               0.40
31315LDT2  03/31/09  12/24/08       99.906               0.94
31315LDU9  04/01/09  10/10/08       98.784              12.16
31315LDV7  04/02/09  12/12/08       99.935               0.65
31315LDW5  04/03/09  03/05/09       99.982               0.18
31315LDZ8  04/06/09  04/03/09       99.999               0.01
31315LEB0  04/08/09  01/12/09       99.945               0.55
31315LEC8  04/09/09  03/31/09       99.999               0.01
31315LEG9  04/13/09  03/31/09       99.998               0.02
31315LEH7  04/14/09  04/02/09       99.996               0.04
31315LEJ3  04/15/09  04/01/09       99.995               0.05
31315LEK0  04/16/09  01/16/09       99.913               0.87
31315LEL8  04/17/09  04/08/09       99.996               0.04
31315LEP9  04/20/09  04/16/09       99.999               0.01
31315LEQ7  04/21/09  04/13/09       99.998               0.02
31315LER5  04/22/09  04/14/09       99.998               0.02
31315LES3  04/23/09  01/16/09       99.907               0.93
31315LEW4  04/27/09  01/26/09       99.891               1.09
31315LEY0  04/29/09  01/29/09       99.908               0.92
31315LEZ7  04/30/09  04/03/09       99.984               0.16
31315LFA1  05/01/09  02/11/09       99.910               0.90
31315LFD5  05/04/09  05/01/09       99.999               0.01
31315LFE3  05/05/09  04/24/09       99.997               0.03
31315LFF0  05/06/09  04/09/09       99.987               0.13
31315LFG8  05/07/09  04/03/09       99.977               0.23
31315LFH6  05/08/09  02/02/09       99.902               0.98
31315LFL7  05/11/09  04/30/09       99.997               0.03
31315LFM5  05/12/09  04/15/09       99.990               0.10
31315LFN3  05/13/09  04/30/09       99.997               0.03
31315LFQ6  05/15/09  11/07/08       99.171               8.29
31315LFT0  05/18/09  05/08/09       99.996               0.04
31315LFW3  05/21/09  02/23/09       99.899               1.01
31315LGB8  05/26/09  04/01/09       99.966               0.34
31315LGD4  05/28/09  02/26/09       99.894               1.06
31315LGE2  05/29/09  05/19/09       99.997               0.03
31315LGH5  06/01/09  03/02/09       99.901               0.99
31315LGJ1  06/02/09  05/18/09       99.995               0.05
31315LGK8  06/03/09  03/04/09       99.906               0.94
31315LGL6  06/04/09  06/04/08       97.435              25.65
31315LGM4  06/05/09  05/26/09       99.996               0.04
31315LGQ5  06/08/09  06/05/09       99.998               0.02
31315LGT9  06/11/09  03/06/09       99.903               0.97
31315LGU6  06/12/09  05/12/09       99.983               0.17
31315LGX0  06/15/09  06/12/09       99.999               0.01
31315LGY8  06/16/09  06/03/09       99.995               0.05
31315LHA9  06/18/09  04/01/09       99.942               0.58
31315LHB7  06/19/09  06/11/09       99.997               0.03
31315LHE1  06/22/09  06/19/09       99.999               0.01





                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LHF8  06/23/09  05/19/09       99.983               0.17
31315LHG6  06/24/09  05/29/09       99.988               0.12
31315LHH4  06/25/09  11/19/08       98.892              11.08
31315LHM3  06/29/09  04/03/09       99.930               0.70
31315LHN1  06/30/09  03/02/09       99.853               1.47
31315LHP6  07/01/09  04/02/09       99.930               0.70
31315LHQ4  07/02/09  06/02/09       99.988               0.12
31315LHU5  07/06/09  11/18/08       98.767              12.33
31315LHV3  07/07/09  06/11/09       99.988               0.12
31315LHX9  07/09/09  06/24/09       99.993               0.07
31315LHY7  07/10/09  04/17/09       99.951               0.49
31315LJB5  07/13/09  06/15/09       99.987               0.13
31315LJC3  07/14/09  06/05/09       99.982               0.18
31315LJD1  07/15/09  06/03/09       99.985               0.15
31315LJE9  07/16/09  04/20/09       99.949               0.51
31315LJJ8  07/20/09  07/08/09       99.995               0.05
31315LJK5  07/21/09  07/13/09       99.996               0.04
31315LJM1  07/23/09  04/21/09       99.948               0.52
31315LJR0  07/27/09  04/24/09       99.950               0.50
31315LJU3  07/30/09  04/28/09       99.954               0.46
31315LJV1  07/31/09  01/12/09       99.783               2.17
31315LJY5  08/03/09  11/17/08       98.611              13.89
31315LKA5  08/05/09  02/05/09       99.703               2.97
31315LKB3  08/06/09  07/27/09       99.996               0.04
31315LKC1  08/07/09  02/06/09       99.702               2.98
31315LKF4  08/10/09  05/11/09       99.937               0.63
31315LKJ6  08/13/09  05/19/09       99.950               0.50
31315LKN7  08/17/09  02/19/09       99.687               3.13
31315LKP2  08/18/09  08/05/09       99.994               0.06
31315LKQ0  08/19/09  08/10/09       99.997               0.03
31315LKR8  08/20/09  05/19/09       99.935               0.65
31315LKS6  08/21/09  07/21/09       99.985               0.15
31315LKV9  08/24/09  08/10/09       99.995               0.05
31315LKW7  08/25/09  02/25/09       99.683               3.17
31315LKX5  08/26/09  05/19/09       99.931               0.69
31315LKY3  08/27/09  08/21/09       99.998               0.02
31315LLC0  08/31/09  08/24/09       99.998               0.02
31315LLD8  09/01/09  08/07/09       99.988               0.12
31315LLF3  09/03/09  06/05/09       99.955               0.45
31315LLG1  09/04/09  08/06/09       99.986               0.14
31315LLL0  09/08/09  08/28/09       99.997               0.03
31315LLN6  09/10/09  09/01/09       99.997               0.03
31315LLP1  09/11/09  08/13/09       99.986               0.14
31315LLS5  09/14/09  08/19/09       99.989               0.11
31315LLT3  09/15/09  09/04/09       99.997               0.03
31315LLU0  09/16/09  09/09/09       99.998               0.02
31315LLV8  09/17/09  06/23/09       99.943               0.57
31315LLZ9  09/21/09  09/17/09       99.999               0.01





                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LMA3  09/22/09  09/15/09       99.998               0.02
31315LMB1  09/23/09  06/24/09       99.937               0.63
31315LMC9  09/24/09  06/30/09       99.952               0.48
31315LMD7  09/25/09  11/20/08       98.515              14.85
31315LMG0  09/28/09  09/21/09       99.998               0.02
31315LMH8  09/29/09  08/28/09       99.986               0.14
31315LMK1  10/01/09  10/15/08       97.046              29.54
31315LML9  10/02/09  10/30/08       97.491              25.09
31315LMP0  10/05/09  09/24/09       99.997               0.03
31315LMQ8  10/06/09  07/08/09       99.945               0.55
31315LMR6  10/07/09  09/28/09       99.999               0.01
31315LMT2  10/09/09  07/21/09       99.953               0.47
31315LMX3  10/13/09  09/11/09       99.988               0.12
31315LMY1  10/14/09  10/05/09       99.999               0.01
31315LMZ8  10/15/09  07/16/09       99.939               0.61
31315LNA2  10/16/09  01/05/09       99.385               6.15
31315LND6  10/19/09  07/10/09       99.935               0.65
31315LNE4  10/20/09  07/20/09       99.939               0.61
31315LNG9  10/22/09  07/21/09       99.938               0.62
31315LNL8  10/26/09  09/29/09       99.996               0.04
31315LNM6  10/27/09  10/13/09       99.997               0.03
31315LNN4  10/28/09  10/15/09       99.997               0.03
31315LNP9  10/29/09  07/29/09       99.944               0.56
31315LNU8  11/03/09  10/01/09       99.993               0.07
31315LNV6  11/04/09  10/22/09       99.997               0.03
31315LNW4  11/05/09  08/13/09       99.953               0.47
31315LNX2  11/06/09  11/19/08       98.005              19.95
31315LPA0  11/09/09  10/27/09       99.998               0.02
31315LPB8  11/10/09  10/01/09       99.991               0.09
31315LPE2  11/13/09  08/17/09       99.944               0.56
31315LPJ1  11/17/09  11/10/09       99.998               0.02
31315LPK8  11/18/09  02/19/09       99.350               6.50
31315LPL6  11/19/09  10/22/09       99.992               0.08
31315LPM4  11/20/09  08/21/09       99.952               0.48
31315LPQ5  11/23/09  11/12/09       99.997               0.03
31315LPR3  11/24/09  10/28/09       99.994               0.06
31315LPS1  11/25/09  08/24/09       99.948               0.52
31315LPX0  11/30/09  10/29/09       99.994               0.06
31315LPY8  12/01/09  11/20/09       99.998               0.02
31315LPZ5  12/02/09  11/24/09       99.998               0.02
31315LQB7  12/04/09  09/11/09       99.963               0.37
31315LQE1  12/07/09  12/04/09       99.999               0.01
31315LQG6  12/09/09  12/01/09       99.998               0.02
31315LQJ0  12/11/09  11/05/09       99.992               0.08
31315LQM3  12/14/09  12/03/09       99.998               0.02
31315LQN1  12/15/09  12/03/09       99.998               0.02
31315LQQ4  12/17/09  09/18/09       99.970               0.30
31315LQR2  12/18/09  12/19/08       99.161               8.39





                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LQU5  12/21/09  10/06/09       99.975               0.25
31315LQV3  12/22/09  09/25/09       99.966               0.34
31315LQW1  12/23/09  12/23/08       99.108               8.92
31315LRB6  12/28/09  12/14/09       99.998               0.02
31315LRC4  12/29/09  11/19/09       99.993               0.07
31315LRD2  12/30/09  10/05/09       99.969               0.31



                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LAR9  01/16/09  01/14/09       99.9997                0.003
31315LBB3  01/26/09  01/23/09       99.9997                0.003
31315LBC1  01/27/09  01/26/09       99.9999                0.001
31315LBD9  01/28/09  01/27/09       99.9999                0.001
31315LBJ6  02/02/09  01/30/09       99.9997                0.003
31315LBK3  02/03/09  02/02/09       99.9999                0.001
31315LBL1  02/04/09  02/03/09       99.9999                0.001
31315LBN7  02/06/09  02/05/09       99.9998                0.002
31315LBT4  02/11/09  02/10/09       99.9996                0.004
31315LBU1  02/12/09  02/11/09       99.9995                0.005
31315LCQ9  03/04/09  03/03/09       99.9996                0.004
31315LCW6  03/10/09  03/09/09       99.9996                0.004
31315LDD7  03/17/09  03/16/09       99.9998                0.002
31315LDE5  03/18/09  03/17/09       99.9998                0.002
31315LDL9  03/24/09  03/23/09       99.9997                0.003
31315LEA2  04/07/09  04/06/09       99.9998                0.002
31315LET1  04/24/09  04/23/09       99.9998                0.002
31315LEX2  04/28/09  04/27/09       99.9997                0.003
31315LFP8  05/14/09  05/13/09       99.9996                0.004
31315LFU7  05/19/09  05/18/09       99.9997                0.003
31315LFV5  05/20/09  05/19/09       99.9997                0.003
31315LFX1  05/22/09  05/21/09       99.9997                0.003
31315LGC6  05/27/09  05/26/09       99.9997                0.003
31315LGR3  06/09/09  06/08/09       99.9996                0.004
31315LGS1  06/10/09  06/09/09       99.9996                0.004
31315LGZ5  06/17/09  06/16/09       99.9996                0.004
31315LHJ0  06/26/09  06/25/09       99.9998                0.002
31315LHW1  07/08/09  07/07/09       99.9997                0.003
31315LJF6  07/17/09  07/16/09       99.9997                0.003
31315LJL3  07/22/09  07/21/09       99.9997                0.003
31315LJN9  07/24/09  07/23/09       99.9997                0.003
31315LJS8  07/28/09  07/27/09       99.9997                0.003
31315LJT6  07/29/09  07/28/09       99.9997                0.003
31315LJZ2  08/04/09  08/03/09       99.9997                0.003




                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2009
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LKG2  08/11/09  08/10/09       99.9996                0.004
31315LKH0  08/12/09  08/11/09       99.9997                0.003
31315LKK3  08/14/09  08/13/09       99.9997                0.003
31315LKZ0  08/28/09  08/27/09       99.9998                0.002
31315LLE6  09/02/09  09/01/09       99.9997                0.003
31315LLM8  09/09/09  09/08/09       99.9997                0.003
31315LLW6  09/18/09  09/17/09       99.9998                0.002
31315LMJ4  09/30/09  09/29/09       99.9999                0.001
31315LMS4  10/08/09  10/07/09       99.9999                0.001
31315LNF1  10/21/09  10/19/09       99.9995                0.005
31315LNH7  10/23/09  10/22/09       99.9998                0.002
31315LNQ7  10/30/09  10/29/09       99.9999                0.001
31315LNT1  11/02/09  10/30/09       99.9996                0.004
31315LPD4  11/12/09  11/10/09       99.9996                0.004
31315LPH5  11/16/09  11/13/09       99.9996                0.004
31315LQA9  12/03/09  12/02/09       99.9998                0.002
31315LQF8  12/08/09  12/07/09       99.9998                0.002
31315LQH4  12/10/09  12/08/09       99.9997                0.003
31315LQP6  12/16/09  12/15/09       99.9998                0.002



                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    

                                               



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