SECTION I-A                                                                                                                                                       
    This section reflects publicly traded corporate debt instruments (mostly long term) originally issued at a discount after May 27, 1969,                        
and before January 1, 1985.  Debt instruments which matured or were entirely called before 2014 are not included. See Section I-B for corporate                    
discount debt instruments issued after 1984.                                                                                                                       
    CAUTION:  The following OID information supersedes previously published information.  Numbers may vary from previous editions because of                       
rounding or updated information.                                                                                                                                   
                                                                                                                                             OID per               
                                                                                                         Daily OID per $1,000               $1,000 of              
                                                                                                          of Maturity Value                 Maturity               
                                                               Issue Price   Annual                    for Each Accrual Period              Value for              
                                                               (Percent of   Stated      Total      -------------------------------       Calendar Year            
                                           Issue    Maturity    Principal   Interest     OID to     2014 1st    2014 2nd   2015 2nd       ---------------          
Name of Issuer               CUSIP No.     Date       Date       Amount)      Rate       1/1/14      Period     2015 1st    Period        2014       2015          
______________               _________   ________   ________   ___________   _______   _________    ________    ________   ________      ______     ______         
                                                                                                                                                                   
Fannie Mae                   313586QR3   07/05/84   07/05/14       3.625      0.000      910.69     0.286802                             53.06                     
Fannie Mae                   313586RC5   10/09/84   10/09/19       3.200      0.000      535.48     0.156936    0.173154   0.190526      58.64      64.66          
Sallie Mae                   863871AM1   10/03/84   10/03/22       2.734      0.000      409.46     0.116052    0.127582   0.139874      43.40      47.67          

 




SECTION I-B                                                                                                                                                            
    This section reflects publicly traded corporate debt instruments (mostly long term) originally issued at a discount after December 31, 1984.                       
Debt instruments which matured or were entirely called before 2014 are not included.  See Section I-A for corporate discount debt instruments                          
issued before 1985.                                                                                                                                                    
    CAUTION:  The following OID information supersedes previously published information.  Numbers may vary from previous editions because of                           
rounding or updated information.                                                                                                                                       
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
ABN Amro Bank N.V.       00079FBH4 07/16/03 01/16/14    100.000     0.000    4.1274              0.172505                                                 2.59         
ABN Amro Bank N.V.       00079FHN5 01/13/05 01/13/20    100.000    VARIES    4.7500              0.131766   0.132158   0.132560   0.132971  0.133066     47.64    47.88
Adams 12 Five Star SCH   006449EC2 12/22/11 12/15/14     94.659     0.000    1.8500    35.97     0.050452   0.050919                                     17.44         
Adams 12 Five Star SCH   006449ED0 12/22/11 12/15/15     91.478     0.000    2.2501    42.41     0.059769   0.060442   0.061122   0.061809               21.66    21.15
Advanced Medical Optics  00763MAF5 06/22/04 07/15/24    100.000    VARIES    7.7883              0.359264   0.369793   0.380645   0.391918  0.403631    134.78   142.88
Advanced Medical Optics  00763MAG3 06/22/04 07/15/24    100.000    VARIES    7.7883              0.359264   0.369793   0.380645   0.391918  0.403631    134.78   142.88
Advanced Medical Optics  00763MAK4 06/13/06 08/01/26    100.000    VARIES    7.9982              0.314142   0.328530   0.332566   0.347222  0.350915    120.08   126.85
Advanced Medical Optics  00763MAL2 06/13/06 08/01/26    100.000    VARIES    7.9982              0.314142   0.328530   0.332566   0.347222  0.350915    120.08   126.85
Alliant Techsystems Inc. 018804AJ3 08/13/04 08/15/24*   100.000    VARIES    N/A                 0.288117   0.295259   0.302651                          67.34*        
Alliant Techsystems Inc. 018804AK0 08/13/04 08/15/24*   100.000    VARIES    N/A                 0.288117   0.295259   0.302651                          67.34*        
Alza Corporation         022615AC2 07/14/94 07/14/14     35.471     0.000    5.2499   617.91     0.138468   0.142103                                     27.38         
American Medical Systems 02744MAA6 06/27/06 07/01/36    100.000    VARIES    9.1005              0.405133   0.418956   0.433407   0.448517              148.34   158.75
American Medical Systems 02744MAB4 09/21/09 09/15/41    103.658    VARIES   14.0090              0.612351   0.647461   0.685030   0.725230  0.768246    234.47   262.67
Amgen Inc.               031162AK6 03/01/05 03/01/32     72.947    VARIES    4.4729              0.132008   0.134961   0.137979   0.141065  0.144220     48.77    50.98
Anixter, Inc.            035287AC5 03/11/09 03/15/14     92.625    10.000   12.0007    69.87     0.052430                                                 3.88         
Anoka CNTY HSG & REDEV   03622CAA3 12/15/10 05/01/17     97.561     8.000    8.5032    10.05     0.010444   0.010888   0.011351   0.011834  0.012337      3.89     4.23
Anoka City, MN           03633CAA0 11/30/11 11/01/16     97.000     6.750    7.4901    11.43     0.016489   0.017107   0.017747   0.018412  0.019102      6.12     6.59
Anoka City, MN           03633CAB8 11/30/11 11/01/15     97.000     6.500    7.3954    14.92     0.021511   0.022306   0.023131   0.023986                7.98     7.09
Apria Healthcare Group   037933AA6 08/20/03 09/01/33    100.000    VARIES    8.6241              0.430959   0.444989   0.459623   0.474889  0.490813    161.11   171.96
Apria Healthcare Group   037933AB4 08/20/03 09/01/33    100.000    VARIES    8.6241              0.430959   0.444989   0.459623   0.474889  0.490813    161.11   171.96
Ardagh MP Holdings Inc.  03968XAA9 01/26/12 10/15/20     96.356     9.125    9.7549     5.70     0.008984   0.009422   0.009881   0.010363  0.010869      3.38     3.72
Ares Capital Corporation 04010LAK9 07/19/13 01/15/19     98.500     4.375    4.6881     1.09     0.006744   0.006899   0.007061   0.007226  0.007395      2.51     2.63
Republic of Argentina    040114BD1 03/01/99 03/01/29     75.576     8.875    N/A                 0.025170   0.025167   0.025165   0.025162  0.025159      9.06     9.06
Republic of Argentina    040114GA2 06/15/00 06/15/15     91.700    11.750   13.0226    66.62     0.029257   0.031162   0.033191                          10.94     5.44
Republic of Argentina    040114GB0 07/21/00 07/21/30     80.144    10.250   12.8669    20.98     0.008726   0.009288   0.009885   0.010521  0.011198      3.43     3.88
Republic of Argentina    040114GG9 06/19/01 06/19/18     75.375     0.000    N/A                 0.691805   0.694124   0.704530   0.707727  0.715301    253.10   257.88
Republic of Argentina    040114GH7 06/19/01 06/19/31     75.250    12.000    N/A                 0.600649   0.598099   0.602175   0.599726  0.600628    218.79   219.33
Aelington Indpt SD, TX   041826F78 06/26/13 02/15/15     99.111     0.000    0.5458     2.79     0.014711   0.014996   0.014792                           5.43      .67
Armstrong Cnty Ind Dev   04233KAB2 07/29/99 08/20/34      6.955     0.000    7.7498   138.72     0.043606   0.045295   0.047050   0.048874  0.050767     16.45    17.75
BRE Properties, Inc.     05564EBM7 04/04/14 01/15/23     94.166     3.375    4.1753                         0.015466   0.015648   0.015974  0.016308      4.16     5.80
BNP Paribas              05567LA31 09/30/09 03/30/15    100.000     0.000    3.2105              0.101300   0.102927   0.104579                          37.06     9.31
BNP Paribas              05567LB55 10/30/09 04/29/15    100.000     0.000    3.2308              0.102011   0.103659   0.105333                          37.23    12.43
BNP Paribas              05567LD53 03/03/10 03/03/15    100.000     0.000    3.0717              0.094934   0.096392   0.097873                          34.79     6.07
BNP Paribas              05567LE52 02/01/10 07/31/15    100.000     0.000    3.0492              0.092111   0.095066   0.094941   0.097987               34.59    20.58
BNP Paribas              05567LH67 04/30/10 10/30/15    100.000     0.000    0.3103              0.008714   0.008727   0.008741   0.008754                3.14     2.62
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
BNP Paribas              05567LYH4 03/31/09 03/31/14    100.000     0.000    2.9595              0.093829                                                 8.35         
BNP Paribas              05567LYQ4 04/30/09 04/30/15    100.000     0.000    2.9447              0.093299   0.094673   0.096067                          34.00    11.43
BNP Paribas              05567LZA8 05/27/09 05/27/14    100.000     0.000    3.6129              0.117905                                                17.21         
BNP Paribas              05567LZQ3 08/31/09 08/29/14    100.000     0.000    3.1719              0.098275   0.100382                                     23.97         
Ball Corporation         058498AN6 08/20/09 09/01/19*    97.414     7.375    7.7505     8.90     0.006611                                                  .06*        
Banco Macro S.A.         05963GAA6 12/18/06 12/18/16    100.000     9.750    9.7499              0.270833   0.270833   0.270833   0.270833  0.270833     97.50    97.50
Banco Macro S.A.         05963GAB4 12/18/06 12/18/16    100.000     9.750    9.7499              0.270833   0.270833   0.270833   0.270833  0.270833     97.50    97.50
Bank of America Corp.    06048UAC8 05/28/08 05/28/14    100.000     0.000    4.8120              0.173625                                                25.52         
Bank of America Corp.    06048UAD6 05/30/08 05/30/14    100.000     0.000    4.9682              0.180768                                                26.93         
Bank of America Corp.    06048UAE4 05/30/08 05/30/14    100.000     0.000    4.8414              0.174960                                                26.07         
Bank of America Corp.    06048UCT9 01/30/09 01/30/15    100.000     0.000    4.1274              0.137790   0.140634   0.143536                          50.98     4.16
Bank of America Corp.    06048UCU6 01/30/09 01/30/15    100.000     0.000    4.0392              0.134322   0.137035   0.139802                          49.67     4.05
Bank of America Corp.    06048WAH3 09/28/09 09/27/24*   100.000    VARIES    5.4085              0.151149   0.150699                                     40.12*        
Bank of America Corp.    06048WAJ9 10/21/09 10/21/14    100.000     1.000    4.6199              0.148489   0.151277                                     43.56         
Bank of America Corp.    06048WAN0 01/13/10 01/13/25*   100.000    VARIES    5.4890              0.145043                                                 1.74*        
Bank of America Corp.    06048WAU4 02/22/10 02/22/17    100.000    VARIES    4.7710              0.134697   0.134736   0.134537   0.134334  0.134002     48.48    48.33
Bank of America Corp.    06048WBD1 03/19/10 03/19/20    100.000    VARIES    5.5724              0.157318   0.157570   0.157613   0.157657  0.157520     56.71    56.74
Bank of America Corp.    06048WBG4 04/01/10 04/01/15    100.000     0.500    4.3270              0.137380   0.140052   0.142781                          50.42    12.85
Bank of America Corp.    06048WBN9 04/13/10 04/13/17    100.000    VARIES    5.0917              0.144875   0.144843   0.144508   0.144164  0.143566     52.12    51.89
Bank of America Corp.    06048WBP4 04/28/10 04/28/15    100.000     0.500    4.1699              0.131676   0.134132   0.136639                          48.16    15.99
Bank of America Corp.    06048WBQ2 05/03/10 05/03/17    100.000     5.020    5.0199              0.139444   0.139444   0.139444   0.139444  0.139444     50.20    50.20
Bank of America Corp.    06048WBT6 05/03/10 05/03/17    100.000    VARIES    4.8505              0.137191   0.137118   0.136914   0.136704  0.136302     49.36    49.22
Bank of America Corp.    06048WCB4 05/28/10 05/28/30    100.000    VARIES    5.5513              0.131479   0.131908   0.132350   0.132804  0.133270     47.44    47.76
Bank of America Corp.    06048WCC2 05/28/10 05/28/20    100.000    VARIES    5.2405              0.147699   0.147899   0.147935   0.147973  0.147847     53.22    53.26
Bank of America Corp.    06048WCJ7 06/24/10 06/24/30    100.000    VARIES    5.5091              0.139494   0.139751   0.140015   0.140286  0.140565     50.27    50.46
Bank of America Corp.    06048WCQ1 06/29/10 06/29/20    100.000    VARIES    5.5309              0.156070   0.156266   0.156274   0.156281  0.156141     56.22    56.26
Bank of America Corp.    06048WCS7 07/12/10 07/12/30    100.000    VARIES    5.8002              0.148542   0.148764   0.148992   0.149227  0.149469     53.59    53.76
Bank of America Corp.    06048WCU2 06/28/10 06/28/30    100.000    VARIES    5.8695              0.153689   0.153860   0.154037   0.154219  0.154407     55.36    55.49
Bank of America Corp.    06048WCY4 08/12/10 08/12/30    100.000    VARIES    5.3993              0.137746   0.137970   0.138201   0.138437  0.138680     49.69    49.86
Bank of America Corp.    06048WDG2 08/17/10 08/17/20    100.000    VARIES    2.4229              0.007580   0.007672   0.007765   0.007859  0.007954      2.77     2.83
Bank of America Corp.    06048WDJ6 08/18/10 08/18/17    100.000    VARIES    2.2826              0.007169   0.007251   0.007334   0.007417  0.007502      2.62     2.68
Bank of America Corp.    06048WDK3 08/25/10 08/25/20    100.000    VARIES    2.3834              0.007847   0.007941   0.008036   0.008131  0.008228      2.87     2.93
Bank of America Corp.    06048WDM9 09/03/10 09/03/20    100.000    VARIES    2.5928              0.012822   0.012988   0.013157   0.013327  0.013500      4.69     4.81
Bank of America Corp.    06048WDQ0 10/01/10 10/01/20    100.000     5.052    5.0519              0.140333   0.140333   0.140333   0.140333  0.140333     50.52    50.52
Bank of America Corp.    06048WDS6 09/08/10 09/08/15    100.000    VARIES    1.8483              0.008255   0.008331   0.008408   0.008486                3.00     2.09
Bank of America Corp.    06048WDT4 09/23/10 09/23/30    100.000    VARIES    5.3198              0.137018   0.137217   0.137420   0.137630  0.137844     49.40    49.55
Bank of America Corp.    06048WDU1 09/08/10 09/08/20    100.000    VARIES    2.4733              0.013643   0.013811   0.013982   0.014155  0.014330      4.98     5.10
Bank of America Corp.    06048WDW7 09/28/10 09/28/20    100.000    VARIES    2.6604              0.014093   0.014281   0.014471   0.014663  0.014858      5.14     5.28
Bank of America Corp.    06048WDZ0 09/28/10 09/28/20    100.000    VARIES    2.4632              0.009904   0.010026   0.010150   0.010275  0.010400      3.61     3.70
Bank of America Corp.    06048WEB2 09/28/10 09/28/20    100.000    VARIES    2.6493              0.014079   0.014265   0.014454   0.014646  0.014840      5.14     5.27
Bank of America Corp.    06048WEC0 09/28/10 09/28/15    100.000    VARIES    1.9786              0.013051   0.013180   0.013310   0.013441                4.75     3.58
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Bank of America Corp.    06048WEE6 10/14/10 10/15/30    100.000    VARIES    5.2016              0.130554   0.130814   0.131080   0.131354  0.131635     47.09    47.28
Bank of America Corp.    06048WEJ5 11/19/10 11/19/30    100.000    VARIES    5.6998              0.144589   0.144834   0.145086   0.145345  0.145611     52.12    52.30
Bank of America Corp.    06048WEL0 11/18/10 11/18/20    100.000    VARIES    2.5529              0.012627   0.012788   0.012952   0.013117  0.013284      4.59     4.71
Bank of America Corp.    06048WEP1 11/19/10 11/19/20    100.000    VARIES    2.4291              0.018044   0.018263   0.018485   0.018709  0.018936      6.55     6.71
Bank of America Corp.    06048WEQ9 11/30/10 11/30/20    100.000    VARIES    1.9846              0.009306   0.009398   0.009491   0.009585  0.009680      3.37     3.44
Bank of America Corp.    06048WER7 12/03/10 12/03/15    100.000    VARIES    1.8507              0.008053   0.008127   0.008203   0.008279                2.92     2.74
Bank of America Corp.    06048WES5 12/01/10 12/01/20    100.000    VARIES    2.5893              0.009496   0.009619   0.009743   0.009870  0.010000      3.45     3.54
Bank of America Corp.    06048WET3 12/15/10 12/15/30    100.000    VARIES    5.9911              0.149544   0.149837   0.150138   0.150449  0.150768     53.90    54.12
Bank of America Corp.    06048WEX4 12/10/10 12/10/20    100.000    VARIES    2.5961              0.009418   0.009540   0.009664   0.009789  0.009916      3.42     3.51
Bank of America Corp.    06048WEY2 01/13/11 01/13/31    100.000    VARIES    5.1716              0.135589   0.135733   0.135882   0.136034  0.136190     48.89    49.00
Bank of America Corp.    06048WFA3 01/14/11 01/14/21    100.000    VARIES    5.4019              0.149267   0.149310   0.149355   0.149400  0.149447     53.76    53.79
Bank of America Corp.    06048WFC9 01/31/11 01/31/17    100.000     0.000    4.4000              0.136273   0.139271   0.142335   0.145466  0.148667     50.51    52.76
Bank of America Corp.    06048WFE5 02/18/11 02/18/21    100.000    VARIES    5.5089              0.152366   0.152402   0.152439   0.152477  0.152516     54.87    54.90
Bank of America Corp.    06048WFG0 02/24/11 02/24/31    100.000    VARIES    5.9293              0.158205   0.158314   0.158425   0.158540  0.158658     57.00    57.08
Bank of America Corp.    06048WFJ4 03/04/11 03/04/31    100.000    VARIES    5.6398              0.148543   0.148682   0.148825   0.148972  0.149123     53.53    53.64
Bank of America Corp.    06048WFK1 02/25/11 02/25/21    100.000    VARIES    5.2649              0.145308   0.145360   0.145413   0.145468  0.145524     52.33    52.37
Bank of America Corp.    06048WFM7 03/11/11 03/11/21    100.000    VARIES    5.0284              0.142508   0.142351   0.142189   0.142024  0.141854     51.24    51.12
Bank of America Corp.    06048WFT2 03/31/11 03/31/21    100.000    VARIES    5.2101              0.146042   0.145969   0.145894   0.145818  0.145739     52.55    52.49
Bank of America Corp.    06048WFU9 03/29/11 03/29/21    100.000    VARIES    N/A                 0.008951   0.009055   0.009160   0.009266  0.009373      3.26     3.34
Bank of America Corp.    06048WFW5 04/12/11 04/12/21    100.000    VARIES    5.3401              0.149333   0.149278   0.149222   0.149164  0.149104     53.74    53.70
Bank of America Corp.    06048WGC8 05/27/11 05/27/31    100.000    VARIES    5.1374              0.133273   0.133442   0.133616   0.133794  0.133977     48.02    48.15
Bank of America Corp.    06048WGE4 06/14/11 06/14/21    100.000    VARIES    2.2369              0.060041   0.060170   0.060300   0.060432  0.060566     21.64    21.74
Bank of America Corp.    06048WGF1 06/16/11 06/16/23    100.000    VARIES    4.8973              0.135840   0.135849   0.135857   0.135866  0.135875     48.90    48.91
Bank of America Corp.    06048WGG9 06/27/11 06/27/31    100.000    VARIES    5.5241              0.143847   0.144014   0.144185   0.144360  0.144541     51.82    51.94
Bank of America Corp.    06048WGN4 07/07/11 07/07/21    100.000    VARIES    5.1061              0.141976   0.141969   0.141962   0.141954  0.141947     51.11    51.10
Bank of America Corp.    06048WGP9 06/28/11 06/28/21    100.000    VARIES    2.3482              0.014050   0.014215   0.014382   0.014551  0.014722      5.09     5.21
Bank of America Corp.    06048WGQ7 07/14/11 07/14/31    100.000    VARIES    5.5581              0.144620   0.144781   0.144947   0.145118  0.145293     52.15    52.27
Bank of America Corp.    06048WGR5 07/14/11 07/14/23    100.000    VARIES    5.1475              0.142239   0.142268   0.142298   0.142329  0.142360     51.22    51.24
Bank of America Corp.    06048WGU8 07/14/11 07/14/26    100.000    VARIES    5.3899              0.143073   0.143252   0.143437   0.143627  0.143822     51.60    51.74
Bank of America Corp.    06048WGZ7 08/15/11 08/15/31    100.000    VARIES    5.2773              0.136923   0.137087   0.137255   0.137428  0.137606     49.37    49.49
Bank of America Corp.    06048WHA1 08/15/11 08/15/23    100.000    VARIES    4.7456              0.131328   0.131348   0.131368   0.131389  0.131410     47.29    47.30
Bank of America Corp.    06048WHF0 08/26/11 08/26/31    100.000    VARIES    5.0293              0.129479   0.129657   0.129839   0.130026  0.130218     46.69    46.82
Bank of America Corp.    06048WHN3 09/30/11 09/30/31    100.000    VARIES    5.3141              0.136482   0.136670   0.136863   0.137062  0.137266     49.20    49.34
Bank of America Corp.    06048WJA9 11/04/11 11/04/31    100.000    VARIES    5.9879              0.156481   0.156637   0.156798   0.156963  0.157133     56.38    56.50
Bank of America Corp.    06048WJB7 11/02/11 11/02/15    100.000    VARIES    5.3627              0.149339   0.149249   0.149157   0.149062               53.74    44.88
Bank of America Corp.    06048WKB5 01/13/12 01/13/14    100.000     0.000    4.4917              0.133369                                                 1.60         
Bank of America Corp.    06048WKE9 02/15/12 02/15/32    100.000    VARIES    5.9033              0.156958   0.155032   0.153868   0.152671  0.152258     55.74    54.96
Bank of America Corp.    06048WKG4 01/31/12 01/31/32    100.000    VARIES    5.8092              0.152997   0.153126   0.153259   0.153396  0.153537     55.14    55.24
Bank of America Corp.    06048WKR0 02/23/12 02/23/32    100.000    VARIES    5.1903              0.141577   0.141619   0.141663   0.141708  0.141754     50.99    51.02
Bank of America Corp.    06048WKU3 03/08/12 03/08/32    100.000    VARIES    5.6026              0.148794   0.148901   0.149012   0.149126  0.149243     53.61    53.69
Bank of America Corp.    06048WKV1 03/12/12 03/12/28    100.000    VARIES    5.6078              0.150806   0.149583   0.149104   0.148611  0.148105     53.88    53.48
Bank of America Corp.    06048WKW9 03/15/12 03/15/15    100.000     0.000    3.1634              0.092108   0.093565   0.095045                          33.73     7.03
Bank of America Corp.    06048WLF5 03/30/12 03/30/32    100.000    VARIES    5.3816              0.145585   0.145647   0.145712   0.145778  0.145846     52.43    52.48
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Bank of America Corp.    06048WLG3 03/27/12 03/27/29    100.000    VARIES    5.5079              0.147886   0.146603   0.146051   0.145483  0.145665     52.84    52.44
Bank of America Corp.    06048WLM0 04/16/12 04/16/15    100.000     0.000    3.0060              0.087325   0.088637   0.089969                          31.87     9.45
Bank of America Corp.    06048WLN8 04/16/12 04/16/32    100.000    VARIES    5.1652              0.136564   0.136678   0.136794   0.136914  0.137037     49.20    49.29
Bank of America Corp.    06048WLP3 04/27/12 04/27/16    100.000    VARIES    2.7773              0.020932   0.021223   0.021518   0.021816  0.022119      7.63     7.84
Bank of America Corp.    06048WLQ1 04/16/12 04/16/30    100.000    VARIES    5.4873              0.145202   0.145339   0.145480   0.145625  0.145774     52.32    52.42
Bank of America Corp.    06048WLU2 04/30/12 04/30/28    100.000    VARIES    5.6078              0.150806   0.149583   0.149104   0.148611  0.148105     53.97    53.53
Bank of America Corp.    06048WLX6 05/04/12 05/04/32    100.000    VARIES    5.6985              0.149515   0.149651   0.149792   0.149937  0.150086     53.87    53.97
Bank of America Corp.    06048WLY4 05/03/12 05/03/16    100.000    VARIES    2.6957              0.018855   0.019109   0.019366   0.019627  0.019892      6.86     7.05
Bank of America Corp.    06048WME7 05/18/12 05/18/16    100.000    VARIES    2.4625              0.012871   0.013029   0.013190   0.013352  0.013516      4.68     4.79
Bank of America Corp.    06048WMF4 05/17/12 05/17/17    100.000    VARIES    2.0467              0.014920   0.015072   0.015227   0.015383  0.015540      5.41     5.52
Bank of America Corp.    06048WMH0 05/29/12 05/28/27*   100.000     4.873    4.8729              0.134613                                                19.79*        
Bank of America Corp.    06048WML1 06/08/12 06/08/27*   100.000     5.159    5.1589              0.143306                                                22.50*        
Bank of America Corp.    06048WMN7 06/15/12 06/15/16    100.000    VARIES    3.0325              0.021012   0.021331   0.021654   0.021983  0.022316      7.63     7.87
Bank of America Corp.    06048WMT4 06/28/12 06/28/16    100.000    VARIES    2.6529              0.020621   0.020894   0.021171   0.021452  0.021737      7.47     7.67
Bank of America Corp.    06048WMV9 07/13/12 07/13/27*   100.000     4.516    4.5159              0.125444                                                 1.51*        
Bank of America Corp.    06048WMW7 08/07/12 08/07/32    100.000    VARIES    N/A                 0.117569   0.117705   0.117845   0.117987  0.118132     42.39    42.49
Bank of America Corp.    06048WNA4 08/22/12 08/22/19    100.000    VARIES    2.0565              0.009931   0.009676   0.009419   0.009515  0.009613      3.46     3.43
Bank of America Corp.    06048WNB2 08/22/12 08/22/18    100.000     0.000    3.2065              0.091948   0.093423   0.094920   0.096442  0.097988     33.75    34.84
Bank of America Corp.    06048WNE6 09/26/12 09/26/27    100.000     4.438    4.4379              0.123278   0.123278   0.123278   0.123278  0.123278     44.38    44.38
Bank of America Corp.    06048WNF3 10/12/12 10/12/27    100.000     4.130    4.1299              0.114722   0.114722   0.114722   0.114722  0.114722     41.30    41.30
Bank of America Corp.    06048WNH9 11/09/12 11/09/22    100.000    VARIES    1.6065              0.009236   0.008940   0.008642   0.008711  0.008781      3.24     3.13
Bank of America Corp.    06048WNK2 12/10/12 12/10/22    100.000    VARIES    1.4138              0.038299   0.037805   0.037309   0.037425  0.037543     13.68    13.46
Bank of America Corp.    06048WNZ9 07/11/13 07/11/33    100.000    VARIES    5.0043              0.139009   0.135363   0.131626   0.131744  0.131866     48.13    47.45
Bank of America Corp.    06048WPB0 08/06/13 08/06/33    100.000    VARIES    4.8452              0.134592   0.131123   0.127570   0.127684  0.127802     46.81    45.98
Bank of America Corp.    06048WPD6 08/30/13 08/30/33    100.000    VARIES    4.9958              0.137248   0.133083   0.130294   0.129694  0.129808     48.47    47.39
Bank of America Corp.    06048WPE4 09/23/13 09/23/33    100.000    VARIES    4.8734              0.135374   0.131734   0.128007   0.128126  0.128249     47.36    46.13
Bank of America Corp.    06048WPF1 10/10/13 10/10/33    100.000    VARIES    4.7033              0.130650   0.127190   0.123648   0.123764  0.123883     45.84    44.55
Bank of America Corp.    06048WPJ3 12/23/13 12/23/33    100.000    VARIES    4.8648              0.135136   0.131666   0.128112   0.128226  0.128344     47.97    46.14
Bank of America Corp.    06048WPM6 02/28/14 02/29/24    100.000    VARIES    3.7878                         0.102931   0.102433   0.098554  0.099846     31.54    36.36
Bank of America Corp.    06048WPN4 03/20/14 03/20/34    100.000    VARIES    4.4526                         0.123686   0.120255   0.116748  0.116866     34.41    42.32
Bank of America Corp.    06048WPP9 07/03/14 07/03/17    100.000     0.000    1.1927                                    0.033132   0.033329  0.033528      5.90    12.03
Bank of America Corp.    06050MJU2 03/28/08 03/28/14    100.000     0.000    4.2156              0.147301                                                12.82         
Bank of America Corp.    06050MJX6 03/28/08 03/28/14    100.000     0.000    4.1175              0.143117                                                12.45         
Bank of America Corp.    06050MJY4 03/28/08 03/28/14    100.000     0.000    4.1175              0.143117                                                12.45         
Bank of America Corp.    06050MKB2 04/25/08 04/25/14    100.000     0.000    4.4504              0.157487                                                17.95         
Bank of America Corp.    06050MKC0 04/25/08 04/25/14    100.000     0.000    4.4113              0.155772                                                17.76         
Bank of America Corp.    06050R122 04/01/11 03/29/16    100.000     0.000    3.4400              0.104042   0.105831   0.107652   0.109503  0.111387     38.11    39.43
Bank of America Corp.    06050R155 04/01/11 04/01/14    100.000     0.000    2.2100              0.064858                                                 5.84         
Bank of America Corp.    06050R197 04/01/11 03/29/16    100.000     0.000    3.4499              0.104368   0.106169   0.108000   0.109863  0.111758     38.23    39.56
Bank of America Corp.    06050R205 04/01/11 04/04/17    100.000     3.958    3.9579              0.109944   0.109944   0.109944   0.109944  0.109944     39.58    39.58
Bank of America Corp.    06050R296 05/05/11 04/29/16    100.000     0.000    3.4948              0.105801   0.107649   0.109530   0.111444  0.113392     38.65    40.01
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Bank of America Corp.    06050R403 05/05/11 05/05/17    100.000     3.979    3.9789              0.110528   0.110528   0.110528   0.110528  0.110528     39.79    39.79
Bank of America Corp.    06050R429 05/05/11 04/29/14    100.000     0.000    2.0863              0.061020                                                 7.20         
Bank of America Corp.    06050R544 06/03/11 05/27/16    100.000     0.000    3.0781              0.092244   0.093664   0.095106   0.096569  0.098056     33.56    34.60
Bank of America Corp.    06050R585 06/03/11 06/01/16    100.000     0.000    3.1878              0.095820   0.097347   0.098899   0.100475  0.102077     34.86    35.98
Bank of America Corp.    06050R619 05/16/11 05/16/14    100.000     0.000    1.8675              0.054343                                                 7.34         
Bank of America Corp.    06050R627 06/03/11 06/03/14    100.000     0.000    1.7681              0.051324                                                 7.80         
Bank of America Corp.    06050R718 07/06/11 06/24/16    100.000     0.000    3.3893              0.102288   0.104022   0.105785   0.107577  0.109400     37.16    38.43
Bank of America Corp.    06050R783 07/01/11 06/30/17    100.000     3.855    3.8549              0.106492   0.104755   0.106492   0.104755  0.105907     38.55    38.55
Bank of America Corp.    06050R833 07/06/11 06/28/16    100.000     0.000    3.4408              0.104010   0.105800   0.107620   0.109472  0.111355     37.78    39.09
Bank of America Corp.    06051N112 07/01/11 06/30/17    100.000     0.000    3.8314              0.116365   0.116661   0.120866   0.121173  0.124852     42.53    44.18
Bank of America Corp.    06051N153 08/04/11 07/28/17    100.000     0.000    3.7886              0.113375   0.115522   0.117711   0.119941  0.122213     41.86    43.47
Bank of America Corp.    06051N179 08/04/11 08/01/16    100.000     0.000    3.3768              0.100272   0.101965   0.103686   0.105437  0.107217     36.91    38.17
Bank of America Corp.    06051N211 08/04/11 07/25/14    100.000     0.000    2.2505              0.065341   0.066076                                     13.46         
Bank of America Corp.    06051N286 07/14/11 07/14/15    100.000     3.046    3.0459              0.084611   0.084611   0.084611   0.084611               30.46    16.33
Bank of America Corp.    06051N336 09/16/11 08/29/14    100.000     0.000    3.2883              0.095750   0.097859                                     23.36         
Bank of America Corp.    06051N351 09/16/11 09/16/15    100.000     3.922    3.9219              0.108944   0.108944   0.108944   0.108944               39.22    27.78
Bank of America Corp.    06051N427 09/16/11 09/29/17    100.000     0.000    4.4513              0.135247   0.138257   0.141334   0.144480  0.147695     49.79    52.03
Bank of America Corp.    06051N443 09/16/11 09/01/16    100.000     0.000    4.1772              0.125821   0.128449   0.131132   0.133871  0.136667     46.41    48.36
Bank of America Corp.    06051N468 10/06/11 09/30/14    100.000     0.000    4.9274              0.149093   0.151931                                     41.07         
Bank of America Corp.    06051N518 10/06/11 09/29/17    100.000     0.000    5.1703              0.158902   0.163010   0.167224   0.171547  0.175982     58.71    61.78
Bank of America Corp.    06051N658 11/03/11 10/27/17    100.000     0.000    4.7610              0.145189   0.148645   0.152184   0.155806  0.159515     53.34    55.91
Bank of America Corp.    06051N732 11/03/11 10/31/14    100.000     0.000    4.0380              0.121463   0.123916                                     36.76         
Bank of America Corp.    06051N880 11/30/11 12/02/15    100.000     0.000    5.5599              0.172401   0.177194   0.182120   0.187183               63.21    61.19
Bank of America Corp.    06051P273 01/11/12 12/23/16    100.000     0.000    5.0677              0.155207   0.159140   0.163172   0.167307  0.171546     56.65    59.55
Bank of America Corp.    06051P422 02/10/12 02/04/14    100.000     0.000    2.6217              0.075694                                                 2.50         
Bank of America Corp.    06051P448 02/02/12 01/27/17    100.000     0.000    4.0038              0.117968   0.120330   0.122738   0.125196  0.127702     43.63    45.39
Bank of America Corp.    06051P513 03/01/12 02/24/17    100.000     0.000    3.8487              0.113119   0.115296   0.117515   0.119776  0.122081     41.67    43.29
Bank of America Corp.    06051P521 03/01/12 02/23/17    100.000     0.000    3.8617              0.113510   0.115702   0.117936   0.120213  0.122534     41.82    43.46
Bank of America Corp.    06051P596 03/01/12 03/04/14    100.000     0.000    2.7663              0.080096                                                 5.05         
Bank of America Corp.    06051P703 04/05/12 03/27/15    100.000     0.000    2.9889              0.086747   0.088043   0.089359                          31.71     7.68
Bank of America Corp.    06051P760 04/05/12 04/02/18    100.000     0.000    3.7915              0.111391   0.113502   0.115654   0.117847  0.120081     40.86    42.42
Bank of America Corp.    06051P885 05/03/12 04/24/15    100.000     0.000    3.1298              0.091015   0.092439   0.093886                          33.21    10.61
Bank of America Corp.    06051R139 06/01/12 06/02/15    100.000     0.000    3.5585              0.104230   0.106085   0.107973                          37.97    16.30
Bank of America Corp.    06051R154 06/01/12 05/29/15    100.000     0.000    3.5535              0.104045   0.105894   0.107775                          37.91    15.95
Bank of America Corp.    06051R345 07/06/12 06/29/18    100.000     0.000    3.5614              0.104239   0.106095   0.107984   0.109907  0.111864     37.87    39.23
Bank of America Corp.    06051R477 07/06/12 06/30/14    100.000     0.000    2.8018              0.081115                                                14.52         
Bank of America Corp.    06051R527 08/02/12 07/27/18    100.000     0.000    3.0742              0.088004   0.089356   0.090730   0.092125  0.093541     32.34    33.35
Bank of America Corp.    06051R634 08/02/12 07/29/14    100.000     0.000    2.3285              0.066185   0.066955                                     13.91         
Bank of America Corp.    06051R758 05/03/12 05/01/15    100.000     0.000    3.1842              0.092728   0.094204   0.095704                          33.83    11.48
Bank of America Corp.    06051R774 05/03/12 04/27/18    100.000     0.000    3.9751              0.117062   0.119389   0.121762   0.124182  0.126650     42.86    44.58
Bank of America Corp.    06051R881 06/01/12 05/25/18    100.000     0.000    4.1954              0.123944   0.126544   0.129198   0.131909  0.134676     45.28    47.20
Bank of America Corp.    06052E111 09/03/09 08/29/14    100.000     0.000    5.0623              0.168822   0.174047                                     41.47         
Bank of America Corp.    06052E467 11/05/09 11/04/14    100.000     0.000    4.6099              0.153644   0.157185                                     47.19         
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Bank of America Corp.    06052E475 11/04/09 10/31/14    100.000     0.000    4.6625              0.155656   0.159285                                     47.19         
Bank of America Corp.    06052E517 12/02/09 12/02/14    100.000     0.000    4.1500              0.135865   0.138684                                     45.48         
Bank of America Corp.    06052E525 02/04/10 01/30/15    100.000     0.000    4.0898              0.130844   0.133520   0.136250                          48.40     3.95
Bank of America Corp.    06052E566 12/02/09 12/02/14    100.000     0.000    4.1500              0.135865   0.138684                                     45.48         
Bank of America Corp.    06052E574 12/02/09 12/02/14    100.000     0.000    4.1500              0.135865   0.138684                                     45.48         
Bank of America Corp.    06052E707 12/30/09 01/14/15    100.000     0.000    4.5896              0.149702   0.153137   0.156651                          55.67     2.04
Bank of America Corp.    06052E848 02/04/10 02/03/15    100.000     0.000    4.0998              0.131254   0.133944   0.136690                          48.54     4.37
Bank of America Corp.    06052H148 03/04/10 02/27/15    100.000     0.000    3.8898              0.123558   0.125961   0.128411                          45.52     7.19
Bank of America Corp.    06052H353 04/06/10 03/27/15    100.000     0.000    4.2597              0.136994   0.139912   0.142892                          50.40    12.29
Bank of America Corp.    06052H411 04/06/10 03/31/15    100.000     0.000    4.3022              0.138610   0.141592   0.144638                          50.98    12.87
Bank of America Corp.    06052H551 05/06/10 04/28/15    100.000     0.000    4.0498              0.129330   0.131949   0.134621                          47.36    15.75
Bank of America Corp.    06052H635 05/06/10 04/24/15    100.000     0.000    4.0496              0.129266   0.131884   0.134554                          47.36    15.20
Bank of America Corp.    06052H676 05/06/10 04/24/15    100.000     0.000    4.1197              0.131817   0.134532   0.137303                          48.31    15.52
Bank of America Corp.    06052H759 06/04/10 06/02/15    100.000     0.000    4.2100              0.135273   0.138120   0.141028                          49.38    21.30
Bank of America Corp.    06052H825 06/04/10 05/29/15    100.000     0.000    4.1399              0.132657   0.135403   0.138206                          48.43    20.45
Bank of America Corp.    06052K174 07/02/10 06/26/15    100.000     0.000    4.2398              0.136308   0.139198   0.142149                          49.62    24.88
Bank of America Corp.    06052K240 07/02/10 06/30/15    100.000     0.000    4.2198              0.134887   0.135487   0.140639                          49.35    25.31
Bank of America Corp.    06052K257 07/02/10 06/30/15    100.000     0.000    4.2375              0.136301   0.139189   0.142138                          49.59    25.44
Bank of America Corp.    06052K307 06/10/10 06/27/14    100.000     0.000    3.6995              0.117039                                                20.60         
Bank of America Corp.    06052K448 08/09/10 07/31/15    100.000     0.000    3.8416              0.116909   0.121129   0.121443   0.125827               44.13    26.42
Bank of America Corp.    06052K463 08/05/10 08/03/15    100.000     0.000    3.8498              0.119877   0.122185   0.124537   0.126934               44.26    26.83
Bank of America Corp.    06052K513 09/02/10 09/01/15    100.000     0.000    3.5799              0.110602   0.112582   0.114597   0.116649               40.65    27.87
Bank of America Corp.    06052K612 08/17/10 08/19/15    100.000     0.000    3.6100              0.111663   0.113678   0.115730   0.117819               41.10    26.76
Bank of America Corp.    06052K679 10/01/10 10/01/15    100.000     0.000    3.5499              0.109590   0.111536   0.113515   0.115530               40.16    31.01
Bank of America Corp.    06052K703 10/01/10 09/30/16    100.000     4.040    4.0399              0.110989   0.110383   0.110989   0.110383  0.110383     40.40    40.34
Bank of America Corp.    06052K760 10/04/10 09/30/20    100.000    VARIES    4.7910              0.130328   0.129694   0.130488   0.129857  0.129941     47.47    47.46
Bank of America Corp.    06052K836 10/14/10 10/30/15    100.000     0.000    3.1997              0.097903   0.099469   0.101061   0.102677               35.72    30.51
Bank of America Corp.    06052R120 11/04/10 11/04/16    100.000     3.694    3.6939              0.102611   0.102611   0.102611   0.102611  0.102611     36.94    36.94
Bank of America Corp.    06052R179 10/13/10 10/30/15    100.000     0.000    3.3096              0.101609   0.103291   0.105000   0.106738               37.09    31.71
Bank of America Corp.    06052R229 12/01/10 11/27/15    100.000     0.000    3.5799              0.110570   0.112549   0.114564   0.116614               40.30    37.72
Bank of America Corp.    06052R278 12/01/10 12/01/16    100.000     4.030    4.0299              0.111944   0.111944   0.111944   0.111944  0.111944     40.30    40.30
Bank of America Corp.    06052R294 12/01/10 12/01/15    100.000     0.000    3.5800              0.110615   0.112595   0.114611   0.116662               40.30    38.19
Bank of America Corp.    06052R427 12/30/10 12/28/15    100.000     0.000    4.0699              0.127551   0.130147   0.132796   0.135498               46.40    47.89
Bank of America Corp.    06052R476 12/16/10 12/16/22    100.000     5.612    5.6119              0.155889   0.155889   0.155889   0.155889  0.155889     56.12    56.12
Bank of America Corp.    06052R500 01/18/11 01/29/16    100.000     0.000    3.9297              0.120457   0.122824   0.125237   0.127698  0.130207     44.52    46.28
Bank of America Corp.    06052R518 02/04/11 02/04/14    100.000     0.000    2.5900              0.076726                                                 2.53         
Bank of America Corp.    06052R575 02/04/11 02/02/16    100.000     0.000    3.9799              0.121973   0.124400   0.126875   0.129400  0.131975     45.08    46.89
Bank of America Corp.    06052R625 01/18/11 01/18/23    100.000     5.240    5.2399              0.145556   0.145556   0.145556   0.145556  0.145556     52.40    52.40
Bank of America Corp.    06052R633 02/04/11 02/02/16    100.000     0.000    3.7599              0.114614   0.116768   0.118964   0.121200  0.123479     42.30    43.90
Bank of America Corp.    06052R658 01/31/11 01/31/23    100.000     5.390    5.3899              0.149722   0.149722   0.149722   0.149722  0.149722     53.90    53.90
Bank of America Corp.    06052R666 02/03/11 02/02/18    100.000     0.000    4.4999              0.139690   0.142833   0.146047   0.149333  0.152693     51.80    54.16
Bank of America Corp.    06052R757 03/04/11 02/26/16    100.000     0.000    3.7898              0.115539   0.117728   0.119959   0.122232  0.124548     42.54    44.17
Bank of America Corp.    06052R773 03/04/11 03/04/14    100.000     0.000    2.4898              0.073577                                                 4.64         
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Bank of America Corp.    06052R781 02/17/11 02/17/23    100.000     5.630    5.6299              0.156389   0.156389   0.156389   0.156389  0.156389     56.30    56.30
Bank of America Corp.    06052R807 02/17/11 02/17/16    100.000     4.091    4.0909              0.113639   0.113639   0.113639   0.113639  0.113639     40.91    40.91
Bank of America Corp.    06052R872 03/04/11 03/04/16    100.000     3.673    3.6729              0.102028   0.102028   0.102028   0.102028  0.102028     36.73    36.73
Bank of America Corp.    06053D195 09/07/12 08/31/18    100.000     0.000    2.8935              0.082216   0.082046   0.084612   0.084437  0.086600     30.27    31.10
Bank of America Corp.    06053D203 09/07/12 08/27/15    100.000     0.000    1.9145              0.054176   0.054694   0.055218   0.055746               19.73    13.13
Bank of America Corp.    06053D351 10/04/12 09/26/14    100.000     0.000    1.3064              0.036755   0.036995                                      9.78         
Bank of America Corp.    06053D559 11/02/12 10/26/18    100.000     0.000    2.2130              0.062817   0.063512   0.064215   0.064926  0.065644     22.83    23.34
Bank of America Corp.    06053D583 11/02/12 11/03/14    100.000     0.000    1.0919              0.030666   0.030833                                      9.29         
Bank of America Corp.    06053D690 12/06/12 11/30/15    100.000     0.000    1.2694              0.035704   0.035931   0.036159   0.036389               12.91    11.94
Bank of America Corp.    06053D872 01/10/13 12/26/18    100.000     0.000    2.0975              0.059447   0.060070   0.060700   0.061337  0.061980     21.52    21.97
Bank of America Corp.    06053E219 01/31/13 02/02/16    100.000     0.000    1.2331              0.034467   0.034680   0.034894   0.035109  0.035325     12.51    12.66
Bank of America Corp.    06053E391 02/28/13 02/22/19    100.000     0.000    2.1319              0.059825   0.060463   0.061108   0.061759  0.062417     21.82    22.28
Bank of America Corp.    06053E599 04/05/13 03/29/19    100.000     0.000    2.2115              0.062088   0.062774   0.063468   0.064170  0.064880     22.60    23.10
Bank of America Corp.    06053E755 06/06/13 05/31/19    100.000     0.000    2.3275              0.065383   0.066144   0.066913   0.067692  0.068480     23.72    24.28
Bank of America Corp.    06053E888 06/20/13 06/26/20    100.000     0.000    N/A                 0.086152   0.087468   0.088803   0.090159  0.091535     31.26    32.23
Bank of America Corp.    06053F638 10/04/13 09/24/19    100.000     0.000    2.9627              0.082298   0.083450   0.084686   0.085941  0.087214     30.07    30.96
Bank of America Corp.    06053M385 07/31/14 07/29/16    100.000     0.000    0.7052                                    0.019590   0.019659  0.019728      2.96     7.09
Bank of America Corp.    06053M427 09/05/14 08/27/21    100.000     0.000    2.9178                                    0.081051   0.082180  0.083379      9.40    29.67
Bank of America Corp.    06053M518 10/02/14 09/24/21    100.000     0.000    3.1046                                    0.086239   0.087519  0.088877      7.68    31.53
Bank of America Corp.    060900198 02/27/09 03/04/14    100.000     0.000    4.4307              0.150034                                                 9.45         
Bank of America Corp.    060900206 02/27/09 02/28/14    100.000     0.000    4.6656              0.158632                                                 9.20         
Bank of America Corp.    060900297 03/27/09 03/28/14    100.000     0.000    4.2742              0.143637                                                12.50         
Bank of America Corp.    060900321 03/27/09 03/28/14    100.000     0.000    4.2350              0.142074                                                12.36         
Bank of America Corp.    060900412 04/24/09 04/25/14    100.000     0.000    5.3679              0.189275                                                21.58         
Bank of Montreal         06366RVF9 07/08/14 09/30/16    100.000     0.000    0.8381                         0.023282   0.023326   0.023424  0.023522      4.03     8.43
Barclays Bank PLC        067387AS9 10/30/09 10/30/14    100.000    VARIES    3.2808              0.092458   0.091883                                     27.54         
Barclays Bank PLC        067387CN8 01/31/12 04/30/14    100.000     0.000    2.9201              0.085338                                                10.16         
Barclays Bank PLC        067387CP3 02/29/12 06/02/14    100.000     0.000    1.8198              0.052187                                                 7.88         
Barclays Bank PLC        067387EG1 01/28/13 07/28/15    100.000     0.000    0.9399              0.026232   0.026355   0.026479   0.026603                9.50     5.50
Barclays Bank PLC        067387ER7 02/21/13 08/20/15    100.000     0.000    1.0000              0.027916   0.028056   0.028196   0.028337               10.11     6.48
Barclays Bank PLC        067387EU0 02/27/13 08/27/14    100.000     0.000    0.7696              0.021463   0.021545                                      5.08         
Barclays Bank PLC        067387FH8 03/28/13 09/29/14    100.000     0.000    1.2500              0.034941   0.035159                                      9.40         
Barclays Bank PLC        067387FR6 04/30/13 10/28/14    100.000     0.000    0.6500              0.018115   0.018174                                      5.39         
Barclays Bank PLC        067387HP8 02/28/14 02/28/20    100.000     0.000    2.6300                         0.071468   0.073608   0.073360  0.075142     22.20    27.01
Barclays Bank PLC        067387HW3 03/28/14 03/28/24    100.000     0.000    3.5500                         0.098612   0.100362   0.102144  0.103957     27.08    36.79
Barclays Bank PLC        067387HZ6 04/10/14 04/10/24    100.000     0.000    3.6100                         0.100278   0.102088   0.103931  0.105806     26.32    37.38
Barclays Bank PLC        06738CZX0 03/09/07 03/09/17    100.000     0.000    5.5899              0.222200   0.228411   0.234795   0.241357  0.248103     82.52    87.20
Barclays Bank PLC        06738JFL3 11/12/10 11/12/22    100.000    VARIES    1.0910              0.028204   0.028319   0.028434   0.028550  0.028666     10.19    10.27
Barclays Bank PLC        06738JHK3 09/30/10 09/30/20    100.000    VARIES    4.0513              0.114442   0.115185   0.115944   0.116208  0.116478     41.47    41.84
Barclays Bank PLC        06738JHL1 10/15/10 10/15/22    100.000    VARIES    4.2146              0.119186   0.120320   0.121477   0.121690  0.121907     43.29    43.80
Barclays Bank PLC        06738JJR6 10/07/10 10/07/20    100.000    VARIES    4.0416              0.114886   0.115627   0.116384   0.116621  0.116864     41.62    41.98
Barclays Bank PLC        06738JL28 03/24/11 03/24/21    100.000    VARIES    4.4415              0.124800   0.125104   0.125415   0.125733  0.126057     45.04    45.27
Barclays Bank PLC        06738JLF9 11/04/10 11/04/25    100.000    VARIES    4.5900              0.130786   0.131154   0.131531   0.131916  0.132310     47.19    47.46
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Barclays Bank PLC        06738JLS1 10/21/10 10/21/20    100.000    VARIES    4.0316              0.114558   0.115297   0.116052   0.116306  0.116565     41.48    41.86
Barclays Bank PLC        06738JLX0 10/07/10 10/07/22    100.000    VARIES    4.2148              0.119206   0.120348   0.121513   0.121730  0.121951     43.31    43.82
Barclays Bank PLC        06738K2E0 04/04/12 04/03/14    100.000     0.000    1.6800              0.047853                                                 4.40         
Barclays Bank PLC        06738K2H3 04/04/12 04/04/14    100.000     0.000    1.6802              0.047859                                                 4.45         
Barclays Bank PLC        06738K2S9 04/11/12 04/10/14    100.000     0.000    1.7298              0.049308                                                 4.88         
Barclays Bank PLC        06738K3N9 04/25/12 04/25/17    100.000     0.000    3.1700              0.092311   0.093774   0.095261   0.096771  0.098305     33.69    34.77
Barclays Bank PLC        06738K3V1 05/16/12 05/16/16    100.000     0.000    2.8499              0.082599   0.083776   0.084970   0.086181  0.087409     30.05    30.92
Barclays Bank PLC        06738K4E8 05/02/12 05/01/14    100.000     0.000    1.7801              0.050778                                                 6.09         
Barclays Bank PLC        06738K4L2 05/07/12 05/08/14    100.000     0.000    1.9601              0.056069                                                 7.12         
Barclays Bank PLC        06738K4T5 05/07/12 05/08/14    100.000     0.000    1.9601              0.056069                                                 7.12         
Barclays Bank PLC        06738K4W8 05/09/12 05/07/15    100.000     0.000    2.4498              0.070575   0.071439   0.072314                          25.66     9.11
Barclays Bank PLC        06738K5H0 05/14/12 05/14/14    100.000     0.000    2.0400              0.058420                                                 7.77         
Barclays Bank PLC        06738K5L1 05/23/12 05/22/15    100.000     0.000    2.4899              0.071777   0.072671   0.073575                          26.07    10.37
Barclays Bank PLC        06738K5P2 05/29/12 11/29/16    100.000    VARIES    1.8279              0.050293   0.050372   0.050451   0.050532  0.050613     18.12    18.18
Barclays Bank PLC        06738K5X5 05/21/12 05/21/14    100.000     0.000    2.0798              0.059594                                                 8.34         
Barclays Bank PLC        06738K6P1 06/13/12 06/12/14    100.000     0.000    2.0798              0.059590                                                 9.59         
Barclays Bank PLC        06738KAM3 02/25/11 02/25/31    100.000    VARIES    5.5650              0.130679   0.125813   0.124949   0.124060  0.123147     45.45    44.59
Barclays Bank PLC        06738KAP6 02/02/11 02/02/16    100.000     1.000    3.3894              0.099971   0.101194   0.102438   0.103704  0.104990     36.58    37.49
Barclays Bank PLC        06738KBW0 02/09/11 02/09/21    100.000    VARIES    4.8413              0.136615   0.136909   0.137036   0.137166  0.137157     49.29    49.37
Barclays Bank PLC        06738KBZ3 02/16/11 02/17/15    100.000     0.000    3.3099              0.099816   0.101468   0.103147                          36.68     4.74
Barclays Bank PLC        06738KCN9 03/16/11 03/16/21    100.000    VARIES    4.8210              0.135817   0.136140   0.136317   0.136499  0.136519     49.00    49.13
Barclays Bank PLC        06738KEA5 03/09/11 03/09/21    100.000    VARIES    5.1730              0.153691   0.154290   0.154905   0.154665  0.154419     55.57    55.67
Barclays Bank PLC        06738KEM9 04/08/11 04/08/21    100.000    VARIES    5.0806              0.143515   0.143763   0.143993   0.144230  0.144349     51.75    51.91
Barclays Bank PLC        06738KFN6 03/30/11 11/19/14    100.000     0.000    2.6999              0.080495   0.081581                                     25.79         
Barclays Bank PLC        06738KG88 01/20/12 01/23/14    100.000     0.000    1.6697              0.047561                                                 1.05         
Barclays Bank PLC        06738KGC9 04/07/11 04/12/16    100.000     0.000    3.5299              0.107071   0.108960   0.110883   0.112841  0.114832     39.19    40.58
Barclays Bank PLC        06738KGD7 04/07/11 04/12/17    100.000     0.000    3.8999              0.119378   0.121706   0.124080   0.126499  0.128966     43.77    45.49
Barclays Bank PLC        06738KHG9 04/29/11 05/01/14    100.000     0.500    1.3951              0.039637                                                 4.76         
Barclays Bank PLC        06738KHK0 05/12/11 05/12/21    100.000    VARIES    4.6808              0.132006   0.132158   0.132251   0.132347  0.132362     47.56    47.63
Barclays Bank PLC        06738KJH5 05/06/11 05/09/14    100.000    VARIES    2.0355              0.057432                                                 7.35         
Barclays Bank PLC        06738KK75 01/25/12 01/25/19    100.000     0.000    4.4000              0.130469   0.133340   0.136273   0.139271  0.142335     48.39    50.54
Barclays Bank PLC        06738KL90 02/15/12 08/15/14    100.000    VARIES    1.7689              0.049251   0.049195                                     11.02         
Barclays Bank PLC        06738KLP4 06/28/11 06/28/23    100.000    VARIES    4.8716              0.138370   0.138983   0.139343   0.139712  0.139863     49.93    50.23
Barclays Bank PLC        06738KMB4 06/21/11 06/19/15    100.000     0.000    2.6199              0.077657   0.078675   0.079705                          28.16    13.39
Barclays Bank PLC        06738KMD0 06/30/11 06/30/14    100.000     0.000    2.0801              0.060850                                                10.89         
Barclays Bank PLC        06738KMV0 07/28/11 07/28/21    100.000    VARIES    4.8122              0.136751   0.137228   0.137716   0.137803  0.137893     49.46    49.62
Barclays Bank PLC        06738KN56 02/29/12 02/28/18    100.000     0.000    3.1970              0.092620   0.092566   0.095605   0.095549  0.098143     34.16    35.20
Barclays Bank PLC        06738KN72 02/29/12 02/29/16    100.000     0.000    2.5881              0.074309   0.074043   0.076244   0.075972  0.077801     27.31    27.97
Barclays Bank PLC        06738KN98 02/29/12 02/28/22    100.000    VARIES    4.0103              0.110064   0.108658   0.110792   0.109320  0.110696     40.00    40.16
Barclays Bank PLC        06738KNF4 07/29/11 07/31/17    100.000     0.000    3.5900              0.107100   0.109022   0.110979   0.112971  0.114999     39.49    40.92
Barclays Bank PLC        06738KNJ6 07/29/11 07/29/16    100.000     0.000    3.2800              0.097238   0.098832   0.100453   0.102101  0.103775     35.78    36.96
Barclays Bank PLC        06738KQ53 02/14/12 02/14/22    100.000     0.500    4.1087              0.120438   0.122627   0.124860   0.127140  0.129467     44.36    45.99
Barclays Bank PLC        06738KQF1 08/31/11 08/31/17    100.000     0.000    3.9281              0.117291   0.117645   0.121944   0.122312  0.126084     43.45    45.09
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Barclays Bank PLC        06738KQS3 08/31/11 08/31/31    100.000    VARIES    6.1335              0.153152   0.146805   0.145204   0.141690  0.142052     53.75    51.97
Barclays Bank PLC        06738KQT1 08/05/11 08/05/21    100.000    VARIES    4.6123              0.130485   0.131400   0.132336   0.132873  0.133423     47.41    47.90
Barclays Bank PLC        06738KQU8 08/03/11 08/03/16    100.000     0.000    3.0700              0.090636   0.092028   0.093440   0.094874  0.096331     33.29    34.32
Barclays Bank PLC        06738KR78 03/16/12 03/30/17    100.000     0.000    4.4000              0.130693   0.133569   0.136507   0.139510  0.142580     48.10    50.24
Barclays Bank PLC        06738KRA1 09/08/11 09/08/16    100.000     0.000    3.5399              0.105480   0.107347   0.109247   0.111180  0.113148     38.73    40.12
Barclays Bank PLC        06738KTB7 09/30/11 09/30/31    100.000    VARIES    5.4569              0.139978   0.138371   0.136719   0.136121  0.135506     49.81    49.00
Barclays Bank PLC        06738KU33 03/06/12 03/06/17    100.000     0.000    2.8900              0.083810   0.085021   0.086249   0.087496  0.088760     30.67    31.56
Barclays Bank PLC        06738KUD1 09/30/11 09/29/17    100.000     0.000    3.9799              0.119608   0.121988   0.124415   0.126891  0.129416     43.93    45.70
Barclays Bank PLC        06738KUK5 09/16/11 09/16/16    100.000    VARIES    3.6494              0.098908   0.099352   0.099774   0.100198  0.100598     35.78    36.08
Barclays Bank PLC        06738KUQ2 10/12/11 10/12/16    100.000     0.000    3.6299              0.108353   0.110320   0.112322   0.114360  0.116436     39.67    41.13
Barclays Bank PLC        06738KVE8 09/29/11 09/30/31    100.000    VARIES    5.2986              0.137683   0.136009   0.134291   0.133918  0.133535     48.96    48.21
Barclays Bank PLC        06738KW98 05/09/12 04/14/17    100.000     0.000    2.0400              0.058337   0.058932   0.059533   0.060140  0.060754     21.20    21.64
Barclays Bank PLC        06738KWV9 09/30/11 10/03/17    100.000     0.000    3.9899              0.119986   0.122379   0.124821   0.127311  0.129851     44.05    45.83
Barclays Bank PLC        06738KWX5 10/31/11 11/01/31    100.000    VARIES    4.5597              0.116524   0.113685   0.114592   0.112956  0.114437     41.89    41.52
Barclays Bank PLC        06738KXV8 10/28/11 10/28/16    100.000    VARIES    3.8804              0.106690   0.106934   0.107143   0.107348  0.107512     38.48    38.63
Barclays Bank PLC        06738KY21 03/21/12 03/20/14    100.000     0.000    1.7001              0.048438                                                 3.83         
Barclays Bank PLC        06738KYG0 12/01/11 12/01/16    100.000     0.000    4.3799              0.132679   0.135584   0.138553   0.141588  0.144689     48.46    50.61
Barclays Bank PLC        06738KYT2 11/28/11 11/26/14    100.000     0.000    3.5899              0.107054   0.108976                                     35.14         
Barclays Bank PLC        06738KZ38 03/28/12 03/27/14    100.000     0.000    1.6898              0.048138                                                 4.14         
Barclays Bank PLC        06738KZQ7 11/25/11 11/25/15    100.000     0.000    3.8199              0.114450   0.116636   0.118864   0.121134               41.75    38.92
Barclays Bank PLC        06738Q3V8 04/30/09 05/07/14    100.000     0.000    5.2000              0.182169                                                22.95         
Barclays Bank PLC        06738Q4D7 04/30/09 05/07/14    100.000     0.000    4.9000              0.169402                                                21.34         
Barclays Bank PLC        06738QK98 02/27/09 02/27/14    100.000     0.000    4.6599              0.159260                                                 8.92         
Barclays Bank PLC        06738QLE6 09/17/08 09/14/14    100.000     0.000    4.0500              0.137430   0.140213                                     35.27         
Barclays Bank PLC        06738QM21 02/27/09 03/07/14    100.000     0.000    4.6599              0.159467                                                10.52         
Barclays Bank PLC        06738QV62 03/31/09 03/31/14    100.000     0.000    5.0055              0.173687                                                15.46         
Barclays Bank PLC        06738QV70 03/31/09 03/31/14    100.000     0.000    5.0055              0.173687                                                15.46         
Barclays Bank PLC        06738QX86 03/31/09 04/07/14    100.000     0.000    5.0056              0.171949                                                16.51         
Barclays Bank PLC        06738RRR9 04/30/08 04/25/14    100.000     0.000    3.9299              0.135149                                                15.41         
Barclays Bank PLC        06739H461 01/31/08 02/28/14    100.000     0.000    4.0805              0.141226                                                 8.19         
Barclays Bank PLC        06739H479 01/31/08 05/30/14    100.000     0.000    4.0799              0.143448                                                21.37         
Barclays Bank PLC        06739J5D1 11/27/09 11/27/14    100.000    VARIES    3.3906              0.095391   0.094843                                     31.00         
Barclays Bank PLC        06739J5V1 12/31/09 12/31/15    100.000     0.000    4.2300              0.138918   0.141856   0.144857   0.147920               50.55    52.55
Barclays Bank PLC        06739J5W9 12/31/09 12/31/15    100.000     0.000    4.2300              0.138918   0.141856   0.144857   0.147920               50.55    52.55
Barclays Bank PLC        06739J863 10/28/09 04/28/15    100.000     0.000    4.1800              0.137008   0.139872   0.142795                          50.20    16.71
Barclays Bank PLC        06739JBB8 05/27/09 06/06/14    100.000     0.000    4.9200              0.170291                                                26.40         
Barclays Bank PLC        06739JBJ1 05/29/09 06/06/14    100.000     0.000    3.5900              0.117121                                                18.15         
Barclays Bank PLC        06739JEB5 07/24/09 07/24/14    100.000     0.000    4.7799              0.160391   0.164224                                     33.25         
Barclays Bank PLC        06739JEK5 06/26/09 06/26/24*   100.000    VARIES    5.6547              0.122798                                                21.49*        
Barclays Bank PLC        06739JEQ2 06/30/09 07/08/14    100.000     0.000    4.9699              0.168193   0.172373                                     32.20         
Barclays Bank PLC        06739JER0 06/30/09 07/08/14    100.000     0.000    4.9699              0.168193   0.172373                                     32.20         
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Barclays Bank PLC        06739JES8 06/04/09 06/06/14    100.000     0.000    4.8900              0.168867                                                26.17         
Barclays Bank PLC        06739JGP2 06/26/09 06/26/24*   100.000    VARIES    5.6622              0.117529                                                20.57*        
Barclays Bank PLC        06739JJU8 07/24/09 07/24/14    100.000     0.000    4.7799              0.160391   0.164224                                     33.25         
Barclays Bank PLC        06739JKE2 07/24/09 08/07/14    100.000     0.000    4.7800              0.160671   0.164511                                     35.40         
Barclays Bank PLC        06739JKH5 07/24/09 07/24/14    100.000     0.000    4.7799              0.160391   0.164224                                     33.25         
Barclays Bank PLC        06739JKM4 07/24/09 07/24/14    100.000    VARIES    4.7816              0.135052   0.134103                                     27.24         
Barclays Bank PLC        06739JKS1 07/07/09 07/07/14    100.000     0.000    4.7699              0.159992   0.163808                                     30.45         
Barclays Bank PLC        06739JMK6 07/23/09 07/23/24*   100.000    VARIES    6.1912              0.134296   0.134575                                     27.18*        
Barclays Bank PLC        06739JNW9 08/21/09 08/21/24*   100.000    VARIES    5.5443              0.120590   0.119926                                     27.62*        
Barclays Bank PLC        06739JPE7 08/30/09 09/08/14    100.000     0.000    3.8999              0.126540   0.129008                                     31.70         
Barclays Bank PLC        06739JQ63 11/30/09 11/30/15    100.000     0.000    3.9500              0.128307   0.130841   0.133425   0.136060               46.81    44.37
Barclays Bank PLC        06739JQ71 11/30/09 11/30/15    100.000     0.000    3.9500              0.128307   0.130841   0.133425   0.136060               46.81    44.37
Barclays Bank PLC        06739JR39 11/24/09 11/24/14    100.000    VARIES    3.4606              0.097063   0.096647                                     31.28         
Barclays Bank PLC        06739JTL7 10/01/09 10/07/14    100.000     0.000    3.7799              0.122043   0.124349                                     34.10         
Barclays Bank PLC        06739JYA5 09/30/09 09/30/19    100.000    VARIES    5.0571              0.129096   0.129606   0.130128   0.130960  0.131814     46.66    47.15
Barclays Bank PLC        06739JYY3 11/02/09 11/07/14    100.000     0.000    3.7399              0.120548   0.122802                                     37.29         
Barclays Bank PLC        06740AC49 09/30/13 09/27/19    100.000     0.000    2.5799              0.071270   0.070997   0.073105   0.072840  0.074591     26.14    26.78
Barclays Bank PLC        06740AE21 10/31/13 10/30/19    100.000     0.000    2.5111              0.068987   0.069466   0.070725   0.071222  0.072116     25.38    25.99
Barclays Bank PLC        06740AF38 11/29/13 11/26/19    100.000     0.000    2.5599              0.070717   0.070439   0.072523   0.072254  0.073983     25.83    26.47
Barclays Bank PLC        06740AH69 12/30/13 12/27/19    100.000     0.000    2.8198              0.077470   0.078115   0.079651   0.080333  0.081466     28.41    29.21
Barclays Bank PLC        06740AL80 02/28/14 02/27/20    100.000     0.000    2.6775                         0.073965   0.073728   0.075953  0.075715     22.68    27.57
Barclays Bank PLC        06740ASJ9 02/29/12 02/28/22    100.000    VARIES    3.2528              0.090205   0.088851   0.091127   0.090444  0.092058     32.79    33.25
Barclays Bank PLC        06740AWF2 10/31/12 10/30/19    100.000     0.000    2.2608              0.063520   0.063887   0.064964   0.065340  0.066078     23.34    23.85
Barclays Bank PLC        06740AYA1 02/28/13 02/27/20    100.000     0.000    2.1582              0.059278   0.060911   0.060565   0.062233  0.061879     22.10    22.57
Barclays Bank PLC        06740AYT0 04/30/13 04/29/20    100.000     0.000    2.0499              0.056893   0.057162   0.058065   0.058340  0.058938     20.89    21.30
Barclays Bank PLC        06740AZZ5 07/31/13 07/30/19    100.000     0.000    2.6011              0.070684   0.072785   0.072529   0.074690  0.074428     26.47    27.16
Barclays Bank PLC        06740H286 05/21/10 05/24/17    100.000     2.500    4.9967              0.151910   0.153970   0.156082   0.158247  0.160465     55.21    56.74
Barclays Bank PLC        06740JEK2 12/28/09 12/26/14    100.000     0.000    3.6800              0.118253   0.120429                                     42.37         
Barclays Bank PLC        06740JEL0 12/24/09 12/24/14    100.000    VARIES    3.3891              0.095306   0.094748                                     33.54         
Barclays Bank PLC        06740JEU0 12/21/09 12/19/14    100.000     0.000    3.6999              0.118985   0.121186                                     41.80         
Barclays Bank PLC        06740JEY2 01/29/10 01/29/16    100.000     0.000    4.2199              0.135670   0.138533   0.141456   0.144441  0.147488     50.24    52.38
Barclays Bank PLC        06740JEZ9 01/29/10 01/29/16    100.000     0.000    4.2199              0.135670   0.138533   0.141456   0.144441  0.147488     50.24    52.38
Barclays Bank PLC        06740JFA3 01/29/10 01/29/16    100.000     0.000    4.2199              0.135670   0.138533   0.141456   0.144441  0.147488     50.24    52.38
Barclays Bank PLC        06740JFR6 01/29/10 01/29/15    100.000    VARIES    3.7589              0.108263   0.107209   0.105825                          38.41     2.96
Barclays Bank PLC        06740JK33 02/26/10 02/29/16    100.000     0.000    4.3199              0.138626   0.139311   0.144679   0.145395  0.150167     51.47    53.61
Barclays Bank PLC        06740JL73 03/31/10 03/31/16    100.000     0.000    4.1299              0.132367   0.135100   0.137890   0.140737  0.143643     48.65    50.68
Barclays Bank PLC        06740JL81 03/31/10 03/31/16    100.000     0.000    4.1299              0.132367   0.135100   0.137890   0.140737  0.143643     48.65    50.68
Barclays Bank PLC        06740JL99 03/31/10 03/31/16    100.000     0.000    4.1299              0.132367   0.135100   0.137890   0.140737  0.143643     48.65    50.68
Barclays Bank PLC        06740JM98 03/10/10 03/10/17    100.000    VARIES    4.4514              0.125155   0.125426   0.125336   0.125245  0.124920     45.12    45.06
Barclays Bank PLC        06740JN71 03/04/10 03/04/15    100.000    VARIES    3.5183              0.108677   0.110464   0.104154                          38.92     6.56
Barclays Bank PLC        06740JQW3 01/29/10 01/29/16    100.000     0.000    4.2199              0.135670   0.138533   0.141456   0.144441  0.147488     50.24    52.38
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Barclays Bank PLC        06740JRD4 01/27/10 01/27/17    100.000     5.000    4.3944              0.128191   0.129075   0.128702   0.128320  0.127060     46.39    46.01
Barclays Bank PLC        06740JRE2 02/08/10 02/06/15    100.000     0.000    3.8699              0.122906   0.125284   0.127709                          45.37     4.47
Barclays Bank PLC        06740JSB7 02/22/10 02/20/15    100.000    VARIES    3.8626              0.114828   0.113175   0.110264                          40.44     5.40
Barclays Bank PLC        06740JSC5 02/22/10 02/20/15    100.000     0.000    3.8600              0.122549   0.124914   0.127325                          45.17     6.24
Barclays Bank PLC        06740JSM3 02/26/10 02/29/16    100.000     0.000    4.3199              0.138626   0.139311   0.144679   0.145395  0.150167     51.47    53.61
Barclays Bank PLC        06740JSN1 02/26/10 02/29/16    100.000     0.000    4.3199              0.138626   0.139311   0.144679   0.145395  0.150167     51.47    53.61
Barclays Bank PLC        06740JSP6 02/26/10 02/29/16    100.000     0.000    4.3199              0.138626   0.139311   0.144679   0.145395  0.150167     51.47    53.61
Barclays Bank PLC        06740JSY7 02/26/10 02/29/16    100.000     0.000    4.3199              0.138626   0.139311   0.144679   0.145395  0.150167     51.47    53.61
Barclays Bank PLC        06740JTK6 02/08/10 02/08/17    100.000    VARIES    4.5812              0.128694   0.128838   0.128724   0.128607  0.128327     46.36    46.26
Barclays Bank PLC        06740JWG1 02/17/10 07/24/14    100.000     0.000    3.4600              0.108140   0.110011                                     22.29         
Barclays Bank PLC        06740JZJ2 03/09/10 03/09/15    100.000     0.000    3.4999              0.109773   0.111694   0.113649                          40.30     7.73
Barclays Bank PLC        06740LAP0 04/07/10 04/07/15    100.000     0.000    3.6900              0.116496   0.118645   0.120834                          42.69    11.60
Barclays Bank PLC        06740LAQ8 04/07/10 04/07/15    100.000     0.000    3.6900              0.116496   0.118645   0.120834                          42.69    11.60
Barclays Bank PLC        06740LAR6 04/09/10 04/10/15    100.000     0.000    3.7199              0.117574   0.119761   0.121988                          43.08    12.08
Barclays Bank PLC        06740LBD6 03/24/10 03/24/15    100.000     1.000    3.5999              0.109605   0.111078   0.112578                          40.01     9.34
Barclays Bank PLC        06740LBJ3 04/30/10 04/29/16    100.000     0.000    4.4899              0.145673   0.148943   0.152287   0.155706  0.159201     53.44    55.87
Barclays Bank PLC        06740LBK0 04/30/10 04/29/16    100.000     0.000    4.4899              0.145673   0.148943   0.152287   0.155706  0.159201     53.44    55.87
Barclays Bank PLC        06740LBL8 04/30/10 04/29/16    100.000     0.000    4.4899              0.145673   0.148943   0.152287   0.155706  0.159201     53.44    55.87
Barclays Bank PLC        06740LBY0 04/07/10 04/08/15    100.000     0.000    3.6920              0.116578   0.118730   0.120922                          42.72    11.73
Barclays Bank PLC        06740LL78 06/09/10 06/09/14    100.000     0.000    3.9099              0.124375                                                19.65         
Barclays Bank PLC        06740LNW1 05/28/10 05/31/16    100.000     0.000    4.7600              0.154236   0.157044   0.161666   0.164609  0.168527     57.05    59.77
Barclays Bank PLC        06740LNY7 05/28/10 05/31/16    100.000     0.000    4.7600              0.154236   0.157044   0.161666   0.164609  0.168527     57.05    59.77
Barclays Bank PLC        06740LP90 06/30/10 06/30/16    100.000     0.000    4.3499              0.140475   0.143530   0.146652   0.149842  0.153101     51.13    53.38
Barclays Bank PLC        06740LQ24 06/30/10 06/30/16    100.000     0.000    4.3499              0.140475   0.143530   0.146652   0.149842  0.153101     51.13    53.38
Barclays Bank PLC        06740LQH1 05/28/10 05/31/16    100.000     0.000    4.7600              0.154236   0.157044   0.161666   0.164609  0.168527     57.05    59.77
Barclays Bank PLC        06740LTF2 05/10/10 05/08/15    100.000     0.000    3.8699              0.122906   0.125284   0.127709                          44.93    16.22
Barclays Bank PLC        06740PA30 10/28/10 06/01/16    100.000     0.000    3.0699              0.093701   0.095140   0.096600   0.098083  0.099588     34.08    35.13
Barclays Bank PLC        06740PAD8 06/11/10 06/11/15    100.000     0.000    3.8599              0.122571   0.124937   0.127348                          44.65    20.38
Barclays Bank PLC        06740PBC9 06/24/10 06/26/18    100.000     0.000    4.9699              0.163981   0.168056   0.172232   0.176512  0.180898     59.81    62.82
Barclays Bank PLC        06740PBE5 06/25/10 06/25/17    100.000     1.000    4.7051              0.148893   0.151743   0.154659   0.157644  0.160699     54.15    56.25
Barclays Bank PLC        06740PBF2 07/28/10 07/28/16    100.000     0.000    3.6099              0.111640   0.113655   0.115706   0.117795  0.119921     41.18    42.67
Barclays Bank PLC        06740PBG0 07/28/10 07/28/16    100.000     0.000    3.6099              0.111640   0.113655   0.115706   0.117795  0.119921     41.18    42.67
Barclays Bank PLC        06740PBK1 06/30/10 06/30/15    100.000    VARIES    3.8043              0.109695   0.108832   0.107269                          39.33    19.20
Barclays Bank PLC        06740PBX3 07/06/10 07/06/20    100.000    VARIES    5.0546              0.152841   0.153204   0.153577   0.153226  0.152866     55.22    55.10
Barclays Bank PLC        06740PC38 11/29/10 11/29/30    100.000    VARIES    4.9295              0.113302   0.111496   0.109645   0.107748  0.105805     40.35    39.01
Barclays Bank PLC        06740PHD1 08/31/10 08/31/16    100.000     0.000    3.3169              0.101132   0.101133   0.104514   0.104515  0.107416     37.33    38.50
Barclays Bank PLC        06740PHE9 08/31/10 08/31/16    100.000     0.000    3.3169              0.101132   0.101133   0.104514   0.104515  0.107416     37.33    38.50
Barclays Bank PLC        06740PHQ2 07/28/10 05/26/16    100.000     0.000    3.6099              0.112960   0.114999   0.117075   0.119188  0.121339     41.18    42.68
Barclays Bank PLC        06740PKG0 08/16/10 08/16/17    100.000    VARIES    3.6631              0.108117   0.108091   0.108064   0.107454  0.106831     38.91    38.63
Barclays Bank PLC        06740PKN5 08/31/10 08/31/15    100.000     0.000    2.6470              0.079125   0.078865   0.081234   0.080967               29.09    19.61
Barclays Bank PLC        06740PKP0 09/03/10 09/03/15    100.000     0.000    2.6299              0.079012   0.080051   0.081104   0.082170               28.88    19.82
Barclays Bank PLC        06740PM37 11/30/10 11/30/20    100.000    VARIES    4.6823              0.133636   0.134173   0.134723   0.134965  0.135213     48.24    48.56
Barclays Bank PLC        06740PMM5 08/27/10 08/29/18    100.000     0.000    3.8100              0.116604   0.119479   0.121089   0.124074  0.125064     43.64    45.24
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Barclays Bank PLC        06740PMQ6 09/16/10 09/16/25    100.000    VARIES    4.4379              0.107465   0.106990   0.106504   0.106007  0.105499     38.50    38.15
Barclays Bank PLC        06740PMT0 08/26/10 08/26/20    100.000    VARIES    4.3098              0.125769   0.126583   0.127414   0.127202  0.126984     45.63    45.78
Barclays Bank PLC        06740PQH2 09/30/10 09/29/17    100.000     0.000    3.3900              0.104151   0.105916   0.107711   0.109537  0.111394     38.14    39.44
Barclays Bank PLC        06740PSZ0 10/13/10 10/13/17    100.000     0.750    3.3000              0.098976   0.100265   0.101576   0.102908  0.104263     36.07    37.02
Barclays Bank PLC        06740PV29 12/30/10 12/30/30    100.000    VARIES    5.2624              0.129017   0.126312   0.123535   0.124010  0.124497     45.95    44.56
Barclays Bank PLC        06740PVH6 10/20/10 10/20/25    100.000    VARIES    4.6202              0.127306   0.127677   0.128057   0.128446  0.128844     45.95    46.23
Barclays Bank PLC        06740PVZ6 09/30/10 09/30/25    100.000    VARIES    4.7398              0.113239   0.111780   0.110286   0.108758  0.107193     40.23    39.15
Barclays Bank PLC        06740PX43 12/17/10 12/19/18    100.000     0.000    4.6599              0.148666   0.152130   0.155674   0.159302  0.163013     54.23    56.78
Barclays Bank PLC        06740PX50 12/17/10 12/19/18    100.000     0.000    4.6599              0.148666   0.152130   0.155674   0.159302  0.163013     54.23    56.78
Barclays Bank PLC        06740PYE0 12/30/10 12/30/30    100.000    VARIES    5.6002              0.128756   0.124281   0.119681   0.120489  0.121319     45.54    43.23
Barclays Bank PLC        06740PYG5 01/14/11 01/14/21    100.000    VARIES    4.9824              0.141308   0.142382   0.142944   0.143519  0.143660     51.34    51.68
Barclays Bank PLC        06740PYH3 12/27/10 12/24/15    100.000     0.700    3.3717              0.101466   0.102849   0.104255   0.105685               36.80    37.06
Barclays Bank PLC        06740PZ33 01/27/11 01/27/31    100.000    VARIES    5.5228              0.139030   0.136967   0.134846   0.132668  0.133053     49.04    47.88
Barclays Bank PLC        06741JBW8 02/28/11 02/28/31    100.000    VARIES    5.4603              0.145701   0.142231   0.143445   0.139951  0.142282     52.26    51.57
Barclays Bank PLC        06741JS59 05/20/14 05/20/21    100.000     0.000    2.7399                         0.076110   0.077153   0.078210  0.079282     16.86    28.05
Barclays Bank PLC        06741JV30 07/23/14 07/23/21    100.000     0.000    2.8399                                    0.078888   0.080008  0.081144     12.46    28.96
Barclays Bank PLC        06741JV89 08/18/14 08/18/21    100.000     0.000    2.7999                                    0.077778   0.078867  0.079971     10.34    28.49
Barclays Bank PLC        06741L427 03/02/12 03/05/18    100.000     0.000    3.1999              0.093248   0.094740   0.096256   0.097796  0.099360     34.19    35.29
Barclays Bank PLC        06741RGQ8 04/18/13 04/18/30    100.000    VARIES    3.0512              0.085203   0.085655   0.086114   0.086581  0.087054     30.82    31.15
Barclays Bank PLC        06741T2A4 11/29/13 11/29/18    100.000     0.000    2.1200              0.058889   0.059513   0.060144   0.060782  0.061426     21.35    21.81
Barclays Bank PLC        06741T2W6 12/23/13 12/23/33    100.000    VARIES    4.3876              0.121879   0.116869   0.111749   0.106517  0.101169     42.89    39.20
Barclays Bank PLC        06741T3M7 12/27/13 12/27/28    100.000    VARIES    4.2828              0.118969   0.115040   0.111027   0.106927  0.102741     42.09    39.20
Barclays Bank PLC        06741T4J3 01/30/14 01/30/29*   100.000    VARIES    3.9757                         0.110436                                     19.88*        
Barclays Bank PLC        06741T6B8 02/28/14 02/28/34    100.000    VARIES    4.0796                         0.110861   0.108779   0.103071  0.100146     33.78    37.59
Barclays Bank PLC        06741T6S1 03/28/14 03/28/34    100.000    VARIES    4.1532                         0.115367   0.111995   0.108552  0.105038     31.18    39.05
Barclays Bank PLC        06741T6U6 03/04/14 03/04/24    100.000     0.250    3.4336                         0.095381   0.096899   0.098443  0.100014     28.51    35.53
Barclays Bank PLC        06741TAA5 06/18/12 12/18/15    100.000    VARIES    1.7715              0.048950   0.049014   0.049079   0.049145               17.64    17.04
Barclays Bank PLC        06741TAR8 06/08/12 06/10/14    100.000     0.000    1.8997              0.054296                                                 8.63         
Barclays Bank PLC        06741TBE6 06/20/12 06/19/14    100.000     0.000    1.8697              0.053406                                                 8.97         
Barclays Bank PLC        06741TBL0 06/28/12 12/31/14    100.000     0.000    2.0499              0.058719   0.059321                                     21.19         
Barclays Bank PLC        06741TBN6 06/28/12 06/30/14    100.000     0.000    1.8702              0.053427                                                 9.56         
Barclays Bank PLC        06741TBX4 06/29/12 07/02/14    100.000     0.000    1.8700              0.052929   0.053424                                      9.67         
Barclays Bank PLC        06741TC70 08/22/13 08/22/28    100.000    VARIES    4.2989              0.119415   0.118399   0.117362   0.117110  0.116853     42.54    42.14
Barclays Bank PLC        06741TCJ4 07/11/12 07/11/16    100.000     0.000    2.4399              0.069441   0.070288   0.071146   0.072014  0.072892     25.44    26.07
Barclays Bank PLC        06741TCR6 07/31/12 07/31/15    100.000    VARIES    2.0319              0.056461   0.056535   0.056609   0.056527               20.36    11.82
Barclays Bank PLC        06741TDV6 08/08/12 08/07/14    100.000     0.000    1.6698              0.047160   0.047554                                     10.26         
Barclays Bank PLC        06741TEH6 08/20/12 08/22/17    100.000     0.000    2.7099              0.077343   0.078391   0.079453   0.080530  0.081621     28.30    29.08
Barclays Bank PLC        06741TFL6 10/30/12 10/30/17    100.000     0.000    1.7609              0.049781   0.050219   0.050661   0.051107  0.051557     18.05    18.37
Barclays Bank PLC        06741TGD3 09/20/12 09/20/19    100.000     0.000    2.6499              0.075573   0.076574   0.077589   0.078617  0.079659     27.59    28.33
Barclays Bank PLC        06741TKR7 11/19/12 11/19/14    100.000     0.000    0.8700              0.024377   0.024484                                      7.77         
Barclays Bank PLC        06741TL70 09/19/13 09/21/20    100.000     0.000    3.1924              0.088694   0.090110   0.091548   0.093009  0.094494     32.47    33.51
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Barclays Bank PLC        06741TLD7 12/31/12 12/31/27    100.000    VARIES    3.3900              0.094375   0.094481   0.094590   0.094700  0.094812     33.99    34.07
Barclays Bank PLC        06741TM79 09/27/13 09/27/19    100.000     0.000    2.7612              0.076702   0.077760   0.078834   0.079922  0.081026     28.00    28.78
Barclays Bank PLC        06741TNC7 02/15/13 02/15/28    100.000    VARIES    3.6405              0.101437   0.101753   0.102075   0.102402  0.102736     36.66    36.90
Barclays Bank PLC        06741TPD3 02/21/13 02/27/14    100.000     0.000    0.7401              0.020640                                                 1.16         
Barclays Bank PLC        06741TPR2 03/21/13 03/21/33    100.000    VARIES    3.9299              0.105715   0.102198   0.088189   0.077052  0.068841     35.67    27.81
Barclays Bank PLC        06741TRP4 03/28/13 03/28/33    100.000    VARIES    3.9299              0.105717   0.102200   0.087930   0.076638  0.068365     35.77    27.80
Barclays Bank PLC        06741TRR0 04/09/13 04/09/28    100.000    VARIES    3.5337              0.094999   0.091781   0.088507   0.085174  0.082839     33.09    30.80
Barclays Bank PLC        06741TRW9 04/30/13 04/30/20    100.000     0.000    2.1700              0.060932   0.061593   0.062261   0.062937  0.063620     22.14    22.62
Barclays Bank PLC        06741TSE8 04/19/13 04/19/33    100.000    VARIES    3.7861              0.100736   0.096219   0.091616   0.086926  0.083666     34.80    31.57
Barclays Bank PLC        06741TUA3 05/10/13 05/10/28    100.000    VARIES    3.2563              0.088761   0.087040   0.079244   0.073024  0.068452     31.16    26.86
Barclays Bank PLC        06741TUB1 05/03/13 05/03/33    100.000    VARIES    3.4200              0.092350   0.089654   0.079243   0.070706  0.064194     32.00    26.12
Barclays Bank PLC        06741TV38 10/31/13 10/31/18    100.000     0.000    2.1199              0.058888   0.059512   0.060143   0.060781  0.061425     21.39    21.84
Barclays Bank PLC        06741TVK0 05/31/13 05/31/33    100.000    VARIES    3.5100              0.094336   0.091117   0.080456   0.071714  0.065048     32.95    26.91
Barclays Bank PLC        06741TWH6 06/17/13 06/17/33    100.000    VARIES    3.6856              0.096779   0.091075   0.085266   0.079351  0.075478     33.65    29.49
Barclays Bank PLC        06741TXA0 06/28/13 06/30/20    100.000     0.000    2.9922              0.084375   0.085637   0.086919   0.088219  0.089539     30.60    31.53
Barclays Bank PLC        06741TXZ5 07/31/13 07/30/20    100.000     0.250    2.9338              0.079724   0.082127   0.081874   0.084351  0.084093     29.87    30.68
Barclays Bank PLC        06741TYX9 07/24/13 07/24/28    100.000    VARIES    3.9812              0.110589   0.108367   0.106101   0.099892  0.093560     38.71    35.11
Barclays Bank PLC        06741TZ83 11/27/13 12/09/14*   100.000     0.000    N/A                 0.013881                                                  .56*        
Barclays Bank PLC        06741TZS9 07/26/13 08/11/14    100.000    VARIES    0.6095              0.016931   0.016909                                      3.72         
Barclays Bank PLC        06741TZW0 08/15/13 08/15/33    100.000    VARIES    4.2111              0.116977   0.113591   0.110134   0.103134  0.095986     40.57    36.46
Barclays Bank PLC        06741TZX8 08/01/13 08/01/23    100.000     0.250    3.5547              0.098742   0.100374   0.102035   0.103725  0.105445     36.33    37.55
Barclays Bank PLC        06741UAU8 03/28/14 06/30/20    100.000     0.000    2.8996              0.080545   0.081142   0.082318   0.083512  0.084722     22.10    29.85
Barclays Bank PLC        06741UBA1 04/25/14 04/25/34    100.000    VARIES    3.4516                         0.095878   0.092260   0.088579  0.084834     23.35    32.06
Barclays Bank PLC        06741UBK9 04/30/14 04/30/29    100.000    VARIES    3.9398                         0.109441   0.106404   0.103306  0.100148     26.19    37.37
Barclays Bank PLC        06741UBL7 04/30/14 04/30/29    100.000    VARIES    3.9447                         0.109575   0.108909   0.108228  0.107535     26.37    39.00
Barclays Bank PLC        06741UBX1 04/30/14 04/30/24    100.000    VARIES    3.4911                         0.096977   0.097830   0.098698  0.099245     23.42    35.46
Barclays Bank PLC        06741UDA9 05/30/14 05/30/34    100.000    VARIES    3.8794                         0.107763   0.104465   0.101103  0.097676     22.64    36.79
Barclays Bank PLC        06741UFK5 07/28/14 07/28/34    100.000    VARIES    3.8226                                    0.106184   0.102904  0.099562     16.25    36.62
Barclays Bank PLC        06741UFL3 07/08/14 09/30/16    100.000     0.000    0.9000                         0.025001   0.025052   0.025165  0.025278      4.33     9.06
Barclays Bank PLC        06741UFM1 07/31/14 07/31/34    100.000    VARIES    3.8918                                    0.108107   0.104806  0.101440     16.32    37.32
Barclays Bank PLC        06741UFY5 07/30/14 07/29/21    100.000     0.000    2.8199                                    0.078333   0.079431  0.080551     11.83    28.73
Barclays Bank PLC        06741UGX6 08/29/14 08/28/29    100.000    VARIES    3.7703                                    0.104732   0.102529  0.100273     12.78    36.76
Barclays Bank PLC        06741UJW5 09/29/14 09/29/34    100.000    VARIES    3.7463                                    0.104066   0.101333  0.098548      9.57    36.46
Barclays Bank PLC        06741UKB9 09/30/14 10/01/15    100.000     0.000    0.6103                         0.016954   0.016955   0.017006                1.54     4.59
Barclays Bank PLC        06741UKH6 09/26/14 09/28/16    100.000     0.000    1.0997                         0.030549   0.030551   0.030719  0.030888      2.90    11.06
Barclays Bank PLC        06741UKP8 10/30/14 10/30/34    100.000    VARIES    3.5915                                    0.099765   0.096568  0.093314      6.09    34.95
Barclays Bank PLC        06742B329 03/17/14 03/18/19    100.000     0.000    2.2099              0.061388   0.061393   0.062071   0.062757  0.063450     17.51    22.61
Barclays Bank PLC        06742B634 03/05/14 03/05/21    100.000     0.000    2.8400                         0.078889   0.080009   0.081145  0.082298     23.48    29.27
Barclays Bank PLC        06742B808 02/06/14 01/29/16    100.000     0.000    0.7201                         0.020005   0.020074   0.020146  0.020219      6.51     7.26
Barclays Bank PLC        06742W208 07/15/14 06/24/16    100.000     0.000    0.8700                         0.024167   0.024260   0.024366  0.024471      4.01     8.75
Barclays Bank PLC        06742W737 06/25/14 06/25/20    100.000     0.000    2.6600                         0.073890   0.074872   0.075868  0.076877     13.75    27.15
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Barclays Bank PLC        06742W752 06/25/14 06/25/21    100.000     0.000    2.8299                         0.078610   0.079723   0.080851  0.081995     14.63    28.92
Barclays Bank PLC        06742W760 06/25/14 06/25/20    100.000     0.000    2.6600                         0.073890   0.074872   0.075868  0.076877     13.75    27.15
Bear Stearns Co., Inc.   073928G23 08/31/04 07/01/19     51.530     1.000    N/A                 0.099379   0.102344   0.105399   0.108544  0.111783     36.49    38.70
BellSouth Telecomm       079867AS6 12/13/95 12/15/95     25.235    VARIES    6.8500              0.161464   0.166995   0.172714   0.178630  0.184748     59.30    63.43
Berry Petroleum Company  085789AD7 05/27/09 06/01/14     93.546    10.250   12.0008    57.66     0.045882                                                 6.88         
Bexar Cnty Hsg Fin Corp  08837EAB7 09/28/05 04/01/22     39.225     0.000    5.7500   234.26     0.098651   0.101487   0.104405   0.107406  0.110494     36.54    38.67
Bloomington, IL          094491RU3 11/12/13 12/01/14    100.524     0.000    0.4989              0.013936   0.013971                                      4.61         
Bond & Fayette CNTYS, IL 097850CQ2 05/07/14 12/01/15    104.475     0.000    1.2239              0.035521   0.035550   0.035767   0.035986                8.32    11.84
Bond & Fayette CNTYS, IL 097850CR0 05/07/14 12/01/16    106.598    VARIES    1.3824              0.040934   0.040972   0.041255   0.041540  0.039395      9.59    14.85
Bond & Fayette CNTYS, IL 097850CS8 05/07/14 12/01/17    107.812    VARIES    1.7340              0.051932   0.051992   0.052443   0.052898  0.050305     12.18    18.90
Boston, MA               100853GH7 11/04/09 09/15/24     89.556     6.050    7.2062    19.19     0.014742   0.015273   0.015823   0.016394  0.016984      5.52     5.92
Bumble Bee Holdco S.C.A. 12046QAA1 03/10/11 03/15/18     98.138     9.625    N/A                 0.274088   0.274424   0.274778   0.275148  0.275538     98.81    99.07
Bumble Bee Holdco S.C.A. 12046QAB9 03/10/11 03/15/18     98.138     9.625    N/A                 0.274088   0.274424   0.274778   0.275148  0.275538     98.81    99.07
Bumble Bee Holdco S.S.A. 12046QAC7 03/10/11 03/15/18     98.138     9.625    N/A                 0.274088   0.274424   0.274778   0.275148  0.275538     98.81    99.07
Bureau County SD #84, IL 121012AL2 06/04/10 12/01/15    106.570    VARIES    4.3645              0.124422   0.123651   0.122864   0.122060               44.61    40.40
Bureau County SD #84, IL 121012AM0 06/04/10 12/01/16    106.150    VARIES    4.6174              0.132289   0.131655   0.131007   0.130345  0.129666     47.47    47.00
Bureau County SD #84, IL 121012AN8 06/04/10 12/01/17    105.324    VARIES    4.8691              0.139538   0.139047   0.138543   0.138028  0.137499     50.12    49.75
Bureau County SD #84, IL 121012AP3 06/04/10 12/01/18    105.836    VARIES    5.1194              0.147671   0.147185   0.146686   0.146174  0.145650     53.04    52.68
Bureau County SD #84, IL 121012AQ1 06/04/10 12/01/19    106.299    VARIES    5.3692              0.155810   0.155332   0.154841   0.154337  0.153820     55.98    55.62
Bureau County SD #84, IL 121012AR9 06/04/10 12/01/20    104.349    VARIES    5.6693              0.162705   0.162396   0.162078   0.161751  0.161415     58.50    58.27
Bureau County SD #84, IL 121012AS7 06/04/10 12/01/21    104.162    VARIES    5.9680              0.171325   0.171049   0.170766   0.170474  0.170173     61.61    61.41
Bureau County SD #84, IL 121012AT5 06/04/10 12/01/22    104.788    VARIES    6.1675              0.178135   0.177847   0.177549   0.177242  0.176926     64.06    63.84
Bureau County SD #175,IL 121088AL2 09/15/10 12/01/14    106.822    VARIES    3.2818              0.092690   0.091932                                     30.45         
Bureau County SD #175,IL 121088AM0 09/15/10 12/01/15    108.915    VARIES    3.6318              0.104489   0.103612   0.102719   0.101810               37.40    33.73
Bureau County SD #175,IL 121088AN8 09/15/10 12/01/16    107.815    VARIES    4.0822              0.117893   0.117181   0.116454   0.115713  0.114956     42.27    41.75
Bureau County SD #175,IL 121088AP3 09/15/10 12/01/17    106.920    VARIES    4.4822              0.129552   0.128969   0.128373   0.127764  0.127141     46.50    46.07
Bureau County SD #175,IL 121088AQ1 09/15/10 12/01/18    106.252    VARIES    4.8319              0.139638   0.139152   0.138655   0.138147  0.137625     50.15    49.79
Bureau County SD #175,IL 121088AR9 09/15/10 12/01/19    107.871    VARIES    5.0816              0.148872   0.148314   0.147742   0.147156  0.146554     53.46    53.05
Bureau County SD #175,IL 121088AS7 09/15/10 12/01/20    108.435    VARIES    5.2817              0.155788   0.155244   0.154686   0.154112  0.153524     55.95    55.55
Bureau County SD #502,IL 121133CK6 10/10/13 12/01/23    100.125    VARIES    4.9873              0.139691   0.143175   0.138664   0.138658  0.138652     50.89    49.92
Bureau County SD #205,IL 121133CL4 10/10/13 12/01/29    100.148    VARIES    5.8866              0.165126   0.169986   0.163734   0.163729  0.163724     60.28    58.94
Bureau CNTYS SD #340, IL 121158BL2 08/14/12 12/01/14    102.681    VARIES    1.8371              0.051616   0.051325                                     16.98         
Bureau CNTYS SD #340, IL 121158BM0 08/14/12 12/01/15    103.922    VARIES    2.0391              0.057980   0.057650   0.057318   0.056982               20.79    18.85
Bureau CNTYS SD #340, IL 121158BN8 08/14/12 12/01/16    106.028    VARIES    2.3387              0.067699   0.067257   0.066809   0.066356  0.065897     24.27    23.94
Bureau CNTYS SD #340, IL 121158BP3 08/14/12 12/01/17    106.030    VARIES    2.6392              0.076662   0.076263   0.075858   0.075448  0.075032     27.50    27.21
Bureau CNTYS SD #340, IL 121158BQ1 08/14/12 12/01/18    105.273    VARIES    2.9397              0.085092   0.084770   0.084444   0.084114  0.083778     30.56    30.32
CBIZ, Inc.               124805AA0 05/30/06 06/01/26    100.000    VARIES    8.9994              0.400339   0.413950   0.428173   0.443036  0.458461    147.41   157.73
CBIZ, Inc.               124805AB8 05/30/06 06/01/26    100.000    VARIES    8.9994              0.400339   0.413950   0.428173   0.443036  0.458461    147.41   157.73
Caesars Entertainment    127693AC3 02/15/13 02/15/20     97.500     9.000    9.4970     2.33     0.007554   0.007912   0.008288   0.008682  0.009094      2.88     3.16
Caesars Entertainment    127693AF6 02/15/13 02/15/20     97.500     9.000    9.4970     2.33     0.007554   0.007912   0.008288   0.008682  0.009094      2.88     3.16
Caesars Entertainment    127693AG4 02/15/13 02/15/20     97.500     9.000    9.4970     2.33     0.007554   0.007912   0.008288   0.008682  0.009094      2.88     3.16
Caesars Entertainment    127693AH2 02/15/13 02/15/20     97.500     9.000    9.4970     2.33     0.007554   0.007912   0.008288   0.008682  0.009094      2.88     3.16
Carol Stream, IL         143735LM8 07/15/08 10/01/27     93.383     5.750    6.3510    11.60     0.006958   0.007179   0.007407   0.007642  0.007884      2.58     2.75
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Carol Stream, IL         143735TN8 12/30/11 11/01/14     92.287     0.000    2.8495    53.85     0.076944   0.078041                                     23.28         
Carol Stream, IL         143735TP3 12/30/11 11/01/15     88.034     0.000    3.3492    60.61     0.087055   0.088512   0.089995   0.091502               31.78    27.27
Carol Stream, IL         143735TQ1 12/30/11 11/01/16     83.951     0.000    3.6494    63.13     0.090950   0.092610   0.094300   0.096021  0.097773     33.24    34.47
Carol Stream, IL         143735TR9 12/30/11 11/01/17     79.136     0.000    4.0492    66.23     0.095814   0.097754   0.099733   0.101752  0.103813     35.08    36.51
Carol Stream, IL         143735TS7 12/30/11 11/01/18     74.017     0.000    4.4492    68.28     0.099181   0.101387   0.103643   0.105948  0.108305     36.37    38.01
Carol Stream, IL         143735TT5 12/30/11 11/01/19     68.693     0.000    4.8492    69.28     0.101046   0.103496   0.106005   0.108575  0.111208     37.12    38.94
Carol Stream, IL         143735TU2 12/30/11 11/01/20     63.533     0.000    5.1992    68.89     0.100831   0.103452   0.106141   0.108901  0.111732     37.09    39.04
Carol Stream, IL         143735TV0 12/30/11 11/01/21     59.208     0.000    5.3992    66.77     0.097933   0.100577   0.103292   0.106080  0.108944     36.05    38.03
Carol Stream, IL         143735TW8 12/30/11 11/01/22     54.964     0.000    5.5992    64.38     0.094619   0.097268   0.099991   0.102791  0.105669     34.86    36.84
Carol Stream, IL         143735TX6 12/30/11 11/01/23     50.827     0.000    5.7993    61.76     0.090948   0.093585   0.096299   0.099092  0.101965     33.54    35.51
Carol Stream, IL         143735TY4 12/30/11 11/01/24     46.530     0.000    6.0492    59.09     0.087236   0.089874   0.092592   0.095393  0.098278     32.20    34.18
Carol Stream, IL         143735TZ1 12/30/11 11/01/25     42.963     0.000    6.1993    55.98     0.082769   0.085334   0.087980   0.090707  0.093518     30.57    32.50
Carol Stream, IL         143735UA4 12/30/11 11/01/26     39.556     0.000    6.3492    52.85     0.078257   0.080741   0.083305   0.085949  0.088678     28.92    30.79
Carol Stream, IL         143735UB2 12/30/11 11/01/27     36.593     0.000    6.4493    49.70     0.073667   0.076042   0.078494   0.081026  0.083639     27.24    29.02
Carol Stream, IL         143735UC0 12/30/11 11/01/28     33.512     0.000    6.5994    46.63     0.069219   0.071503   0.073863   0.076300  0.078818     25.61    27.33
Carol Stream, IL         143735UD8 12/30/11 11/01/29     30.868     0.000    6.6993    43.63     0.064839   0.067011   0.069255   0.071575  0.073973     24.00    25.63
Carol Stream, IL         143735UE6 12/30/11 11/01/30     28.377     0.000    6.7994    40.74     0.060605   0.062665   0.064796   0.066999  0.069277     22.44    23.99
Carol Stream, IL         143735UF3 12/30/11 11/01/31     26.288     0.000    6.8495    38.04     0.056607   0.058546   0.060551   0.062625  0.064769     20.96    22.42
Centerpoint Energy, Inc. 15189T206 09/21/99 09/15/29    100.000    VARIES    9.9395              0.887019   0.927914   0.970841   1.015902  1.063203    335.57   367.40
Central Euro Media ENT   153443AJ5 05/02/14 12/01/17     55.350    15.000    N/A                 0.514597   0.522162   0.567018   0.615728  0.668623    125.92   215.94
Central Euro Media ENT   153443AK2 05/02/14 12/01/17     55.350    15.000    N/A                 0.514597   0.522162   0.567018   0.615728  0.668623    125.92   215.94
Centrus Energy Corp.     15643UAA2 09/30/14 09/30/24     56.492     8.000    N/A                                       0.237610   0.245084  0.252966     21.62    88.28
Champaign & Piatt CNTYS  158087RN8 09/12/13 10/01/19    100.000    VARIES    3.7423              0.104160   0.106109   0.103991   0.103988  0.103984     37.83    37.44
Chesapeake Energy Corp.  165167BZ9 05/15/07 05/15/37    100.000    VARIES    6.7505              0.251233   0.257369   0.263712   0.270269  0.277047     92.12    96.73
Chesapeake Energy Corp.  165167CA3 08/14/07 05/15/37     97.625    VARIES    8.0008              0.310423   0.320063   0.330089   0.340515  0.351359    114.39   121.69
Chesapeake Energy Corp.  165167CB1 05/27/08 12/15/38    100.000    VARIES    8.0007              0.309412   0.319289   0.329562   0.340246  0.351356    113.49   120.91
Chesapeake Energy Corp.  165167CD7 02/02/09 02/15/15*    97.750     9.500   10.0055    17.27     0.012129   0.012736                                      1.99*        
Christian & Sangamon CNT 170592BB4 03/28/13 12/01/15    108.829    VARIES    1.7168              0.052505   0.052956   0.049237   0.048468               18.88    16.11
Christian & Sangamon CNT 170592BC2 03/28/13 12/01/16    110.501    VARIES    1.9725              0.061356   0.061961   0.057897   0.057133  0.056361     22.09    20.66
Christian & Sangamon CNT 170592BD0 03/28/13 12/01/17    111.388    VARIES    2.2261              0.069917   0.070696   0.066342   0.065612  0.064874     25.20    23.71
Christian & Sangamon CNT 170592BE8 03/28/13 12/01/18    110.855    VARIES    2.4787              0.077610   0.078572   0.074123   0.073493  0.072855     28.01    26.53
Christian & Sangamon CNT 170592BF5 03/28/13 12/01/19    110.619    VARIES    2.7793              0.087009   0.088218   0.083365   0.082786  0.082199     31.43    29.87
Christian & Sangamon CNT 170592BG3 03/28/13 12/01/20    109.831    VARIES    3.0795              0.095914   0.097390   0.092153   0.091648  0.091134     34.68    33.05
Christian & Sangamon CNT 170592BH1 03/28/13 12/01/21    107.041    VARIES    3.3308              0.101275   0.102962   0.097795   0.097458  0.097115     36.66    35.13
Christian & Sangamon CNT 170592BJ7 03/28/13 12/01/22     99.442    VARIES    3.5341              0.099963   0.101729   0.097599   0.097631  0.097662     36.23    35.14
Christian & Sangamon CNT 170592BK4 03/28/13 12/01/23     99.390    VARIES    3.6840              0.104252   0.106173   0.101681   0.101712  0.101744     37.80    36.61
Citigroup Global Markets 17307EBE2 07/01/04 09/07/16     51.400     0.000    5.5371   349.75     0.130564   0.134179   0.137894   0.141712  0.145635     48.49    51.21
Citigroup Funding, Inc.  17308CMW3 02/26/09 02/26/14    100.000     1.500    7.7625              0.286733                                                15.77         
Citigroup Funding, Inc.  17308CMX1 04/28/09 04/28/14    100.000    VARIES    7.9615              0.298677                                                34.95         
Citigroup Funding, Inc.  17308CMY9 06/29/09 06/29/14    100.000    VARIES    6.6887              0.186376                                                33.17         
Citigroup Funding, Inc.  17308CMZ6 08/28/09 08/28/14    100.000     1.500    5.6150              0.184315   0.188320                                     44.40         
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Citigroup Funding, Inc.  17308CNM4 02/12/10 02/12/20    100.000    VARIES    4.5259              0.115476   0.115377   0.115679   0.115988  0.116557     41.58    41.82
Citigroup Funding, Inc.  17308CPQ3 05/24/10 05/24/16    100.000     0.000    4.5502              0.147955   0.151321   0.154763   0.158285  0.161886     54.12    56.61
Citigroup Funding, Inc.  17308CQH2 09/28/10 09/28/15    100.000    VARIES    2.0287              0.013039   0.013171   0.013305   0.013440                4.74     3.58
Citigroup Funding, Inc.  17308CRW8 06/29/11 12/21/16    100.000     0.500    3.5733              0.107092   0.108757   0.110452   0.112177  0.113933     38.89    40.11
Citigroup Funding, Inc.  1730T0A58 10/22/13 10/22/33    100.000    VARIES    4.6764              0.129902   0.126445   0.122906   0.119285  0.115579     45.66    43.09
Citigroup Funding, Inc.  1730T0A82 11/15/13 11/15/28    100.000    VARIES    4.5367              0.126021   0.122709   0.119322   0.115858  0.112315     44.46    42.01
Citigroup Funding, Inc.  1730T0A90 10/30/13 10/30/33    100.000    VARIES    4.6216              0.128378   0.124941   0.121425   0.117827  0.114146     45.17    42.62
Citigroup Funding, Inc.  1730T0AK5 05/15/06 05/15/36     11.570     0.000    7.3199    84.54     0.040337   0.041814   0.043344   0.044930  0.046575     14.93    16.04
Citigroup Funding, Inc.  1730T0B99 11/14/13 11/14/23    100.000    VARIES    4.0135              0.111488   0.109266   0.106999   0.104687  0.102329     39.52    37.88
Citigroup Funding, Inc.  1730T0BT5 02/14/07 02/14/37    100.000    VARIES    5.8403              0.156474   0.156533   0.156593   0.156655  0.156719     56.36    56.40
Citigroup Funding, Inc.  1730T0C23 11/12/13 11/12/33    100.000    VARIES    4.7620              0.132280   0.129477   0.126607   0.123669  0.120661     46.84    44.76
Citigroup Funding, Inc.  1730T0C56 11/26/13 11/26/33    100.000    VARIES    4.7711              0.132531   0.129066   0.125519   0.121886  0.118168     46.84    44.28
Citigroup Funding, Inc.  1730T0E88 01/29/14 01/29/29    100.000    VARIES    4.3351                         0.120420   0.117009   0.113524  0.109964     39.46    40.43
Citigroup Funding, Inc.  1730T0E96 01/29/14 01/29/34    100.000    VARIES    4.6110                         0.128086   0.123994   0.119808  0.115526     41.90    42.60
Citigroup Funding, Inc.  1730T0F38 01/31/14 08/01/19    100.000     0.000    2.5874              0.071872   0.071878   0.072808   0.073750  0.074704     23.93    26.66
Citigroup Funding, Inc.  1730T0FG9 02/08/08 02/09/15    100.000     0.250    4.4200              0.154286   0.157543   0.160871                          57.06     6.11
Citigroup Funding, Inc.  1730T0G78 02/19/14 02/19/34    100.000    VARIES    4.7123                         0.130899   0.127111   0.123234  0.119265     40.34    44.03
Citigroup Funding, Inc.  1730T0GY9 04/28/09 04/28/24    100.000    VARIES    8.1831              0.197296   0.198227   0.199195   0.200203  0.201253     71.31    72.02
Citigroup Funding, Inc.  1730T0H36 02/28/14 08/29/19    100.000     0.000    2.6153                         0.071851   0.072392   0.073742  0.073894     22.13    26.86
Citigroup Funding, Inc.  1730T0HN2 04/29/10 04/29/30    100.000    VARIES    5.9941              0.140722   0.140330   0.139927   0.139511  0.139676     50.54    50.28
Citigroup Funding, Inc.  1730T0HY8 04/16/10 04/16/15    100.000    VARIES    1.3863              0.010403   0.010475   0.010548                           3.77     1.11
Citigroup Funding, Inc.  1730T0J83 02/28/14 02/28/19    100.000    VARIES    1.6995                         0.046182   0.046408   0.045115  0.045593     14.21    16.60
Citigroup Funding, Inc.  1730T0JC4 05/14/10 05/14/15    100.000    VARIES    1.6896              0.014562   0.014685   0.014809                           5.28     1.97
Citigroup Funding, Inc.  1730T0JF7 06/29/10 06/29/22*   100.000    VARIES    5.2411              0.134477                                                23.94*        
Citigroup Funding, Inc.  1730T0JH3 06/24/10 06/24/20    100.000    VARIES    5.3515              0.151837   0.151984   0.151909   0.151833  0.151610     54.69    54.67
Citigroup Funding, Inc.  1730T0K99 03/31/14 10/01/19    100.000     0.000    2.7120              0.075335   0.075341   0.076363   0.077398  0.078448     20.51    27.86
Citigroup Funding, Inc.  1730T0KE8 09/09/10 09/09/20    100.000    VARIES    4.7845              0.140594   0.141685   0.142042   0.142408  0.142176     50.97    51.22
Citigroup Funding, Inc.  1730T0KF5 09/14/10 09/14/15    100.000    VARIES    2.0255              0.019573   0.019771   0.019971   0.020173                7.12     5.09
Citigroup Funding, Inc.  1730T0KG3 09/14/10 09/14/17    100.000    VARIES    2.5063              0.017961   0.018186   0.018414   0.018645  0.018879      6.56     6.72
Citigroup Funding, Inc.  1730T0KH1 09/23/10 09/23/17    100.000    VARIES    2.6179              0.019476   0.019731   0.019989   0.020251  0.020516      7.11     7.29
Citigroup Funding, Inc.  1730T0KK4 10/13/10 10/13/15    100.000    VARIES    2.0006              0.018915   0.019105   0.019296   0.019487                6.87     5.48
Citigroup Funding, Inc.  1730T0KR9 10/29/10 10/29/15    100.000    VARIES    1.9200              0.016899   0.017061   0.017225   0.017390                6.13     5.16
Citigroup Funding, Inc.  1730T0KT5 11/04/10 11/04/20    100.000    VARIES    2.4350              0.020989   0.021244   0.021503   0.021765  0.022030      7.63     7.82
Citigroup Funding, Inc.  1730T0KU2 11/04/10 11/04/20    100.000    VARIES    2.5364              0.023203   0.023497   0.023795   0.024097  0.024402      8.44     8.66
Citigroup Funding, Inc.  1730T0KV0 11/19/10 11/19/30    100.000    VARIES    5.1245              0.128430   0.128691   0.128959   0.129235  0.129517     46.30    46.50
Citigroup Funding, Inc.  1730T0KW8 11/30/10 11/28/16    100.000     0.000    3.8990              0.121582   0.123952   0.126369   0.128832  0.131344     44.35    46.10
Citigroup Funding, Inc.  1730T0KX6 11/23/10 11/23/16    100.000    VARIES    1.4929              0.018835   0.018975   0.019117   0.019260  0.019404      6.82     6.92
Citigroup Funding, Inc.  1730T0KY4 11/19/10 11/19/20    100.000    VARIES    4.7108              0.131325   0.131416   0.131509   0.131297  0.131080     47.30    47.29
Citigroup Funding, Inc.  1730T0KZ1 11/09/10 11/09/30    100.000    VARIES    5.5698              0.130274   0.127505   0.124660   0.124577  0.124492     46.11    44.85
Citigroup Funding, Inc.  1730T0L23 03/28/14 03/28/29    100.000    VARIES    4.3742                         0.121507   0.118269   0.114961  0.111579     32.87    41.36
Citigroup Funding, Inc.  1730T0L31 03/28/14 03/28/34    100.000    VARIES    4.6421                         0.128950   0.125495   0.121961  0.118344     34.88    43.88
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Citigroup Funding, Inc.  1730T0L49 03/10/14 03/10/19    100.000    VARIES    1.8993                         0.052760   0.052206   0.051647  0.051573     15.29    18.62
Citigroup Funding, Inc.  1730T0L64 03/12/14 03/12/34    100.000    VARIES    4.7152                         0.130978   0.127189   0.123312  0.119343     37.44    44.23
Citigroup Funding, Inc.  1730T0L72 03/28/14 03/28/21    100.000    VARIES    3.3141                         0.092059   0.091973   0.091886  0.091798     25.12    33.08
Citigroup Funding, Inc.  1730T0L98 03/21/14 03/21/24    100.000    VARIES    3.2460                         0.090168   0.087574   0.084938  0.082672     24.99    30.56
Citigroup Funding, Inc.  1730T0LA5 11/15/10 11/15/15    100.000    VARIES    1.7358              0.009442   0.009524   0.009606   0.009690                3.42     3.03
Citigroup Funding, Inc.  1730T0LB3 11/15/10 11/15/20    100.000    VARIES    2.2798              0.017632   0.017833   0.018036   0.018241  0.018449      6.40     6.55
Citigroup Funding, Inc.  1730T0LU1 03/30/11 09/21/16    100.000     0.500    3.9296              0.118792   0.120853   0.122955   0.125097  0.127283     43.55    45.08
Citigroup Funding, Inc.  1730T0M63 03/26/14 03/26/29    100.000    VARIES    4.3729                         0.121470   0.119206   0.116893  0.114530     33.19    42.05
Citigroup Funding, Inc.  1730T0M97 04/30/14 10/30/19    100.000     0.000    2.7618                         0.076717   0.077777   0.078851  0.079940     18.55    28.32
Citigroup Funding, Inc.  1730T0MA4 04/01/11 04/01/21    100.000    VARIES    5.0031              0.138778   0.138789   0.138800   0.138812  0.138824     49.96    49.97
Citigroup Funding, Inc.  1730T0MB2 04/28/11 10/26/16    100.000     0.500    3.6902              0.110971   0.112762   0.114587   0.116445  0.118337     40.51    41.83
Citigroup Funding, Inc.  1730T0ME6 04/26/11 04/26/21    100.000    VARIES    1.9784              0.016739   0.016905   0.017072   0.017241  0.017411      6.08     6.20
Citigroup Funding, Inc.  1730T0MQ9 06/29/11 06/27/18    100.000     0.000    3.9199              0.119960   0.122311   0.124708   0.127153  0.129645     43.63    45.35
Citigroup Funding, Inc.  1730T0MR7 06/20/11 06/20/21    100.000    VARIES    4.6545              0.128905   0.128927   0.128949   0.128972  0.128996     46.41    46.43
Citigroup Funding, Inc.  1730T0MU0 07/28/11 01/25/17    100.000     0.500    3.3819              0.099474   0.100921   0.102393   0.103889  0.105411     36.53    37.60
Citigroup Funding, Inc.  1730T0N39 04/29/14 04/29/29    100.000    VARIES    4.2731                         0.118697   0.115418   0.112068  0.108647     28.52    40.53
Citigroup Funding, Inc.  1730T0N62 04/29/14 04/29/34    100.000    VARIES    4.5422                         0.126175   0.122732   0.119211  0.115609     30.32    43.11
Citigroup Funding, Inc.  1730T0ND7 08/05/11 08/05/21*   100.000    VARIES    3.3224              0.092899   0.092597                                     19.83*        
Citigroup Funding, Inc.  1730T0NH8 08/30/11 02/24/17    100.000     0.500    3.8048              0.112818   0.114700   0.116618   0.118572  0.120564     41.44    42.84
Citigroup Funding, Inc.  1730T0NK1 08/26/11 08/26/16    100.000    VARIES    1.7275              0.010962   0.011057   0.011152   0.011249  0.011346      3.99     4.06
Citigroup Funding, Inc.  1730T0NM7 08/31/11 08/31/21    100.000    VARIES    2.3031              0.015897   0.015818   0.016265   0.016184  0.016551      5.83     5.96
Citigroup Funding, Inc.  1730T0NN5 09/07/11 09/07/18    100.000    VARIES    2.5979              0.018578   0.018819   0.019064   0.019312  0.019562      6.79     6.96
Citigroup Funding, Inc.  1730T0NQ8 09/29/11 09/29/26*   100.000    VARIES    6.2445              0.167987                                                14.78*        
Citigroup Funding, Inc.  1730T0NS4 09/29/11 09/27/17    100.000     0.500    4.1394              0.123594   0.125864   0.128182   0.130547  0.132962     45.33    47.02
Citigroup Funding, Inc.  1730T0P78 05/30/14 05/30/29    100.000    VARIES    4.1424                         0.115068   0.111783   0.108429  0.105006     24.18    39.43
Citigroup Funding, Inc.  1730T0P86 05/30/14 05/30/34    100.000    VARIES    4.4254                         0.122928   0.119502   0.116000  0.112420     25.83    42.17
Citigroup Funding, Inc.  1730T0PD5 10/28/11 10/27/17    100.000     0.500    3.9008              0.115934   0.117925   0.119954   0.122022  0.124131     42.35    43.82
Citigroup Funding, Inc.  1730T0PS2 11/10/11 11/10/14    100.000    VARIES    2.9384              0.013422   0.013619                                      4.18         
Citigroup Funding, Inc.  1730T0QC6 11/28/11 11/28/17    100.000     0.500    4.2510              0.127230   0.129639   0.132099   0.134612  0.137178     46.40    48.18
Citigroup Funding, Inc.  1730T0QM4 12/05/11 12/05/16    100.000    VARIES    2.9298              0.080454   0.080603   0.080755   0.080909  0.081065     29.00    29.11
Citigroup Funding, Inc.  1730T0R50 06/18/14 06/18/34    100.000    VARIES    4.4513                         0.123648   0.120217   0.116710  0.113126     23.82    42.55
Citigroup Funding, Inc.  1730T0R76 06/27/14 06/27/34    100.000    VARIES    4.4526                         0.123684   0.120312   0.116865  0.113341     22.74    42.66
Citigroup Funding, Inc.  1730T0R92 07/02/14 01/02/20    100.000     0.000    2.5296                                    0.070268   0.071156  0.072056     12.58    25.78
Citigroup Funding, Inc.  1730T0RJ0 02/28/13 02/28/33    100.000    VARIES    4.1678              0.114616   0.112229   0.113551   0.111159  0.112054     41.26    40.82
Citigroup Funding, Inc.  1730T0RM3 02/22/13 02/22/33    100.000    VARIES    4.2776              0.118280   0.117724   0.117156   0.116576  0.116229     42.34    41.95
Citigroup Funding, Inc.  1730T0RN1 02/27/13 02/27/28    100.000    VARIES    3.2574              0.088338   0.086157   0.084258   0.082327  0.080364     30.90    29.50
Citigroup Funding, Inc.  1730T0S67 06/19/14 06/19/19    100.000    VARIES    0.8119                         0.009222   0.009167   0.009112  0.009056      1.77     3.29
Citigroup Funding, Inc.  1730T0SE0 03/27/13 03/27/18    100.000    VARIES    0.8304              0.008156   0.008021   0.008054   0.008088  0.008121      2.90     2.91
Citigroup Funding, Inc.  1730T0SH3 03/28/13 04/01/14    100.000     0.000    0.5947              0.016570                                                 1.49         
Citigroup Funding, Inc.  1730T0SM2 04/29/13 04/29/33    100.000    VARIES    3.4969              0.093979   0.090766   0.089261   0.087731  0.086174     32.96    31.67
Citigroup Funding, Inc.  1730T0SX8 04/22/13 04/22/23    100.000    VARIES    1.4141              0.007701   0.007400   0.007097   0.007147  0.007198      2.68     2.57
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Citigroup Funding, Inc.  1730T0T41 06/19/14 12/19/17    100.000    VARIES    1.7691                         0.049143   0.048779   0.048412  0.048395      9.43    17.49
Citigroup Funding, Inc.  1730T0T58 06/27/14 06/27/34    100.000    VARIES    4.3618                         0.121161   0.118063   0.114896  0.111661     22.28    41.91
Citigroup Funding, Inc.  1730T0TE9 05/30/13 05/30/33    100.000    VARIES    4.1969              0.116008   0.115421   0.114822   0.114210  0.113793     41.62    41.19
Citigroup Funding, Inc.  1730T0TH2 05/30/13 05/30/33    100.000    VARIES    4.1915              0.114069   0.111657   0.109603   0.107505  0.105364     40.49    38.95
Citigroup Funding, Inc.  1730T0TK5 05/30/13 05/30/33    100.000    VARIES    4.1925              0.112787   0.109037   0.106463   0.103836  0.101153     39.73    37.69
Citigroup Funding, Inc.  1730T0TN9 06/28/13 06/28/33    100.000    VARIES    4.5765              0.123680   0.120154   0.117971   0.115739  0.113456     43.87    42.05
Citigroup Funding, Inc.  1730T0TQ2 06/11/13 06/11/33    100.000    VARIES    4.2944              0.116410   0.113467   0.111551   0.109594  0.107595     41.28    39.73
Citigroup Funding, Inc.  1730T0TT6 06/28/13 06/28/33    100.000    VARIES    4.5397              0.122690   0.119197   0.115625   0.111972  0.110427     43.52    40.95
Citigroup Funding, Inc.  1730T0TZ2 06/27/13 06/27/33    100.000    VARIES    4.6404              0.126128   0.123288   0.120383   0.117411  0.116170     44.87    42.79
Citigroup Funding, Inc.  1730T0U23 07/31/14 01/31/20    100.000     0.000    2.5817                                    0.071715   0.072640  0.073578     10.83    26.27
Citigroup Funding, Inc.  1730T0U49 07/31/14 07/31/34    100.000    VARIES    4.3416                                    0.120602   0.117549  0.114431     18.21    41.94
Citigroup Funding, Inc.  1730T0U56 07/30/14 07/30/29    100.000    VARIES    4.2647                                    0.118465   0.116650  0.114797     17.89    41.77
Citigroup Funding, Inc.  1730T0U64 07/09/14 09/30/16    100.000     0.000    1.1704                         0.032514   0.032599   0.032790  0.032982      5.60    11.80
Citigroup Funding, Inc.  1730T0U98 07/30/14 07/30/34    100.000    VARIES    4.5842                                    0.127341   0.125024  0.122654     19.23    44.72
Citigroup Funding, Inc.  1730T0UB3 07/09/13 07/09/33    100.000    VARIES    4.7564              0.132125   0.128661   0.125115   0.123345  0.121532     45.74    44.11
Citigroup Funding, Inc.  1730T0UG2 07/09/13 07/09/28    100.000    VARIES    4.4998              0.124996   0.122099   0.119136   0.116107  0.113009     43.47    41.29
Citigroup Funding, Inc.  1730T0UK3 07/30/13 07/30/33    100.000    VARIES    4.8332              0.134258   0.131360   0.128392   0.125352  0.122239     46.93    44.74
Citigroup Funding, Inc.  1730T0UP2 08/28/13 08/28/18    100.000    VARIES    0.9242              0.011453   0.011246   0.011038   0.011089  0.011140      4.03     4.00
Citigroup Funding, Inc.  1730T0V71 08/28/14 02/29/20    100.000     0.000    2.4723                         0.067184   0.068312   0.068029  0.069627      8.60    25.04
Citigroup Funding, Inc.  1730T0V89 08/29/14 08/29/34    100.000    VARIES    4.6276                                    0.126437   0.124684  0.120851     15.80    45.13
Citigroup Funding, Inc.  1730T0VC0 09/27/13 09/27/20    100.000    VARIES    3.3025              0.091737   0.091876   0.092017   0.092160  0.092306     33.08    33.18
Citigroup Funding, Inc.  1730T0VD8 09/18/13 09/18/33    100.000    VARIES    5.1092              0.141925   0.138454   0.134895   0.131245  0.127502     49.74    47.14
Citigroup Funding, Inc.  1730T0VK2 10/08/13 10/08/23    100.000    VARIES    3.9666              0.110185   0.108101   0.105975   0.103808  0.101597     38.94    37.40
Citigroup Funding, Inc.  1730T0VR7 01/23/12 01/23/16    100.000    VARIES    3.3341              0.019773   0.020102   0.020437   0.020778  0.021125      7.28     7.53
Citigroup Funding, Inc.  1730T0VU0 02/01/12 02/01/15    100.000    VARIES    2.5688              0.020473   0.020736   0.021003                           7.50      .63
Citigroup Funding, Inc.  1730T0W21 08/28/14 08/28/34    100.000    VARIES    4.2432                                    0.117869   0.115582  0.113245     14.50    41.45
Citigroup Funding, Inc.  1730T0W70 08/28/14 08/30/19    100.000     0.000    2.4762                         0.067655   0.068037   0.068503  0.069351      8.57    25.08
Citigroup Funding, Inc.  1730T0WA3 02/28/12 08/27/15    100.000     0.000    2.6600              0.076872   0.077895   0.078931   0.079981               28.11    18.82
Citigroup Funding, Inc.  1730T0WC9 02/15/12 02/14/16    100.000    VARIES    2.0055              0.009236   0.009330   0.009423   0.009517  0.009612      3.37     3.44
Citigroup Funding, Inc.  1730T0WF2 02/24/12 02/24/20    100.000    VARIES    2.8625              0.009066   0.008655   0.008779   0.008905  0.009032      3.15     3.22
Citigroup Funding, Inc.  1730T0WK1 03/29/12 03/30/16    100.000     1.000    2.5858              0.073564   0.074156   0.074756   0.075363  0.075978     26.70    27.13
Citigroup Funding, Inc.  1730T0WN5 03/16/12 03/16/15    100.000    VARIES    1.3116              0.009198   0.009259   0.009320                           3.34      .70
Citigroup Funding, Inc.  1730T0WR6 03/30/12 03/30/22    100.000    VARIES    3.8302              0.105518   0.105904   0.106242   0.106586  0.106824     38.12    38.36
Citigroup Funding, Inc.  1730T0WU9 04/02/12 04/02/16    100.000    VARIES    1.4378              0.009763   0.009834   0.009904   0.009976  0.010047      3.54     3.59
Citigroup Funding, Inc.  1730T0XG9 05/30/12 06/07/18    100.000     0.500    3.6727              0.107034   0.108744   0.110486   0.112260  0.114067     38.92    40.18
Citigroup Funding, Inc.  1730T0XP9 06/05/12 06/05/15    100.000    VARIES    1.3507              0.007725   0.007777   0.007830                           2.79     1.21
Citigroup Funding, Inc.  1730T0XW4 06/20/12 06/20/15    100.000    VARIES    1.7222              0.006885   0.006944   0.007004                           2.49     1.18
Citigroup Funding, Inc.  1730T0XX2 08/06/12 08/04/16    100.000     0.000    2.5430              0.072437   0.073358   0.074291   0.075235  0.076192     26.52    27.19
Citigroup Funding, Inc.  1730T0YD5 08/30/12 03/02/18    100.000     0.750    2.7849              0.078953   0.079763   0.080583   0.081415  0.082259     28.76    29.36
Citigroup Funding, Inc.  1730T0ZJ1 11/27/12 11/27/22    100.000    VARIES    1.5728              0.016552   0.016032   0.015509   0.015631  0.015754      5.83     5.61
Citigroup Funding, Inc.  1730T0ZV4 12/20/12 12/20/32    100.000    VARIES    4.2025              0.115309   0.114572   0.113820   0.113552  0.113279     41.36    40.92
Citigroup Funding, Inc.  17311GBD3 10/10/07 10/10/14    100.000     0.000    5.1599              0.194580   0.199600                                     55.19         
Citigroup Funding, Inc.  17314V346 05/27/10 05/26/16    100.000     0.000    4.4491              0.144148   0.147354   0.150632   0.153983  0.157409     52.70    55.07
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Citigroup Funding, Inc.  17314V569 03/30/10 09/28/15    100.000     0.000    4.6162              0.150401   0.153873   0.157424   0.161058               55.42    42.69
Citigroup Funding, Inc.  17314V585 02/17/10 02/14/14    100.000     0.000    3.4655              0.108535                                                 4.67         
Citigroup Funding, Inc.  17314V668 02/25/10 08/26/15    100.000     0.000    4.3617              0.140930   0.144003   0.147144   0.150353               52.06    35.16
Citigroup Funding, Inc.  17314V767 01/28/10 07/29/15    100.000     0.000    4.4348              0.143651   0.146836   0.150092   0.153420               53.27    31.82
Citigroup Funding, Inc.  17314V841 12/29/09 06/24/15    100.000     0.000    3.7789              0.121864   0.124167   0.126513                          44.32    21.89
Citigroup Funding, Inc.  17316G784 10/28/10 10/27/16    100.000     0.000    3.6054              0.111475   0.113485   0.115530   0.117613  0.119733     40.75    42.23
Citigroup Funding, Inc.  17317U360 01/30/12 01/29/15    100.000     0.000    3.4204              0.099963   0.101673   0.103411                          36.82     2.90
Citigroup Funding, Inc.  17317U717 08/30/11 11/23/16    100.000     0.000    3.7251              0.112361   0.114454   0.116586   0.118757  0.120969     40.99    42.53
Citigroup Funding, Inc.  17318Q574 10/02/12 09/27/18    100.000     0.000    2.4948              0.071015   0.071901   0.072798   0.073706  0.074626     25.89    26.54
Citigroup Funding, Inc.  17321F755 11/05/13 11/03/22    100.000     0.000    3.6499              0.101389   0.103219   0.105102   0.107021  0.108974     37.04    38.41
Clark CNTY SCH DIST, NV  181059QF6 07/08/10 06/15/24     91.490     5.510    6.4444    14.81     0.013336   0.013766   0.014210   0.014667  0.015140      4.89     5.21
Clark CNTY SCH DIST, NV  181059QG4 07/08/10 06/15/20     94.976     5.510    6.1946    14.27     0.012792   0.013188   0.013596   0.014017  0.014452      4.69     4.98
Clark CNTY SCH DIST, NV  181059QH2 07/08/10 06/15/20     94.976     5.510    6.1946    14.27     0.012792   0.013188   0.013596   0.014017  0.014452      4.69     4.98
Cogent Communications    19239VAA2 06/11/07 06/15/14     97.750     1.000    1.3372    20.97     0.009306                                                 1.53         
Cogent Communications    19239VAB0 06/11/07 06/15/14     97.750     1.000    1.3372    20.97     0.009306                                                 1.53         
Coles Counties, IL       193792ER5 11/26/13 12/01/18     99.308    VARIES    N/A                 0.086933   0.088303   0.087011   0.087069  0.087128     31.54    31.34
Coles Counties, IL       193792ET1 11/26/13 12/01/20     99.346    VARIES    N/A                 0.106499   0.108553   0.106533   0.106579  0.106625     38.71    38.36
Coles Counties, IL       193792EU8 11/26/13 12/01/21    105.395    VARIES    4.2403              0.124215   0.126849   0.123158   0.122825  0.122484     45.16    44.26
Coles Counties, IL       193792EV6 11/26/13 12/01/22    104.771    VARIES    4.3908              0.127866   0.130673   0.126935   0.126673  0.126405     46.51    45.63
Coles Counties, IL       193792EW4 11/26/13 12/01/23     99.115    VARIES    4.5918              0.126504   0.129408   0.126230   0.126290  0.126352     46.06    45.46
Coles Counties, IL       193792EX2 11/26/13 12/01/23     99.043    VARIES    4.7528              0.130846   0.133955   0.130559   0.130626  0.130693     47.66    47.02
Coles Counties, IL       193792EY0 11/26/13 12/01/23     98.985    VARIES    4.9627              0.136549   0.139938   0.136242   0.136314  0.136388     49.76    49.06
Coles Counties, IL       193792EZ7 11/26/13 12/01/23     98.936    VARIES    5.1716              0.142231   0.145909   0.141901   0.141979  0.142059     51.86    51.10
Coles Counties, IL       193792FA1 11/26/13 12/01/23     98.886    VARIES    5.3301              0.146520   0.150425   0.146173   0.146256  0.146342     53.44    52.64
Coles Counties, IL       193792FB9 11/26/13 12/01/23     99.347    VARIES    5.4215              0.149728   0.153786   0.149308   0.149365  0.149423     54.62    53.76
Coles Counties, IL       193792FC7 11/26/13 12/01/23     99.318    VARIES    5.5264              0.152581   0.156798   0.152150   0.152209  0.152270     55.68    54.79
Coles Counties, IL       193792FD5 11/26/13 12/01/23     99.293    VARIES    5.6307              0.155426   0.159802   0.154982   0.155044  0.155108     56.73    55.81
Coles Counties, IL       193792FE3 11/26/13 12/01/23     99.301    VARIES    5.9329              0.163787   0.168645   0.163293   0.163358  0.163424     59.82    58.80
Coles Counties, IL       193792FF0 11/26/13 12/01/23     99.314    VARIES    6.2343              0.172137   0.177503   0.171592   0.171659  0.171728     62.92    61.79
Coles Counties, IL       193792FG8 11/26/13 12/01/23     99.331    VARIES    6.5351              0.180481   0.186379   0.179882   0.179951  0.180022     66.02    64.77
Coles Counties, IL       193792FH6 11/26/13 12/01/23    118.448    VARIES    6.4777              0.213324   0.220233   0.209920   0.208667  0.207373     77.94    75.27
Community Unit SD #5, IL 193863AJ6 06/26/08 12/01/14    102.273    VARIES    5.1132              0.142564   0.142303                                     47.00         
Comcast Corporation      200300507 10/15/99 10/15/29    100.000     2.000   10.5154              1.048705   1.100922   1.155884   1.213737  1.274631    395.08   435.56
Comcast Corporation      200300606 11/15/99 11/15/29    100.000     2.000   10.3810              1.015720   1.065558   1.117982   1.173128  1.231136    379.33   417.60
CompuCredit Corporation  20478NAA8 05/27/05 05/30/25    100.000    VARIES    9.1300              0.423819   0.430959   0.453037   0.461013  0.482258    156.94   167.76
CompuCredit Corporation  20478NAB6 05/27/05 05/30/25    100.000    VARIES    9.1300              0.423819   0.430959   0.453037   0.461013  0.482258    156.94   167.76
CompuCredit Corporation  20478NAC4 11/23/05 01/31/36    100.000     5.875    N/A                 0.329011   0.342239   0.344653   0.358859  0.361050    124.89   130.89
CompuCredit Corporation  20478NAD2 11/23/05 01/31/36    100.000     5.875    N/A                 0.329011   0.342239   0.344653   0.358859  0.361050    124.89   130.89
Conseco, Inc.            208464BG1 08/15/05 09/30/35     99.000     3.500    7.3752              0.309580   0.320278   0.331370   0.342871  0.354658    115.36   123.48
Conseco, Inc.            208464BH9 08/15/05 09/30/35     99.000     3.500    7.3752              0.309580   0.320278   0.331370   0.342871  0.354658    115.36   123.48
Convergys Corporation    212485AE6 10/13/09 09/15/29    114.396    VARIES   14.1017              0.652012   0.686722   0.723880   0.763658  0.806241    248.59   276.49
Cook County, Illinois    213309KR7 04/28/05 12/01/16     52.896     0.000    5.5696   323.04     0.131205   0.134858   0.138614   0.142474  0.146442     48.11    50.83
Cook County, Illinois    213309KS5 04/28/05 12/01/17     49.824     0.000    5.6095   306.99     0.124888   0.128391   0.131992   0.135694  0.139500     45.80    48.41
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Cook County, Illinois    213309KT3 04/28/05 12/01/18     46.339     0.000    5.7396   293.78     0.120144   0.123592   0.127139   0.130787  0.134541     44.08    46.65
Cook County, Illinois    213309KU0 04/28/05 12/01/19     43.603     0.000    5.7697   278.24     0.113929   0.117216   0.120597   0.124076  0.127656     41.81    44.25
Cook County, Illinois    213309KV8 04/28/05 12/01/20     40.881     0.000    5.8197   263.71     0.108194   0.111342   0.114582   0.117916  0.121347     39.71    42.05
Cook County, IL SD #88   214183KP9 06/15/10 06/01/30     25.818     0.000    6.8998    70.21     0.062581   0.064740   0.066973   0.069284  0.071674     23.05    24.67
Cook County, IL SD #88   214183KR5 06/15/10 12/01/26     33.796     0.000    6.6997    88.97     0.079013   0.081660   0.084395   0.087222  0.090144     29.08    31.06
Cook County, IL SD #88   214183KS3 06/15/10 12/01/27     31.374     0.000    6.7498    83.28     0.074023   0.076521   0.079104   0.081773  0.084533     27.25    29.12
Cook County, IL SD #88   214183KT1 06/15/10 12/01/28     29.098     0.000    6.7998    77.87     0.069277   0.071632   0.074068   0.076586  0.079190     25.51    27.27
Cook County, IL SD #88   214183KU8 06/15/10 12/01/29     26.961     0.000    6.8498    72.74     0.064770   0.066988   0.069282   0.071655  0.074109     23.85    25.51
Cook County, IL SD #89   214201FZ3 09/07/05 12/01/14     62.531     0.000    5.1492   329.20     0.135944   0.139444                                     45.49         
Cook County, IL SD #89   214201GB5 12/13/07 12/01/14     67.830     0.000    5.6497   271.96     0.148433   0.152626                                     49.74         
Cook County, IL SD #89   214201GC3 12/13/07 12/01/15     63.659     0.000    5.7497   260.50     0.142597   0.146697   0.150914   0.155253               52.32    50.58
Cook County, IL SD #89   214201GD1 12/13/07 12/01/16     59.629     0.000    5.8497   248.97     0.136682   0.140680   0.144795   0.149030  0.153389     50.17    53.15
Cook County, IL SD #89   214201GE9 12/13/07 12/01/17     55.745     0.000    5.9498   237.42     0.130724   0.134613   0.138617   0.142741  0.146987     48.00    50.90
Cook County, IL SD #89   214201GF6 12/13/07 12/01/18     52.014     0.000    6.0498   225.90     0.124744   0.128517   0.132405   0.136410  0.140536     45.82    48.63
Cook County, IL SD #89   214201GG4 12/13/07 12/01/19     48.439     0.000    6.1497   214.46     0.118774   0.122426   0.126191   0.130071  0.134071     43.64    46.36
Cook County, IL SD #89   214201GH2 12/13/07 12/01/20     45.022     0.000    6.2498   203.16     0.112843   0.116369   0.120006   0.123756  0.127623     41.47    44.11
Cook County, IL SD #89   214201GJ8 12/13/07 12/01/21     41.765     0.000    6.3498   192.03     0.106973   0.110370   0.113874   0.117489  0.121220     39.33    41.87
Cook County, IL SD #89   214201GK5 12/13/07 12/01/22     38.951     0.000    6.3998   180.76     0.100841   0.104068   0.107398   0.110835  0.114381     37.08    39.49
Cook County, IL SD #89   214201GL3 12/13/07 12/01/23     36.291     0.000    6.4498   169.98     0.094963   0.098026   0.101187   0.104450  0.107819     34.92    37.21
Cook County, IL SD #89   214201GM1 12/13/07 12/01/24     33.947     0.000    6.4698   159.58     0.089208   0.092094   0.095073   0.098149  0.101324     32.81    34.97
Cook County, IL SD #89   214201GP4 11/29/10 12/15/24     34.234     0.000    7.7796    91.06     0.093336   0.096967   0.100739   0.104657  0.108728     34.37    37.10
Cook County, IL SD #89   214201GQ2 11/29/10 12/15/25     30.724     0.000    7.9996    84.28     0.086693   0.090161   0.093767   0.097518  0.101418     31.95    34.55
Cook County, IL SD #89   214201GR0 11/29/10 12/15/26    109.444    VARIES    7.6950              0.232075   0.231652   0.231214   0.230758  0.230285     83.46    83.14
Cook County, IL SD #89   214201GS8 11/29/10 12/15/26     27.332     0.000    8.2496    77.57     0.080116   0.083421   0.086862   0.090445  0.094176     29.54    32.03
Cook County, IL SD #104  214471HQ0 12/30/02 12/01/22     21.989     0.000    7.7496   287.81     0.108591   0.112799   0.117170   0.121710  0.126426     40.11    43.28
Cook County, IL SD #123  214651JW2 10/15/07 12/01/14     66.759     0.000    5.7491   281.83     0.150897   0.155235                                     50.58         
Cook County, IL SD #123  214651JX0 10/15/07 12/01/15     62.337     0.000    5.8991   271.23     0.145877   0.150180   0.154610   0.159170               53.55    51.84
Cook County, IL SD #123  214651JY8 10/15/07 12/01/16     58.297     0.000    5.9991   258.72     0.139564   0.143750   0.148062   0.152504  0.157078     51.25    54.37
Cook County, IL SD #123  214651JZ5 10/15/07 12/01/17     54.681     0.000    6.0492   245.06     0.132394   0.136399   0.140524   0.144774  0.149153     48.63    51.61
Cook County, IL SD #123  214651KA8 10/15/07 12/01/18     51.240     0.000    6.0992   231.88     0.125461   0.129287   0.133229   0.137292  0.141479     46.09    48.94
Cook County, IL SD #123  214651KB6 10/15/07 12/01/19     48.025     0.000    6.1392   219.02     0.118644   0.122286   0.126040   0.129909  0.133897     43.59    46.31
Cook County, IL SD #123  214651KC4 10/15/07 12/01/20     44.691     0.000    6.2294   207.36     0.112631   0.116139   0.119756   0.123486  0.127332     41.39    44.01
Cook County, IL SD #123  214651KD2 10/15/07 12/01/21     41.802     0.000    6.2694   195.44     0.106279   0.109611   0.113047   0.116590  0.120245     39.06    41.55
Cook County, IL SD #123  214651KE0 10/15/07 12/01/22     39.242     0.000    6.2794   183.81     0.099989   0.103128   0.106366   0.109706  0.113150     36.75    39.10
Cook County, IL SD #123  214651KF7 10/15/07 12/01/23     36.831     0.000    6.2895   172.85     0.094053   0.097011   0.100061   0.103208  0.106454     34.57    36.78
Cook County, IL SD #123  214651KG5 10/15/07 12/01/24     34.562     0.000    6.2995   162.51     0.088451   0.091237   0.094111   0.097075  0.100133     32.51    34.59
Cook County, IL SD #123  214651KH3 10/15/07 12/01/25     32.426     0.000    6.3095   152.75     0.083167   0.085791   0.088498   0.091289  0.094170     30.57    32.53
Cook County, IL SD #123  214651KJ9 10/15/07 12/01/26     30.417     0.000    6.3195   143.56     0.078183   0.080653   0.083202   0.085831  0.088543     28.74    30.59
Cook County, IL SD #123  214651KK6 10/15/07 06/01/27     29.429     0.000    6.3295   139.16     0.075809   0.078208   0.080683   0.083237  0.085871     27.87    29.66
Cook County, IL SD #127  214723CV8 09/07/05 12/01/19     46.971     0.000    5.3794   260.79     0.108670   0.111593   0.114594   0.117676  0.120841     39.82    42.00
Cook County, IL SD #127  214723CW6 09/07/05 12/01/20     44.082     0.000    5.4494   248.65     0.103897   0.106728   0.109636   0.112623  0.115692     38.08    40.19
Cook County, IL SD #127  214723CX4 09/07/05 12/01/21     41.315     0.000    5.5194   236.72     0.099181   0.101918   0.104730   0.107621  0.110591     36.36    38.40
Cook County, IL SD #127  214723CY2 09/07/05 12/01/22     38.734     0.000    5.5794   224.90     0.094448   0.097083   0.099792   0.102575  0.105437     34.64    36.60
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Cook County, IL SD #127  214723CZ9 09/07/05 12/01/23     36.271     0.000    5.6395   213.39     0.089828   0.092361   0.094965   0.097643  0.100396     32.95    34.83
Cook County, IL SD #127  214723DA3 09/07/05 12/01/24     33.990     0.000    5.6895   202.16     0.085264   0.087689   0.090184   0.092749  0.095388     31.28    33.08
Cook County, IL SD #133  214813BZ9 06/26/12 12/15/16     98.000     4.250    N/A                 0.015922   0.016310   0.011090   0.011361  0.005823      5.72     3.96
Cook County, IL SD #133  214813CA3 06/26/12 12/15/20     98.000     5.000    N/A                 0.007472   0.007672   0.007877   0.008088  0.008305      2.73     2.88
Cook County, Illinois    215030CQ8 01/08/04 12/01/14     54.489     0.000    5.6495   405.37     0.148428   0.152621                                     49.74         
Cook County, Illinois    215030CR6 01/08/04 12/01/15     50.650     0.000    5.7994   389.76     0.143691   0.147858   0.152145   0.156557               52.73    51.00
Cook County, IL SD #148  215075FA5 07/09/08 12/01/27     94.524     6.000    6.6229              0.010274   0.010614   0.010965   0.011328  0.011704      3.78     4.04
Cook County, Illinois    215093EW1 06/17/03 12/01/14     55.539     0.000    5.1998   398.69     0.137212   0.140780                                     45.92         
Cook County, Illinois    215093EX9 06/17/03 12/01/15     51.495     0.000    5.3998   388.01     0.134833   0.138473   0.142212   0.146051               49.42    47.62
Cook County, IL SD #153  215183FY5 12/10/03 12/01/14     51.438     0.000    6.1497   431.67     0.160788   0.165732                                     53.95         
Cook County, IL SD #153  215183FZ2 12/10/03 12/01/15     47.578     0.000    6.2999   412.19     0.154581   0.159450   0.164473   0.169654               56.82    55.21
Cook County, IL SD #153  215183GK4 05/14/08 12/15/14     69.640     0.000    5.5691   252.49     0.146430   0.150508                                     51.11         
Cook County, IL SD #153  215183GL2 05/14/08 12/15/15     64.808     0.000    5.7992   246.18     0.143687   0.147853   0.152140   0.156552               52.61    53.13
Cook County, IL SD #153  215183GM0 05/14/08 12/15/16     59.694     0.000    6.0984   240.52     0.139910   0.143388   0.148572   0.152266  0.156909     51.85    55.05
Cook County, IL SD #153  215183GN8 05/14/08 12/15/17     55.331     0.000    6.2694   230.06     0.136046   0.140311   0.144709   0.149246  0.153924     49.88    53.06
Cook County, IL SD #153  215183GP3 05/14/08 12/15/18     51.329     0.000    6.3994   218.60     0.129735   0.133886   0.138170   0.142591  0.147153     47.59    50.68
Cook County, IL SD #153  215183GQ1 05/14/08 12/15/19     47.338     0.000    6.5593   207.52     0.123703   0.127761   0.131951   0.136278  0.140748     45.40    48.42
Cook County, IL SD #155  215219EG7 02/01/01 12/01/14     37.337     0.000    7.2490   563.52     0.187523   0.194320                                     63.11         
Cook County, IL SD #155  215219EH5 02/01/01 12/01/15     34.277     0.000    7.3490   528.12     0.176701   0.183193   0.189925   0.196904               65.18    63.93
Cook County, IL SD #155  215219FN1 06/30/03 12/01/18     44.637     0.000    5.2998   326.89     0.113337   0.116340   0.119423   0.122588  0.125836     41.52    43.75
Cook County, IL SD #155  215219FP6 06/30/03 12/01/19     41.690     0.000    5.3998   312.74     0.108952   0.111894   0.114915   0.118017  0.121204     39.93    42.12
Cook County, IL SD #155  215219FQ4 06/30/03 12/01/20     39.193     0.000    5.4498   297.53     0.103901   0.106732   0.109640   0.112628  0.115697     38.09    40.19
Cook County, IL SD #155  215219FR2 06/30/03 12/01/21     36.482     0.000    5.5497   283.54     0.099490   0.102250   0.105088   0.108004  0.111001     36.48    38.53
Cook County, IL SD #155  215219FS0 06/30/03 12/01/22     33.892     0.000    5.6497   269.60     0.095052   0.097737   0.100498   0.103336  0.106256     34.87    36.86
Cook County, IL SD #155  215219GA8 06/02/05 12/01/15     59.242     0.000    5.0500   316.45     0.126963   0.130169   0.133456   0.136826               46.48    44.65
Cook County, IL SD #155  215219GB6 06/02/05 12/01/16     55.669     0.000    5.1601   305.27     0.123021   0.126195   0.129451   0.132791  0.136217     45.05    47.41
Cook County, IL SD #155  215219GC4 06/02/05 12/01/17     52.327     0.000    5.2501   293.06     0.118533   0.121645   0.124838   0.128115  0.131478     43.42    45.73
Cook County, IL SD #155  215219GD2 06/02/05 12/01/18     49.294     0.000    5.3100   279.94     0.113500   0.116514   0.119607   0.122783  0.126043     41.59    43.82
Cook County, IL SD #155  215219GE0 06/02/05 12/01/19     46.448     0.000    5.3600   266.83     0.108402   0.111307   0.114290   0.117353  0.120498     39.72    41.88
Cook County, IL SD #155  215219GF7 06/02/05 12/01/20     43.922     0.000    5.3801   253.48     0.103060   0.105833   0.108680   0.111603  0.114606     37.77    39.83
Cook County, IL SD #155  215219GG5 06/02/05 12/01/21     41.054     0.000    5.4700   241.81     0.098671   0.101370   0.104142   0.106991  0.109917     36.17    38.18
Cook County, IL SD #155  215219GH3 06/02/05 12/01/22     38.699     0.000    5.5000   229.48     0.093754   0.096332   0.098981   0.101703  0.104500     34.37    36.29
Cook County, IL SD #155  215219GQ3 06/02/05 12/01/23     36.261     0.000    5.5600   217.93     0.089249   0.091730   0.094280   0.096901  0.099595     32.73    34.57
Cook County, IL SD #155  215219GR1 06/02/05 12/01/24     34.002     0.000    5.6100   206.63     0.084791   0.087169   0.089614   0.092128  0.094712     31.10    32.87
Cook County, IL SD #155  215219HB5 06/29/06 12/01/16     54.002     0.000    5.9995   301.66     0.139572   0.143759   0.148072   0.152513  0.157088     51.25    54.38
Cook County, IL SD #155  215219HC3 06/29/06 12/01/17     50.621     0.000    6.0495   285.65     0.132399   0.136404   0.140530   0.144781  0.149160     48.63    51.61
Cook County, IL SD #155  215219HD1 06/29/06 12/01/18     47.405     0.000    6.0996   270.22     0.125467   0.129293   0.133236   0.137300  0.141487     46.09    48.94
Cook County, IL SD #155  215219HE9 06/29/06 12/01/19     44.524     0.000    6.1196   254.82     0.118400   0.122023   0.125757   0.129605  0.133571     43.50    46.20
Cook County, IL SD #155  215219HF6 06/29/06 12/01/20     41.744     0.000    6.1496   240.34     0.111792   0.115230   0.118773   0.122425  0.126189     41.07    43.64
Cook County, IL SD #155  215219HG4 06/29/06 12/01/21     39.173     0.000    6.1696   226.44     0.105401   0.108652   0.112004   0.115459  0.119021     38.73    41.15
Cook County, IL SD #155  215219HH2 06/29/06 12/01/22     36.688     0.000    6.1996   213.34     0.099408   0.102490   0.105667   0.108942  0.112319     36.53    38.83
Cook County, IL SD #155  215219HJ8 06/29/06 12/01/23     34.398     0.000    6.2197   200.82     0.093641   0.096553   0.099556   0.102652  0.105844     34.41    36.59
Cook County, IL SD #155  215219HK5 06/29/06 12/01/24     32.181     0.000    6.2498   189.00     0.088220   0.090977   0.093820   0.096751  0.099775     32.42    34.48
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Cook County, IL SD #155  215219HL3 06/29/06 12/01/25     30.147     0.000    6.2697   177.75     0.083026   0.085629   0.088313   0.091082  0.093937     30.52    32.46
Cook County, IL SD #155  215219HM1 06/29/06 06/01/26     29.062     0.000    6.2996   172.36     0.080594   0.083132   0.085751   0.088452  0.091238     29.63    31.52
Cook County, IL SD #155  215219JH0 06/29/06 12/01/14     61.530     0.000    5.8495   333.28     0.153383   0.157869                                     51.42         
Cook County, IL SD #155  215219JJ6 06/29/06 12/01/15     57.818     0.000    5.8994   316.42     0.145883   0.150186   0.154616   0.159177               53.55    51.84
Cook County, IL SD #155  215219JK3 06/29/06 12/01/16     54.002     0.000    5.9995   301.66     0.139572   0.143759   0.148072   0.152513  0.157088     51.25    54.38
Cook County, IL SD #155  215219JL1 06/29/06 12/01/17     50.621     0.000    6.0495   285.65     0.132399   0.136404   0.140530   0.144781  0.149160     48.63    51.61
Cook County, IL SD #155  215219JM9 06/29/06 12/01/18     47.405     0.000    6.0996   270.22     0.125467   0.129293   0.133236   0.137300  0.141487     46.09    48.94
Cook County, IL SD #155  215219JN7 06/29/06 12/01/19     44.524     0.000    6.1196   254.82     0.118400   0.122023   0.125757   0.129605  0.133571     43.50    46.20
Cook County, IL SD #155  215219JR8 10/08/09 12/01/23     39.094     0.000    6.7493   126.85     0.096533   0.099791   0.103158   0.106640  0.110238     35.54    37.98
Cook County, IL SD #155  215219JS6 10/08/09 12/01/24     36.316     0.000    6.7993   118.82     0.090520   0.093597   0.096779   0.100069  0.103471     33.33    35.63
Cook County, IL SD #155  215219JT4 10/08/09 12/01/25     33.703     0.000    6.8493   111.19     0.084794   0.087698   0.090702   0.093808  0.097021     31.23    33.40
Cook County, IL SD #155  215219JU1 10/08/09 12/01/26     31.248     0.000    6.8993   103.94     0.079350   0.082088   0.084919   0.087849  0.090879     29.23    31.28
Cook County, IL SD #155  215219JV9 10/08/09 12/01/27     28.691     0.000    6.9993    97.01     0.074210   0.076807   0.079495   0.082277  0.085157     27.34    29.29
Cook County, IL SD #155  215219JW7 10/08/09 12/01/28     26.292     0.000    7.0994    90.34     0.069255   0.071714   0.074259   0.076895  0.079625     25.52    27.37
Cook County, IL SD #155  215219JX5 10/08/09 06/01/29     25.151     0.000    7.1494    87.11     0.066850   0.069240   0.071715   0.074279  0.076934     24.64    26.44
Cook County, Illinois    215255EZ9 06/30/04 12/01/14     53.847     0.000    6.0295   408.59     0.157828   0.162587                                     52.94         
Cook County, Illinois    215255FA3 06/30/04 12/01/15     50.015     0.000    6.1596   390.13     0.151551   0.156219   0.161030   0.165990               55.68    54.03
Cook County, IL SD #162  215291LE3 06/30/11 12/01/14    100.000     0.000    3.2494              0.097587   0.099172                                     32.49         
Cook County, IL SD #162  215291LF0 06/30/11 12/01/15    100.000     0.000    3.9996              0.122276   0.124722   0.127216   0.129760               44.61    42.44
Cook County, IL SD #162  215291LG8 06/30/11 12/01/16    100.000     0.000    4.3994              0.135781   0.138768   0.141820   0.144940  0.148128     49.60    51.81
Cook County, IL SD #162  215291LH6 06/30/11 12/01/17    100.000     0.000    4.7493              0.147798   0.151308   0.154901   0.158579  0.162345     54.05    56.65
Cook County, IL SD #162  215291LJ2 06/30/11 12/01/18    100.000     0.000    4.9995              0.156508   0.160421   0.164431   0.168541  0.172754     57.28    60.18
Cook County, IL SD #162  215291LK9 06/30/11 12/01/19    100.000     0.000    5.2494              0.165303   0.169642   0.174095   0.178664  0.183354     60.55    63.77
Cook County, IL SD #162  215291LL7 06/30/11 12/01/20    100.000     0.000    5.5207              0.174961   0.179790   0.184753   0.189853  0.195094     64.15    67.74
Cook County, IL SD #162  215291LM5 06/30/11 12/01/21    100.000     0.000    5.7496              0.183198   0.188465   0.193882   0.199456  0.205190     67.22    71.14
Cook County, IL SD #162  215291LP8 06/30/11 12/01/23    100.000     0.000    6.1246              0.196877   0.202906   0.209120   0.215523  0.222123     72.33    76.83
Cook County, IL SD #162  215291LQ6 06/30/11 12/01/24    100.000     0.000    6.2495              0.201481   0.207777   0.214269   0.220965  0.227869     74.05    78.75
Cook County, IL SD #162  215291LT0 06/30/11 12/01/27    100.000     0.000    6.7497              0.220175   0.227605   0.235287   0.243227  0.251436     81.05    86.62
Cook County, IL SD #162  215291LU7 06/30/11 12/01/28    100.000     0.000    6.8747              0.224910   0.232641   0.240638   0.248909  0.257465     82.83    88.62
Cook County, IL SD #162  215291LV5 06/30/11 12/01/29    100.000     0.000    6.9496              0.227761   0.235675   0.243864   0.252338  0.261106     83.90    89.83
Cook County, IL SD #162  215291LW3 06/30/11 12/01/30    100.000     0.000    6.9996              0.229669   0.237707   0.246026   0.254637  0.263549     84.62    90.64
Cook County, Illinois    215381HS6 08/07/03 12/01/14     53.466     0.000    5.6091   415.94     0.147426   0.151560                                     49.39         
Cook County SD #219, IL  215723LP0 11/07/13 12/01/14     99.099     0.000    0.8510     1.27     0.023184   0.023155                                      7.74         
Cook County SD #219, IL  215723LQ8 11/07/13 06/01/15     98.603     0.000    0.8999     1.33     0.024664   0.024775   0.024886                           8.91     3.73
Cook County, Illinois    215903EW1 06/17/03 12/01/14     55.539     0.000    5.1998   398.69     0.137212   0.140780                                     45.92         
Cook County, Illinois    215903EX9 06/17/03 12/01/15     51.495     0.000    5.3998   388.01     0.134833   0.138473   0.142212   0.146051               49.42    47.62
Corvallie, Benton County 2208855K9 03/12/02 01/01/15     43.223     0.000    6.6591   504.36     0.173247   0.179016                                     63.41         
Corvallie, Benton County 2208855L7 03/12/02 01/01/16     39.945     0.000    6.7591   476.06     0.164381   0.169936   0.175680   0.181617               60.18    64.31
Corvallie, Benton County 2208855M5 03/12/02 01/01/17     37.109     0.000    6.8092   446.92     0.154723   0.159991   0.165438   0.171071               56.65    60.57
Corvallie, Benton County 2208855N3 03/12/02 01/01/18     34.442     0.000    6.8591   419.14     0.145482   0.150471   0.155631   0.160969               53.27    56.99
Corvallie, Benton County 2208855P8 03/12/02 01/01/19     31.935     0.000    6.9091   392.69     0.136655   0.141376   0.146260   0.151313               50.05    53.56
Corvallie, Benton County 2208855Q6 03/12/02 01/01/20     29.582     0.000    6.9592   367.53     0.128233   0.132695   0.137312   0.142090               46.97    50.29
Corvallie, Benton County 2208855R4 03/12/02 01/01/21     27.475     0.000    6.9893   343.48     0.120028   0.124223   0.128564   0.133057               43.97    47.09
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Corvallie, Benton County 2208855S2 03/12/02 01/01/22     25.504     0.000    7.0193   320.80     0.112279   0.116220   0.120299   0.124521               41.13    44.07
Corvallie, Benton County 2208855T0 03/12/02 01/01/23     23.613     0.000    7.0594   299.46     0.105026   0.108733   0.112571   0.116544               38.48    41.24
Costco Companies, Inc.   22160QAA0 08/19/97 08/19/17     49.960     0.000    3.5000   381.98     0.084624   0.086105   0.087611   0.089145  0.090705     31.13    32.22
Costco Companies, Inc.   22160QAB8 08/19/97 08/19/17     49.960     0.000    3.5000   381.98     0.084624   0.086105   0.087611   0.089145  0.090705     31.13    32.22
Costco Companies, Inc.   22160QAC6 08/19/97 08/19/17     49.960     0.000    3.5000   381.98     0.084624   0.086105   0.087611   0.089145  0.090705     31.13    32.22
Credit Suisse USA, Inc.  22541HBU5 04/27/07 04/21/14    100.000     0.250    5.0791              0.192638                                                21.19         
Credit Suisse USA, Inc.  22541HBV3 05/11/07 05/05/14    100.000     1.750    5.1032              0.177750                                                22.04         
Credit Suisse USA, Inc.  22541HCU4 03/04/11 03/01/16    100.000     0.000    3.0020              0.089816   0.091164   0.092533   0.093922  0.095332     32.90    33.90
Credit Suisse USA, Inc.  22541HCW0 06/23/11 06/22/18    100.000     0.000    3.6401              0.110649   0.112662   0.114713   0.116801  0.118927     40.23    41.71
Credit Suisse USA, Inc.  22541HDC3 01/18/13 01/21/20    100.000     0.000    1.3160              0.036802   0.037044   0.037288   0.037533  0.037780     13.37    13.55
Credit Suisse USA, Inc.  22541HDD1 07/03/13 07/06/20    100.000     0.125    2.1480              0.059677   0.060281   0.060891   0.061508  0.062131     21.80    22.25
Credit Suisse USA, Inc.  22546E2G8 03/31/11 03/31/15    100.000     0.000    2.6796              0.079557   0.080623   0.081703                          29.03     7.27
Credit Suisse USA, Inc.  22546E4R2 04/29/11 04/29/16    100.000     0.000    3.1146              0.093467   0.094922   0.096401   0.097902  0.099427     34.09    35.16
Credit Suisse USA, Inc.  22546E4S0 04/28/11 04/27/15    100.000     0.000    2.6068              0.077252   0.078259   0.079279                          28.12     9.20
Credit Suisse USA, Inc.  22546E6C3 05/31/11 05/31/16    100.000     0.000    2.8780              0.085867   0.087103   0.088356   0.089628  0.090918     31.21    32.12
Credit Suisse USA, Inc.  22546E6E9 05/31/11 05/31/16    100.000     0.000    2.7670              0.082328   0.083467   0.084622   0.085792  0.086979     29.91    30.75
Credit Suisse USA, Inc.  22546EB94 10/28/10 10/28/30    100.000    VARIES    3.9512              0.111318   0.111597   0.111880   0.112170  0.112465     40.16    40.37
Credit Suisse USA, Inc.  22546TAL5 06/30/11 06/30/16    100.000     0.000    3.0499              0.091381   0.092775   0.094189   0.095626  0.097084     33.15    34.17
Credit Suisse USA, Inc.  22546TEK3 09/29/11 10/01/15    100.000     0.000    1.1278              0.032044   0.032225   0.032406   0.032589               11.60     8.78
Credit Suisse USA, Inc.  22546TNB3 03/26/12 03/24/17    100.000     0.000    1.3843              0.039254   0.039526   0.039799   0.040075  0.040352     14.23    14.43
Credit Suisse USA, Inc.  22546TQX2 05/07/12 05/05/17    100.000     0.000    1.1036              0.031166   0.031338   0.031511   0.031685  0.031860     11.27    11.39
Credit Suisse USA, Inc.  22546TRE3 04/26/12 04/25/16    100.000     0.000    0.9090              0.025597   0.025713   0.025830   0.025948  0.026065      9.25     9.34
Credit Suisse USA, Inc.  22547QER3 12/27/13 12/28/21    100.000     0.000    2.6360              0.073229   0.074194   0.075172   0.076163  0.077167     26.54    27.25
Credit Suisse USA, Inc.  22547QQF6 07/08/14 07/08/19    100.000     0.000    1.7799                                    0.049444   0.049884  0.050328      8.55    18.03
Credit Suisse USA, Inc.  22547W5D1 02/07/14 02/05/21    100.000     0.000    2.0912                         0.058090   0.058690   0.059304  0.059924     18.91    21.42
Credit Suisse USA, Inc.  2254M0CR5 02/18/11 02/18/21    100.000    VARIES    2.0492              0.010435   0.010542   0.010650   0.010759  0.010869      3.80     3.88
Credit Suisse USA, Inc.  2254M0GM2 07/29/11 07/29/16    100.000    VARIES    0.9093              0.001678   0.001673   0.001668   0.001658  0.001653       .60      .60
Credit Suisse USA, Inc.  2254M0H58 08/17/11 08/17/17    100.000    VARIES    1.2913              0.026956   0.026922   0.026888   0.026853  0.026819      9.69     9.66
Credit Suisse USA, Inc.  2254M0HK5 08/18/11 08/18/16    100.000    VARIES    1.4617              0.004674   0.004708   0.004742   0.004777  0.004812      1.70     1.72
Credit Suisse USA, Inc.  2254M0HP4 09/06/11 09/06/18    100.000    VARIES    1.6149              0.000076   0.000077   0.000077   0.000078  0.000079       .03      .28
Credit Suisse USA, Inc.  2254M0HV1 09/13/11 09/13/16    100.000    VARIES    1.4720              0.003804   0.003832   0.003860   0.003888  0.003917      1.38     1.40
Credit Suisse USA, Inc.  2254M0J64 09/15/11 09/15/14    100.000    VARIES    1.3976              0.015631   0.015740                                      3.99         
Credit Suisse USA, Inc.  2254M0JB3 09/30/11 09/30/14    100.000    VARIES    1.0663              0.015732   0.015690                                      4.22         
Credit Suisse USA, Inc.  2254M0MX1 03/30/12 06/30/14    100.000     0.000    0.5250              0.014721                                                 2.63         
City of Crest Hill, IL   225903BX0 12/01/10 05/01/23     94.618     4.800    5.4004    10.25     0.010054   0.010326   0.010604   0.010891  0.011185      3.70     3.90
Crosstex Energy, L.P.    22764LAA1 02/10/10 02/15/18*    97.907     8.875    9.2505     8.30     0.006945   0.007266                                       .76*        
Crosstex Energy, L.P.    22764LAB9 02/10/10 02/15/18*    97.907     8.875    9.2505     8.30     0.006945   0.007266                                       .76*        
Deutsche Bank AG         25152RAT0 12/20/12 12/20/22    100.000     0.000    1.6453              0.046459   0.046841   0.047226   0.047615  0.048007     16.80    17.08
Deutsche Bank AG         25152RBN2 02/06/13 02/14/14    100.000     0.000    0.6796              0.018946                                                  .81         
Deutsche Bank AG         25152RKC6 05/14/14 11/15/17    100.000     0.000    1.6315              0.045321   0.045324   0.045694   0.046066  0.046442     10.31    16.55
Deutsche Bank AG         25152RLC5 06/18/14 06/16/17    100.000     0.000    1.5017                         0.041715   0.042025   0.042340  0.042658      8.06    15.20
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Deutsche Bank AG         25152RUV3 01/31/13 01/31/33    100.000    VARIES    2.3744              0.064267   0.062557   0.061815   0.061065  0.060306     22.46    21.89
Deutsche Bank AG         25152RUY7 03/15/13 03/15/33    100.000    VARIES    2.5035              0.067457   0.065346   0.064558   0.063760  0.062951     23.60    22.93
Deutsche Bank AG         25152RUZ4 03/28/13 03/28/18    100.000    VARIES    1.5000              0.041563   0.041458   0.041614   0.041771  0.041870     14.95    15.03
Deutsche Bank AG         25152RVB6 05/23/13 05/23/18    100.000    VARIES    1.6237              0.044974   0.044843   0.045045   0.045249  0.045367     16.17    16.27
Deutsche Bank AG         25152RVD2 06/28/13 06/28/33    100.000    VARIES    2.0551              0.055247   0.053389   0.052893   0.052393  0.051887     19.55    18.95
Deutsche Bank AG         25152RVT7 03/31/14 03/31/34    100.000    VARIES    1.1015                         0.030600   0.029085   0.027562  0.026868      8.15     9.99
Deutsche Bank AG         25152RVV2 05/07/14 05/05/17    100.000     0.000    1.0113                         0.028094   0.028234   0.028377  0.028521      6.58    10.21
Deutsche Bank AG         25152RXB4 06/30/14 06/30/34    100.000    VARIES    1.0463                         0.029065   0.027763   0.026455  0.025856      5.26     9.76
Deutsche Bank AG         25152RXC2 08/28/14 08/28/34    100.000    VARIES    0.8843                                    0.024566   0.023170  0.021768      3.02     8.25
Deutsche Bank AG         25152RXE8 09/30/14 09/30/29    100.000    VARIES    1.1688                                    0.032469   0.031360  0.030245      2.95    11.29
Deutsche Bank AG         2515A02U6 03/05/10 09/08/14    100.000     0.000    2.3900              0.072161   0.073023                                     17.98         
Deutsche Bank AG         2515A0C92 04/30/09 04/30/14    100.000    VARIES    3.7553              0.104632                                                12.45         
Deutsche Bank AG         2515A0FC2 09/05/07 09/05/17    100.000    VARIES    5.2125              0.129593   0.131326   0.133105   0.134930  0.136803     47.37    48.68
Deutsche Bank AG         2515A0L68 07/23/09 07/23/15    100.000     0.000    4.4552              0.147611   0.150900   0.154261   0.157697               54.78    31.78
Deutsche Bank AG         2515A0NZ2 07/07/08 07/07/14    100.000     0.000    5.6904              0.209262   0.215216                                     39.99         
Deutsche Bank AG         2515A0R70 11/30/09 11/28/14    100.000     2.791    2.7909              0.077528   0.077528                                     25.35         
Deutsche Bank AG         2515A0RP0 02/04/09 02/04/14    100.000    VARIES    2.1662              0.059802                                                 1.97         
Deutsche Bank AG         2515A14C2 12/10/10 12/10/15    100.000    VARIES    3.0063              0.085419   0.085119   0.084815   0.084167               30.68    28.64
Deutsche Bank AG         2515A1PE5 05/06/11 05/06/19    100.000    VARIES    4.4256              0.124514   0.125022   0.125541   0.126071  0.125892     44.97    45.31
Deutsche Bank AG         2515A1PH8 11/30/12 11/30/17    100.000    VARIES    1.3034              0.035954   0.036065   0.036176   0.036254  0.036333     12.97    13.04
Diamond Resorts Corp.    25272PAA0 08/13/10 08/15/18*    97.513    12.000   12.5004     7.70     0.007582   0.008056                                      1.25*        
Diamond Resorts Corp.    25272PAB8 08/13/10 08/15/18*    97.513    12.000   12.5004     7.70     0.007582   0.008056                                      1.25*        
Diamond Resorts Corp.    25272PAC6 08/13/10 08/15/18*    97.513    12.000   12.5004     7.70     0.007582   0.008056                                      1.25*        
Domtar Corporation       257559AG9 06/09/09 06/01/17     96.157    10.750   11.4987    17.76     0.014064   0.014872   0.015727   0.016632  0.017588      5.26     5.88
Douglas Cnty SD #302, IL 258741BQ9 11/30/10 12/01/14    107.319    VARIES    2.9881              0.084515   0.083765                                     27.75         
Douglas Cnty SD #302, IL 258741BR7 11/30/10 12/01/15    107.706    VARIES    3.3886              0.097038   0.096329   0.095608   0.094875               34.76    31.42
Douglas Cnty SD #302, IL 258741BS5 11/30/10 12/01/16    109.259    VARIES    3.5892              0.104372   0.103628   0.102870   0.102099  0.101314     37.39    36.85
Downtown Dallas Dev Auth 261149BG2 11/07/07 08/15/14     68.074     0.000    5.7585   284.62     0.151132   0.155484                                     34.64         
Downtown Dallas Dev Auth 261149BH0 11/07/07 08/15/15     63.688     0.000    5.8886   273.34     0.145647   0.149936   0.154350   0.158895               54.39    35.39
Downtown Dallas Dev Auth 261149BJ6 11/07/07 08/15/16     59.688     0.000    5.9687   260.27     0.138980   0.143128   0.147400   0.151799  0.156329     51.92    55.07
Downtown Dallas Dev Auth 261149BK3 11/07/07 08/15/17     55.746     0.000    6.0689   247.89     0.132725   0.136752   0.140902   0.145178  0.149583     49.62    52.67
Downtown Dallas Dev Auth 261149BL1 11/07/07 08/15/18     52.073     0.000    6.1490   235.16     0.126180   0.130060   0.134059   0.138180  0.142429     47.19    50.14
Downtown Dallas Dev Auth 261149BM9 11/07/07 08/15/19     48.734     0.000    6.1989   222.20     0.119382   0.123083   0.126898   0.130831  0.134886     44.67    47.48
Downtown Dallas Dev Auth 261149BN7 11/07/07 08/15/20     45.395     0.000    6.2791   210.14     0.113147   0.116699   0.120363   0.124142  0.128039     42.35    45.05
DuPage County SD #12, IL 262777CT0 06/28/12 01/01/16    100.000    VARIES    1.8474              0.051320   0.051320   0.051319   0.051318               18.48    18.47
DuPage County SD #12, IL 262777CU7 06/28/12 01/01/17    100.000    VARIES    1.9976              0.055494   0.055493   0.055493   0.055492               19.98    19.98
DuPage County SD #12, IL 262777CV5 06/28/12 01/01/18    100.000    VARIES    2.3971              0.066595   0.066594   0.066594   0.066593               23.97    23.97
DuPage County SD #12, IL 262777CW3 06/28/12 01/01/19    100.000    VARIES    2.6969              0.074925   0.074924   0.074923   0.074922               26.97    26.97
DuPage County SD #12, IL 262777CX1 06/28/12 01/01/20    100.000    VARIES    2.8968              0.080482   0.080481   0.080480   0.080479               28.97    28.97
DuPage County SD #12, IL 262777CY9 06/28/12 01/01/21    100.000    VARIES    3.2464              0.090199   0.090197   0.090196   0.090195               32.47    32.47
DuPage County SD #12, IL 262777CZ6 06/28/12 01/01/22    100.000    VARIES    3.7455              0.104076   0.104074   0.104072   0.104071               37.47    37.47
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Dune Energy, Inc.        265338AD5 12/22/11 12/15/16    100.000    14.500    N/A                 0.469271   0.494456   0.520991   0.548951  0.578411    174.30   193.51
Dynegy Holdings, Inc.    26816LBA9 12/01/09 06/01/15     85.000     7.500   11.2291   102.44     0.087930   0.092867   0.098081                          32.85    14.71
Dynegy Holdings, Inc.    26816LBB7 12/01/09 06/01/15     85.000     7.500   11.2291   102.44     0.087930   0.092867   0.098081                          32.85    14.71
East Orange NJ           274137WT1 04/14/03 04/01/22     29.893     0.000    6.4698   292.52     0.104602   0.107986   0.111479   0.115085  0.118808     38.88    41.44
East Orange NJ           274137WU8 04/14/03 04/01/23     27.886     0.000    6.4999   274.60     0.098333   0.101529   0.104829   0.108235  0.111753     36.56    38.97
East Orange NJ           274137WV6 04/14/03 04/01/24     26.105     0.000    6.5100   257.60     0.092288   0.095292   0.098394   0.101597  0.104904     34.31    36.58
East Orange NJ           274137WW4 04/14/03 04/01/25     24.381     0.000    6.5300   241.60     0.086634   0.089463   0.092384   0.095400  0.098515     32.21    34.35
East Orange NJ           274137WX2 04/14/03 04/01/26     22.763     0.000    6.5498   226.50     0.081294   0.083956   0.086705   0.089545  0.092478     30.23    32.24
East Orange NJ           274137WY0 04/14/03 04/01/27     21.292     0.000    6.5600   212.31     0.076237   0.078737   0.081320   0.083987  0.086742     28.35    30.24
East Orange NJ           274137WZ7 04/14/03 04/01/28     19.913     0.000    6.5699   198.97     0.071480   0.073828   0.076253   0.078758  0.081345     26.58    28.36
Eastern Comm College, IA 276540XV8 06/01/09 06/01/14    103.173     4.000    3.3062              0.092155                                                13.82         
Eastern Comm College, IA 276540XW6 06/01/09 06/01/15    102.124     4.000    3.6031              0.100664   0.100475   0.100284                          36.19    15.04
Edgar Counties SD #3, IL 279713CH2 10/10/13 12/01/14    102.687     0.000    1.6789              0.048005   0.048408                                     15.91         
Edgar Counties SD #3, IL 279713CJ8 10/10/13 12/01/15    103.736    VARIES    2.2346              0.064596   0.065318   0.063151   0.062615               23.34    20.74
Edgar Counties SD #3, IL 279713CK5 10/10/13 12/01/16    103.073    VARIES    2.9854              0.085839   0.087121   0.084551   0.084155  0.083752     31.09    30.34
Eksportfinans ASA        282645UV0 05/03/10 02/05/16    100.000     0.000    2.8500              0.086809   0.088046   0.089301   0.090573  0.091864     31.84    32.75
EL Paso Corporation      28336LAA7 02/28/01 02/28/21     45.289     0.000    4.0000   300.22     0.082101   0.082378   0.085418   0.085706  0.088381     30.43    31.59
EL Paso Corporation      28336LAC3 02/28/01 02/28/21     45.289     0.000    4.0000   300.22     0.082101   0.082378   0.085418   0.085706  0.088381     30.43    31.59
EL Paso Corporation      28336LBT5 02/09/09 02/15/16     95.535     8.250    9.1255    28.11     0.019458   0.020346   0.021274   0.022245  0.023260      7.41     8.10
Electronic Data SYS Corp 285661AB0 10/10/01 10/10/21     77.941    VARIES    5.3200              0.207962   0.211903   0.218308   0.222466  0.227959     77.49    81.24
Electronic Data SYS Corp 285661AE4 06/30/03 07/15/23    100.000    VARIES    5.7999              0.200258   0.202335   0.204472   0.206596  0.208781     73.17    74.71
Electronic Data SYS Corp 285661AF1 06/30/03 07/15/23    100.000    VARIES    5.7999              0.200258   0.202335   0.204472   0.206596  0.208781     73.17    74.71
European Investment Bank 298785DW3 03/10/06 03/10/21     44.672     0.000    5.4449   232.87     0.101090   0.103843   0.106670   0.109574  0.112557     37.51    39.58
Exelon Corporation       30161N127 06/17/14 06/01/24    100.000    VARIES    4.8845                         0.135682   0.137156   0.138810  0.140504     26.37    49.77
Exelon Corporation       30161NAE1 06/17/14 06/01/24    100.000    VARIES    4.8845                         0.135682   0.137156   0.138810  0.140504     26.37    49.77
First Citizens Bancorp   30244CAC0 03/24/98 03/15/28    100.000     8.250    8.2499              0.229167   0.229167   0.229167   0.229167  0.229167     82.50    82.50
FPL Group Inc.           302570BF2 05/26/09 06/01/14     98.500    VARIES    4.3841              0.122029                                                18.30         
FPL Group Inc.           302570BK1 09/21/10 09/01/15     98.500    VARIES    2.7001              0.075613   0.075464   0.075313   0.075159               27.16    18.05
FPL Group Inc.           302571609 05/26/09 06/01/14     98.500    VARIES    4.3841              0.122029                                                18.30         
Freddie Mac              3128X0AT6 10/03/02 01/02/22     36.810     0.000    5.2599   291.91     0.093976   0.096448   0.098984   0.101588  0.104260     35.17    37.05
Freddie Mac              3128X0AU3 10/03/02 01/02/30     23.710     0.000    5.3523   192.35     0.062193   0.063858   0.065566   0.067321  0.069123     23.29    24.56
Freddie Mac              3128X0AV1 10/03/02 04/15/32     21.010     0.000    5.3530   170.48     0.055958   0.057456   0.058994   0.060573  0.062194     20.65    21.77
Freddie Mac              3128X0AW9 10/03/02 06/15/32     20.810     0.000    5.3554   168.96     0.055959   0.057458   0.058996   0.060576  0.062198     20.46    21.57
Freddie Mac              3128X0AX7 10/03/02 09/15/32     20.510     0.000    5.3601   166.71     0.054500   0.055961   0.057461   0.059001  0.060582     20.20    21.29
Freddie Mac              3128X0AZ2 10/03/02 01/02/34     19.160     0.000    5.3582   155.66     0.050345   0.051693   0.053078   0.054500  0.055960     18.86    19.88
Freddie Mac              3128X2SK2 01/30/04 04/01/14     62.210     0.000    4.7217   366.37     0.128134                                                11.53         
Freddie Mac              3128X2SL0 01/30/04 10/01/14     60.256     0.000    4.8040   362.53     0.127258   0.130315                                     34.91         
Freddie Mac              3128X2SM8 01/30/04 04/01/15     58.361     0.000    4.8793   357.98     0.126083   0.129159   0.132310                          46.50    11.91
Freddie Mac              3128X2SN6 01/30/04 10/01/15     56.535     0.000    4.9468   352.76     0.124618   0.127700   0.130858   0.134095               45.98    35.91
Freddie Mac              3128X2SP1 01/30/04 04/01/16     54.741     0.000    5.0126   347.24     0.123029   0.126113   0.129274   0.132514  0.135835     45.41    47.71
Freddie Mac              3128X2SQ9 01/30/04 10/01/16     52.987     0.000    5.0758   341.43     0.121310   0.124389   0.127546   0.130783  0.134102     44.79    47.09
Freddie Mac              3128X2SR7 01/30/04 04/01/17     51.299     0.000    5.1327   335.22     0.119402   0.122467   0.125610   0.128833  0.132140     44.10    46.39
Freddie Mac              3128X2SS5 01/30/04 10/01/17     49.661     0.000    5.1861   328.76     0.117380   0.120424   0.123547   0.126750  0.130037     43.36    45.64
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              3128X2ST3 01/30/04 04/01/18     48.064     0.000    5.2374   322.17     0.115286   0.118305   0.121403   0.124582  0.127844     42.60    44.86
Freddie Mac              3128X2SU0 01/30/04 10/01/18     46.530     0.000    5.2834   315.35     0.113078   0.116065   0.119131   0.122278  0.125509     41.79    44.03
Freddie Mac              3128X2SV8 01/30/04 04/01/19     45.040     0.000    5.3272   308.46     0.110820   0.113772   0.116802   0.119914  0.123108     40.96    43.18
Freddie Mac              3128X2SW6 01/30/04 10/01/19     43.600     0.000    5.3679   301.49     0.108511   0.111423   0.114414   0.117484  0.120638     40.12    42.30
Freddie Mac              3128X2SX4 01/30/04 04/01/20     42.215     0.000    5.4047   294.46     0.106151   0.109020   0.111966   0.114992  0.118099     39.25    41.40
Freddie Mac              3128X2SY2 01/30/04 10/01/20     40.880     0.000    5.4384   287.41     0.103764   0.106586   0.109484   0.112461  0.115519     38.38    40.49
Freddie Mac              3128X4AC5 04/19/05 04/15/14     65.973     0.000    4.6809   327.06     0.127053                                                13.21         
Freddie Mac              3128X4AD3 04/19/05 12/15/14     63.722     0.000    4.7214   319.19     0.125171   0.128126                                     43.59         
Freddie Mac              3128X4AE1 04/19/05 04/15/17     56.285     0.000    4.8518   291.34     0.113955   0.116719   0.119551   0.122451  0.125422     41.95    44.01
Freddie Mac              3128X4S77 03/24/06 06/20/16     59.540     0.000    5.1280   287.08     0.125510   0.128728   0.132029   0.135414  0.138886     45.83    48.22
Freddie Mac              3128X4U41 03/28/06 04/09/14     66.671     0.000    5.1122   319.72     0.138467                                                13.57         
Freddie Mac              3128X52H0 04/03/07 04/02/37     21.177     0.000    5.2421    88.47     0.043161   0.044292   0.045453   0.046644  0.047867     15.95    16.79
Freddie Mac              3128X52U1 04/04/07 07/31/14     70.210     0.000    4.8862   270.30     0.129332   0.132491                                     27.60         
Freddie Mac              3128X54N5 04/18/07 12/30/14     68.522     0.000    4.9690   267.01     0.131418   0.134684                                     47.77         
Freddie Mac              3128X55E4 05/04/07 05/04/37     16.728     0.000    6.0499    81.51     0.041414   0.042667   0.043958   0.045287  0.046657     15.28    16.22
Freddie Mac              3128X5LK2 10/02/06 10/02/34     24.784     0.000    5.0446   107.80     0.049221   0.050463   0.051736   0.053041  0.054379     18.17    19.09
Freddie Mac              3128X5MY1 10/25/06 05/30/14     68.360     0.000    5.0693   295.94     0.137335                                                20.46         
Freddie Mac              3128X5P69 03/09/07 09/15/15     66.760     0.000    4.8010   254.73     0.121289   0.124201   0.127183   0.130236               44.81    32.85
Freddie Mac              3128X6AX4 05/24/07 09/30/14     69.050     0.000    5.1017   272.63     0.134752   0.138189                                     36.87         
Freddie Mac              3128X6GT7 07/10/07 09/30/14     67.455     0.000    5.5250   285.63     0.145332   0.149347                                     39.82         
Freddie Mac              3128X6HU3 07/20/07 09/28/18     54.270     0.000    5.5370   229.21     0.117050   0.120291   0.123621   0.127044  0.130561     43.33    45.77
Freddie Mac              3128X6PP5 10/11/07 07/02/15     68.530     0.000    4.9512   243.84     0.124718   0.127805   0.130969   0.134211               46.57    24.29
Freddie Mac              3128X6QB5 10/19/07 08/31/15     68.362     0.000    4.8939   239.30     0.122731   0.123685   0.128811   0.129812               45.72    31.36
Freddie Mac              3128X6WP7 12/21/07 12/21/37     22.860     0.000    4.9802    78.91     0.042483   0.043541   0.044625   0.045736  0.046875     15.51    16.29
Freddie Mac              3128X74S0 11/04/08 11/15/38     26.387     0.000    4.4860    67.87     0.041103   0.042025   0.042968   0.043932  0.044917     15.05    15.73
Freddie Mac              3128X75U4 11/24/08 11/15/38     27.529     0.000    4.3499    67.62     0.041205   0.042102   0.043017   0.043953  0.044909     15.08    15.74
Freddie Mac              3128X7A61 06/05/08 10/10/14     76.930     0.000    4.1743   199.24     0.111262   0.113584                                     31.46         
Freddie Mac              3128X7N59 06/30/08 06/30/38     21.820     0.000    5.1394    70.29     0.041179   0.042237   0.043322   0.044436  0.045578     15.02    15.80
Freddie Mac              3128X8DG4 12/29/08 02/15/39     40.774     0.000    2.9999    65.56     0.038999   0.039584   0.040177   0.040780  0.041392     14.31    14.74
Freddie Mac              3128X9MF4 11/10/09 09/15/36     29.930     0.000    4.5438    61.26     0.044908   0.045928   0.046972   0.048039  0.049131     16.57    17.33
Freddie Mac              3128X9MG2 11/10/09 12/15/36     29.600     0.000    4.5433    60.55     0.044908   0.045928   0.046972   0.048039  0.049130     16.38    17.14
Freddie Mac              312902LX5 12/17/99 12/17/29     14.255     0.000    6.6001   212.18     0.064868   0.067009   0.069220   0.071504  0.073864     23.80    25.40
Freddie Mac              312902VG1 04/25/00 01/04/21     25.643     0.000    6.6857   374.29     0.113407   0.117198   0.121116   0.125164  0.129348     42.87    45.79
Freddie Mac              312902VH9 04/25/00 01/04/22     24.042     0.000    6.6795   350.44     0.106145   0.109689   0.113353   0.117139  0.121051     40.13    42.85
Freddie Mac              312902VJ5 04/25/00 01/04/23     22.536     0.000    6.6749   328.15     0.099368   0.102684   0.106111   0.109653  0.113312     37.56    40.11
Freddie Mac              312902VK2 04/25/00 01/04/24     21.145     0.000    6.6664   307.31     0.093015   0.096115   0.099319   0.102629  0.106050     35.16    37.54
Freddie Mac              312902VL0 04/25/00 01/04/25     20.007     0.000    6.6235   287.99     0.086965   0.089845   0.092820   0.095894  0.099070     32.86    35.07
Freddie Mac              312902VM8 04/25/00 01/04/26     18.780     0.000    6.6160   269.87     0.081460   0.084155   0.086938   0.089814  0.092785     30.78    32.85
Freddie Mac              312902VN6 04/25/00 01/04/27     17.654     0.000    6.6033   252.97     0.076307   0.078826   0.081429   0.084117  0.086895     28.83    30.77
Freddie Mac              312902VU0 04/25/00 01/04/14     40.436     0.000    6.7227   595.10     0.180669                                                  .54         
Freddie Mac              312902VV8 04/25/00 01/04/18     31.141     0.000    6.7034   456.34     0.138401   0.143039   0.147834   0.152789  0.157910     52.33    55.90
Freddie Mac              312902VW6 04/25/00 01/04/19     29.163     0.000    6.7017   427.20     0.129548   0.133889   0.138375   0.143012  0.147804     48.98    52.32
Freddie Mac              312902VX4 04/25/00 01/04/20     27.313     0.000    6.6997   399.92     0.121263   0.125325   0.129523   0.133862  0.138346     45.85    48.97
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              312902WK1 04/25/00 01/04/15     37.975     0.000    6.6992   555.97     0.168578   0.174224   0.180060                          63.74      .54
Freddie Mac              312902WL9 04/25/00 01/04/16     35.607     0.000    6.6893   520.15     0.157631   0.162903   0.168352   0.173983  0.179802     59.59    63.65
Freddie Mac              312902WM7 04/25/00 01/04/17     33.256     0.000    6.7048   487.49     0.147858   0.152814   0.157937   0.163232  0.168704     55.91    59.72
Federal Home Loan Banks  3130A0HS2 01/15/14 01/15/19    100.000    VARIES    1.6373                         0.045481   0.045143   0.044802  0.044884     15.68    16.15
Federal Home Loan Banks  3130A0JE1 01/07/14 01/07/19    100.000    VARIES    1.6244                         0.045123   0.044798   0.044471  0.044550     15.92    16.03
Federal Home Loan Banks  3130A0MR8 01/22/14 01/22/21    100.000    VARIES    2.3228                         0.064524   0.065047   0.065577  0.065932     21.96    23.65
Federal Home Loan Banks  3130A0N63 01/23/14 01/23/20    100.000    VARIES    1.9611                         0.054477   0.054816   0.055158  0.055370     18.47    19.88
Federal Home Loan Banks  3130A1DD7 03/26/14 03/26/21    100.000    VARIES    2.2862                         0.063507   0.064023   0.064546  0.064896     17.51    23.23
Federal Home Loan Banks  3130A1DV7 03/26/14 03/26/21    100.000    VARIES    2.3281                         0.064671   0.065198   0.065731  0.066088     17.83    23.65
Federal Home Loan Banks  3130A1RY6 05/15/14 05/15/19    100.000    VARIES    1.7090                         0.047473   0.047055   0.046634  0.046736     10.71    16.85
Federal Home Loan Banks  3130A1S25 05/07/14 05/07/19    100.000    VARIES    1.6633                         0.046205   0.045838   0.045468  0.045558     10.79    16.42
Federal Home Loan Banks  3130A1S90 05/13/14 05/13/19    100.000    VARIES    1.6985                         0.047183   0.046777   0.046368  0.046467     10.74    16.75
Federal Home Loan Banks  3130A1TH1 05/22/14 05/22/19    100.000    VARIES    1.7677                         0.049104   0.048618   0.048127  0.048245     10.73    17.40
Federal Home Loan Banks  3130A1UN6 05/22/14 05/22/19    100.000    VARIES    1.7182                         0.047728   0.047300   0.046868  0.046972     10.44    16.94
Federal Home Loan Banks  3130A2SK3 08/20/14 08/20/19    100.000    VARIES    1.7102                                    0.047508   0.047089  0.046666      6.22    16.92
Federal Home Loan Banks  3130A2ST4 08/27/14 08/28/19    100.000    VARIES    1.7859                         0.049610   0.049606   0.048806  0.048684      6.15    17.60
Federal Home Loan Banks  3130A2SV9 08/27/14 08/28/19    100.000    VARIES    1.7926                         0.049795   0.049791   0.048974  0.048852      6.17    17.66
Federal Home Loan Banks  3130A2XS0 10/02/14 10/02/19    100.000    VARIES    1.7547                                    0.048744   0.048273  0.047798      4.34    17.38
Federal Home Loan Banks  3130A2YR1 09/26/14 09/26/19    100.000    VARIES    1.7203                                    0.047788   0.047339  0.046886      4.54    17.04
Federal Home Loan Banks  3130A2ZS8 10/09/14 10/09/19    100.000    VARIES    1.8004                                    0.050011   0.049485  0.048954      4.10    17.82
Federal Home Loan Banks  3133734F6 04/15/11 04/15/16    100.000    VARIES    2.5160              0.071722   0.071730   0.071430   0.071126  0.070512     25.80    25.59
Federal Home Loan Banks  3133736X5 03/30/11 03/30/16    100.000    VARIES    2.4313              0.069148   0.069154   0.068891   0.068624  0.068084     24.87    24.68
Federal Home Loan Banks  3133737L0 04/13/11 04/13/17    100.000    VARIES    2.7757              0.079693   0.079858   0.079717   0.079575  0.079121     28.72    28.63
Federal Home Loan Banks  313373B84 04/13/11 04/13/17    100.000    VARIES    2.7757              0.079693   0.079858   0.079717   0.079575  0.079121     28.72    28.63
Federal Home Loan Banks  313373D74 04/21/11 04/21/16    100.000    VARIES    2.4737              0.070435   0.070442   0.070160   0.069875  0.069298     25.34    25.15
Federal Home Loan Banks  313373DU3 04/25/11 04/25/14    100.000    VARIES    1.3833              0.038566                                                 4.40         
Federal Home Loan Banks  313373NU2 04/28/11 04/28/15    100.000    VARIES    2.3656              0.066859   0.066699   0.066208                          24.00     7.75
Federal Home Loan Banks  313373YM8 05/26/11 11/26/14    100.000    VARIES    1.7361              0.048709   0.048517                                     15.80         
Federal Home Loan Banks  313374CU2 07/06/11 07/06/18    100.000    VARIES    2.0867              0.059138   0.059142   0.059146   0.058953  0.058758     21.29    21.19
Federal Home Loan Banks  313379HU6 06/05/12 06/05/17    100.000    VARIES    0.8042              0.022162   0.022168   0.022187   0.022207  0.022240      7.98     7.99
Federal Home Loan Banks  3133836A4 05/22/13 05/22/19    100.000    VARIES    1.0915              0.029956   0.029892   0.029934   0.029976  0.030018     10.77    10.79
Federal Home Loan Banks  313383JM4 06/27/13 06/27/19    100.000    VARIES    1.3128              0.035933   0.035918   0.035971   0.036025  0.036079     12.93    12.96
Federal Home Loan Banks  313383MU2 07/11/13 07/11/19    100.000    VARIES    1.7140              0.047614   0.046831   0.046786   0.046866  0.046946     16.86    16.88
Federal Home Loan Banks  313383NN7 07/17/13 07/17/19    100.000    VARIES    1.7803              0.049453   0.048471   0.048439   0.048537  0.048635     17.46    17.49
Freddie Mac              3134A1BU3 09/25/96 06/01/16     23.214     0.000    7.5580   603.81     0.174405   0.180996   0.187836   0.194934  0.202301     64.38    69.33
Freddie Mac              3134A1CT5 10/21/96 09/15/16     23.550     0.000    7.3996   586.16     0.165287   0.171403   0.177744   0.184320  0.191140     61.92    66.59
Freddie Mac              3134A1DL1 11/01/96 02/01/16     25.038     0.000    7.3237   610.53     0.169955   0.176178   0.182630   0.189317  0.196250     64.21    68.99
Freddie Mac              3134A1FK1 11/20/96 09/03/19     20.641     0.000    7.0454   468.88     0.129174   0.133725   0.138435   0.143312  0.148361     48.41    51.89
Freddie Mac              3134A1H60 10/22/97 06/03/24     16.813     0.000    6.8126   329.38     0.093654   0.096844   0.100143   0.103554  0.107081     34.47    36.86
Freddie Mac              3134A1HH6 12/23/96 12/01/15     26.483     0.000    7.1396   609.43     0.172363   0.178516   0.184889   0.191489               63.53    62.20
Freddie Mac              3134A1HU7 12/27/96 12/02/19     19.720     0.000    7.2067   460.50     0.130903   0.135620   0.140506   0.145569  0.150815     48.25    51.79
Freddie Mac              3134A1JD3 12/31/96 12/01/14     28.804     0.000    7.0673   650.36     0.183144   0.189616                                     61.60         
Freddie Mac              3134A1MX5 02/12/97 02/01/14     30.030     0.000    7.2159   693.90     0.193463                                                 5.80         
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              3134A1MY3 02/12/97 02/01/20     19.238     0.000    7.3061   453.95     0.127296   0.131947   0.136767   0.141763  0.146942     48.08    51.66
Freddie Mac              3134A1MZ0 02/12/97 03/01/16     25.716     0.000    7.2560   599.86     0.168660   0.174779   0.181120   0.187692  0.194501     63.31    67.99
Freddie Mac              3134A1NA4 02/12/97 01/02/19     20.877     0.000    7.2857   490.30     0.136533   0.141507   0.146662   0.152005  0.157542     51.86    55.71
Freddie Mac              3134A1X39 12/11/97 06/01/15     33.207     0.000    6.4099   582.49     0.161975   0.167167   0.172524                          59.56    25.88
Freddie Mac              3134A2G77 12/28/98 11/15/28     20.230     0.000    5.4198   249.16     0.067501   0.069331   0.071209   0.073139  0.075121     24.80    26.16
Freddie Mac              3134A2HF8 06/30/98 11/24/14     38.078     0.000    5.9744   567.84     0.156470   0.161144                                     51.38         
Freddie Mac              3134A2HG6 06/30/98 12/11/25     19.896     0.000    5.9699   296.34     0.081865   0.084308   0.086825   0.089417  0.092086     30.01    31.83
Freddie Mac              3134A2NQ7 07/30/98 08/15/14     37.992     0.000    6.1246   583.32     0.160170   0.165075                                     36.76         
Freddie Mac              3134A3D29 09/09/99 08/15/27     14.928     0.000    6.9258   246.31     0.074165   0.076733   0.079390   0.082139  0.084984     27.87    29.84
Freddie Mac              3134A3ZU3 08/02/99 12/14/29     15.469     0.000    6.2410   220.48     0.064850   0.066874   0.068961   0.071113  0.073332     23.78    25.29
Freddie Mac              3134G1EA8 05/10/10 06/10/15     88.082     0.000    2.5118    83.84     0.067210   0.068054   0.068909                          24.38    10.96
Freddie Mac              3134G1TJ3 09/24/10 09/24/40*    27.661     0.000    4.3300    41.60     0.037833   0.038652                                     10.10*        
Freddie Mac              3134G1TV6 09/27/10 09/27/40*    26.782     0.000    4.4400    41.26     0.037683   0.038519                                     10.17*        
Freddie Mac              3134G1XY5 11/18/10 05/15/15     94.752     0.000    1.2037    36.15     0.032841   0.033039   0.033238                          11.88     4.45
Freddie Mac              3134G25T5 11/10/11 02/01/14     98.967     0.000    0.4671     9.94     0.012948                                                  .39         
Freddie Mac              3134G25U2 11/10/11 03/01/14     98.890     0.000    0.4841    10.29     0.013415                                                  .80         
Freddie Mac              3134G25V0 11/10/11 04/01/14     98.810     0.000    0.5011    10.65     0.013886                                                 1.25         
Freddie Mac              3134G25W8 11/10/11 05/01/14     98.725     0.000    0.5191    11.02     0.014383                                                 1.73         
Freddie Mac              3134G25X6 11/10/11 06/01/14     98.634     0.000    0.5383    11.42     0.014914                                                 2.24         
Freddie Mac              3134G25Y4 11/10/11 07/01/14     98.551     0.000    0.5532    11.73     0.015326                                                 2.76         
Freddie Mac              3134G25Z1 11/10/11 08/01/14     98.462     0.000    0.5695    12.07     0.015731   0.015776                                      3.31         
Freddie Mac              3134G26B3 11/10/11 09/01/14     98.368     0.000    0.5867    12.42     0.016203   0.016251                                      3.90         
Freddie Mac              3134G26C1 11/10/11 10/01/14     98.283     0.000    0.5998    12.69     0.016562   0.016611                                      4.48         
Freddie Mac              3134G26D9 11/10/11 11/01/14     98.186     0.000    0.6162    13.03     0.017014   0.017067                                      5.11         
Freddie Mac              3134G26E7 11/10/11 12/01/14     98.101     0.000    0.6278    13.26     0.017332   0.017386                                      5.73         
Freddie Mac              3134G26F4 11/10/11 01/01/15     97.981     0.000    0.6502    13.72     0.017946   0.018004                                      6.47         
Freddie Mac              3134G2CT7 04/01/11 04/01/14    100.000    VARIES    1.2448              0.034687                                                 3.12         
Freddie Mac              3134G2CV2 04/01/11 04/01/16    100.000    VARIES    2.1989              0.062615   0.062769   0.062543   0.062315  0.061702     22.56    22.40
Freddie Mac              3134G2JC7 05/18/11 02/15/14     97.359     0.000    0.9785    25.22     0.027048                                                 1.19         
Freddie Mac              3134G2JD5 05/18/11 02/15/15     94.531     0.000    1.5086    37.97     0.040972   0.041281   0.041592                          14.89     1.83
Freddie Mac              3134G2JE3 05/18/11 02/15/16     91.147     0.000    1.9642    47.90     0.051961   0.052471   0.052986   0.053507  0.054032     18.94    19.31
Freddie Mac              3134G2N57 09/19/11 02/15/15     97.686     0.000    0.6886    15.46     0.018932   0.018997   0.019063                           6.85      .84
Freddie Mac              3134G2N65 09/19/11 08/01/15     96.933     0.000    0.8071    18.00     0.022064   0.022153   0.022242   0.022332                7.99     4.69
Freddie Mac              3134G2Z62 10/06/11 03/01/14     98.600     0.000    0.5876    13.02     0.016275                                                  .98         
Freddie Mac              3134G35Q9 02/19/13 02/01/16     98.624     0.000    0.4702     4.02     0.012909   0.012940   0.012970   0.013001  0.013031      4.66     4.68
Freddie Mac              3134G3D72 08/03/12 08/01/15     98.910     0.000    0.3663     5.12     0.010102   0.010120   0.010139   0.010158                3.65     2.13
Freddie Mac              3134G3D80 08/03/12 03/01/16     98.331     0.000    0.4709     6.55     0.012930   0.012960   0.012991   0.013021  0.013052      4.67     4.69
Freddie Mac              3134G3D98 08/03/12 08/01/16     97.750     0.000    0.5705     7.89     0.015579   0.015624   0.015668   0.015713  0.015758      5.63     5.66
Freddie Mac              3134G3DM9 12/21/11 02/14/14     99.040     0.000    0.4497     9.06     0.012464                                                  .54         
Freddie Mac              3134G3G87 09/05/12 02/01/16     97.910     0.000    0.6211     8.06     0.016989   0.017041   0.017094   0.017147  0.017201      6.14     6.18
Freddie Mac              3134G3H60 08/29/12 02/12/16     98.330     0.000    0.4883     6.44     0.013401   0.013433   0.013466   0.013499  0.013532      4.84     4.86
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              3134G3H86 09/05/12 08/01/14     99.460     0.000    0.2843     3.74     0.007876   0.007887                                      1.66         
Freddie Mac              3134G3P87 09/27/12 12/01/14     99.325     0.000    0.3112     3.90     0.008618   0.008632                                      2.85         
Freddie Mac              3134G3PQ7 02/13/12 02/13/15     98.625     0.000    0.4620     8.61     0.012746   0.012776   0.012805                           4.60      .54
Freddie Mac              3134G3S68 10/18/12 08/15/14     99.525     0.000    0.2610     3.13     0.007233   0.007242                                      1.62         
Freddie Mac              3134G3TD2 04/11/12 02/15/15     98.584     0.000    0.5019     8.55     0.013839   0.013874   0.013909                           5.00      .61
Freddie Mac              3134G3TF7 03/20/12 03/01/16     96.961     0.000    0.7833    13.59     0.021339   0.021422   0.021506   0.021591  0.021675      7.72     7.78
Freddie Mac              3134G3UA6 04/19/12 08/01/15     97.653     0.000    0.7246    12.08     0.019839   0.019911   0.019983   0.020055                7.18     4.21
Freddie Mac              3134G3UB4 05/01/12 05/01/15     98.095     0.000    0.6421    10.54     0.017667   0.017724   0.017781                           6.38     2.13
Freddie Mac              3134G3UE8 05/08/12 07/01/15     98.190     0.000    0.5811     9.43     0.016004   0.016051   0.016098                           5.77     2.90
Freddie Mac              3134G3UG3 05/23/12 02/13/15     98.720     0.000    0.4737     7.53     0.013067   0.013098   0.013129                           4.72      .55
Freddie Mac              3134G3UN8 05/22/12 02/28/14     99.444     0.000    N/A                 0.008673                                                  .50         
Freddie Mac              3134G3UP3 05/22/12 02/27/15     98.622     0.000    0.5026     8.00     0.013858   0.013892   0.013927                           5.00      .78
Freddie Mac              3134G3WQ9 06/28/12 01/30/15     98.590     0.000    0.5492     8.19     0.015132   0.015173   0.015215                           5.47      .44
Freddie Mac              3134G3WS5 06/28/12 02/01/16     97.180     0.000    0.7979    11.75     0.021729   0.021816   0.021903   0.021991  0.022078      7.86     7.93
Freddie Mac              3134G3X62 12/12/12 09/30/14     99.515     0.000    0.2698     2.84     0.007476   0.007486                                      2.01         
Freddie Mac              3134G3Y46 12/18/12 08/15/15     99.022     0.000    N/A                 0.010203   0.010222   0.010241   0.010260                3.68     2.30
Freddie Mac              3134G4AL2 07/02/13 02/27/15     99.540     0.000    0.2791     1.38     0.007722   0.007732   0.007743                           2.78      .43
Freddie Mac              3134G4AN8 07/02/13 09/01/15     99.150     0.000    0.3948     1.95     0.010882   0.010904   0.010925   0.010947                3.93     2.63
Freddie Mac              3134G4AV0 06/13/13 01/30/15     99.602     0.000    0.2447     1.34     0.006773   0.006781   0.006789                           2.44      .20
Freddie Mac              3134G4HE1 10/02/13 05/01/15     99.559     0.000    0.2796      .70     0.007693   0.007578   0.007714                           2.79      .93
Freddie Mac              3134G4HF8 10/02/13 10/30/15     99.118     0.000    0.4270     1.06     0.011633   0.011594   0.011683   0.011644                4.24     3.52
Freddie Mac              3134G4HG6 10/02/13 04/01/15     99.671     0.000    0.2202      .55     0.006030   0.006004   0.006043                           2.20      .54
Freddie Mac              3134G4HH4 10/02/13 09/30/16     97.752     0.000    0.7607     1.86     0.020425   0.020394   0.020584   0.020549  0.020627      7.46     7.51
Freddie Mac              3134G4HP6 10/04/13 10/30/15     99.186     0.000    0.3950      .96     0.010767   0.010729   0.010810   0.010772                3.93     3.26
Freddie Mac              3134G4HQ4 10/04/13 07/31/15     99.463     0.000    0.2955      .71     0.007982   0.008127   0.008006   0.008151                2.94     1.72
Freddie Mac              3134G4JC3 11/07/13 05/01/15     99.545     0.000    0.3076      .46     0.008507   0.008520   0.008533                           3.07     1.02
Freddie Mac              3134G4JD1 11/07/13 04/29/16     98.527     0.000    0.5997      .89     0.016412   0.016463   0.016512   0.016562  0.016611      5.92     5.96
Freddie Mac              3134G4JS8 10/18/13 03/01/16     98.742     0.000    0.5348     1.09     0.014583   0.014379   0.014656   0.014456  0.014654      5.29     5.31
Freddie Mac              3134G4LE6 11/22/13 11/22/16*   100.000    VARIES    1.2224              0.033958                                                 4.79*        
Freddie Mac              3134G4S25 12/20/13 01/29/16     99.140     0.000    0.4100      .12     0.011287   0.011298   0.011321   0.011344  0.011368      4.07     4.09
Freddie Mac              3134G4TJ7 01/07/14 11/09/16     97.897     0.000    0.7500              0.020390   0.020448   0.020525   0.020602  0.020679      7.24     7.41
Freddie Mac              3134G5PA7 11/06/14 01/30/17     98.473     0.000    0.6901                                    0.018874   0.018908  0.018973      1.04     6.82
Fannie Mae               31359MEL3 01/29/99 06/01/17     34.790     0.000    5.8405   473.59     0.132631   0.136504   0.140490   0.144593  0.148815     48.68    51.56
Fannie Mae               3136F1EQ9 12/27/01 03/17/31     16.751     0.000    6.2082   181.68     0.059157   0.060993   0.062887   0.064839  0.066851     22.01    23.40
Fannie Mae               3136F2B31 12/20/02 12/30/32     19.252     0.000    5.5626   160.12     0.054480   0.055996   0.057553   0.059154  0.060799     19.89    21.01
Fannie Mae               3136F3LA2 04/04/03 10/03/33     20.285     0.000    5.2999   152.98     0.051715   0.053085   0.054492   0.055936  0.057418     19.11    20.13
Fannie Mae               3136F3ZC3 06/09/03 12/15/33     23.674     0.000    N/A                 0.052076   0.053327   0.054608   0.055920  0.057264     19.01    19.94
Fannie Mae               3136F4R55 01/07/04 12/15/34     18.268     0.000    5.5708   133.51     0.048808   0.050168   0.051565   0.053002  0.054478     17.86    18.87
Fannie Mae               3136F6G86 02/24/05 02/15/15     63.549     0.000    4.5968   314.83     0.119276   0.122017   0.124822                          44.19     5.49
Fannie Mae               3136F7NJ2 11/15/05 02/28/14     67.000     0.000    4.8887   322.35     0.131826                                                 7.65         
Fannie Mae               3136F7NM5 11/15/05 11/15/30     26.938     0.000    5.3159   143.28     0.060524   0.062133   0.063784   0.065479  0.067220     22.23    23.43
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Fannie Mae               3136F7Q34 07/14/06 10/31/14     63.950     0.000    5.4603   316.82     0.143721   0.147645                                     43.68         
Fannie Mae               3136F8LW3 05/03/07 06/01/15     75.398     0.000    N/A                 0.073187   0.068004   0.067802                          25.25    10.17
Fannie Mae               3136F8NZ4 06/11/07 12/10/14     66.600     0.000    5.4956   284.26     0.144602   0.148575                                     49.74         
Fannie Mae               3136F8QH1 07/11/07 02/28/14     69.767     0.000    5.4960   293.76     0.147763                                                 8.57         
Fannie Mae               3136F8QM0 07/30/07 07/30/37     12.693     0.000    7.0001    70.50     0.037295   0.038601   0.039952   0.041350  0.042797     14.06    15.06
Fannie Mae               3136G04B4 11/15/12 12/01/15     98.641     0.000    0.4499     5.01     0.012387   0.012415   0.012442   0.012470                4.47     4.11
Fannie Mae               3136G04C2 11/15/12 03/01/16     98.378     0.000    0.4969     5.52     0.013635   0.013668   0.013702   0.013737  0.013771      4.92     4.95
Fannie Mae               3136G1SZ3 08/15/13 07/01/18     95.481     0.000    0.9502     3.43     0.025293   0.025413   0.025534   0.025655                9.13     9.21
Fannie Mae               3136G1ZJ1 03/21/14 01/26/19     97.874     0.000    N/A                            0.024603   0.024619   0.024673  0.024673      6.89     8.89
FelCor Lodging Limited   31430QAZ0 10/01/09 10/01/14*    87.750    10.000   13.4435    98.81     0.083984   0.089629                                     19.84*        
FelCor Lodging Limited   31430QBA4 10/01/09 10/01/14*    87.750    10.000   13.4435    98.81     0.083984   0.089629                                     19.84*        
FiberTower Corporation   31567RAF7 12/22/09 01/01/16*   100.000     9.000    N/A                 0.317168                                                28.23*        
FiberTower Corporation   31567RAG5 12/22/09 01/01/16*   100.000     9.000    N/A                 0.317168                                                28.23*        
First Data Corporation.  319963AY0 12/17/10 01/15/21     94.750     8.250    9.0551    11.26     0.011511   0.012033   0.012577   0.013147  0.013742      4.41     4.82
First Data Corporation.  319963AZ7 12/17/10 01/15/22     95.625    VARIES    N/A                 0.329017   0.344976   0.345787   0.346638  0.347530    124.10   124.93
First Data Corporation.  319963BA1 12/15/10 01/15/21     91.875    12.625   14.1624    14.13     0.015304   0.016388   0.017548   0.018791  0.020121      6.08     6.97
First Data Corporation.  319963BB9 12/15/10 01/15/21     91.875    12.625   14.1624    14.13     0.015304   0.016388   0.017548   0.018791  0.020121      6.08     6.97
First Data Holdings Inc  32008GAA7 12/02/13 09/24/19*    94.500    14.500    N/A                 0.408042   0.429009   0.462352                         142.53*        
Livingston CNTY SD#74,IL 33849YAD3 09/09/10 12/01/14    106.763    VARIES    3.2820              0.092697   0.091939                                     30.45         
Livingston CNTY SD#74,IL 33849YAE1 09/09/10 12/01/15    106.477    VARIES    3.6335              0.103570   0.102928   0.102275   0.101610               37.13    33.63
Livingston CNTY SD#74,IL 33849YAJ0 09/09/10 12/01/14    106.763    VARIES    3.2820              0.092697   0.091939                                     30.45         
Livingston CNTY SD#74,IL 33849YAK7 09/09/10 12/01/15    106.477    VARIES    3.6335              0.103570   0.102928   0.102275   0.101610               37.13    33.63
Forney Independent SD,TX 3464242U7 02/18/14 08/15/39     16.888     0.000    7.1001                         0.033308   0.034470   0.035694  0.036961     10.58    12.97
Forney Independent SD,TX 3464242V5 02/18/14 08/15/40     15.550     0.000    7.1500                         0.030884   0.031970   0.033113  0.034297      9.81    12.03
Forney Independent SD,TX 3464242W3 02/18/14 08/15/41     14.304     0.000    7.2000                         0.028608   0.029621   0.030687  0.031792      9.09    11.15
Forney Independent SD,TX 3464242X1 02/18/14 08/15/42     13.145     0.000    7.2501                         0.026473   0.027417   0.028411  0.029440      8.41    10.32
Forney Independent SD,TX 3464242Y9 02/18/14 08/15/43     12.068     0.000    7.3002                         0.024471   0.025350   0.026276  0.027235      7.78     9.55
Forney Independent SD,TX 3464242Z6 02/18/14 08/15/44     11.069     0.000    7.3502                         0.022599   0.023417   0.024277  0.025170      7.18     8.82
Forney Independent SD,TX 3464243A0 02/18/14 08/15/45     10.143     0.000    7.4002                         0.020850   0.021609   0.022408  0.023237      6.63     8.14
Forney Independent SD,TX 3464243B8 02/18/14 08/15/46      9.141     0.000    7.5003                         0.019044   0.019747   0.020487  0.021256      6.06     7.45
Forney Independent SD,TX 3464243C6 02/18/14 08/15/47      8.223     0.000    7.6000                         0.017360   0.018009   0.018693  0.019403      5.52     6.80
Forney Independent SD,TX 3464243D4 02/18/14 08/15/48      7.382     0.000    7.7003                         0.015790   0.016388   0.017019  0.017674      5.02     6.19
Forney Independent SD,TX 3464243E2 02/18/14 08/15/49      6.615     0.000    7.8002                         0.014333   0.014883   0.015463  0.016066      4.56     5.62
Forney Independent SD,TX 3464243F9 02/18/14 08/15/50      6.021     0.000    7.8502                         0.013129   0.013636   0.014172  0.014728      4.18     5.15
Forney Independent SD,TX 3464243G7 02/18/14 08/15/51      5.475     0.000    7.9003                         0.012015   0.012482   0.012975  0.013487      3.82     4.72
Forney Independent SD,TX 3464243H5 02/18/14 08/15/52      4.974     0.000    7.9502                         0.010984   0.011414   0.011868  0.012339      3.50     4.32
Forney Independent SD,TX 3464243J1 02/18/14 08/15/53      4.514     0.000    8.0005                         0.010032   0.010426   0.010843  0.011277      3.19     3.94
Forney Independent SD,TX 346424X90 08/27/13 08/15/38     17.946     0.000    6.9999     4.33     0.034894   0.036035   0.037296   0.038601  0.039952     13.09    14.02
Forney Independent SD,TX 346424Y24 08/27/13 08/15/39     16.544     0.000    7.0499     4.02     0.032398   0.033464   0.034644   0.035865  0.037129     12.16    13.03
Forney Independent SD,TX 346424Y32 08/27/13 08/15/40     15.436     0.000    7.0500     3.75     0.030229   0.031224   0.032324   0.033464  0.034643     11.35    12.16
Forney Independent SD,TX 346424Y40 08/27/13 08/15/41     14.210     0.000    7.0999     3.48     0.028025   0.028954   0.029981   0.031046  0.032148     10.52    11.28
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Forney Independent SD,TX 346424Y57 08/27/13 08/15/42     13.252     0.000    7.1000     3.24     0.026136   0.027002   0.027961   0.028953  0.029981      9.81    10.52
Forney Independent SD,TX 346424Y65 08/27/13 08/15/43     12.359     0.000    7.1000     3.02     0.024374   0.025182   0.026076   0.027002  0.027961      9.15     9.81
Franklin Cnty SD #47, IL 352730CG8 02/15/07 12/01/14     65.167     0.000    5.5688   299.28     0.146422   0.150499                                     49.05         
Franklin Cnty SD #47, IL 352730CH6 02/15/07 12/01/15     61.525     0.000    5.5989   284.37     0.139266   0.143164   0.147172   0.151292               51.07    49.31
Franklin Cnty SD #47, IL 352730CJ2 02/15/07 12/01/16     57.942     0.000    5.6491   270.66     0.132770   0.136520   0.140376   0.144341  0.148418     48.70    51.49
College District #534 IL 360395FE2 07/22/10 12/01/14    106.532    VARIES    3.1773              0.089615   0.088943                                     29.45         
College District #534 IL 360395FF9 07/22/10 12/01/15    107.053    VARIES    3.5779              0.102092   0.101434   0.100764   0.100082               36.59    33.13
College District #534 IL 360395FG7 07/22/10 12/01/16    105.839    VARIES    4.0773              0.116501   0.115988   0.115464   0.114930  0.114385     41.82    41.44
College District #534 IL 360395FH5 07/22/10 12/01/17    105.580    VARIES    4.4767              0.128291   0.127836   0.127371   0.126896  0.126409     46.08    45.74
College District #534 IL 360395FJ1 07/22/10 12/01/18    103.358    VARIES    4.9260              0.139678   0.139424   0.139163   0.138896  0.138623     50.22    50.03
College District #534 IL 360395FK8 07/22/10 12/01/19    103.249    VARIES    5.2255              0.148293   0.148067   0.147835   0.147597  0.147353     53.33    53.16
College District #534 IL 360395FL6 07/22/10 12/01/20    101.888    VARIES    5.4261              0.152670   0.152554   0.152435   0.152312  0.152186     54.93    54.85
General Cable Corp.      369300AL2 12/18/09 11/15/29    100.000    VARIES   12.5014              0.482115   0.504438   0.528155   0.553355  0.580130    179.70   197.06
GMX Resources Inc.       38011MAR9 09/19/12 03/02/18*    58.041     9.000   22.8340    60.00     0.145239                                                 3.05*        
Goldman Sachs Group,Inc. 38141GFF6 12/28/07 12/28/17    100.000     0.000    5.8500              0.229670   0.236388   0.243302   0.250419  0.257743     83.93    88.91
Goldman Sachs Group,Inc. 38141GGV0 10/30/12 10/30/27    100.000    VARIES    4.6427              0.124585   0.123122   0.121625   0.120094  0.118527     44.41    43.32
Goldman Sachs Group,Inc. 38141GGX6 11/30/12 12/04/19    100.000     0.000    3.2000              0.091789   0.093258   0.094750   0.096266  0.097806     33.39    34.47
Goldman Sachs Group,Inc. 38141GHQ0 11/19/12 11/19/27    100.000    VARIES    4.0948              0.109258   0.108182   0.107084   0.105963  0.104820     39.05    38.25
Goldman Sachs Group,Inc. 38141GJY1 12/10/12 12/10/17    100.000    VARIES    1.7365              0.008453   0.008526   0.008600   0.008675  0.008750      3.06     3.11
Goldman Sachs Group,Inc. 38141GKC7 12/31/12 01/02/20    100.000     0.000    2.7999              0.078878   0.079982   0.081102   0.082237  0.083389     28.99    29.81
Goldman Sachs Group,Inc. 38141GLK8 12/28/12 12/29/14    100.000     0.000    1.2705              0.035744   0.035971                                     12.84         
Goldman Sachs Group,Inc. 38141GLQ5 01/31/13 02/03/20    100.000     0.000    3.2298              0.091191   0.092663   0.094160   0.095680  0.097226     33.53    34.62
Goldman Sachs Group,Inc. 38141GLU6 01/11/13 01/12/15    100.000     0.000    1.1700              0.032692   0.032883   0.033076                          11.87      .36
Goldman Sachs Group,Inc. 38141GMD3 01/23/13 01/23/28    100.000    VARIES    4.3420              0.118046   0.115422   0.113847   0.112237  0.110593     41.36    40.18
Goldman Sachs Group,Inc. 38141GMG6 01/25/13 01/24/20    100.000     0.000    3.1498              0.088866   0.090266   0.091688   0.093132  0.094598     32.69    33.72
Goldman Sachs Group,Inc. 38141GMR2 02/11/13 02/11/28    100.000    VARIES    4.2924              0.116427   0.113560   0.112100   0.110608  0.109085     40.79    39.67
Goldman Sachs Group,Inc. 38141GNB6 02/28/13 03/02/20    100.000     0.000    2.9677              0.083674   0.084916   0.086176   0.087454  0.088752     30.64    31.56
Goldman Sachs Group,Inc. 38141GPC2 02/28/13 02/29/28    100.000    VARIES    4.2914              0.115758   0.111066   0.111223   0.107716  0.107152     40.83    39.45
Goldman Sachs Group,Inc. 38141GPU2 03/06/13 03/06/28    100.000    VARIES    4.1925              0.113514   0.110507   0.109015   0.107491  0.105936     39.81    38.62
Goldman Sachs Group,Inc. 38141GPV0 03/28/13 03/31/20    100.000     0.000    3.1233              0.088138   0.089514   0.090912   0.092332  0.093774     32.23    33.24
Goldman Sachs Group,Inc. 38141GPW8 03/06/13 03/06/18    100.000    VARIES    1.3286              0.007968   0.007756   0.007808   0.007859  0.007912      2.81     2.83
Goldman Sachs Group,Inc. 38141GPX6 03/20/13 03/20/28    100.000    VARIES    4.0260              0.110806   0.109758   0.108689   0.107599  0.107382     39.49    38.80
Goldman Sachs Group,Inc. 38141GQL1 03/22/13 03/22/28    100.000    VARIES    4.6901              0.127937   0.125537   0.123081   0.120567  0.119659     45.14    43.52
Goldman Sachs Group,Inc. 38141GQW7 03/27/13 03/27/28    100.000    VARIES    4.6888              0.127825   0.125349   0.122814   0.120220  0.119338     45.10    43.42
Goldman Sachs Group,Inc. 38141GRR7 04/30/13 04/30/20    100.000     0.000    2.8400              0.080011   0.081148   0.082300   0.083469  0.084654     29.15    29.98
Goldman Sachs Group,Inc. 38141GSM7 04/30/13 04/30/28    100.000    VARIES    4.3924              0.119813   0.117564   0.116129   0.114662  0.113163     42.50    41.36
Goldman Sachs Group,Inc. 38141GSQ8 04/30/13 04/30/20    100.000    VARIES    1.6754              0.040425   0.039208   0.037981   0.038299  0.038620      1.42     1.38
Goldman Sachs Group,Inc. 38141GST2 05/31/13 06/03/21    100.000     0.000    3.4201              0.096656   0.098309   0.099990   0.101700  0.103439     35.19    36.40
Goldman Sachs Group,Inc. 38141GTV6 05/21/13 05/21/20    100.000    VARIES    2.7012              0.075672   0.076319   0.076600   0.076884  0.077065     27.40    27.65
Goldman Sachs Group,Inc. 38141GTW4 05/30/13 05/30/28    100.000    VARIES    4.3919              0.119493   0.116932   0.115380   0.113793  0.112172     42.43    41.15
Goldman Sachs Group,Inc. 38141GTZ7 05/23/13 05/23/28    100.000    VARIES    4.4916              0.121955   0.119080   0.117455   0.115793  0.114094     43.22    41.86
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Goldman Sachs Group,Inc. 38141GUF9 06/06/13 06/06/28    100.000    VARIES    4.4920              0.121811   0.118776   0.117372   0.115936  0.114468     43.19    41.92
Goldman Sachs Group,Inc. 3814262A2 11/04/09 11/06/14    100.000     0.000    3.0642              0.096146   0.097619                                     29.59         
Goldman Sachs Group,Inc. 3814262B0 11/30/09 11/30/14    100.000     0.000    2.9158              0.090940   0.092266                                     30.16         
Goldman Sachs Group,Inc. 3814262C8 12/04/09 12/08/14    100.000     0.000    2.9817              0.093266   0.094656                                     31.68         
Goldman Sachs Group,Inc. 3814262D6 12/31/09 12/31/14    100.000     0.000    2.8111              0.087313   0.088540                                     31.57         
Goldman Sachs Group,Inc. 3814262E4 12/29/09 06/26/15    100.000     0.000    2.9758              0.093007   0.094391   0.095795                          33.75    16.76
Goldman Sachs Group,Inc. 3814262F1 02/03/10 02/05/15    100.000     0.000    2.7204              0.083076   0.084206   0.085351                          30.44     2.90
Goldman Sachs Group,Inc. 3814262H7 01/29/10 07/30/15    100.000     0.000    2.8531              0.087521   0.088770   0.090036   0.091321               32.11    19.05
Goldman Sachs Group,Inc. 3814262J3 02/26/10 08/27/15    100.000     0.000    2.8595              0.087739   0.088994   0.090266   0.091557               32.13    21.54
Goldman Sachs Group,Inc. 3814262K0 03/03/10 03/05/15    100.000     0.000    2.5727              0.078167   0.079172   0.080191                          28.56     5.13
Goldman Sachs Group,Inc. 3814262L8 03/31/10 10/01/15    100.000     0.000    2.4854              0.075281   0.076217   0.077164   0.078123               27.44    21.01
Goldman Sachs Group,Inc. 3814262M6 05/05/10 05/07/15    100.000     0.000    2.6855              0.081912   0.083012   0.084127                          29.81    10.60
Goldman Sachs Group,Inc. 3814262N4 03/31/10 03/31/15    100.000     0.000    2.7100              0.082716   0.083837   0.084973                          30.18     7.56
Goldman Sachs Group,Inc. 381426Y58 06/03/09 06/05/14    100.000     0.000    3.4499              0.111800                                                17.22         
Goldman Sachs Group,Inc. 381426Z40 07/06/09 07/08/14    100.000     0.000    3.4489              0.109867   0.111762                                     20.89         
Goldman Sachs Group,Inc. 381426Z65 08/05/09 08/07/14    100.000     0.000    3.2499              0.102719   0.104388                                     22.49         
Goldman Sachs Group,Inc. 381426Z73 09/09/09 09/09/14    100.000     0.000    3.0499              0.095626   0.097084                                     23.98         
Goldman Sachs Group,Inc. 381426Z81 10/05/09 10/07/14    100.000     0.000    3.1498              0.099164   0.100726                                     27.65         
Goldman Sachs Group,Inc. 381426Z99 09/30/09 09/30/14    100.000     0.000    3.0503              0.095638   0.097097                                     25.99         
Goldman Sachs Group,Inc. 38143ADL6 12/30/11 12/31/15    100.000     0.000    1.7748              0.050795   0.050410   0.051700   0.051309               18.47    18.75
Goldman Sachs Group,Inc. 38143ADM4 12/30/11 12/30/16    100.000     0.000    2.0503              0.058675   0.058952   0.059884   0.060167  0.060784     21.47    21.91
Goldman Sachs Group,Inc. 38143AFY6 01/31/12 01/29/16    100.000     0.000    1.4011              0.038878   0.039800   0.039425   0.040359  0.039979     14.44    14.65
Goldman Sachs Group,Inc. 38143AGB5 01/31/12 01/31/19    100.000     0.000    2.2999              0.064679   0.066507   0.066175   0.068045  0.067706     24.17    24.73
Goldman Sachs Group,Inc. 38143AJG1 02/29/12 02/28/19    100.000     0.000    2.2001              0.062805   0.062460   0.064194   0.063842  0.065254     23.03    23.50
Goldman Sachs Group,Inc. 38143ALM5 03/30/12 04/01/19    100.000     0.000    2.2483              0.063882   0.064247   0.065326   0.065699  0.066438     23.52    24.01
Goldman Sachs Group,Inc. 38143APY5 04/30/12 04/30/19    100.000     0.000    2.2498              0.064272   0.063935   0.065726   0.065382  0.066844     23.49    24.00
Goldman Sachs Group,Inc. 38143ARV9 05/31/12 05/31/19    100.000     0.000    2.2497              0.063915   0.064281   0.065361   0.065735  0.066475     23.44    23.96
Goldman Sachs Group,Inc. 38143AUA1 06/29/12 07/01/19    100.000     0.000    2.1501              0.061340   0.060988   0.062666   0.062307               22.32    22.81
Goldman Sachs Group,Inc. 38143AWH4 07/31/12 07/31/19    100.000     0.000    2.1499              0.059686   0.061328   0.060976   0.062653  0.062294     22.28    22.76
Goldman Sachs Group,Inc. 38143AXC4 08/30/12 08/31/17    100.000     0.000    1.6987              0.047730   0.047351   0.048545   0.048159  0.049101     17.45    17.72
Goldman Sachs Group,Inc. 38143AYM1 08/31/12 09/03/19    100.000     0.000    2.1004              0.059259   0.058905   0.060510   0.060148  0.061448     21.71    22.13
Goldman Sachs Group,Inc. 38143AYN9 08/30/12 08/30/19    100.000     0.250    2.0903              0.058489   0.058706   0.059573   0.059796  0.060349     21.52    21.88
Goldman Sachs Group,Inc. 38143AYS8 08/23/12 08/23/17    100.000     0.000    1.7918              0.049567   0.050840   0.050459   0.051755  0.051367     18.44    18.77
Goldman Sachs Group,Inc. 38143DAA7 09/03/09 09/09/14    100.000     0.000    3.1999              0.100978   0.102594                                     25.33         
Goldman Sachs Group,Inc. 38143U2A8 04/30/12 01/31/18    100.000     0.000    4.2501              0.124439   0.127084   0.129784   0.132542  0.135359     46.08    48.06
Goldman Sachs Group,Inc. 38143U2S9 05/31/12 09/01/16    100.000     0.000    4.2500              0.124451   0.127096   0.129796   0.132555  0.135371     45.92    47.89
Goldman Sachs Group,Inc. 38143U3A7 05/31/12 06/02/17    100.000     0.000    4.6997              0.140007   0.143297   0.146664   0.150111  0.153638     51.19    53.62
Goldman Sachs Group,Inc. 38143U3T6 05/14/12 05/14/17    100.000    VARIES    2.9895              0.013007   0.013202   0.013399   0.013599  0.013802      4.74     4.88
Goldman Sachs Group,Inc. 38143U3U3 05/18/12 05/19/14    100.000     0.000    2.5000              0.072089                                                 9.95         
Goldman Sachs Group,Inc. 38143U4D0 07/31/12 02/01/18    100.000     0.000    3.8502              0.111119   0.113259   0.115439   0.117661  0.119926     41.04    42.63
Goldman Sachs Group,Inc. 38143U4K4 07/05/12 07/07/14    100.000     0.000    2.7803              0.079406   0.080510                                     14.97         
Goldman Sachs Group,Inc. 38143U4T5 07/19/12 07/21/14    100.000     0.000    2.5599              0.072952   0.073886                                     14.76         
Goldman Sachs Group,Inc. 38143U5B3 08/03/12 08/04/14    100.000     0.000    2.2596              0.064198   0.064923                                     13.80         
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Goldman Sachs Group,Inc. 38143U5C1 08/03/12 08/04/14    100.000     0.000    2.2596              0.064198   0.064923                                     13.80         
Goldman Sachs Group,Inc. 38143U5H0 08/31/12 09/04/18    100.000     0.000    3.4598              0.099499   0.101221   0.102972   0.104753  0.106565     36.54    37.81
Goldman Sachs Group,Inc. 38143U5X5 08/20/12 08/20/24*   100.000    VARIES    4.6554              0.127439   0.126467                                     10.04*        
Goldman Sachs Group,Inc. 38143U6D8 08/17/12 08/18/14    100.000     0.000    2.0803              0.058998   0.059612                                     13.50         
Goldman Sachs Group,Inc. 38143U6M8 08/31/12 08/31/18    100.000     0.000    3.5002              0.100107   0.100198   0.103642   0.103736  0.106712     36.99    38.22
Goldman Sachs Group,Inc. 38143U6V8 09/28/12 12/31/18    100.000     0.000    3.1501              0.090506   0.090433   0.093380   0.093304  0.095815     33.02    34.07
Goldman Sachs Group,Inc. 38143U7M7 11/02/12 11/01/19    100.000     0.000    3.0101              0.086145   0.087442   0.088758   0.090094  0.091450     31.40    32.35
Goldman Sachs Group,Inc. 38143UB91 09/01/11 09/01/16    100.000    VARIES    2.6249              0.007859   0.007963   0.008067   0.008173  0.008280      2.87     2.95
Goldman Sachs Group,Inc. 38143UBN0 03/16/07 03/16/14    100.000     0.000    5.7599              0.231431                                                17.36         
Goldman Sachs Group,Inc. 38143UC58 09/30/11 09/30/16    100.000     0.000    4.3397              0.131358   0.134208   0.137120   0.140096  0.143135     48.33    50.45
Goldman Sachs Group,Inc. 38143UCG4 10/09/07 10/13/15    100.000     0.000    5.8199              0.228240   0.234882   0.241717   0.248751               84.41    69.43
Goldman Sachs Group,Inc. 38143UCK5 01/31/08 01/31/15    100.000     1.000    5.2500              0.184769   0.188890   0.193119                          68.52     5.60
Goldman Sachs Group,Inc. 38143UCN9 04/11/08 09/11/15    100.000     3.000    5.7277              0.186222   0.189168   0.192199   0.195317               68.23    48.61
Goldman Sachs Group,Inc. 38143UCP4 05/07/08 05/07/15    100.000     1.000    4.0000              0.131393   0.133465   0.135579                          47.90    17.08
Goldman Sachs Group,Inc. 38143UD99 09/20/11 09/20/16    100.000    VARIES    2.6408              0.007623   0.007723   0.007825   0.007929  0.008033      2.78     2.86
Goldman Sachs Group,Inc. 38143UDW8 07/10/09 07/10/14    100.000     1.000    4.6174              0.148394   0.151178                                     28.55         
Goldman Sachs Group,Inc. 38143UEY3 10/30/09 10/30/14    100.000     1.000    3.9877              0.124971   0.127463                                     37.81         
Goldman Sachs Group,Inc. 38143UEZ0 10/29/09 10/29/16    100.000     1.000    4.6747              0.150577   0.153447   0.156384   0.159390  0.162466     55.08    57.22
Goldman Sachs Group,Inc. 38143UF63 10/31/11 05/01/17    100.000     0.000    3.8999              0.117046   0.119329   0.121656   0.124028  0.126446     42.82    44.51
Goldman Sachs Group,Inc. 38143UFM8 11/30/09 11/30/15    100.000     1.000    3.9589              0.123926   0.125829   0.127770   0.130299               45.08    42.49
Goldman Sachs Group,Inc. 38143UH20 12/05/11 12/05/14    100.000    VARIES    3.3850              0.009433   0.009592                                      3.18         
Goldman Sachs Group,Inc. 38143UH53 12/30/11 07/03/17    100.000     0.000    4.7823              0.142659   0.146070   0.149563   0.153139  0.156801     53.20    55.77
Goldman Sachs Group,Inc. 38143UHS3 04/15/10 04/15/15    100.000     1.000    3.9405              0.121412   0.123257   0.125138                          44.32    13.01
Goldman Sachs Group,Inc. 38143UHT1 04/20/10 04/20/15    100.000     0.000    3.9150              0.124559   0.126997   0.129483                          45.63    14.11
Goldman Sachs Group,Inc. 38143UJE2 05/26/10 05/26/16    100.000     0.000    5.1358              0.170368   0.174743   0.179230   0.183832  0.188553     62.43    65.68
Goldman Sachs Group,Inc. 38143UJL6 05/21/10 05/21/15    100.000     0.000    2.4439              0.073911   0.074815   0.075729                          26.84    10.60
Goldman Sachs Group,Inc. 38143UJX0 06/24/10 06/24/16    100.000     0.000    4.3999              0.142330   0.145461   0.148661   0.151932  0.155274     51.85    54.15
Goldman Sachs Group,Inc. 38143UK91 01/26/12 01/28/14    100.000    VARIES    2.9996              0.085875                                                 2.32         
Goldman Sachs Group,Inc. 38143UKX8 08/31/10 08/31/17    100.000     0.000    4.4059              0.138712   0.139457   0.144891   0.145669  0.150514     51.53    53.72
Goldman Sachs Group,Inc. 38143UL25 01/31/12 07/31/17    100.000     0.000    4.0496              0.119464   0.121883   0.124351   0.126869  0.129438     44.18    45.99
Goldman Sachs Group,Inc. 38143ULK5 07/28/10 07/28/17    100.000    VARIES    2.6534              0.016036   0.016248   0.016464   0.016682  0.016904      5.88     6.03
Goldman Sachs Group,Inc. 38143ULL3 07/29/10 07/29/15    100.000     0.000    3.7102              0.115079   0.117214   0.119388   0.121603               42.47    25.23
Goldman Sachs Group,Inc. 38143ULM1 07/28/10 07/28/17    100.000    VARIES    2.6469              0.015876   0.016086   0.016299   0.016515  0.016733      5.82     5.97
Goldman Sachs Group,Inc. 38143ULN9 08/06/10 08/06/20    100.000    VARIES    2.8170              0.018842   0.019107   0.019376   0.019649  0.019926      6.91     7.10
Goldman Sachs Group,Inc. 38143ULQ2 08/20/10 08/20/15    100.000    VARIES    1.9250              0.007086   0.007155   0.007223   0.007293                2.58     1.67
Goldman Sachs Group,Inc. 38143ULV1 08/26/10 08/26/20    100.000    VARIES    2.6793              0.020827   0.021106   0.021389   0.021675  0.021966      7.62     7.82
Goldman Sachs Group,Inc. 38143UM65 01/20/12 03/28/16     99.500     0.000    4.2189              0.125133   0.127773   0.130468   0.133220  0.136031     46.02    47.98
Goldman Sachs Group,Inc. 38143UMA6 08/20/10 08/20/20    100.000    VARIES    2.6781              0.013053   0.013228   0.013405   0.013585  0.013767      4.78     4.91
Goldman Sachs Group,Inc. 38143UMC2 08/26/10 08/26/15    100.000    VARIES    1.8192              0.007229   0.007295   0.007361   0.007428                2.63     1.74
Goldman Sachs Group,Inc. 38143UME8 09/08/10 09/08/17    100.000    VARIES    2.3458              0.013811   0.013973   0.014137   0.014303  0.014471      5.04     5.16
Goldman Sachs Group,Inc. 38143UMH1 09/08/10 09/08/20    100.000    VARIES    2.6543              0.022134   0.022427   0.022725   0.023027  0.023332      8.09     8.30
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Goldman Sachs Group,Inc. 38143UMJ7 09/10/10 09/10/20    100.000    VARIES    2.6625              0.014186   0.014374   0.014566   0.014760  0.014956      5.18     5.32
Goldman Sachs Group,Inc. 38143UMQ1 09/29/10 09/28/17    100.000     0.000    4.0718              0.127631   0.130229   0.132881   0.135586  0.138347     46.90    48.83
Goldman Sachs Group,Inc. 38143UMU2 09/21/10 09/21/20    100.000    VARIES    2.7708              0.018944   0.019207   0.019473   0.019742  0.020016      6.92     7.11
Goldman Sachs Group,Inc. 38143UMW8 09/21/10 09/21/17    100.000    VARIES    2.3116              0.018235   0.018446   0.018659   0.018875  0.019093      6.64     6.80
Goldman Sachs Group,Inc. 38143UNC1 10/12/10 10/12/15    100.000     0.000    3.1999              0.097768   0.099332   0.100921   0.102536               35.73    28.65
Goldman Sachs Group,Inc. 38143UNH0 10/29/10 10/31/17    100.000     2.000    3.7647              0.110390   0.111422   0.112474   0.113545  0.114637     40.05    40.82
Goldman Sachs Group,Inc. 38143UNT4 10/29/10 10/29/20    100.000    VARIES    2.0301              0.017895   0.018077   0.018260   0.018445  0.018633      6.50     6.63
Goldman Sachs Group,Inc. 38143UNU1 10/29/10 10/29/20    100.000    VARIES    2.3763              0.022091   0.022353   0.022619   0.022888  0.023160      8.03     8.22
Goldman Sachs Group,Inc. 38143UNV9 11/05/10 11/05/15    100.000    VARIES    1.6723              0.010317   0.010403   0.010490   0.010578                3.74     3.20
Goldman Sachs Group,Inc. 38143UNX5 11/05/10 11/05/15    100.000    VARIES    1.6984              0.013698   0.013814   0.013932   0.014050                4.97     4.26
Goldman Sachs Group,Inc. 38143UNY3 11/01/10 11/01/17    100.000    VARIES    1.9534              0.004241   0.004283   0.004325   0.004367  0.004409      1.54     1.57
Goldman Sachs Group,Inc. 38143UP54 02/29/12 08/31/17    100.000     0.000    4.3504              0.128191   0.128844   0.133829   0.134510  0.138946     47.60    49.60
Goldman Sachs Group,Inc. 38143UPF2 11/15/10 11/15/17    100.000    VARIES    2.1778              0.012532   0.012668   0.012806   0.012946  0.013087      4.55     4.65
Goldman Sachs Group,Inc. 38143UPG0 11/29/10 11/29/16    100.000     0.000    3.4000              0.104498   0.106274   0.108081   0.109918  0.111787     38.05    39.36
Goldman Sachs Group,Inc. 38143UPQ8 11/18/10 11/18/15    100.000    VARIES    1.6239              0.009100   0.009174   0.009248   0.009323                3.30     2.95
Goldman Sachs Group,Inc. 38143UPS4 11/18/10 11/18/15    100.000    VARIES    1.6239              0.009100   0.009174   0.009248   0.009323                3.30     2.95
Goldman Sachs Group,Inc. 38143UQC8 11/30/10 11/30/17    100.000    VARIES    2.2520              0.011889   0.012023   0.012158   0.012295  0.012433      4.31     4.41
Goldman Sachs Group,Inc. 38143UQG9 12/06/10 12/06/15    100.000    VARIES    1.5366              0.006376   0.006425   0.006475   0.006524                2.31     2.18
Goldman Sachs Group,Inc. 38143UQJ3 12/28/10 12/28/16    100.000     0.000    3.5998              0.111293   0.113296   0.115335   0.117411  0.119525     40.44    41.91
Goldman Sachs Group,Inc. 38143UQP9 12/22/10 12/22/20    100.000    VARIES    2.3885              0.022031   0.022294   0.022561   0.022830  0.023103      7.98     8.18
Goldman Sachs Group,Inc. 38143UQQ7 01/31/11 01/31/17    100.000     0.000    3.6501              0.110991   0.113017   0.115079   0.117180  0.119318     40.94    42.45
Goldman Sachs Group,Inc. 38143UQS3 01/31/11 01/31/26    100.000    VARIES    5.2484              0.139062   0.137609   0.136117   0.134587  0.134969     49.36    48.55
Goldman Sachs Group,Inc. 38143UQZ7 01/31/11 01/31/18    100.000    VARIES    1.9815              0.017223   0.017393   0.017566   0.017740  0.017916      6.28     6.41
Goldman Sachs Group,Inc. 38143URA1 01/31/11 01/31/16    100.000    VARIES    1.6251              0.008567   0.008637   0.008707   0.008777  0.008849      3.12     3.17
Goldman Sachs Group,Inc. 38143URD5 02/28/11 02/28/17    100.000     0.000    4.0298              0.122998   0.123431   0.128005   0.128455  0.132483     45.59    47.36
Goldman Sachs Group,Inc. 38143URJ2 02/28/11 02/28/17*   100.000     0.000    4.1552              0.127214                                                 7.38*        
Goldman Sachs Group,Inc. 38143URW3 03/31/11 03/31/17*   100.000     0.000    3.9998              0.122670                                                10.92*        
Goldman Sachs Group,Inc. 38143URX1 03/31/11 03/31/17    100.000     0.000    3.9998              0.122670   0.125124   0.127626   0.130178  0.132782     45.05    46.87
Goldman Sachs Group,Inc. 38143US77 03/30/12 01/03/18    100.000     0.000    4.1997              0.122931   0.125512   0.128148   0.130839  0.133586     45.65    47.59
Goldman Sachs Group,Inc. 38143USM4 03/18/11 03/18/21    100.000    VARIES    5.2913              0.151100   0.151271   0.151507   0.151749  0.151831     54.47    54.62
Goldman Sachs Group,Inc. 38143UST9 03/18/11 03/18/16    100.000     1.000    3.6798              0.109323   0.110823   0.112351   0.113907  0.116003     39.94    41.10
Goldman Sachs Group,Inc. 38143USV4 03/23/11 03/23/16    100.000    VARIES    1.6343              0.008704   0.008776   0.008847   0.008920  0.008992      3.16     3.21
Goldman Sachs Group,Inc. 38143UTC5 03/25/11 03/28/16    100.000     0.000    3.6702              0.111690   0.113740   0.115827   0.117952  0.120117     40.96    42.48
Goldman Sachs Group,Inc. 38143UTJ0 04/29/11 05/01/17    100.000     0.000    3.7497              0.114322   0.116465   0.118649   0.120873  0.123139     41.80    43.38
Goldman Sachs Group,Inc. 38143UTM3 04/29/11 04/29/17    100.000     0.000    3.7501              0.114312   0.116455   0.118639   0.120863  0.123130     41.81    43.39
Goldman Sachs Group,Inc. 38143UTN1 04/13/11 04/13/21    100.000    VARIES    5.2207              0.148709   0.148713   0.148684   0.148654  0.148594     53.53    53.51
Goldman Sachs Group,Inc. 38143UTY7 04/27/11 04/27/16    100.000    VARIES    1.6045              0.008877   0.008948   0.009020   0.009092  0.009165      3.22     3.27
Goldman Sachs Group,Inc. 38143UU90 05/25/12 05/27/14    100.000     0.000    2.8400              0.082313                                                12.02         
Goldman Sachs Group,Inc. 38143UUA7 04/29/11 04/29/21    100.000    VARIES    2.1672              0.015201   0.015365   0.015532   0.015700  0.015870      5.52     5.64
Goldman Sachs Group,Inc. 38143UUF6 05/11/11 05/11/16    100.000     0.000    3.3748              0.101927   0.103647   0.105396   0.107174  0.108983     37.18    38.44
Goldman Sachs Group,Inc. 38143UUJ8 05/31/11 05/31/17    100.000     0.000    3.9998              0.122670   0.125124   0.127626   0.130178  0.132782     44.76    46.56
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Goldman Sachs Group,Inc. 38143UUY5 07/20/11 07/20/21    100.000     0.000    5.1298              0.157688   0.161732   0.165880   0.170135  0.174499     58.81    61.87
Goldman Sachs Group,Inc. 38143UVG3 06/07/11 06/07/21    100.000    VARIES    2.2754              0.015740   0.015919   0.016100   0.016284  0.016469      5.71     5.84
Goldman Sachs Group,Inc. 38143UVH1 06/30/11 06/30/17    100.000     0.000    3.7799              0.115302   0.117481   0.119701   0.121964  0.124269     41.91    43.50
Goldman Sachs Group,Inc. 38143UVK4 06/16/11 06/16/26*   100.000    VARIES    5.4946              0.144544                                                23.85*        
Goldman Sachs Group,Inc. 38143UVS7 06/13/11 06/13/16    100.000     0.000    3.6198              0.109987   0.111978   0.114005   0.116068  0.118169     40.03    41.49
Goldman Sachs Group,Inc. 38143UVT5 06/13/11 06/13/17    100.000     0.000    4.0901              0.125716   0.128287   0.130911   0.133588  0.136320     45.81    47.71
Goldman Sachs Group,Inc. 38143UVV0 06/17/11 06/17/16    100.000    VARIES    2.0754              0.012542   0.012672   0.012804   0.012937  0.013071      4.54     4.64
Goldman Sachs Group,Inc. 38143UW23 06/29/12 06/30/17    100.000     0.000    4.0999              0.121050   0.123532   0.126064   0.128648  0.131285     44.03    45.85
Goldman Sachs Group,Inc. 38143UWD9 06/30/11 06/30/26*   100.000    VARIES    5.6453              0.150159                                                26.88*        
Goldman Sachs Group,Inc. 38143UWL1 07/29/11 07/29/26*   100.000    VARIES    5.3945              0.143280   0.141525                                     29.49*        
Goldman Sachs Group,Inc. 38143UWM9 08/04/11 07/31/17    100.000     0.000    3.7994              0.111272   0.115265   0.115539   0.119686  0.119971     41.99    43.60
Goldman Sachs Group,Inc. 38143UXG1 08/31/11 01/31/17    100.000     0.000    3.7498              0.111851   0.113948   0.116085   0.118261  0.120479     41.28    42.85
Goldman Sachs Group,Inc. 38143UY47 06/18/12 06/18/17    100.000    VARIES    3.6370              0.010267   0.010453   0.010644   0.010837  0.011034      3.73     3.87
Goldman Sachs Group,Inc. 38143UZA2 11/04/11 11/04/14    100.000    VARIES    2.8486              0.011358   0.011520                                      3.47         
Goldman Sachs Group,Inc. 38143UZJ3 11/30/11 06/02/17    100.000     0.000    5.4499              0.168625   0.173220   0.177941   0.182789  0.187770     61.80    65.22
Goldman Sachs Group,Inc. 38143UZL8 11/14/11 11/14/14    100.000    VARIES    3.0057              0.015792   0.016029                                      4.99         
Goldman Sachs Group,Inc. 38146R386 10/17/11 10/20/14    100.000     0.000    4.3497              0.131734   0.134599                                     38.59         
Goldman Sachs Group,Inc. 381470JN4 08/30/13 09/02/20    100.000     0.000    3.8497              0.106961   0.109020   0.111119   0.113257  0.115438     39.37    40.90
Goldman Sachs Group,Inc. 38147Q2D7 04/30/14 05/03/21    100.000     0.000    3.0001              0.083338   0.083360   0.084610   0.085879  0.087168     20.16    30.84
Goldman Sachs Group,Inc. 38147Q2G0 04/30/14 11/02/21    100.000     0.000    3.1299              0.086943   0.086958   0.088319   0.089701  0.091105     21.04    32.21
Goldman Sachs Group,Inc. 38147Q2H8 04/14/14 04/14/29    100.000    VARIES    4.5254                         0.125708   0.122769   0.119764  0.116691     32.08    43.19
Goldman Sachs Group,Inc. 38147Q2Z8 04/21/14 04/21/29    100.000    VARIES    4.5486                         0.126351   0.124807   0.123227  0.121612     31.48    44.42
Goldman Sachs Group,Inc. 38147Q4M5 05/30/14 12/02/21    100.000     0.000    2.9999              0.083333   0.083347   0.084597   0.085866  0.087154     17.62    30.76
Goldman Sachs Group,Inc. 38147Q5E2 12/13/13 12/13/28    100.000    VARIES    4.9490              0.137474   0.134237   0.130921   0.127522  0.124038     48.79    46.40
Goldman Sachs Group,Inc. 38147Q5K8 05/30/14 09/02/20    100.000     0.000    2.5499                         0.070831   0.071293   0.072202  0.073122     15.00    26.05
Goldman Sachs Group,Inc. 38147Q5M4 05/21/14 05/21/29    100.000    VARIES    4.4103                         0.122508   0.120028   0.117492  0.114901     26.85    42.55
Goldman Sachs Group,Inc. 38147Q5P7 05/16/14 05/16/17    100.000     0.000    1.5599                         0.043331   0.043669   0.044010  0.044353      9.76    15.81
Goldman Sachs Group,Inc. 38147Q6D3 05/23/14 05/23/17    100.000     0.000    1.4896                         0.041379   0.041687   0.041998  0.042311      9.03    15.09
Goldman Sachs Group,Inc. 38147Q6K7 05/23/14 11/23/15    100.000     0.000    0.7756                         0.021546   0.021630   0.021713                4.70     6.98
Goldman Sachs Group,Inc. 38147Q6M3 05/28/14 05/28/19    100.000     0.000    2.3798                         0.066107   0.066893   0.067689  0.068495     14.11    24.28
Goldman Sachs Group,Inc. 38147Q6R2 06/02/14 06/02/17    100.000     0.000    1.6956                         0.047101   0.047501   0.047903  0.048310      9.86    17.20
Goldman Sachs Group,Inc. 38147Q7D2 06/30/14 12/30/21    100.000     0.000    3.0000                         0.083336   0.084586   0.085855  0.087142     15.09    30.68
Goldman Sachs Group,Inc. 38147QA89 06/26/14 06/26/29    100.000    VARIES    4.3665                         0.121293   0.119295   0.117254  0.115169     22.43    42.56
Goldman Sachs Group,Inc. 38147QAH9 06/12/14 06/12/29    100.000    VARIES    4.2455                         0.117931   0.116959   0.115965  0.114951     23.45    41.89
Goldman Sachs Group,Inc. 38147QAK2 01/10/14 01/10/29    100.000    VARIES    4.9699                         0.138053   0.134937   0.131744  0.128471     47.92    46.90
Goldman Sachs Group,Inc. 38147QAS5 06/28/13 12/31/20    100.000     0.000    N/A                 0.113067   0.115323   0.117624   0.119970  0.122364     41.11    42.77
Goldman Sachs Group,Inc. 38147QB39 06/18/14 06/17/21    100.000     0.000    3.2499                         0.090277   0.091736   0.093227  0.094741     17.44    33.34
Goldman Sachs Group,Inc. 38147QB54 06/27/14 06/27/29    100.000    VARIES    4.0950                         0.113752   0.112818   0.111865  0.110893     20.93    40.44
Goldman Sachs Group,Inc. 38147QB96 06/27/14 06/27/17    100.000     0.000    1.6003                         0.044453   0.044809   0.045167  0.045529      8.18    16.20
Goldman Sachs Group,Inc. 38147QBB1 01/31/14 02/03/21    100.000     0.000    3.2501              0.090283   0.090308   0.091775   0.093267  0.094782     30.11    33.75
Goldman Sachs Group,Inc. 38147QBC9 06/30/14 06/30/29    100.000    VARIES    4.3156                         0.119881   0.117619   0.115309  0.112950     21.70    41.92
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Goldman Sachs Group,Inc. 38147QC20 10/25/13 10/25/28    100.000    VARIES    4.8589              0.134972   0.132179   0.129319   0.126389  0.123388     47.71    45.64
Goldman Sachs Group,Inc. 38147QC46 07/31/14 08/03/21    100.000     0.000    3.1496                         0.087491   0.087515   0.088893  0.090293     13.21    32.16
Goldman Sachs Group,Inc. 38147QCN4 06/19/13 06/19/28    100.000    VARIES    4.6926              0.127544   0.124670   0.123380   0.122059  0.120708     45.35    44.15
Goldman Sachs Group,Inc. 38147QDF0 01/23/14 01/23/29    100.000    VARIES    4.9793                         0.138316   0.135299   0.132206  0.129037     46.27    47.16
Goldman Sachs Group,Inc. 38147QDL7 08/18/14 08/18/29    100.000    VARIES    4.3046                                    0.119575   0.117198  0.114770     15.90    41.98
Goldman Sachs Group,Inc. 38147QDV5 08/29/14 09/01/21    100.000     0.000    3.0001                         0.083336   0.083350   0.084600  0.085870     10.17    30.53
Goldman Sachs Group,Inc. 38147QED4 08/15/14 08/31/15    100.000     0.000    0.6600                         0.017935   0.018238   0.018000                2.53     4.37
Goldman Sachs Group,Inc. 38147QES1 07/31/13 08/03/20    100.000     0.000    3.9197              0.108918   0.111052   0.113229   0.115448  0.117711     40.23    41.83
Goldman Sachs Group,Inc. 38147QEX0 01/24/14 01/24/29    100.000    VARIES    4.8384                         0.134401   0.131212   0.127947  0.124602     44.79    45.61
Goldman Sachs Group,Inc. 38147QFG6 09/15/14 09/15/29    100.000    VARIES    4.2975                                    0.119376   0.117606  0.115798     12.65    42.28
Goldman Sachs Group,Inc. 38147QFL5 09/30/14 09/30/21    100.000     0.000    3.0001                                    0.083338   0.084588  0.085857      7.58    30.46
Goldman Sachs Group,Inc. 38147QFR2 06/04/14 06/04/29    100.000    VARIES    3.8461                         0.106839   0.105982   0.105108  0.104217     22.09    37.95
Goldman Sachs Group,Inc. 38147QGA8 07/22/13 07/22/28    100.000    VARIES    4.9006              0.136131   0.133340   0.130482   0.128864  0.127207     47.61    46.16
Goldman Sachs Group,Inc. 38147QGP5 02/05/14 02/05/29    100.000    VARIES    4.7103                         0.130843   0.128071   0.125234  0.122331     42.25    44.76
Goldman Sachs Group,Inc. 38147QGV2 09/23/14 12/19/19    100.000     0.000    2.8658                         0.079608   0.080153   0.081302  0.082467      7.81    29.09
Goldman Sachs Group,Inc. 38147QH58 10/10/14 02/10/22    100.000     0.000    3.4943                                    0.097067   0.098197  0.099913      7.86    35.55
Goldman Sachs Group,Inc. 38147QH74 10/10/14 02/10/22    100.000     0.000    3.4943                                    0.097067   0.098197  0.099913      7.86    35.55
Goldman Sachs Group,Inc. 38147QHH2 10/08/14 02/06/20    100.000     0.000    2.7915                                    0.077543   0.078253  0.079345      6.44    28.30
Goldman Sachs Group,Inc. 38147QHL3 09/30/14 09/30/29    100.000    VARIES    4.2677                                    0.118548   0.116876  0.115168     10.79    42.07
Goldman Sachs Group,Inc. 38147QHS8 08/02/13 08/02/28    100.000    VARIES    4.8903              0.135842   0.133051   0.130192   0.128515  0.126797     47.56    46.06
Goldman Sachs Group,Inc. 38147QHT6 02/28/14 03/03/21    100.000     0.000    3.0000              0.083335   0.083356   0.084607   0.085876  0.087164     25.24    30.99
Goldman Sachs Group,Inc. 38147QHU3 10/30/14 11/01/21    100.000     2.000    3.0160                         0.083779   0.083782   0.084208  0.084640      5.11    30.29
Goldman Sachs Group,Inc. 38147QHX7 02/28/14 08/31/21    100.000     0.000    3.1499                         0.085598   0.088387   0.088315  0.090692     26.62    32.53
Goldman Sachs Group,Inc. 38147QHY5 10/30/14 11/01/21    100.000     0.000    3.0011                         0.083366   0.083374   0.084625  0.085895      5.09    30.39
Goldman Sachs Group,Inc. 38147QJU1 10/16/14 10/16/29    100.000    VARIES    3.7998                                    0.105551   0.103586  0.101583      7.92    37.35
Goldman Sachs Group,Inc. 38147QJW7 08/12/13 08/10/18    100.000     0.000    2.6999              0.074998   0.075999   0.077025   0.078065  0.079119     27.47    28.21
Goldman Sachs Group,Inc. 38147QK21 11/13/13 11/13/28    100.000    VARIES    4.9003              0.136122   0.133250   0.130308   0.127293  0.124205     48.21    46.08
Goldman Sachs Group,Inc. 38147QLJ3 08/15/13 08/15/28    100.000    VARIES    4.8879              0.135776   0.132984   0.130124   0.127860  0.125541     47.61    45.81
Goldman Sachs Group,Inc. 38147QLX2 02/19/14 02/19/21    100.000     0.000    3.4636                         0.096212   0.097878   0.099573  0.101298     30.24    35.99
Goldman Sachs Group,Inc. 38147QM60 11/29/13 12/01/20    100.000     0.000    3.0003              0.083357   0.084607   0.085876   0.087165  0.088472     30.31    31.23
Goldman Sachs Group,Inc. 38147QMB9 02/24/14 02/24/29    100.000    VARIES    4.6770                         0.129917   0.127156   0.124331  0.121440     39.53    44.54
Goldman Sachs Group,Inc. 38147QME3 08/12/13 08/12/20    100.000     0.000    3.9699              0.110276   0.112465   0.114698   0.116974  0.119296     40.71    42.34
Goldman Sachs Group,Inc. 38147QMF0 02/13/14 02/16/21    100.000     0.000    3.4814              0.096707   0.096735   0.098419   0.100132  0.101875     30.99    36.21
Goldman Sachs Group,Inc. 38147QMJ2 08/15/13 08/15/28    100.000    VARIES    4.8903              0.135844   0.133053   0.130193   0.128566  0.126899     47.63    46.13
Goldman Sachs Group,Inc. 38147QPN0 08/30/13 08/30/23    100.000    VARIES    4.5507              0.125020   0.124680   0.125717   0.125472  0.125925     45.66    45.87
Goldman Sachs Group,Inc. 38147QQ25 11/13/13 11/13/23    100.000    VARIES    4.2198              0.117219   0.115240   0.113220   0.111156  0.109050     41.65    40.19
Goldman Sachs Group,Inc. 38147QQJ8 09/05/13 09/05/28    100.000    VARIES    5.0554              0.140429   0.136957   0.133398   0.130943  0.128426     49.11    47.00
Goldman Sachs Group,Inc. 38147QRT5 03/12/14 03/12/29    100.000    VARIES    4.6443                         0.129011   0.127853   0.126668  0.125456     37.16    45.55
Goldman Sachs Group,Inc. 38147QSE7 09/30/13 10/01/20    100.000     0.000    3.6699              0.101955   0.103826   0.105731   0.107671  0.109647     37.38    38.76
Goldman Sachs Group,Inc. 38147QST4 03/19/14 03/19/29    100.000    VARIES    4.6202                         0.128340   0.125660   0.122919  0.120114     35.92    44.18
Goldman Sachs Group,Inc. 38147QTP1 03/31/14 09/30/21    100.000     0.000    3.1500                         0.087503   0.088881   0.090281  0.091703     23.84    32.51
Goldman Sachs Group,Inc. 38147QTT3 03/31/14 04/01/21    100.000     0.000    2.9997              0.083326   0.083334   0.084584   0.085853  0.087141     22.70    30.91
Goldman Sachs Group,Inc. 38147QTX4 03/21/14 03/21/29    100.000    VARIES    4.6241                         0.128448   0.124995   0.121463  0.117849     35.62    43.65
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Goldman Sachs Group,Inc. 38147QUW4 09/20/13 09/20/28    100.000    VARIES    5.0883              0.141344   0.138844   0.136281   0.134149  0.131962     49.92    48.24
Goldman Sachs Group,Inc. 38147QVJ2 09/27/13 09/27/19    100.000     0.000    3.0000              0.083334   0.084584   0.085853   0.087141  0.088448     30.46    31.38
Goldman Sachs Group,Inc. 38147QWX0 03/31/14 03/31/29    100.000    VARIES    4.5514                         0.126429   0.123991   0.121499  0.118949     34.04    43.73
Goldman Sachs Group,Inc. 38147QXA9 10/31/13 11/03/20    100.000     0.000    3.3502              0.092574   0.092590   0.095701   0.095718  0.098391     33.98    35.09
Goldman Sachs Group,Inc. 38147QXF8 03/31/14 03/31/29    100.000    VARIES    4.5507                         0.126409   0.123509   0.120542  0.117508     33.99    43.38
Goldman Sachs Group,Inc. 38147QXK7 03/28/14 06/30/20    100.000     0.000    2.7498              0.076386   0.076923   0.077981   0.079053  0.080140     20.95    28.27
Goldman Sachs Group,Inc. 38147QYN0 10/17/13 10/17/23    100.000    VARIES    3.9815              0.110598   0.110588   0.110578   0.111091  0.111614     39.81    39.98
Goldman Sachs Group,Inc. 38147QZ25 12/31/13 12/31/20    100.000     0.000    3.1011              0.086144   0.087480   0.088837   0.090214  0.091613     31.26    32.23
Great Plains Energy,Inc. 391164AF7 03/22/12 06/15/22    103.480     5.292    4.8564              0.137427   0.136483   0.137035   0.136085  0.135878     49.98    49.82
Griffon Corporation      398433AA0 07/18/03 07/18/23    100.000    VARIES    8.5003              0.394187   0.405367   0.416921   0.428966  0.441523    147.63   156.27
Griffon Corporation      398433AB8 07/18/03 07/18/23    100.000    VARIES    8.5003              0.394187   0.405367   0.416921   0.428966  0.441523    147.63   156.27
Grundy CNTY SD #72-C, IL 400292BC1 11/01/12 12/01/14    104.070    VARIES    1.7420              0.049349   0.048871                                     16.20         
Grundy CNTY SD #72-C, IL 400292BD9 11/01/12 12/01/15    105.206    VARIES    1.9927              0.057252   0.056785   0.056313   0.055836               20.50    18.50
Grundy CNTY SD #72-C, IL 400292BE7 11/01/12 12/01/16    106.789    VARIES    2.2434              0.065476   0.064964   0.064446   0.063923  0.063393     23.45    23.07
Grundy CNTY SD #72-C, IL 400292BF4 11/01/12 12/01/17    107.117    VARIES    2.4939              0.073224   0.072751   0.072273   0.071789  0.071298     26.25    25.90
Grundy CNTY SD #72-C, IL 400292BG2 11/01/12 12/01/18    108.347    VARIES    2.7441              0.081555   0.081054   0.080546   0.080032  0.079510     29.24    28.87
Grundy CNTY SD #72-C, IL 400292BH0 11/01/12 12/01/19    107.921    VARIES    2.9942              0.088871   0.088434   0.087990   0.087540  0.087083     31.89    31.57
HSBC USA, Inc.           4042K03B9 07/30/10 07/30/15    100.000     2.350    2.3499              0.065278   0.065278   0.065278   0.065278               23.50    13.64
HSBC USA, Inc.           4042K04V4 08/17/10 08/17/16    100.000     2.350    2.3499              0.065278   0.065278   0.065278   0.065278  0.065278     23.50    23.50
HSBC USA, Inc.           4042K0P66 02/26/10 02/26/20    100.000     4.350    4.3499              0.120833   0.120833   0.120833   0.120833  0.120833     43.50    43.50
HSBC USA, Inc.           4042K0R49 03/31/10 03/31/16    100.000     3.250    3.2499              0.090278   0.090278   0.090278   0.090278  0.090278     32.50    32.50
HSBC USA, Inc.           4042K0UD5 01/30/09 07/31/14    100.000     0.000    2.4845              0.075455   0.077658                                     16.32         
HSBC USA, Inc.           4042K0UX1 02/27/09 08/26/14    100.000     0.000    3.0323              0.096442   0.097904                                     22.93         
HSBC USA, Inc.           4042K0VV4 03/31/09 09/30/14    100.000     0.000    3.3762              0.109035   0.110876                                     29.66         
HSBC USA, Inc.           4042K0W35 04/27/10 04/22/14    100.000     0.000    2.6880              0.081954                                                 9.10         
HSBC USA, Inc.           4042K0W84 05/27/10 05/27/16    100.000     0.000    2.8554              0.087592   0.088843   0.090111   0.091398  0.092702     31.84    32.76
HSBC USA, Inc.           4042K0Y82 05/26/10 05/27/14    100.000     0.000    2.8563              0.087630                                                12.79         
HSBC USA, Inc.           4042K14V2 09/28/12 09/28/18    100.000     0.000    2.1876              0.062104   0.062784   0.063470   0.064165  0.064867     22.61    23.10
HSBC USA, Inc.           4042K14W0 09/28/12 09/28/18    100.000     0.000    2.1876              0.062104   0.062784   0.063470   0.064165  0.064867     22.61    23.10
HSBC USA, Inc.           4042K14X8 10/02/12 10/02/14    100.000     0.000    0.9975              0.027986   0.028125                                      7.61         
HSBC USA, Inc.           4042K15X7 10/31/12 10/31/18    100.000     0.000    2.0692              0.058675   0.059282   0.059895   0.060515  0.061141     21.31    21.75
HSBC USA, Inc.           4042K15Y5 10/31/12 10/31/18    100.000     0.000    2.2257              0.063210   0.063914   0.064625   0.065344  0.066071     22.97    23.48
HSBC USA, Inc.           4042K1AL7 11/18/10 11/19/15    100.000     2.530    2.5299              0.070278   0.070278   0.070278   0.070278               25.30    22.35
HSBC USA, Inc.           4042K1B28 03/27/12 03/27/19    100.000     0.000    3.6762              0.107852   0.109835   0.111854   0.113910  0.116003     39.56    41.03
HSBC USA, Inc.           4042K1BQ5 01/24/11 01/24/18    100.000     0.000    3.6480              0.110919   0.112942   0.115002   0.117099  0.119235     40.94    42.44
HSBC USA, Inc.           4042K1D59 04/05/12 04/05/18    100.000     0.000    3.2441              0.094573   0.096107   0.097666   0.099250  0.100860     34.59    35.72
HSBC USA, Inc.           4042K1E58 04/26/12 10/26/18    100.000     0.000    3.3063              0.096475   0.098070   0.099691   0.101339  0.103014     35.23    36.40
HSBC USA, Inc.           4042K1E66 04/26/12 04/27/17    100.000     0.000    2.7102              0.078394   0.079456   0.080533   0.081624  0.082730     28.55    29.33
HSBC USA, Inc.           4042K1ED1 03/04/11 03/03/16    100.000     3.210    3.2099              0.089167   0.089167   0.089167   0.089167  0.089167     32.10    32.10
HSBC USA, Inc.           4042K1FE8 03/24/11 03/24/18    100.000    VARIES    3.9708              0.110491   0.110472   0.110452   0.110432  0.110411     39.77    39.76
HSBC USA, Inc.           4042K1GG2 05/04/11 05/04/18    100.000    VARIES    3.6984              0.102493   0.102518   0.102543   0.102569  0.102595     36.90    36.92
HSBC USA, Inc.           4042K1GP2 05/06/11 05/06/16    100.000     2.990    2.9899              0.083056   0.083056   0.083056   0.083056  0.083056     29.90    29.90
HSBC USA, Inc.           4042K1HX4 06/10/11 06/10/19    100.000    VARIES    3.5773              0.099031   0.099059   0.099088   0.099117  0.099147     35.66    35.68
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
HSBC USA, Inc.           4042K1JT1 06/13/11 06/13/18    100.000    VARIES    3.3850              0.092669   0.092810   0.092953   0.093099  0.093248     33.39    33.49
HSBC USA, Inc.           4042K1K77 05/29/12 11/28/18    100.000     0.000    3.0538              0.088766   0.090122   0.091498   0.092895  0.094313     32.29    33.28
HSBC USA, Inc.           4042K1KE2 07/29/11 07/31/17    100.000     0.000    2.9725              0.087606   0.088908   0.090230   0.091571  0.092932     32.17    33.13
HSBC USA, Inc.           4042K1KG7 07/29/11 07/31/17    100.000     0.000    2.9725              0.087606   0.088908   0.090230   0.091571  0.092932     32.17    33.13
HSBC USA, Inc.           4042K1M59 05/15/12 05/15/14    100.000     0.000    1.4599              0.041448                                                 5.55         
HSBC USA, Inc.           4042K1NJ8 09/30/11 10/02/14    100.000     1.967    1.9669              0.054639   0.054639                                     14.81         
HSBC USA, Inc.           4042K1TC7 11/30/11 11/30/21    100.000    VARIES    4.1952              0.112475   0.112691   0.112912   0.113137  0.113368     40.54    40.70
HSBC USA, Inc.           4042K1TZ6 12/20/11 12/20/21    100.000    VARIES    4.3009              0.116241   0.116412   0.116587   0.116766  0.116948     41.88    42.01
HSBC USA, Inc.           4042K1U43 06/29/12 06/29/18    100.000     0.000    2.6048              0.075222   0.076202   0.077195   0.078200  0.079218     27.26    27.98
HSBC USA, Inc.           4042K1XC2 02/29/12 03/01/18    100.000     0.000    3.1254              0.090960   0.092382   0.093826   0.095292  0.096781     33.35    34.40
HSBC USA, Inc.           4042K1XD0 02/29/12 03/01/17    100.000     0.000    2.9015              0.084166   0.085387   0.086625   0.087882  0.089157     30.81    31.72
HSBC USA, Inc.           4042K1XE8 02/07/12 02/07/17    100.000     0.000    2.7410              0.079313   0.080400   0.081502   0.082619  0.083751     29.06    29.87
HSBC USA, Inc.           4042K1XF5 02/29/12 03/01/19    100.000     0.000    3.4939              0.102240   0.104026   0.105843   0.107693  0.109574     37.56    38.88
HSBC USA, Inc.           4042K1Z30 08/30/12 08/30/18    100.000     0.000    2.4720              0.069601   0.070077   0.071332   0.071820  0.072707     25.71    26.30
HSBC USA, Inc.           4042K1Z48 08/30/12 02/28/18    100.000     0.000    2.2077              0.062344   0.062005   0.063728   0.063381  0.064785     22.86    23.33
HSBC USA, Inc.           4042K1Z63 08/08/12 08/08/19    100.000     0.000    2.6152              0.074558   0.075533   0.076520   0.077521  0.078535     27.30    28.02
HSBC USA, Inc.           4042K1ZD8 03/30/12 03/30/17    100.000     0.000    2.8298              0.081991   0.083151   0.084328   0.085521  0.086731     29.94    30.79
HSBC USA, Inc.           4042K1ZE6 04/04/12 04/04/18    100.000     0.000    3.2440              0.094568   0.096102   0.097661   0.099245  0.100855     34.59    35.72
HSBC USA, Inc.           4042K1ZK2 04/02/12 04/02/19    100.000     0.000    3.4236              0.100071   0.101784   0.103526   0.105298  0.107101     36.64    37.91
HSBC USA, Inc.           4042K1ZU0 03/20/12 09/18/15    100.000     0.000    2.0474              0.058633   0.059233   0.059839   0.060452               21.34    15.49
HSBC USA, Inc.           40432X2M2 11/27/12 11/27/18    100.000     0.000    2.0105              0.056977   0.057549   0.058128   0.058712  0.059302     20.65    21.07
HSBC USA, Inc.           40432X2N0 11/27/12 11/27/18    100.000     0.000    2.1491              0.060989   0.061644   0.062306   0.062976  0.063653     22.12    22.60
HSBC USA, Inc.           40432X3T6 11/26/12 11/25/19    100.000     0.000    2.2776              0.064714   0.065451   0.066196   0.066950  0.067712     23.48    24.02
HSBC USA, Inc.           40432X4M0 12/24/12 12/24/18    100.000     0.000    2.0972              0.059484   0.060108   0.060738   0.061375  0.062019     21.54    21.99
HSBC USA, Inc.           40432X4N8 12/26/12 12/26/18    100.000     0.000    2.0970              0.059480   0.060104   0.060734   0.061371  0.062014     21.53    21.99
HSBC USA, Inc.           40432X5F4 12/21/12 12/21/22    100.000    VARIES    1.3475              0.011012   0.010716   0.010417   0.010487  0.010558      3.91     3.76
HSBC USA, Inc.           40432X5K3 12/20/12 01/21/14    100.000     0.000    0.5120              0.014266                                                  .29         
HSBC USA, Inc.           40432X5M9 01/29/13 01/29/19    100.000     0.000    2.1341              0.059915   0.060555   0.061201   0.061854  0.062514     21.88    22.35
HSBC USA, Inc.           40432X5N7 01/30/13 01/30/19    100.000     0.000    2.1341              0.059915   0.060555   0.061201   0.061854  0.062514     21.88    22.35
HSBC USA, Inc.           40432X5T4 01/15/13 01/15/43    100.000     0.000    4.5776              0.130066   0.133043   0.136089   0.139203  0.142389     48.36    50.60
HSBC USA, Inc.           40432X5Z0 01/04/13 12/24/18    100.000     0.000    2.0803              0.058963   0.059576   0.060196   0.060822  0.061455     21.35    21.79
HSBC USA, Inc.           40432X7E5 01/29/13 01/29/43    100.000     0.000    4.6460              0.132055   0.135122   0.138261   0.141473  0.144760     49.04    51.34
HSBC USA, Inc.           40432XAC5 02/26/13 02/26/19    100.000     0.000    2.2385              0.062879   0.063583   0.064294   0.065014  0.065742     22.94    23.46
HSBC USA, Inc.           40432XAD3 02/27/13 02/27/19    100.000     0.000    2.2385              0.062879   0.063583   0.064294   0.065014  0.065742     22.94    23.45
HSBC USA, Inc.           40432XAP6 05/07/13 05/07/43    100.000     0.000    4.7437              0.134896   0.138096   0.141371   0.144724  0.148157     49.49    51.86
HSBC USA, Inc.           40432XBQ3 02/28/13 08/28/18    100.000     0.000    1.9403              0.054422   0.054950   0.055483   0.056021  0.056565     19.82    20.20
HSBC USA, Inc.           40432XCD1 03/28/13 03/28/19    100.000     0.000    2.2310              0.062665   0.063364   0.064071   0.064786  0.065509     22.82    23.33
HSBC USA, Inc.           40432XGE5 06/17/13 06/17/43    100.000     0.000    4.8511              0.138023   0.141371   0.144800   0.148312  0.151910     50.39    52.86
HSBC USA, Inc.           40432XGU9 06/26/13 06/26/19    100.000     0.000    2.6968              0.075924   0.076947   0.077985   0.079037  0.080102     27.53    28.27
HSBC USA, Inc.           40432XGZ8 07/08/13 07/08/20    100.000    VARIES    1.3420              0.007557   0.007266   0.006974   0.007021  0.007068      2.57     2.54
HSBC USA, Inc.           40432XHX2 07/23/13 07/23/18    100.000     0.000    2.1557              0.059883   0.060528   0.061180   0.061840  0.062506     21.88    22.35
HSBC USA, Inc.           40432XHZ7 07/26/13 07/26/23    100.000    VARIES    1.5824              0.008679   0.008319   0.007957   0.007591  0.007651      2.95     2.75
HSBC USA, Inc.           40432XJY8 08/23/13 08/23/23     98.875    VARIES    1.6689              0.010838   0.010312   0.009781   0.009863  0.009945      3.67     3.56
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
HSBC USA, Inc.           40432XKQ3 09/26/13 09/26/23    100.000    VARIES    3.9578              0.109942   0.109644   0.109340   0.109368  0.109397     39.47    39.37
HSBC USA, Inc.           40432XKX8 09/12/13 09/12/23     98.875    VARIES    1.6700              0.010868   0.010340   0.009807   0.009889  0.009971      3.70     3.56
HSBC USA, Inc.           40432XLT6 09/30/13 10/02/23    100.000    VARIES    1.5393              0.008033   0.007519   0.007002   0.007056  0.007110      2.71     2.54
HSBC USA, Inc.           40432XNT4 12/04/13 12/04/28    100.000    VARIES    3.4249              0.095137   0.092010   0.088828   0.089006  0.089186     33.52    32.02
HSBC USA, Inc.           40432XQU8 12/31/13 07/01/19    100.000     0.000    2.4756              0.068774   0.069625   0.070487   0.071360               24.91    25.53
HSBC USA, Inc.           40432XS69 02/03/14 02/03/17    100.000     0.000    1.1820                         0.032835   0.033029   0.033224  0.033421     10.80    11.98
HSBC USA, Inc.           40432XZ79 05/21/14 05/21/29    100.000    VARIES    3.9809                         0.110583   0.108361   0.106095  0.106216     24.24    38.52
HSBC USA, Inc.           40433BEJ3 06/27/14 06/27/29    100.000    VARIES    4.0230                         0.111750   0.110087   0.108390  0.108481     20.56    39.32
HSBC USA, Inc.           40433BKW7 08/28/14 08/30/19    100.000     0.000    2.1921                         0.059895   0.060232   0.060559  0.061223      7.59    22.17
HSBC USA, Inc.           40433BNR5 09/29/14 09/30/19    100.000     0.000    2.3491                         0.065255   0.065260   0.066026  0.066802      6.00    23.77
HSBC USA, Inc.           40433X316 08/12/13 08/14/23    100.000     0.000    3.8455              0.106844   0.108898   0.110992   0.113126  0.115301     39.40    40.93
HSBC USA, Inc.           40433X795 06/06/13 05/29/15    100.000     0.000    0.7984              0.022142   0.021868   0.022319                           8.04     3.30
HSBC USA, Inc.           40434B131 04/03/14 03/26/21    100.000     0.000    3.2029                         0.088970   0.090339   0.091786  0.093256     23.97    33.06
HSBC USA, Inc.           40434B545 02/06/14 01/29/21    100.000     0.000    3.0855                         0.085709   0.086980   0.088322  0.089685     28.05    31.97
HSBC USA, Inc.           40434B610 12/26/13 06/28/21    100.000     0.000    3.3584              0.093308   0.094875   0.096468   0.098088  0.099735     33.88    35.03
HSBC USA, Inc.           40434B636 12/31/13 01/04/21    100.000     0.000    3.4305              0.095292   0.095329   0.096964   0.098627  0.100319     34.61    35.80
HSBC USA, Inc.           40434B867 12/03/13 11/25/20    100.000     0.000    3.1082              0.086341   0.087623   0.088985   0.090367  0.091772     31.41    32.38
HSBC USA, Inc.           40434C386 06/16/14 12/16/22    100.000     0.000    3.2385                         0.089961   0.091418   0.092898  0.094403     17.56    33.22
HSBC USA, Inc.           40434C659 06/05/14 05/28/21    100.000     0.000    2.9289                         0.081361   0.082506   0.083715  0.084941     16.80    30.00
Hancock County SD 316,IL 409792DH8 05/01/14 12/01/15    104.147     0.000    1.0793              0.031225   0.031254   0.031422   0.031592                7.51    10.40
Hancock County SD 316,IL 409792DJ4 05/01/14 12/01/16    105.570    VARIES    1.2858              0.037707   0.037748   0.037990   0.038235  0.036501      9.07    13.68
Hancock County SD 316,IL 409792DK1 05/01/14 12/01/17    107.276    VARIES    1.6361              0.048754   0.048821   0.049220   0.049623  0.047330     11.73    17.74
Hancock County SD 316,IL 409792DL9 05/01/14 12/01/18    107.805    VARIES    2.1841              0.065408   0.065527   0.066242   0.066966  0.063855     15.74    23.91
Hancock County SD 316,IL 409792DM7 05/01/14 12/01/19    106.961    VARIES    2.6340              0.078261   0.078432   0.079465   0.080512  0.076938     18.85    28.72
Hancock County SD 316,IL 409792DN5 05/01/14 12/01/20    105.881    VARIES    3.2316              0.095048   0.095304   0.096843   0.098408  0.093958     22.91    35.06
Hancock County SD 325,IL 409828AN0 06/28/13 12/01/14    103.503     0.000    1.2281              0.035495   0.035713                                     11.75         
Hancock County SD 325,IL 409828AP5 06/28/13 12/01/15    105.618    VARIES    1.4835              0.043798   0.044123   0.042133   0.041672               15.78    13.82
Hancock County SD 325,IL 409828AQ3 06/28/13 12/01/16    107.747    VARIES    1.7351              0.052316   0.052770   0.050336   0.049808  0.049276     18.86    17.99
Hancock County SD 325,IL 409828AR1 06/28/13 12/01/17    109.800    VARIES    1.9860              0.061087   0.061693   0.058789   0.058200  0.057606     22.03    21.02
John Hancock Life Ins Co 41013MBT6 10/29/02 04/15/15     50.000     0.000    5.6403   430.91     0.144134   0.148199   0.152379                          53.25    15.85
Caesars Entertainment    413626AR3 07/25/14 10/31/16     99.000    10.500   11.0098                         0.011103   0.011430   0.012059  0.012723      1.76     4.31
Caesars Entertainment    413626AS1 07/25/14 03/01/17     92.600     5.950    9.2133                         0.071708   0.072372   0.075706  0.079193     11.27    27.47
Caesars Entertainment    413626AU6 07/25/14 03/01/17     93.100     6.950   10.0284                         0.066288   0.066955   0.070313  0.073838     10.42    25.53
Caesars Entertainment    413626AV4 07/25/14 03/01/17     89.010     9.750   15.0047                         0.100154   0.101662   0.109290  0.117489     15.81    39.87
Harrisburg, PA           414738NV2 12/28/95 04/01/14     27.925     0.000    7.1092   703.59     0.190701                                                17.16         
Harrisburg, PA           414738NW0 12/28/95 04/01/15     25.992     0.000    7.1193   656.49     0.178060   0.184398   0.190962                          66.40    17.19
Harrisburg, PA           414738NX8 12/28/95 04/01/16     24.047     0.000    7.1593   613.28     0.166800   0.172771   0.178956   0.185362  0.191997     62.22    66.75
Harrisburg, PA           414738NY6 12/28/95 04/01/17     22.322     0.000    7.1792   572.04     0.155799   0.161391   0.167185   0.173186  0.179403     58.12    62.37
Harrisburg, PA           414738NZ3 12/28/95 04/01/18     20.535     0.000    7.2393   533.93     0.146022   0.151307   0.156784   0.162459  0.168339     54.49    58.50
Harrisburg, PA           414738PA6 12/28/95 04/01/19     19.125     0.000    7.2394   497.28     0.135999   0.140922   0.146023   0.151308  0.156785     50.75    54.49
Hartford Life Insurance  41659LAS0 08/16/07 08/16/17    100.000     0.000    5.7021              0.221942   0.228270   0.234778   0.241472  0.248356     82.77    87.56
Hartford Life Insurance  4165X2AP1 04/23/07 04/23/14    100.000     0.000    4.5737              0.170461                                                19.09         
Hartford Life Insurance  4165X2AT3 06/11/07 06/11/14    100.000     0.000    5.0297              0.192964                                                30.87         
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Hartford Life Insurance  4165X2AU0 07/02/07 07/02/14    100.000     0.000    5.2090              0.196994   0.202125                                     36.58         
Hartford Life Insurance  4165X2AV8 07/23/07 07/23/14    100.000     0.000    5.1914              0.196127   0.201218                                     40.53         
Hartford Life Insurance  4165X2AW6 08/13/07 08/13/14    100.000     0.000    5.1603              0.194600   0.199621                                     44.10         
Hartford Life Insurance  4165X2AX4 09/04/07 09/04/14    100.000     0.000    5.1515              0.194167   0.199168                                     48.08         
Hartford Life Insurance  4165X2BJ4 07/09/08 07/09/15    100.000     0.000    4.1028              0.139627   0.142492   0.145415   0.148398               51.78    27.87
Helix Energy Solutions   42330PAG2 03/12/12 03/15/32    100.000    VARIES    7.5037              0.222324   0.227278   0.232418   0.237751  0.243284     82.00    85.78
Hoboken, NJ              434110QH8 08/28/03 04/01/27     19.107     0.000    7.1397   203.73     0.076927   0.079673   0.082517   0.085463  0.088514     28.69    30.78
Hoboken, NJ              434110QJ4 08/28/03 04/01/28     17.813     0.000    7.1396   189.93     0.071715   0.074275   0.076927   0.079673  0.082517     26.75    28.69
Hoboken, NJ              434110QK1 08/28/03 04/01/29     16.606     0.000    7.1397   177.06     0.066856   0.069243   0.071715   0.074275  0.076927     24.94    26.75
Hoboken, NJ              434110QL9 08/28/03 04/01/30     15.481     0.000    7.1397   165.07     0.062327   0.064552   0.066856   0.069243  0.071715     23.25    24.94
Hoboken, NJ              434110QM7 08/28/03 04/01/31     14.432     0.000    7.1397   153.88     0.058104   0.060179   0.062327   0.064552  0.066856     21.67    23.25
Hoboken, NJ              434110QN5 08/28/03 04/01/32     13.454     0.000    7.1398   143.46     0.054168   0.056102   0.058104   0.060179  0.062327     20.20    21.67
Hoboken, NJ              434110QP0 08/28/03 04/01/33     12.543     0.000    7.1396   133.74     0.050498   0.052301   0.054168   0.056102  0.058105     18.83    20.20
Horizon Lines, Inc.      44044KAC5 10/05/11 04/15/17     92.470     6.000    N/A                 0.222432   0.230733   0.239344   0.248275  0.257541     82.86    89.15
Horizon Lines, Inc.      44044KAG6 10/05/11 04/15/17     92.470     6.000    N/A                 0.222432   0.230733   0.239344   0.248275  0.257541     82.85    89.15
Horizon Lines, Inc.      44044KAH4 04/26/12 04/15/17    100.000     6.000    5.9999              0.166667   0.166667   0.166667   0.166667  0.166667     60.00    60.00
Host Marriott Corp.      441079209 12/02/96 12/02/26    100.000     6.750    6.7499              0.187500   0.187500   0.187500   0.187500  0.187500     67.50    67.50
Host Marriott Corp.      441079308 12/02/96 12/02/26    100.000     6.750    6.7499              0.187500   0.187500   0.187500   0.187500  0.187500     67.50    67.50
Hovnanian Enterprises    442488BK7 02/14/11 10/15/15     97.453    11.875   12.6129    13.99     0.016050   0.017062   0.018138   0.019282                6.12     5.36
Hovnanian Enterprises    442488BL5 11/01/11 11/01/21     53.000     5.000   13.8062    56.41     0.084070   0.089874   0.096078   0.102710  0.109800     32.03    36.61
Hovnanian Enterprises    442488BM3 11/01/11 11/01/21     42.000     2.000   12.1926              0.165400   0.172097   0.179201   0.186739  0.194737     61.58    66.80
Hovnanian Enterprises    442488BP6 10/02/12 12/01/17     76.851     0.000    5.1630    50.54     0.116963   0.119983   0.123080   0.126257  0.129517     42.83    45.07
Hudson CNTY NJ Impt Auth 443731BW3 12/29/10 01/01/15     98.689     4.000    4.3602     9.62     0.009585   0.009793                                      3.49         
Hutchinson Tech Inc.     448407AG1 02/11/11 01/15/15     84.940     8.500   13.5701   103.01     0.115662   0.123510   0.131890                          45.74     1.85
Illinois Stud Asst Comm. 452281JD1 10/27/10 04/25/23     95.305     1.200    N/A                 0.012495   0.012601   0.012709   0.012817  0.012927      4.53     4.61
Independent Cities, CA   45385PAA2 03/06/12 05/15/16     77.629    18.000   27.2683    69.46     0.135880   0.154406   0.175458   0.199380  0.226564     54.07    69.82
Insignia Financing I     45766X304 11/01/96 09/30/16    100.000     6.500    6.4999              0.178571   0.177596   0.178571   0.177596  0.177596     65.00    64.91
Intl Bnk for Reconstr    459056GU5 03/06/85 02/15/14      4.634     0.000   10.8975   941.02     0.280827                                                12.64         
Intl Bnk for Reconstr    459056GV3 03/06/85 08/15/14      4.395     0.000   10.8971   892.40     0.266308   0.285472                                     63.65         
Intl Bnk for Reconstr    459056GW1 03/06/85 02/15/15      4.349     0.000   10.7474   845.88     0.249609   0.267382   0.277157                          98.15    12.47
Intl Bnk for Reconstr    459056HY6 01/07/86 02/15/16      5.299     0.000    9.9989   760.15     0.212898   0.227246   0.234717   0.250537  0.258773     83.34    91.88
Intl Bnk for Reconstr    459056JM0 01/07/86 02/15/14      5.865     0.000   10.3490   929.32     0.267389                                                12.03         
Intl Bnk for Reconstr    459056JN8 01/07/86 02/15/15      5.604     0.000   10.1490   839.00     0.237731   0.253935   0.262471                          93.14    11.81
Interval Acquisiti Corp. 46113VAA6 08/20/08 09/01/16     91.022     9.500   11.2256    50.98     0.034542   0.036480   0.038528   0.040690  0.042974     13.26    14.79
Irvington Township, NJ   464080JR2 12/21/06 07/15/14     67.412     0.000    5.2795   298.21     0.139209   0.142884                                     27.67         
Irvington Township, NJ   464080JS0 12/21/06 07/15/15     63.882     0.000    5.2996   283.86     0.132590   0.136104   0.139710   0.143412               49.55    27.77
Irvington Township, NJ   464080JT8 12/21/06 07/15/16     60.176     0.000    5.3796   272.17     0.127435   0.130863   0.134383   0.137997  0.141709     47.65    50.24
Irvington Township, NJ   464080JU5 12/21/06 07/15/17     56.947     0.000    5.3997   258.70     0.121203   0.124475   0.127836   0.131287  0.134832     45.32    47.80
Irvington Township, NJ   464080JV3 12/21/06 07/15/18     53.750     0.000    5.4396   246.32     0.115539   0.118681   0.121909   0.125225  0.128631     43.22    45.60
Ivax Corporation         465823AK8 12/22/04 12/15/24     98.500    VARIES    5.7510              0.226950   0.231679   0.236544   0.241549  0.246663     82.71    86.22
Ivax Corporation         465823AN2 12/22/04 12/15/24     98.500    VARIES    5.7510              0.226950   0.231679   0.236544   0.241549  0.246663     82.71    86.22
Ivax Corporation         465823AP7 05/09/05 05/15/25    100.000    VARIES    6.9833              0.313910   0.323041   0.332491   0.342270  0.352351    115.51   122.37
Ivax Corporation         465823AQ5 05/09/05 05/15/25    100.000    VARIES    6.9833              0.313910   0.323041   0.332491   0.342270  0.352351    115.51   122.37
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
JP Morgan Chase & Co.    46625H241 07/31/09 07/31/14    100.000     0.000    5.8937              0.206535   0.212621                                     44.26         
JP Morgan Chase & Co.    46625H266 05/29/09 05/29/15    100.000     1.500    5.0865              0.166561   0.169737   0.172995                          60.74    25.60
JP Morgan Chase & Co.    46634E783 12/24/09 06/23/15    100.000     0.000    3.6045              0.115497   0.117579   0.119698                          41.99    20.59
JP Morgan Chase & Co.    46634X187 06/29/11 06/29/17    100.000     0.000    3.2582              0.098124   0.099723   0.101347   0.102998  0.104676     35.62    36.79
Jackson CNTYS SD#165, IL 466484EY4 06/28/07 12/01/14     65.644     0.000    5.7494   292.98     0.150905   0.155243                                     50.58         
Jackson CNTYS SD#165, IL 466484EZ1 06/28/07 12/01/15     61.520     0.000    5.8495   280.23     0.144791   0.149025   0.153384   0.157870               53.14    51.42
Jackson CNTYS SD#165, IL 466484FA5 06/28/07 12/01/16     57.808     0.000    5.8995   265.99     0.137646   0.141706   0.145886   0.150190  0.154620     50.53    53.56
Jackson CNTYS SD#165, IL 466484FB3 06/28/07 12/01/17     53.993     0.000    5.9995   253.44     0.131561   0.135508   0.139573   0.143760  0.148072     48.31    51.25
Jackson CNTYS SD#165, IL 466484FC1 06/28/07 12/01/18     50.612     0.000    6.0496   239.93     0.124741   0.128514   0.132401   0.136406  0.140532     45.82    48.63
Jackson CNTYS SD#165, IL 466484FD9 06/28/07 12/01/19     47.112     0.000    6.1496   227.74     0.118773   0.122425   0.126189   0.130070  0.134069     43.64    46.36
Jackson CNTYS SD#165, IL 466484FE7 06/28/07 12/01/20     44.055     0.000    6.1997   215.03     0.112320   0.115802   0.119391   0.123092  0.126908     41.27    43.87
Jackson CNTYS SD#165, IL 466484FF4 06/28/07 12/01/21     41.157     0.000    6.2496   202.82     0.106107   0.109422   0.112842   0.116368  0.120004     39.00    41.47
Jackson CNTYS SD#165, IL 466484FG2 06/28/07 12/01/22     38.700     0.000    6.2497   190.71     0.099774   0.102892   0.106107   0.109423  0.112842     36.67    39.00
Jackson CNTYS SD#165, IL 466484FH0 06/28/07 12/01/23     36.102     0.000    6.2996   179.61     0.094112   0.097076   0.100134   0.103288  0.106542     34.59    36.81
Jackson CNTYS SD#165, IL 466484FJ6 06/28/07 12/01/24     33.931     0.000    6.2996   168.81     0.088452   0.091238   0.094112   0.097076  0.100134     32.51    34.59
Jackson CNTYS SD#165, IL 466484FK3 06/28/07 12/01/25     31.890     0.000    6.2997   158.66     0.083133   0.085751   0.088452   0.091238  0.094112     30.56    32.51
Jackson CNTYS SD#165, IL 466484FL1 06/28/07 12/01/26     29.691     0.000    6.3497   149.12     0.078258   0.080743   0.083307   0.085951  0.088680     28.77    30.63
Jackson CNTYS SD#165, IL 466484FM9 06/28/07 06/15/27     28.707     0.000    6.3499   144.16     0.075851   0.078259   0.080744   0.083307  0.085952     27.82    29.61
Jefferson CNTYS #521, IL 474070GF0 11/30/07 12/01/14    105.427    VARIES    5.1337              0.143795   0.143208                                     47.35         
Jefferson CNTYS #521, IL 474070HM4 05/30/13 12/01/15     99.826    VARIES    0.9968              0.027780   0.027918   0.027663   0.027676               10.02     9.13
Jefferson CNTYS #521, IL 474070HN2 05/30/13 12/01/16     99.746    VARIES    1.1968              0.033360   0.033559   0.033181   0.033197  0.033213     12.04    11.95
Jefferson CNTYS #521, IL 474070HP7 05/30/13 12/01/17     99.674    VARIES    1.4462              0.040333   0.040625   0.040060   0.040078  0.040097     14.56    14.43
Jefferson CNTYS #521, IL 474070HQ5 05/30/13 12/01/18     99.605    VARIES    1.6956              0.047316   0.047717   0.046929   0.046950  0.046971     17.09    16.90
Jefferson CNTYS #521, IL 474070HR3 05/30/13 12/01/22    107.317    VARIES    2.8894              0.087387   0.088650   0.085165   0.084891  0.084612     31.62    30.59
Jefferson CNTYS #521, IL 474070HS1 05/30/13 12/01/23    105.651    VARIES    3.0399              0.090577   0.091954   0.088472   0.088275  0.088076     32.79    31.80
Johnson CNTYS, IL        478167HC6 07/03/14 10/01/15    103.711     0.000    1.3306                         0.038335   0.038460   0.038716                6.83    10.43
Johnson CNTYS, IL        478167HD4 07/03/14 10/01/16    105.492    VARIES    1.8348                         0.053768   0.054009   0.054505  0.052234      9.59    19.37
Johnson CNTYS, IL        478167HE2 07/03/14 10/01/17    106.717    VARIES    2.1873                         0.064840   0.065187   0.065900  0.063317     11.57    23.43
Johnson CNTYS, IL        478167HF9 07/03/14 10/01/18    107.426    VARIES    2.4887                         0.074264   0.074716   0.075646  0.072828     13.26    26.90
Johnson CNTYS, IL        478167HG7 07/03/14 10/01/19    107.279    VARIES    2.8391                         0.084607   0.085194   0.086403  0.083342     15.11    30.72
Johnson CNTYS, IL        478167HH5 07/03/14 10/01/20    107.066    VARIES    3.0899                         0.091898   0.092592   0.094022  0.090808     16.42    33.43
Johnson CNTYS, IL        478167HJ1 07/03/14 10/01/21    105.766    VARIES    3.3403                         0.098138   0.098940   0.100592  0.097343     17.54    35.77
Johnson CNTYS, IL        478167HK8 07/03/14 10/01/22    104.620    VARIES    3.5909                         0.104358   0.105274   0.107164  0.103786     18.66    38.10
Johnson CNTYS, IL        478167HL6 07/03/14 10/01/23    103.105    VARIES    3.8407                         0.110000   0.111032   0.113165  0.109670     19.67    40.23
Josephine County, OR     480890AA0 10/30/01 06/01/17     36.621     0.000    6.5496   436.21     0.145195   0.149950   0.154861   0.159932  0.165170     53.42    56.97
Josephine County, OR     480890AB8 10/30/01 06/01/18     33.518     0.000    6.6996   412.35     0.138345   0.142979   0.147769   0.152719  0.157835     50.92    54.39
Josephine County, OR     480890AP7 10/30/01 06/01/14     46.941     0.000    6.0994   505.93     0.164416                                                24.66         
Josephine County, OR     480890AQ5 10/30/01 06/01/15     43.624     0.000    6.1996   480.96     0.157141   0.162012   0.167034                          57.74    25.06
Josephine County, OR     480890AR3 10/30/01 06/01/16     40.464     0.000    6.2995   456.22     0.149853   0.154574   0.159442   0.164464  0.169645     55.08    58.61
JP Morgan Chase & Co.    48123JGS2 10/31/06 04/30/14    100.000     0.000    5.3122              0.212991                                                25.35         
JP Morgan Chase & Co.    48123JKR9 12/29/06 05/30/14    100.000     0.000    5.2900              0.210902                                                31.42         
JP Morgan Chase & Co.    48123JMM8 01/31/07 01/30/15    100.000     0.000    5.6332              0.219616   0.229545   0.232162                          83.90     6.73
JP Morgan Chase & Co.    48123JPU7 02/28/07 02/27/15    100.000     0.000    5.3382              0.204273   0.213201   0.215323                          77.58    12.27
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
JP Morgan Chase & Co.    48123JRJ0 02/28/07 02/28/14    100.000     0.000    5.3423              0.207900                                                12.06         
JP Morgan Chase & Co.    48123JRK7 02/28/07 02/28/14    100.000     0.000    5.3423              0.207900                                                12.06         
JP Morgan Chase & Co.    48123JSD2 03/30/07 09/30/14    100.000     0.000    5.2522              0.204359   0.209726                                     55.94         
JP Morgan Chase & Co.    48123JUZ0 04/30/07 10/31/14    100.000     0.000    5.3122              0.207480   0.212991                                     63.03         
JP Morgan Chase & Co.    48123L2Z6 07/24/09 07/23/14    100.000     0.000    4.4937              0.149092   0.152442                                     30.72         
JP Morgan Chase & Co.    48123L3N2 07/02/09 07/02/14    100.000    VARIES    2.9362              0.084074   0.082828                                     14.99         
JP Morgan Chase & Co.    48123L3R3 07/20/09 07/20/14    100.000    VARIES    2.9075              0.081943   0.081358                                     16.20         
JP Morgan Chase & Co.    48123LC36 02/27/09 02/27/14    100.000     0.000    5.9738              0.216266                                                12.11         
JP Morgan Chase & Co.    48123LC44 02/27/09 02/27/15    100.000     0.000    6.1636              0.224995   0.231928   0.239076                          83.99    13.39
JP Morgan Chase & Co.    48123LDQ4 07/31/08 07/31/14    100.000     0.000    6.1320              0.230389   0.237453                                     49.42         
JP Morgan Chase & Co.    48123LH31 03/31/09 03/31/14    100.000     0.000    6.8761              0.258919                                                23.04         
JP Morgan Chase & Co.    48123LMG6 09/30/08 09/30/14    100.000     0.000    6.3642              0.241819   0.249514                                     66.43         
JP Morgan Chase & Co.    48123LPC2 09/12/08 03/10/14    100.000     0.000    5.2252              0.187799                                                12.96         
JP Morgan Chase & Co.    48123LQ56 04/17/09 04/17/14    100.000    VARIES    2.9876              0.083360                                                 8.84         
JP Morgan Chase & Co.    48123LRU0 10/31/08 10/31/14    100.000     0.000    7.7555              0.315165   0.327386                                     96.43         
JP Morgan Chase & Co.    48123LUM4 10/31/08 10/30/15    100.000     0.000    7.9479              0.322338   0.333316   0.348466   0.360334              121.31   107.41
JP Morgan Chase & Co.    48123LUN2 10/31/08 10/30/15    100.000     0.000    7.9479              0.322338   0.333316   0.348466   0.360334              121.31   107.41
JP Morgan Chase & Co.    48123LVN1 11/28/08 11/28/14    100.000     0.000    6.9664              0.272525   0.282018                                     90.82         
JP Morgan Chase & Co.    48123LVP6 11/28/08 05/29/15    100.000     0.000    7.0456              0.276734   0.286483   0.296575                         102.01    43.89
JP Morgan Chase & Co.    48123LXM1 12/29/08 12/29/14    100.000     0.000    5.6426              0.207018   0.212859                                     75.16         
JP Morgan Chase & Co.    48123M6A5 06/30/08 06/30/14    100.000     0.000    5.6400              0.212732                                                38.08         
JP Morgan Chase & Co.    48123MH39 04/30/08 04/30/14    100.000     0.000    5.2026              0.191693                                                22.81         
JP Morgan Chase & Co.    48123MPA4 01/31/08 01/31/14    100.000     0.000    4.7582              0.171187                                                 4.96         
JP Morgan Chase & Co.    48123MSE3 02/29/08 02/28/14    100.000     0.000    4.8222              0.173124                                                10.04         
JP Morgan Chase & Co.    48123MX49 05/30/08 05/30/14    100.000     0.000    5.1515              0.189291                                                28.20         
J2 Global, Inc.          48123VAC6 06/17/14 06/15/29    100.000    VARIES    8.0003                         0.222231   0.227450   0.232938  0.238644     43.20    83.05
JP Morgan Chase & Co.    48124A3Q8 12/20/10 12/21/15    100.000     0.000    3.3603              0.103168   0.104902   0.106664   0.108457               37.49    37.66
JP Morgan Chase & Co.    48124A4S3 12/28/10 12/26/14    100.000     0.000    2.6121              0.078423   0.079448                                     28.02         
JP Morgan Chase & Co.    48124ACX3 12/28/09 12/31/14    100.000     0.000    3.5880              0.114302   0.114456                                     41.63         
JP Morgan Chase & Co.    48124ACY1 12/28/09 12/31/15    100.000     0.000    3.8782              0.124968   0.125314   0.129861   0.130221               45.68    47.34
JP Morgan Chase & Co.    48124ACZ8 12/28/09 12/31/14    100.000     0.000    3.5880              0.114302   0.114456                                     41.63         
JP Morgan Chase & Co.    48124AD20 09/30/10 09/30/16    100.000     0.000    3.0410              0.092478   0.093884   0.095312   0.096761  0.098232     33.80    34.84
JP Morgan Chase & Co.    48124AKU0 03/29/10 03/27/15    100.000     1.800    3.4731              0.102420   0.103330   0.104256                          37.21     8.97
JP Morgan Chase & Co.    48124ALG0 04/08/10 04/08/14    100.000     0.000    3.0012              0.092531                                                 8.98         
JP Morgan Chase & Co.    48124ANY9 05/11/10 05/12/15    100.000     1.800    3.4048              0.100175   0.101030   0.101898                          36.30    13.35
JP Morgan Chase & Co.    48124ARD1 06/09/10 06/09/15    100.000     0.000    3.8907              0.123680   0.126086   0.128539                          45.06    20.31
JP Morgan Chase & Co.    48124ASD0 05/28/10 05/31/16    100.000     0.000    3.9190              0.123370   0.125100   0.128252   0.130050  0.132599     45.50    47.28
JP Morgan Chase & Co.    48124AUK1 06/15/10 06/15/15    100.000     1.650    3.6021              0.107277   0.108383   0.109510                          38.85    17.96
JP Morgan Chase & Co.    48124AV38 11/30/10 11/30/16    100.000     0.000    3.1390              0.095735   0.097237   0.098764   0.100314  0.101888     34.83    35.93
JP Morgan Chase & Co.    48124AV46 11/30/10 11/28/14    100.000     0.000    2.2307              0.066223   0.066961                                     21.79         
JP Morgan Chase & Co.    48124AV95 11/30/10 11/30/16    100.000     0.000    3.0404              0.092459   0.093865   0.095292   0.096740  0.098211     33.63    34.66
JP Morgan Chase & Co.    48124AZC4 08/31/10 08/29/14    100.000     0.000    2.1822              0.063629   0.064677                                     15.46         
JP Morgan Chase & Co.    48124AZW0 09/15/10 09/15/25    100.000    VARIES    3.5831              0.088243   0.088026   0.087806   0.087582  0.087354     31.68    31.52
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
JP Morgan Chase & Co.    48125V2G4 08/31/12 08/31/18    100.000     0.000    2.4104              0.068202   0.067898   0.069856   0.069545  0.071157     25.04    25.60
JP Morgan Chase & Co.    48125V4Q0 09/28/12 09/29/17    100.000     0.000    1.9604              0.055532   0.056076   0.056626   0.057181  0.057742     20.19    20.59
JP Morgan Chase & Co.    48125V5R7 09/28/12 09/28/18    100.000    VARIES    2.2733              0.063610   0.064040   0.064474   0.064943  0.065417     23.06    23.38
JP Morgan Chase & Co.    48125V7F1 09/18/12 09/18/19    100.000     0.500    2.6369              0.074825   0.075629   0.076443   0.077267  0.078103     27.25    27.84
JP Morgan Chase & Co.    48125V7G9 09/28/12 03/29/18    100.000     0.000    2.0907              0.059301   0.059921   0.060547   0.061180  0.061820     21.57    22.03
JP Morgan Chase & Co.    48125VA67 06/29/12 06/30/16    100.000     0.000    2.5495              0.073570   0.074508   0.075458   0.076420  0.077394     26.66    27.34
JP Morgan Chase & Co.    48125VC40 06/20/12 12/20/17    100.000     0.000    3.2200              0.093836   0.095346   0.096881   0.098441  0.100026     34.09    35.19
JP Morgan Chase & Co.    48125VC57 06/29/12 06/29/18    100.000     0.000    3.0497              0.088651   0.090002   0.091375   0.092768  0.094183     32.16    33.15
JP Morgan Chase & Co.    48125VEL0 12/30/11 12/29/17    100.000     0.000    3.8400              0.115088   0.117297   0.119550   0.121845  0.124184     41.84    43.46
JP Morgan Chase & Co.    48125VFX3 12/29/11 12/29/14    100.000     0.000    2.5696              0.075120   0.076085                                     27.07         
JP Morgan Chase & Co.    48125VHH6 01/31/12 01/31/18    100.000     0.000    3.5407              0.103670   0.105506   0.107373   0.109274  0.111209     38.21    39.58
JP Morgan Chase & Co.    48125VJ35 07/31/12 07/31/27    100.000    VARIES    4.0733              0.109804   0.108723   0.107620   0.106494  0.105345     39.01    38.20
JP Morgan Chase & Co.    48125VJ50 07/30/12 07/30/27    100.000    VARIES    4.0727              0.107502   0.105703   0.103868   0.101995  0.100085     37.83    36.48
JP Morgan Chase & Co.    48125VKB5 01/25/12 01/25/16*   100.000     0.000    N/A                 0.083823   0.085035                                     13.07*        
JP Morgan Chase & Co.    48125VL24 07/05/12 01/04/18    100.000     0.000    2.9500              0.084374   0.085619   0.086882   0.088163  0.089464     31.04    31.97
JP Morgan Chase & Co.    48125VM72 06/29/12 06/28/19    100.000     0.000    3.2698              0.095350   0.096909   0.098494   0.100104  0.101741     34.62    35.76
JP Morgan Chase & Co.    48125VMA5 02/29/12 02/29/16    100.000     0.000    2.4510              0.070227   0.069929   0.071959   0.071653  0.073328     25.79    26.38
JP Morgan Chase & Co.    48125VMC1 02/29/12 02/28/18    100.000     0.000    3.1994              0.092692   0.092639   0.095681   0.095627  0.098224     34.19    35.23
JP Morgan Chase & Co.    48125VPV6 03/30/12 06/30/16    100.000     0.000    2.3101              0.066804   0.067575   0.068356   0.069145  0.069944     24.19    24.75
JP Morgan Chase & Co.    48125VPW4 03/30/12 09/30/15    100.000     0.000    2.0106              0.057552   0.058131   0.058715   0.059305               20.93    15.90
JP Morgan Chase & Co.    48125VPZ7 03/30/12 09/28/18    100.000     0.000    3.1110              0.090497   0.091905   0.093335   0.094786  0.096261     33.10    34.13
JP Morgan Chase & Co.    48125VQ60 07/31/12 07/31/18    100.000    VARIES    2.6423              0.073472   0.074032   0.074600   0.075189  0.075786     26.72    27.14
JP Morgan Chase & Co.    48125VQH6 03/16/12 03/16/27    100.000    VARIES    4.7665              0.130914   0.130393   0.129859   0.129313  0.128754     46.92    46.53
JP Morgan Chase & Co.    48125VRA0 03/07/12 03/07/17    100.000     0.000    2.6907              0.077800   0.078846   0.079907   0.080982  0.082072     28.44    29.21
JP Morgan Chase & Co.    48125VSN1 03/27/12 03/27/20    100.000     0.000    3.7709              0.110786   0.112875   0.115003   0.117171  0.119381     40.66    42.20
JP Morgan Chase & Co.    48125VTK6 04/30/12 07/29/16    100.000     0.000    2.3703              0.067808   0.068611   0.069424   0.070247  0.071080     24.80    25.39
JP Morgan Chase & Co.    48125VTL4 04/30/12 10/30/15    100.000     0.000    2.0702              0.059313   0.059927   0.060547   0.061174               21.54    18.22
JP Morgan Chase & Co.    48125VTP5 04/30/12 04/30/18    100.000     0.000    3.0309              0.088080   0.089415   0.090770   0.092146  0.093542     32.11    33.09
JP Morgan Chase & Co.    48125VUN8 05/21/12 05/21/27    100.000    VARIES    4.5682              0.118859   0.116056   0.114336   0.112577  0.110778     42.10    40.70
JP Morgan Chase & Co.    48125VWQ9 05/18/12 08/18/16    100.000     0.000    2.4102              0.068990   0.069821   0.070662   0.071514  0.072376     25.21    25.82
JP Morgan Chase & Co.    48125VY20 08/31/12 08/31/16    100.000     0.000    1.7203              0.048343   0.047964   0.049179   0.048793  0.049753     17.68    17.95
JP Morgan Chase & Co.    48125VYW4 06/13/12 06/13/27    100.000    VARIES    4.6582              0.121118   0.118229   0.116431   0.114591  0.112708     43.00    41.52
JP Morgan Chase & Co.    48125VYX2 07/05/12 07/05/27    100.000    VARIES    4.3956              0.120428   0.119565   0.118682   0.117863  0.117026     42.89    42.29
JP Morgan Chase & Co.    48125VZ52 08/31/12 08/31/18    100.000    VARIES    2.6679              0.075617   0.075357   0.076797   0.076583  0.077662     27.32    27.71
JP Morgan Chase & Co.    48125VZ94 08/31/12 08/31/17    100.000    VARIES    1.7166              0.047816   0.047248   0.048248   0.047683  0.048435     17.40    17.53
JP Morgan Chase & Co.    48125X4L7 10/21/11 10/22/18    100.000     0.000    4.1614              0.125536   0.128149   0.130815   0.133537  0.136315     46.03    47.96
JP Morgan Chase & Co.    48125X4M5 10/21/11 10/22/18    100.000     0.000    4.1614              0.125536   0.128149   0.130815   0.133537  0.136315     46.03    47.96
JP Morgan Chase & Co.    48125XKB1 03/30/11 03/30/21    100.000    VARIES    5.0718              0.146921   0.146894   0.146791   0.146685  0.146527     52.87    52.80
JP Morgan Chase & Co.    48125XKM7 04/08/11 04/08/22    100.000    VARIES    5.1602              0.147110   0.147433   0.147564   0.147699  0.147661     53.06    53.16
JP Morgan Chase & Co.    48125XKS4 03/30/11 03/30/17    100.000     0.000    4.0116              0.123068   0.125536   0.128054   0.130623  0.133243     45.20    47.03
JP Morgan Chase & Co.    48125XLH7 04/07/11 10/08/15    100.000     0.000    3.3515              0.100062   0.101182   0.103443   0.104602               37.01    29.18
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
JP Morgan Chase & Co.    48125XTB2 06/15/11 06/15/23    100.000    VARIES    5.0712              0.143637   0.144013   0.144206   0.144404  0.144434     51.79    51.95
JP Morgan Chase & Co.    48125XZW9 08/16/11 08/14/14    100.000     0.000    1.3505              0.038537   0.038797                                      8.64         
JP Morgan Chase & Co.    48126D3U1 05/31/13 05/31/19    100.000     0.000    2.4505              0.068906   0.069750   0.070605   0.071470  0.072346     25.01    25.63
JP Morgan Chase & Co.    48126D3W7 05/31/13 05/29/20    100.000    VARIES    2.8293              0.079115   0.079648   0.080209   0.080778  0.081369     28.61    29.01
JP Morgan Chase & Co.    48126D3X5 05/31/13 05/31/23    100.000    VARIES    3.5785              0.099826   0.100254   0.100689   0.101132  0.101662     36.04    36.36
JP Morgan Chase & Co.    48126D6Y0 09/20/13 09/20/23    100.000    VARIES    4.4963              0.124898   0.122710   0.120473   0.118897  0.117286     44.12    42.76
JP Morgan Chase & Co.    48126D7M5 10/09/13 10/09/28    100.000    VARIES    4.6916              0.130323   0.126699   0.122991   0.119196  0.115312     45.66    42.96
JP Morgan Chase & Co.    48126DAQ2 10/05/12 10/05/17    100.000     0.000    1.9305              0.054667   0.055194   0.055727   0.056265  0.056808     19.87    20.25
JP Morgan Chase & Co.    48126DBB4 11/02/12 10/31/18    100.000     0.000    2.2804              0.064791   0.065530   0.066277   0.067033  0.067797     23.55    24.09
JP Morgan Chase & Co.    48126DBC2 10/31/12 10/31/18    100.000    VARIES    2.2312              0.063371   0.063826   0.064287   0.064774  0.065268     22.95    23.29
JP Morgan Chase & Co.    48126DBJ7 10/31/12 10/31/17    100.000     0.000    2.0204              0.057263   0.057841   0.058426   0.059016  0.059612     20.79    21.21
JP Morgan Chase & Co.    48126DF20 03/27/13 09/27/17    100.000     0.000    1.6905              0.047358   0.047758   0.048162   0.048569  0.048979     17.20    17.49
JP Morgan Chase & Co.    48126DFM6 11/30/12 02/28/18    100.000     0.000    1.9910              0.055825   0.055461   0.056942   0.056571  0.057762     20.45    20.82
JP Morgan Chase & Co.    48126DFN4 11/30/12 11/30/18    100.000    VARIES    2.1918              0.061784   0.062248   0.062717   0.063202  0.063692     22.35    22.70
JP Morgan Chase & Co.    48126DGZ6 11/30/12 11/30/18    100.000     0.000    2.1501              0.061019   0.061675   0.062338   0.063008  0.063685     22.13    22.60
JP Morgan Chase & Co.    48126DH28 04/30/13 04/30/19    100.000    VARIES    2.0021              0.056047   0.056484   0.056926   0.057371  0.057828     20.31    20.63
JP Morgan Chase & Co.    48126DH36 04/30/13 04/30/19    100.000    VARIES    2.0723              0.058027   0.058496   0.058969   0.059447  0.059936     21.03    21.37
JP Morgan Chase & Co.    48126DJ83 04/30/13 10/31/18    100.000     0.000    1.9003              0.053290   0.053796   0.054307   0.054823  0.055344     19.34    19.71
JP Morgan Chase & Co.    48126DJ91 04/30/13 04/28/23    100.000    VARIES    3.1389              0.087511   0.087836   0.088166   0.088501  0.088916     31.60    31.85
JP Morgan Chase & Co.    48126DKC2 12/31/12 12/31/18    100.000     0.000    2.1108              0.059880   0.060512   0.061151   0.061796  0.062448     21.67    22.13
JP Morgan Chase & Co.    48126DKD0 12/31/12 12/31/18    100.000    VARIES    2.0821              0.058660   0.059089   0.059523   0.059967  0.060416     21.20    21.51
JP Morgan Chase & Co.    48126DKE8 12/31/12 03/29/18    100.000     0.000    1.8649              0.052529   0.053019   0.053513   0.054012  0.054516     19.09    19.45
JP Morgan Chase & Co.    48126DLU1 12/14/12 12/14/27    100.000    VARIES    3.7338              0.100918   0.099479   0.098013   0.097609  0.097197     36.02    35.20
JP Morgan Chase & Co.    48126DLY3 12/21/12 12/21/27    100.000    VARIES    3.6432              0.096242   0.094706   0.093142   0.091550  0.089928     34.34    33.21
JP Morgan Chase & Co.    48126DMA4 12/27/12 12/27/27    100.000    VARIES    3.6581              0.100752   0.100308   0.099857   0.099407  0.098950     36.19    35.86
JP Morgan Chase & Co.    48126DMB2 12/31/12 12/31/27    100.000    VARIES    3.7027              0.098392   0.096820   0.095218   0.093587  0.091925     35.14    33.98
JP Morgan Chase & Co.    48126DMD8 01/18/13 01/18/28    100.000    VARIES    3.7931              0.103806   0.102219   0.100602   0.098954  0.097864     36.56    35.47
JP Morgan Chase & Co.    48126DME6 01/18/13 01/18/28    100.000    VARIES    3.7909              0.103398   0.101454   0.099474   0.097457  0.096167     36.23    34.91
JP Morgan Chase & Co.    48126DMF3 01/30/13 01/30/28    100.000    VARIES    3.7914              0.103399   0.101442   0.099448   0.097417  0.096043     36.27    34.92
JP Morgan Chase & Co.    48126DMP1 02/13/13 02/13/28    100.000    VARIES    3.7911              0.103382   0.101419   0.099418   0.097380  0.096048     36.32    34.96
JP Morgan Chase & Co.    48126DMW6 02/27/13 02/27/28    100.000    VARIES    3.9927              0.109187   0.107429   0.105637   0.103808  0.102456     38.55    37.31
JP Morgan Chase & Co.    48126DNB1 03/13/13 03/13/28    100.000    VARIES    3.8423              0.104992   0.103221   0.101415   0.099574  0.098236     37.09    35.83
JP Morgan Chase & Co.    48126DNE5 03/27/13 03/27/28    100.000    VARIES    3.9606              0.107880   0.105698   0.103473   0.101204  0.099921     38.03    36.51
JP Morgan Chase & Co.    48126DQL6 01/31/13 01/31/23    100.000    VARIES    3.1822              0.088636   0.088879   0.089153   0.089432  0.089764     32.03    32.24
JP Morgan Chase & Co.    48126DRL5 01/31/13 07/31/18    100.000     0.000    1.9802              0.055552   0.056102   0.056658   0.057219  0.057785     20.26    20.67
JP Morgan Chase & Co.    48126DRM3 01/31/13 01/31/19    100.000    VARIES    2.1525              0.060236   0.060684   0.061142   0.061604  0.062079     21.90    22.24
JP Morgan Chase & Co.    48126DRW1 01/31/13 01/31/19    100.000     0.000    2.1601              0.060651   0.061306   0.061969   0.062638  0.063314     22.15    22.63
JP Morgan Chase & Co.    48126DS59 04/30/13 04/30/28    100.000    VARIES    3.8927              0.106453   0.104741   0.102995   0.101215  0.099945     37.80    36.57
JP Morgan Chase & Co.    48126DV89 05/17/13 05/17/28    100.000    VARIES    3.8747              0.105233   0.102788   0.100296   0.097756  0.096685     37.23    35.49
JP Morgan Chase & Co.    48126DVG1 02/28/13 02/28/23    100.000    VARIES    3.2856              0.091015   0.089782   0.091579   0.090394  0.091720     33.06    33.23
JP Morgan Chase & Co.    48126DVH9 02/28/13 02/28/19    100.000    VARIES    2.1918              0.061003   0.060462   0.061936   0.061396  0.062554     22.28    22.58
JP Morgan Chase & Co.    48126DVW6 02/28/13 02/28/19    100.000     0.000    2.1003              0.058630   0.058279   0.059868   0.059510  0.060796     21.49    21.90
JP Morgan Chase & Co.    48126DVX4 02/28/13 08/31/18    100.000     0.000    2.0204              0.056377   0.056018   0.057522   0.057155  0.058367     20.65    21.03
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
JP Morgan Chase & Co.    48126DVY2 02/11/13 02/10/20    100.000     0.000    2.6402              0.074304   0.075285   0.076279   0.077286  0.078306     27.20    27.93
JP Morgan Chase & Co.    48126DZF9 03/28/13 03/29/19    100.000    VARIES    2.2418              0.062779   0.063287   0.063807   0.064332  0.064869     22.79    23.16
JP Morgan Chase & Co.    48126DZG7 03/28/13 03/29/19    100.000     0.000    2.2503              0.063217   0.063928   0.064648   0.065375  0.066111     23.02    23.54
JP Morgan Chase & Co.    48126DZP7 03/28/13 09/28/18    100.000     0.000    2.0503              0.057538   0.058127   0.058723   0.059325  0.059933     20.93    21.36
JP Morgan Chase & Co.    48126DZQ5 03/28/13 03/31/23    100.000    VARIES    3.3453              0.093311   0.093696   0.094126   0.094563  0.095039     33.74    34.05
JP Morgan Chase & Co.    48126N3B1 02/28/14 02/28/20    100.000     0.000    2.8178                         0.076573   0.078939   0.078746  0.080733     23.80    29.00
JP Morgan Chase & Co.    48126N5L7 03/28/14 03/28/29    100.000    VARIES    4.4199                         0.122776   0.121329   0.119850  0.118338     33.38    43.13
JP Morgan Chase & Co.    48126N5M5 03/18/14 03/18/29    100.000    VARIES    4.4586                         0.123851   0.120276   0.116621  0.112885     34.68    41.88
JP Morgan Chase & Co.    48126N6E2 05/07/14 05/05/17    100.000     0.000    1.5702                         0.043617   0.043956   0.044301  0.044649     10.23    15.92
JP Morgan Chase & Co.    48126N6F9 05/07/14 05/05/17    100.000     0.150    1.5618                         0.043385   0.043688   0.043997  0.044308     10.17    15.82
JP Morgan Chase & Co.    48126N6J1 05/14/14 05/12/17    100.000     0.000    1.4801                         0.041116   0.041417   0.041724  0.042032      9.35    15.00
JP Morgan Chase & Co.    48126N6K8 05/14/14 05/12/17    100.000     0.150    1.4777                         0.041050   0.041319   0.041594  0.041870      9.33    14.95
JP Morgan Chase & Co.    48126NCU9 06/28/13 06/28/19    100.000     0.000    3.2501              0.091750   0.093241   0.094756   0.096296  0.097861     33.31    34.40
JP Morgan Chase & Co.    48126NCV7 06/28/13 06/30/20    100.000    VARIES    3.6188              0.100971   0.101422   0.101921   0.102430  0.102997     36.43    36.78
JP Morgan Chase & Co.    48126NCW5 06/28/13 06/30/23    100.000    VARIES    4.3048              0.119928   0.120278   0.120636   0.121002  0.121714     43.24    43.50
JP Morgan Chase & Co.    48126NGN1 07/02/13 07/03/19    100.000     0.000    3.2114              0.089216   0.090649   0.092104   0.093583  0.095086     32.89    33.95
JP Morgan Chase & Co.    48126NHE0 07/31/13 07/31/19    100.000    VARIES    2.9571              0.082142   0.082791   0.083450   0.084137  0.084835     29.89    30.37
JP Morgan Chase & Co.    48126NHH3 07/31/13 07/31/18    100.000     0.000    2.5902              0.071953   0.072885   0.073829   0.074785  0.075753     26.35    27.04
JP Morgan Chase & Co.    48126NHJ9 07/31/13 07/31/23    100.000    VARIES    3.9756              0.110435   0.110758   0.111087   0.111423  0.111766     39.91    40.15
JP Morgan Chase & Co.    48126NHK6 07/11/13 07/11/19    100.000     0.000    3.3903              0.094176   0.095773   0.097396   0.099047  0.100726     34.74    35.93
JP Morgan Chase & Co.    48126NJJ7 07/31/13 07/31/19    100.000     0.000    2.9705              0.082516   0.083742   0.084985   0.086248  0.087529     30.30    31.21
JP Morgan Chase & Co.    48126NLK1 08/05/13 08/03/17    100.000     0.000    2.1505              0.059737   0.060372   0.061021   0.061677  0.062340     21.81    22.28
JP Morgan Chase & Co.    48126NMG9 08/30/13 08/30/19    100.000     0.000    3.2508              0.089310   0.090265   0.092237   0.093224  0.094739     33.14    34.16
JP Morgan Chase & Co.    48126NMH7 08/30/13 08/31/23    100.000    VARIES    4.2968              0.118697   0.116953   0.119091   0.117349  0.118844     43.05    43.12
JP Morgan Chase & Co.    48126NNA1 08/30/13 08/30/19    100.000    VARIES    3.2354              0.088885   0.089128   0.090362   0.090637  0.091419     32.67    33.16
JP Morgan Chase & Co.    48126NQB6 08/29/13 08/31/20    100.000     0.000    3.7493              0.103595   0.103817   0.107516   0.107746  0.110972     38.34    39.71
JP Morgan Chase & Co.    48126NQX8 09/30/13 09/30/19    100.000    VARIES    2.9713              0.082536   0.082989   0.083449   0.083946  0.084451     29.88    30.22
JP Morgan Chase & Co.    48126NQZ3 09/30/13 09/28/18    100.000     0.000    2.5208              0.070023   0.070896   0.071790   0.072695  0.073611     25.53    26.18
JP Morgan Chase & Co.    48126NRP4 09/30/13 03/29/18    100.000     0.000    2.2910              0.063640   0.064365   0.065103   0.065848  0.066603     23.18    23.71
JP Morgan Chase & Co.    48126NSK4 09/18/13 09/18/20    100.000     0.000    3.8712              0.107535   0.109617   0.111739   0.113902  0.116106     39.52    41.07
JP Morgan Chase & Co.    48126NSW8 10/18/13 10/18/28    100.000    VARIES    4.7118              0.130885   0.127162   0.123352   0.119452  0.115460     45.90    43.13
JP Morgan Chase & Co.    48126NSZ1 10/31/13 10/31/28    100.000    VARIES    4.4384              0.123291   0.120875   0.118405   0.115881  0.113300     43.65    41.86
JP Morgan Chase & Co.    48126NT64 01/31/14 01/31/20    100.000     0.000    2.7907                         0.077520   0.078602   0.079698  0.080810     25.82    28.83
JP Morgan Chase & Co.    48126NTC1 11/20/13 11/20/28    100.000    VARIES    4.6982              0.130506   0.127939   0.125312   0.122623  0.119871     46.31    44.41
JP Morgan Chase & Co.    48126NU21 01/14/14 01/12/18    100.000     0.000    2.0000                         0.055557   0.056107   0.056668  0.057234     19.37    20.49
JP Morgan Chase & Co.    48126NU96 01/24/14 01/26/21    100.000     0.000    3.3004              0.091680   0.091697   0.093210   0.094749  0.096312     31.14    34.31
JP Morgan Chase & Co.    48126NWU7 10/31/13 10/31/19    100.000     0.000    2.7408              0.076135   0.077178   0.078236   0.079308  0.080395     27.72    28.49
JP Morgan Chase & Co.    48126NWV5 10/31/13 10/31/23    100.000    VARIES    3.8579              0.107167   0.107439   0.107716   0.107999  0.108287     38.66    38.86
JP Morgan Chase & Co.    48126NXS1 10/21/13 10/21/20    100.000     0.000    3.5611              0.098921   0.100682   0.102475   0.104299  0.106156     36.18    37.48
JP Morgan Chase & Co.    48126NZY6 11/29/13 11/29/19    100.000     0.000    2.8103              0.078064   0.079161   0.080273   0.081401  0.082545     28.37    29.17
JP Morgan Chase & Co.    48126NZZ3 11/29/13 11/29/19    100.000     0.000    2.8103              0.078064   0.079161   0.080273   0.081401  0.082545     28.37    29.17
JP Morgan Chase & Co.    48127A351 12/26/13 06/24/21    100.000     0.000    3.6699              0.101943   0.103793   0.105697   0.107637  0.109612     37.06    38.43
JP Morgan Chase & Co.    48127DCY2 04/30/14 04/30/20    100.000     0.000    2.8708                         0.079745   0.080890   0.082051  0.083229     19.29    29.47
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
JP Morgan Chase & Co.    48127DFJ2 04/23/14 04/22/20    100.000    VARIES    2.8446                         0.079018   0.079218   0.079422  0.079686     19.61    28.59
JP Morgan Chase & Co.    48127DKP2 06/04/14 06/05/18    100.000     0.000    1.9100              0.052473   0.052189   0.052977   0.053190  0.053698     11.03    19.40
JP Morgan Chase & Co.    48127DMP0 06/30/14 09/30/20    100.000     0.000    2.7897                         0.077494   0.078034   0.079123  0.080226     14.08    28.49
JP Morgan Chase & Co.    48127DVW5 08/29/14 08/31/20    100.000     0.000    2.8192                         0.076611   0.077893   0.077703  0.079664      9.73    28.61
JP Morgan Chase & Co.    48127DYS1 09/30/14 09/30/20    100.000     0.000    2.9909                                    0.083082   0.084325  0.085586      7.56    30.36
JP Morgan Chase & Co.    48127F731 04/30/14 04/30/24    100.000     0.000    3.8108                         0.105856   0.107873   0.109929  0.112023     25.63    39.46
Justice Park Dist, IL    48214PAM7 06/07/11 12/01/14    104.211    VARIES    3.6619              0.103045   0.102389                                     33.89         
Justice Park Dist, IL    48214PAN5 06/07/11 12/01/15    104.066    VARIES    3.9671              0.112368   0.111842   0.111305   0.110758               40.33    36.63
Justice Park Dist, IL    48214PAP0 06/07/11 12/01/16    102.404    VARIES    4.4687              0.125964   0.125675   0.125380   0.125078  0.124769     45.28    45.06
Justice Park Dist, IL    48214PAQ8 06/07/11 12/01/17    101.380    VARIES    4.7209              0.132458   0.132307   0.132151   0.131992  0.131829     47.65    47.54
Justice Park Dist, IL    48214PAR6 06/07/11 12/01/18    100.000    VARIES    4.9723              0.138289   0.138274   0.138258   0.138243  0.138227     49.78    49.77
Justice Park Dist, IL    48214PAS4 06/07/11 12/01/19     97.305    VARIES    5.3724              0.146416   0.146619   0.146826   0.147039  0.147258     52.76    52.91
Justice Park Dist, IL    48214PAT2 06/07/11 12/01/20     94.574    VARIES    5.7224              0.152409   0.152795   0.153193   0.153603  0.154024     54.96    55.25
Justice Park Dist, IL    48214PAU9 06/07/11 12/01/21     92.300    VARIES    5.9725              0.155760   0.156264   0.156782   0.157317  0.157867     56.19    56.57
KFW                      500769BR4 04/19/06 04/18/36     19.778     0.000    5.4761   102.06     0.045109   0.046344   0.047613   0.048916  0.050256     16.64    17.57
KFW                      500769CH5 06/29/07 06/29/37     18.097     0.000    5.7800    81.21     0.042081   0.043297   0.044548   0.045836  0.047161     15.37    16.27
L-3 Commun Hldgs, Inc    502413AW7 07/29/05 08/01/35*   100.000    VARIES    N/A                 0.235623   0.240443                                     36.16*        
L-3 Commun Hldgs, Inc    502424AE4 07/29/05 08/01/35*   100.000    VARIES    N/A                 0.235623   0.240443                                     36.16*        
LaSalle CNTY SD #44, IL  504402BW7 02/01/12 12/01/14    105.130    VARIES    2.7958              0.079149   0.078411                                     25.99         
LaSalle CNTY SD #44, IL  504402BX5 02/01/12 12/01/15    106.275    VARIES    3.1949              0.091830   0.091078   0.090314   0.089538               32.88    29.66
LaSalle CNTY SD #141, IL 504588FA7 06/01/12 12/01/14    104.246    VARIES    1.9785              0.055919   0.055441                                     18.37         
LaSalle CNTY SD #141, IL 504588FB5 06/01/12 12/01/15    105.685    VARIES    2.2809              0.065477   0.064956   0.064430   0.063898               23.45    21.17
LaSalle CNTY SD #141, IL 504588FC3 06/01/12 12/01/16    106.786    VARIES    2.3843              0.069313   0.068814   0.068310   0.067800  0.067283     24.83    24.47
Lake County IL SD #187   509262CV1 04/09/03 01/01/21     35.244     0.000    5.9694   310.05     0.109853   0.113132   0.116509   0.119986               40.14    42.57
Lakewood Township, NJ    512678QT3 08/22/12 04/01/14     99.524     1.250    1.5507     4.01     0.008290                                                  .75         
Lakewood Township, NJ    512678QU0 08/22/12 04/01/15     98.986     1.500    1.9002     5.22     0.010807   0.010910   0.011013                           3.93      .99
Lakewood Township, NJ    512678QV8 08/22/12 04/01/16     98.453     2.000    2.4505     5.67     0.011775   0.011919   0.012066   0.012213  0.012363      4.29     4.40
Lakewood Township, NJ    512678QW6 08/22/12 04/01/17     98.381     2.250    2.6252     4.58     0.009514   0.009639   0.009766   0.009894  0.010024      3.47     3.56
Lakewood Township, NJ    512678QX4 08/22/12 04/01/18     98.460     2.700    3.0003     3.50     0.007297   0.007406   0.007517   0.007630  0.007745      2.67     2.75
Lee & Dekalb Counties,IL 523351BR4 09/30/11 01/01/15    100.000     0.000    3.4989              0.105096   0.106935                                     38.17         
Lee & Dekalb Counties,IL 523351BS2 09/30/11 01/01/16    100.000     0.000    3.9990              0.121455   0.123884   0.126361   0.128888               44.16    45.94
Lee & Dekalb Counties,IL 523351BT0 09/30/11 01/01/17    100.000     0.000    3.7493              0.113243   0.115366   0.117529   0.119732               41.15    42.71
Lee & Dekalb Counties,IL 523351BU7 09/30/11 01/01/18    100.000     0.000    3.9993              0.121466   0.123895   0.126373   0.128900               44.16    45.95
Lee & Dekalb Counties,IL 523351BV5 09/30/11 01/01/19    100.000     0.000    4.2492              0.129771   0.132528   0.135343   0.138219               47.21    49.24
Lee & Dekalb Counties,IL 523351BW3 09/30/11 01/01/20    117.427     0.000    4.4992              0.162241   0.165891   0.169623   0.173438               59.06    61.75
Legg Mason, Inc.         524901AN5 05/12/08 06/30/21    100.000    VARIES    6.9753              0.201183   0.200798   0.200399   0.199987  0.199560     72.36    72.07
Liberty Interactive Corp 530610AA2 04/09/13 03/30/43    100.000     2.984    6.0292              0.169902   0.172526   0.175228   0.178011  0.180879     62.12    64.10
Liberty Interactive Corp 530610AB0 09/09/13 09/30/43    100.000     1.000    2.5054              0.069656   0.070181   0.070712   0.071250  0.071795     25.27    25.65
Liberty Media Corp.      530715AF8 11/16/99 11/15/29    100.000     4.000    9.0689              0.598398   0.620494   0.643592   0.667738  0.692978    221.48   238.31
Liberty Media Corp.      530715AG6 11/16/99 11/15/29    100.000     4.000    9.0689              0.598398   0.620494   0.643592   0.667738  0.692978    221.48   238.31
Liberty Media Corp.      530715AK7 02/10/00 02/15/30    100.000     3.750    9.4298              0.652233   0.678074   0.705133   0.733468  0.763139    246.65   266.84
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Liberty Media Corp.      530715AL5 02/10/00 02/15/30    100.000     3.750    9.4298              0.652233   0.678074   0.705133   0.733468  0.763139    246.65   266.84
Liberty Media Corp.      530715AM3 01/11/01 01/15/31    100.000     3.500    N/A                 0.512079   0.529753   0.548063   0.567017  0.586621    193.50   207.12
Liberty Media Corp.      530715AN1 01/11/01 01/15/31    100.000     3.500    N/A                 0.512079   0.529753   0.548063   0.567017  0.586621    193.50   207.12
Linear Technology Corp.  535678AA4 04/24/07 05/01/27*   100.000     3.000    7.0000              0.257346                                                30.88*        
Linear Technology Corp.  535678AC0 04/24/07 05/01/27*   100.000     3.000    7.0000              0.257346                                                30.88*        
Lithia Motors, Inc.      536797AA1 05/03/04 05/01/14    100.000    VARIES    8.9998              0.463748                                                55.65         
Lithia Motors, Inc.      536797AB9 05/03/04 05/01/14    100.000    VARIES    8.9998              0.463748                                                55.65         
Livingston Counties, IL  538412AT4 10/27/10 12/01/14    105.289    VARIES    2.7890              0.078468   0.077974                                     25.81         
Livingston Counties, IL  538412AU1 10/27/10 12/01/15    104.254    VARIES    3.2393              0.091471   0.091108   0.090739   0.090364               32.84    29.88
Lloyds TSB Bank PLC      5394E8AH2 07/28/11 07/28/16    100.000    VARIES    2.0468              0.007757   0.007836   0.007916   0.007997  0.008079      2.83     2.89
Lloyds TSB Bank PLC      5394E8AM1 04/13/12 04/13/15     98.750    VARIES    2.9305              0.018096   0.018361   0.018630                           6.60     1.90
Lloyds TSB Bank PLC      5394E8AN9 04/26/12 04/26/27    100.000    VARIES    4.6791              0.123600   0.121544   0.119441   0.117288  0.116504     43.86    42.42
Lloyds TSB Bank PLC      5394E8AP4 04/27/12 04/27/20    100.000    VARIES    2.7870              0.019372   0.018518   0.018776   0.019038  0.019303      6.78     6.84
Lloyds TSB Bank PLC      5394E8AR0 04/27/12 10/27/14     98.750    VARIES    2.9127              0.024632   0.024991                                      7.36         
Lloyds TSB Bank PLC      5394E8AU3 06/22/12 10/22/14     98.150    VARIES    3.2939              0.034789   0.035362                                     10.23         
Lloyds TSB Bank PLC      5394E8AV1 06/08/12 06/08/27     95.000     8.000    8.5995     2.78     0.005344   0.005574   0.005813   0.006063  0.006324      1.98     2.15
Lloyds TSB Bank PLC      5394E8AX7 06/29/12 06/29/32    100.000    VARIES    4.7441              0.128019   0.126705   0.126020   0.125320  0.124602     45.85    45.24
Lloyds TSB Bank PLC      5394E8AY5 06/29/12 06/29/27     95.000     8.000    8.5995     2.66     0.005344   0.005574   0.005813   0.006063  0.006324      1.97     2.14
Lloyds TSB Bank PLC      5394E8BB4 07/23/12 07/23/22    100.000    VARIES    2.8121              0.007814   0.007377   0.006934   0.007032  0.007131      2.60     2.55
Lloyds TSB Bank PLC      5394E8BC2 07/20/12 07/20/17     98.250    VARIES    2.8582              0.021281   0.021585   0.021894   0.022207  0.022524      7.81     8.04
Lloyds TSB Bank PLC      5394E8BE8 07/23/12 07/23/24     96.000     4.200    4.6384     3.72     0.007354   0.007525   0.007699   0.007878  0.008060      2.73     2.86
Lloyds TSB Bank PLC      5394E8BG3 09/19/12 09/19/32    100.000    VARIES    4.3107              0.117542   0.116406   0.115245   0.114059  0.113551     41.88    41.10
Lloyds TSB Bank PLC      5394E8BK4 01/31/13 01/31/33    100.000    VARIES    3.6033              0.097392   0.094642   0.093233   0.091799  0.090338     33.94    32.87
Lloyds TSB Bank PLC      5394E8BN8 02/22/13 02/22/33    100.000    VARIES    3.6891              0.099974   0.097424   0.094828   0.092184  0.091094     34.87    33.18
Lloyds TSB Bank PLC      5394E8BR9 04/26/13 04/26/33    100.000    VARIES    3.6254              0.096239   0.091689   0.088099   0.084444  0.080723     33.30    30.58
Lloyds TSB Bank PLC      5394E8BT5 07/05/13 07/05/33    100.000    VARIES    4.1638              0.115662   0.110552   0.105336   0.101784  0.098158     38.90    36.02
Lloyds TSB Bank PLC      5394E8BV0 07/26/13 07/26/33    100.000    VARIES    4.0718              0.113106   0.109135   0.105084   0.100950  0.096731     38.76    35.79
Lloyds TSB Bank PLC      5394E8BW8 07/26/13 07/26/28    100.000    VARIES    4.0225              0.111738   0.110074   0.108378   0.106962  0.105519     39.41    38.32
Lloyds TSB Bank PLC      5394E8BY4 07/29/13 07/29/33    100.000    VARIES    4.1864              0.116292   0.112997   0.109634   0.106201  0.102695     40.26    37.80
Lloyds TSB Bank PLC      5394E8BZ1 08/28/13 08/28/33    100.000    VARIES    4.7627              0.132298   0.130168   0.127988   0.125756  0.123471     46.71    45.12
Lloyds TSB Bank PLC      5394E8CA5 09/26/13 09/26/33    100.000    VARIES    5.0069              0.139082   0.135783   0.132402   0.128935  0.125382     48.84    46.37
Lloyds TSB Bank PLC      5394E8CB3 10/17/13 10/17/33    100.000    VARIES    5.0356              0.139879   0.136634   0.133308   0.129898  0.126402     49.29    46.87
Lloyds TSB Bank PLC      5394E8CC1 10/25/13 10/25/33    100.000    VARIES    5.0339              0.139832   0.136360   0.132800   0.129151  0.125410     49.25    46.66
Lloyds TSB Bank PLC      5394E8CD9 11/27/13 11/27/28     97.000    VARIES    4.3735              0.117844   0.117991   0.118142   0.118295  0.118452     42.46    42.57
Lloyds TSB Bank PLC      5394E8CE7 11/27/13 11/27/33    100.000    VARIES    4.4796              0.124436   0.121029   0.117546   0.113985  0.110345     43.95    41.43
Lloyds TSB Bank PLC      5394E8CF4 12/27/13 12/27/28    100.000    VARIES    4.0354              0.112096   0.109532   0.106916   0.104248  0.101526     39.87    37.99
Lloyds TSB Bank PLC      5394E8CG2 01/29/14 01/29/34    100.000    VARIES    4.7509                         0.131972   0.128480   0.124905  0.121245     43.28    44.51
Lloyds TSB Bank PLC      5394E8CK3 04/10/14 04/10/34    100.000    VARIES    4.6720                         0.129779   0.126548   0.123241  0.119856     33.61    44.42
Lloyds TSB Bank PLC      5394E8CL1 04/25/14 04/25/34    100.000    VARIES    3.7158                         0.103219   0.099976   0.096672  0.093307     25.18    34.96
Lucent Tech Cap Tr I     549462208 03/19/02 03/15/17*   100.000     7.750    7.7499              0.215278                                                 2.58*        
Lucent Tech Cap Tr I     549462307 03/19/02 03/15/17*   100.000     7.750    7.7499              0.215278                                                 2.58*        
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
MTR Gaming Group, Inc.   553769AJ9 08/05/11 08/01/19     97.000    11.500    N/A                 0.330808   0.331304   0.331829   0.332387  0.332978    119.33   119.73
MTR Gaming Group, Inc.   553769AK6 08/05/11 08/01/19     97.000    11.500    N/A                 0.330808   0.331304   0.331829   0.332387  0.332978    119.33   119.73
MTR Gaming Group, Inc.   553769AL4 08/05/11 08/01/19     97.000    11.500    N/A                 0.330808   0.331304   0.331829   0.332387  0.332978    119.33   119.73
Macon CNTYS DIST 537, IL 555545BQ4 04/01/10 12/01/14    105.395     0.000    2.8119              0.091201   0.092484                                     30.33         
Macon CNTYS DIST 537, IL 555545BR2 04/01/10 12/01/15    105.886     0.000    3.0211              0.099190   0.100688   0.102209   0.103753               36.07    34.01
Macon CNTYS DIST 537, IL 555545BS0 04/01/10 12/01/16    106.138     0.000    3.2973              0.109604   0.111412   0.113248   0.115115  0.117013     39.89    41.22
Macon CNTYS DIST 537, IL 555545BT8 04/01/10 12/01/17    103.230     0.000    3.7059              0.121589   0.123842   0.126137   0.128474  0.130855     44.31    45.97
Macon CNTYS DIST 537, IL 555545BU5 04/01/10 12/01/18    105.024     0.000    3.5846              0.119132   0.121268   0.123441   0.125654  0.127906     43.40    44.97
Macon CNTYS SD #9, IL    555864AD9 05/24/13 12/01/14    102.894     0.000    1.1799              0.033933   0.034133                                     11.23         
Macon CNTYS SD #9, IL    555864AE7 05/24/13 12/01/15    104.772    VARIES    1.2371              0.036237   0.036461   0.035000   0.034684               13.05    11.49
Macon CNTYS SD #9, IL    555864AF4 05/24/13 12/01/16    106.008    VARIES    1.5380              0.045652   0.046003   0.044158   0.043804  0.043446     16.45    15.81
Macon CNTYS SD #9, IL    555864AG2 05/24/13 12/01/17    106.698    VARIES    1.7393              0.052017   0.052469   0.050439   0.050093  0.049743     18.76    18.07
Macon CNTYS SD #9, IL    555864AH0 05/24/13 12/01/18    106.171    VARIES    2.0893              0.062287   0.062938   0.060609   0.060299  0.059985     22.49    21.74
Macon CNTYS SD #9, IL    555864AJ6 05/24/13 12/01/19    106.514    VARIES    2.4384              0.073062   0.073953   0.071101   0.070782  0.070460     26.40    25.52
Macon CNTYS SD #9, IL    555864AK3 05/24/13 12/01/20    105.634    VARIES    2.6887              0.079997   0.081073   0.078024   0.077766  0.077504     28.93    28.03
Macoupin CNTY SD #1, IL  556003DR9 10/12/12 12/01/14    102.914     0.000    1.4173              0.041174   0.041466                                     13.64         
Marion County, OR        56913RAN8 03/28/02 06/01/14     42.967     0.000    7.0588   541.92     0.189396                                                28.41         
Marion County, OR        56913RAP3 03/28/02 06/01/15     39.329     0.000    7.2089   511.33     0.180067   0.186558   0.193282                          66.39    28.99
Marion County, OR        56913RAQ1 03/28/02 06/01/16     36.142     0.000    7.3089   479.39     0.169674   0.175874   0.182302   0.188964  0.195869     62.58    67.23
Marion County, OR        56913RAR9 03/28/02 06/01/17     33.393     0.000    7.3590   447.35     0.158733   0.164573   0.170629   0.176907  0.183416     58.55    62.94
Marion County, OR        56913RAS7 03/28/02 06/01/18     31.307     0.000    7.3092   415.28     0.146985   0.152357   0.157925   0.163696  0.169679     54.21    58.24
Marion County, OR        56913RAT5 03/28/02 06/01/19     28.898     0.000    7.3592   387.15     0.137373   0.142428   0.147669   0.153103  0.158736     50.67    54.47
Marion County, OR        56913RAU2 03/28/02 06/01/20     26.649     0.000    7.4091   360.56     0.128260   0.133012   0.137939   0.143049  0.148349     47.32    50.89
Mashantucket Western     574754AL1 07/01/13 07/01/26     53.461     7.350    N/A                 0.231795   0.236047   0.240560   0.245353  0.250448     85.01    88.36
Mashantucket Western     574754AM9 07/01/13 03/31/36     14.695     6.500    N/A                 0.090140   0.096747   0.103975   0.111890  0.120560     34.90    40.36
Mason CNTYS SD #191, IL  574816BW3 07/02/10 12/01/18    106.295    VARIES    4.3308              0.125225   0.124778   0.124323   0.123857  0.123381     44.97    44.64
Mason CNTYS SD #191, IL  574816BX1 07/02/10 12/01/19    105.637    VARIES    4.7793              0.138041   0.137656   0.137262   0.136858  0.136444     49.60    49.32
Mclean County, IL        582001FB4 06/30/14 12/01/18     99.601    VARIES    2.2167                         0.061331   0.061901   0.062587  0.060741     11.12    22.37
Mclean County, IL        582001FD0 06/30/14 12/01/20     99.401    VARIES    3.1536                         0.087075   0.088227   0.089618  0.086761     15.80    31.97
Mclean County, IL        582001FE8 06/30/14 12/01/21    112.369    VARIES    3.6289                         0.113274   0.114998   0.117085  0.110893     20.55    41.65
Mclean County, IL        582001FF5 06/30/14 12/01/22    111.828    VARIES    3.8796                         0.120516   0.122477   0.124853  0.118384     21.87    44.40
Mclean County, IL        582001FG3 06/30/14 12/01/23    110.876    VARIES    4.1299                         0.127198   0.129402   0.132074  0.125337     23.09    46.94
Mclean County, IL        582001FH1 06/30/14 12/01/24    109.553    VARIES    4.3801                         0.133293   0.135742   0.138715  0.131715     24.20    49.28
Medicis Pharma Corp.     584690AB7 08/14/03 06/04/33     93.000    VARIES    9.1499              0.525376   0.546871   0.569348   0.592854  0.617436    194.19   210.49
Merisant Worldwide, Inc. 58985CAA8 11/12/03 05/15/14     55.131    VARIES   12.2495              0.340267                                                45.60         
Merrill Lynch & Co.,Inc. 590188W46 03/13/02 03/13/32    100.000    VARIES    5.7132              0.303332   0.311997   0.320910   0.330077  0.339506    112.66   119.19
Merrill Lynch & Co.,Inc. 590188W79 12/30/04 01/02/14    100.000     0.000    4.6291              0.189781                                                  .19         
Merrill Lynch & Co.,Inc. 59018YC66 05/02/07 05/02/17    100.000    VARIES    5.5833              0.151620   0.152076   0.152545   0.153027  0.153522     54.72    55.06
Merrill Lynch & Co.,Inc. 59018YD65 05/18/07 05/18/17    100.000    VARIES    5.6522              0.154647   0.154956   0.155274   0.155602  0.155938     55.76    55.99
Merrill Lynch & Co.,Inc. 59018YE49 06/06/07 06/06/17    100.000    VARIES    5.9091              0.161386   0.161747   0.162118   0.162499  0.162893     58.18    58.45
Merrill Lynch Bank USA   59020WWC1 09/30/05 03/31/14    100.000     0.000    4.4692              0.176809                                                15.74         
Mexican States           593048BN0 03/30/01 12/30/19     89.000     8.125    9.3823    53.32     0.020148   0.021093   0.022082   0.023118  0.024203      7.43     8.14
Miami Dade County, FL    59333MXE0 12/15/09 12/15/26     73.673     5.760    8.7675    33.10     0.027381   0.028582   0.029835   0.031143  0.032508     10.11    11.02
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Microchip Technology Inc 595017AA2 12/07/07 12/15/37    100.000    VARIES    9.1009              0.385926   0.398641   0.416414   0.430342  0.447282    143.71   155.06
Microchip Technology Inc 595017AB0 12/07/07 12/15/37    100.000    VARIES    9.1009              0.385926   0.398641   0.416414   0.430342  0.447282    143.71   155.06
Milagro Oil & Gas, Inc.  59870WAA0 05/11/11 05/15/16     97.182    10.500   11.2509    12.93     0.015866   0.016758   0.017701   0.018697  0.019748      5.96     6.65
Milagro Oil & Gas, Inc.  59870WAB8 05/11/11 05/15/16     97.182    10.500   11.2509    12.93     0.015866   0.016758   0.017701   0.018697  0.019748      5.96     6.65
Molina Healthcare Inc.   60855RAD2 09/05/14 08/15/44    100.500    VARIES    7.5077                                    0.209592   0.215079  0.221459     24.31    78.05
Molina Healthcare Inc.   60855RAE0 09/05/14 08/15/44    100.500    VARIES    7.5077                                    0.209592   0.215079  0.221459     24.31    78.05
Morgan Stanley           6174464N6 03/24/08 02/24/14    100.000     0.000    4.6797              0.167016                                                 8.85         
Morgan Stanley           6174464P1 03/20/08 03/20/23     81.700     2.935    4.6422              0.112193   0.112905   0.113633   0.114378  0.115141     40.66    41.19
Morgan Stanley           6174464Q9 03/20/08 03/20/23     78.350     2.624    4.6439              0.109166   0.110009   0.110870   0.111752  0.112655     39.62    40.25
Morgan Stanley           6174466S3 06/30/08 06/30/14    100.000     0.000    6.0285              0.232160                                                41.56         
Morgan Stanley           617446H69 05/30/07 06/26/17    100.000     0.000    5.8001              0.234614   0.241418   0.248419   0.255623  0.263036     85.75    90.80
Morgan Stanley           617446YM5 08/30/05 09/01/14    100.000     0.000    4.8471              0.197534   0.202321                                     48.27         
Morgan Stanley           617446Z77 02/07/08 06/06/14    100.000     0.000    4.6169              0.167361                                                25.94         
Morgan Stanley           61745E2D2 01/24/11 01/24/20    100.000    VARIES    5.2661              0.146758   0.147065   0.147264   0.147469  0.147540     52.97    53.10
Morgan Stanley           61745E2E0 07/11/11 07/11/23    100.000    VARIES    5.5160              0.154142   0.154526   0.154922   0.155104  0.155292     55.69    55.87
Morgan Stanley           61745E2F7 11/28/11 11/28/26    100.000    VARIES    6.0157              0.149679   0.144990   0.140161   0.140304  0.140452     52.73    50.49
Morgan Stanley           61745E2K6 01/21/11 01/21/26    100.000    VARIES    5.7295              0.141384   0.137701   0.133913   0.130016  0.129519     49.04    46.80
Morgan Stanley           61745E2L4 07/07/11 07/07/20    100.000    VARIES    2.2423              0.011793   0.011925   0.012059   0.012194  0.012330      4.32     4.41
Morgan Stanley           61745E2M2 11/30/11 11/30/31    100.000    VARIES    6.5857              0.169815   0.168074   0.166276   0.164418  0.162500     60.71    59.41
Morgan Stanley           61745E2S9 07/13/11 07/13/31    100.000    VARIES    5.5541              0.146414   0.144309   0.142145   0.141053  0.139931     51.61    50.60
Morgan Stanley           61745E2Y6 07/15/11 07/15/17    100.000    VARIES    4.3803              0.121872   0.121969   0.122069   0.122073  0.122078     43.92    43.95
Morgan Stanley           61745E2Z3 11/30/11 11/30/31    100.000    VARIES    6.7333              0.174187   0.170699   0.167094   0.163368  0.159516     61.86    59.25
Morgan Stanley           61745E3D1 02/14/11 02/14/31    100.000    VARIES    6.0718              0.151063   0.147216   0.143252   0.139168  0.138421     52.62    50.17
Morgan Stanley           61745E3F6 11/30/11 12/01/16    100.000    VARIES    5.1660              0.011473   0.011403   0.011332   0.011259  0.011184      4.11     4.06
Morgan Stanley           61745E3J8 07/28/10 07/28/17    100.000    VARIES    2.9665              0.018309   0.018581   0.018856   0.019136  0.019420      6.72     6.92
Morgan Stanley           61745E3R0 02/11/11 02/11/20    100.000    VARIES    5.7500              0.162501   0.162783   0.162925   0.163071  0.163004     58.61    58.69
Morgan Stanley           61745E3S8 07/29/11 07/29/31    100.000    VARIES    5.6230              0.146823   0.144313   0.141732   0.140695  0.139630     51.63    50.52
Morgan Stanley           61745E3T6 12/27/11 12/27/26    100.000    VARIES    6.9291              0.180028   0.176641   0.173137   0.169512  0.165761     64.17    61.65
Morgan Stanley           61745E3W9 08/17/10 08/17/20    100.000    VARIES    2.7071              0.019673   0.019940   0.020209   0.020483  0.020760      7.20     7.40
Morgan Stanley           61745E3Y5 07/29/11 07/29/26    100.000    VARIES    5.4529              0.134371   0.130702   0.126933   0.125930  0.124899     46.58    45.21
Morgan Stanley           61745E4E8 07/29/11 07/29/26    100.000    VARIES    5.4932              0.140056   0.137159   0.134182   0.133915  0.133642     49.01    48.18
Morgan Stanley           61745E4K4 02/18/11 02/18/20    100.000    VARIES    2.8598              0.014952   0.015166   0.015383   0.015603  0.015826      5.48     5.64
Morgan Stanley           61745E4L2 07/29/11 07/29/26    100.000    VARIES    5.5117              0.136281   0.132361   0.128333   0.127686  0.127022     47.15    45.88
Morgan Stanley           61745E4M0 12/23/11 12/23/18    100.000    VARIES    4.9659              0.027269   0.027041   0.026808   0.026569  0.026324      9.77     9.60
Morgan Stanley           61745E4T5 01/13/12 01/13/32    100.000    VARIES    6.1786              0.161485   0.157892   0.154188   0.150370  0.146434     56.26    53.52
Morgan Stanley           61745E4U2 08/26/09 08/26/16    100.000    VARIES    5.1504              0.149624   0.149235   0.148836   0.147816  0.146769     53.70    53.14
Morgan Stanley           61745E5C1 08/27/10 08/27/15    100.000    VARIES    1.8388              0.007148   0.007214   0.007280   0.007347                2.60     1.73
Morgan Stanley           61745E5R8 03/15/11 03/15/21    100.000    VARIES    5.2217              0.145836   0.146029   0.146351   0.146681  0.146913     52.59    52.81
Morgan Stanley           61745E5S6 08/22/11 08/22/31    100.000    VARIES    5.6565              0.141162   0.138110   0.134971   0.134953  0.134934     49.47    48.58
Morgan Stanley           61745E5W7 08/31/10 08/31/20    100.000    VARIES    2.8095              0.011678   0.011649   0.012008   0.011979  0.012280      4.30     4.41
Morgan Stanley           61745E5X5 03/22/11 03/22/31    100.000    VARIES    5.8739              0.160456   0.159866   0.159258   0.158632  0.158666     57.54    57.16
Morgan Stanley           61745E5Z0 01/31/12 01/31/32    100.000    VARIES    5.6271              0.145767   0.142052   0.138233   0.134307  0.134324     50.67    48.47
Morgan Stanley           61745E6D8 03/23/11 03/23/26    100.000    VARIES    5.5646              0.152811   0.152431   0.152251   0.152066  0.151876     54.89    54.74
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           61745E6E6 08/24/11 08/24/23    100.000    VARIES    4.5799              0.126113   0.126788   0.127478   0.127815  0.128161     45.70    46.04
Morgan Stanley           61745E6M8 02/15/12 02/15/19    100.000    VARIES    5.4091              0.149869   0.150397   0.150789   0.151191  0.151413     54.17    54.44
Morgan Stanley           61745E6R7 03/25/11 03/25/31    100.000    VARIES    5.9463              0.146172   0.144576   0.142934   0.141242  0.141437     52.02    51.01
Morgan Stanley           61745E6V8 04/15/10 04/15/25    100.000    VARIES    5.5533              0.151995   0.151953   0.151908   0.151863  0.151859     54.70    54.68
Morgan Stanley           61745E6Y2 08/12/11 08/12/23    100.000    VARIES    5.0167              0.138678   0.139253   0.139842   0.140060  0.140284     50.19    50.44
Morgan Stanley           61745E7E5 08/31/11 08/31/26    100.000    VARIES    5.5215              0.139392   0.132749   0.130383   0.126899  0.126883     48.55    46.52
Morgan Stanley           61745E7K1 03/31/11 04/01/21    100.000    VARIES    5.3224              0.150434   0.150490   0.150619   0.150751  0.150787     54.18    54.26
Morgan Stanley           61745ED65 04/08/11 04/08/26    100.000    VARIES    5.9065              0.161489   0.160925   0.161031   0.161141  0.161253     58.00    58.01
Morgan Stanley           61745EE49 04/15/11 04/15/26    100.000    VARIES    5.7612              0.151670   0.151146   0.151178   0.151211  0.151245     54.47    54.44
Morgan Stanley           61745EE98 09/22/10 09/22/19    100.000    VARIES    2.8227              0.018391   0.018651   0.018914   0.019181  0.019452      6.72     6.91
Morgan Stanley           61745EF22 04/15/11 04/15/26    100.000    VARIES    5.8397              0.165825   0.166612   0.167421   0.168254  0.169112     59.96    60.55
Morgan Stanley           61745EF30 08/30/11 08/30/15    100.000    VARIES    3.2415              0.010715   0.010829   0.011065   0.011183                3.98     2.69
Morgan Stanley           61745EF63 05/18/10 05/18/25    100.000    VARIES    6.0398              0.164426   0.164293   0.164155   0.164013  0.163919     59.16    59.06
Morgan Stanley           61745EF89 04/15/11 04/15/21    100.000    VARIES    2.2565              0.006613   0.006688   0.006763   0.006839  0.006917      2.41     2.46
Morgan Stanley           61745EF97 08/31/11 08/31/31    100.000    VARIES    5.6734              0.142577   0.136522   0.134886   0.132649  0.134068     49.98    48.72
Morgan Stanley           61745EG62 04/25/11 04/25/23    100.000    VARIES    5.6779              0.153692   0.153242   0.154524   0.154129  0.154495     56.07    56.33
Morgan Stanley           61745EG70 08/31/11 08/31/15    100.000    VARIES    3.2288              0.010449   0.010444   0.010789   0.010784                3.85     2.61
Morgan Stanley           61745EH46 04/26/11 04/26/26    100.000    VARIES    5.7524              0.137254   0.132166   0.132246   0.130862  0.130181     48.83    47.88
Morgan Stanley           61745EH87 05/20/10 05/20/30*   100.000    VARIES    5.8155              0.129545                                                18.01*        
Morgan Stanley           61745EJ28 04/29/11 04/29/26    100.000    VARIES    5.7371              0.149922   0.147953   0.145927   0.143842  0.143133     53.37    51.99
Morgan Stanley           61745EJ36 09/16/11 09/16/15    100.000    VARIES    3.0131              0.017318   0.017578   0.017843   0.018112                6.34     4.60
Morgan Stanley           61745EJ77 09/30/10 09/30/17    100.000    VARIES    2.7147              0.014333   0.014527   0.014725   0.014924  0.015127      5.23     5.37
Morgan Stanley           61745EJ85 04/28/11 04/28/17    100.000    VARIES    1.7167              0.011610   0.011709   0.011810   0.011911  0.012013      4.21     4.28
Morgan Stanley           61745EJ93 09/09/11 09/09/26    100.000    VARIES    5.8527              0.148487   0.146556   0.144567   0.142521  0.140415     52.67    51.21
Morgan Stanley           61745EL33 09/30/10 09/30/19    100.000    VARIES    2.8240              0.026624   0.027000   0.027381   0.027768  0.028160      9.72    10.00
Morgan Stanley           61745EL41 04/29/11 04/29/18    100.000    VARIES    1.6125              0.010067   0.010148   0.010230   0.010312  0.010395      3.65     3.71
Morgan Stanley           61745EL58 09/16/11 09/16/31    100.000    VARIES    5.8547              0.148544   0.144761   0.140867   0.136859  0.132734     51.99    49.14
Morgan Stanley           61745EL90 10/15/10 10/15/19    100.000    VARIES    2.5025              0.017072   0.017286   0.017502   0.017721  0.017943      6.22     6.37
Morgan Stanley           61745EM24 04/29/11 04/29/16    100.000    VARIES    1.5929              0.008541   0.008609   0.008678   0.008747  0.008816      3.10     3.15
Morgan Stanley           61745EM32 09/22/11 09/22/26    100.000    VARIES    5.5347              0.139434   0.135605   0.131671   0.131638  0.131604     48.74    47.39
Morgan Stanley           61745EM73 10/29/10 10/29/30*   100.000    VARIES    5.2869              0.138796   0.137325                                     41.10*        
Morgan Stanley           61745EM81 05/17/11 05/17/23    100.000    VARIES    5.1511              0.143657   0.143779   0.143955   0.144136  0.144240     51.75    51.87
Morgan Stanley           61745EM99 09/30/11 09/30/17    100.000    VARIES    3.3263              0.011005   0.011188   0.011374   0.011564  0.011756      4.03     4.16
Morgan Stanley           61745EN64 05/19/11 05/19/26    100.000    VARIES    5.5223              0.145590   0.141731   0.143168   0.139913  0.140493     52.33    51.54
Morgan Stanley           61745EN72 09/30/11 09/30/31    100.000    VARIES    6.1251              0.156340   0.152621   0.148788   0.144838  0.140766     54.93    52.12
Morgan Stanley           61745EP47 05/12/11 05/12/21    100.000    VARIES    1.9922              0.012724   0.012851   0.012979   0.013108  0.013239      4.62     4.71
Morgan Stanley           61745EP96 10/15/10 10/15/15    100.000    VARIES    1.8991              0.016317   0.016472   0.016628   0.016786                5.93     4.75
Morgan Stanley           61745EQ38 09/30/11 09/30/15    100.000    VARIES    3.1371              0.019912   0.020224   0.020541   0.020864                7.28     5.58
Morgan Stanley           61745ER52 10/15/10 10/15/19    100.000    VARIES    2.6938              0.021404   0.021693   0.021985   0.022281  0.022581      7.80     8.01
Morgan Stanley           61745ER60 05/31/11 05/31/31    100.000    VARIES    5.6682              0.146507   0.144820   0.143086   0.141302  0.140516     52.33    51.11
Morgan Stanley           61745ES28 06/24/10 06/24/20    100.000    VARIES    5.8922              0.170139   0.170160   0.170182   0.169944  0.169698     61.25    61.22
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           61745ES51 10/27/11 10/27/14    100.000    VARIES    3.3202              0.008608   0.008751                                      2.57         
Morgan Stanley           61745ES93 10/27/10 10/27/17    100.000    VARIES    2.4455              0.016571   0.016774   0.016979   0.017187  0.017397      6.03     6.18
Morgan Stanley           61745ET27 05/31/11 05/31/26    100.000    VARIES    5.5394              0.150110   0.150137   0.150055   0.149971  0.149884     54.04    54.00
Morgan Stanley           61745ET68 06/22/10 06/22/15    100.000    VARIES    2.6966              0.009563   0.009692   0.009823                           3.47     1.68
Morgan Stanley           61745EU58 11/16/10 11/16/15    100.000    VARIES    1.5999              0.008490   0.008558   0.008626   0.008696                3.07     2.73
Morgan Stanley           61745EU66 06/10/11 06/10/26    100.000    VARIES    5.3578              0.148826   0.149164   0.149056   0.148946  0.148832     53.64    53.64
Morgan Stanley           61745EUH2 02/23/07 02/23/37    100.000    VARIES    5.5058              0.131617   0.131721   0.131827   0.131985  0.132146     47.43    47.53
Morgan Stanley           61745EV32 11/23/10 05/23/16    100.000    VARIES    1.4641              0.010170   0.010245   0.010320   0.010395  0.010471      3.68     3.73
Morgan Stanley           61745EV40 06/14/11 06/14/21    100.000    VARIES    2.3141              0.013297   0.013451   0.013607   0.013764  0.013923      4.82     4.93
Morgan Stanley           61745EV65 01/20/09 01/20/24    100.000    VARIES    5.9021              0.143010   0.144399   0.145828   0.147301  0.148405     52.19    53.18
Morgan Stanley           61745EW23 06/23/11 06/23/26    100.000    VARIES    5.4880              0.134279   0.130342   0.129204   0.128036  0.126835     47.59    46.28
Morgan Stanley           61745EW31 10/27/11 10/27/31    100.000    VARIES    6.4618              0.177467   0.176918   0.176352   0.176027  0.175692     63.72    63.39
Morgan Stanley           61745EW49 01/30/09 01/30/24    100.000    VARIES    6.4553              0.158047   0.159406   0.160808   0.162256  0.163539     57.56    58.56
Morgan Stanley           61745EW72 11/23/10 11/23/19    100.000    VARIES    2.3593              0.017012   0.017213   0.017416   0.017622  0.017829      6.18     6.32
Morgan Stanley           61745EW98 11/17/11 11/17/17    100.000    VARIES    3.9291              0.010692   0.010902   0.011116   0.011334  0.011557      3.91     4.06
Morgan Stanley           61745EX63 06/30/11 06/30/31    100.000    VARIES    5.7758              0.147896   0.146103   0.144258   0.142360  0.141464     52.92    51.59
Morgan Stanley           61745EX71 11/17/11 11/17/15    100.000    VARIES    3.5087              0.013182   0.013414   0.013649   0.013888                4.81     4.36
Morgan Stanley           61745EY21 07/15/10 07/15/20    100.000    VARIES    3.4515              0.020261   0.020611   0.020967   0.021329  0.021697      7.47     7.73
Morgan Stanley           61745EY39 12/15/10 12/15/19    100.000    VARIES    5.6449              0.161422   0.161569   0.161720   0.161596  0.161469     58.14    58.19
Morgan Stanley           61745EY47 06/30/11 06/30/26    100.000    VARIES    5.5719              0.139314   0.136869   0.136781   0.136691  0.136598     49.71    49.22
Morgan Stanley           61745EY96 12/15/10 12/15/15    100.000    VARIES    1.7536              0.012119   0.012225   0.012333   0.012441                4.39     4.26
Morgan Stanley           61745EZ46 05/01/09 05/01/14    100.000    VARIES    5.4528              0.152308                                                18.28         
Morgan Stanley           61745EZ79 12/15/10 12/15/19    100.000    VARIES    2.6578              0.029302   0.029691   0.030086   0.030485  0.030890     10.63    10.92
Morgan Stanley           61745EZ87 07/07/11 07/07/26    100.000    VARIES    5.7788              0.145536   0.144080   0.142583   0.141042  0.139457     51.62    50.51
Morgan Stanley           61745EZ95 11/29/11 11/29/19    100.000    VARIES    5.8963              0.164455   0.164676   0.164903   0.164950  0.164999     59.26    59.38
Morgan Stanley           61746BDF0 02/25/13 02/25/15*   100.000     0.000    N/A                 0.041587                                                 2.25*        
Morgan Stanley           61746BDP8 02/04/14 02/04/19    100.000     0.000    2.5695                         0.071375   0.072292   0.073221  0.074162     23.47    26.47
Morgan Stanley           617475546 10/31/07 11/07/14    100.000     4.849    4.8489              0.134694   0.134694                                     41.22         
Morgan Stanley           61747W463 02/29/08 02/20/15    100.000     0.000    5.4016              0.196529   0.205182   0.207288                          74.74    10.36
Morgan Stanley           61747YBT1 05/29/07 09/01/14    100.000     0.000    5.6123              0.220423   0.226608                                     54.01         
Morgan Stanley           61747YDB8 05/27/11 05/29/15    100.000     0.000    3.0456              0.091256   0.092646   0.094057                          33.19    13.92
Morgan Stanley           617480173 04/30/08 11/05/14    100.000     5.627    5.6269              0.156306   0.156306                                     47.52         
Morgan Stanley           617480199 04/30/08 01/30/15    100.000     0.000    6.0537              0.230010   0.236972   0.244145                          86.19     7.08
Morgan Stanley           617480330 05/30/08 02/28/14    100.000     0.000    5.5930              0.206437                                                11.97         
Morgan Stanley           6174822B9 09/28/12 03/28/16    100.000     0.000    2.4304              0.069164   0.070004   0.070855   0.071716  0.072587     25.21    25.82
Morgan Stanley           6174822C7 09/28/12 09/28/27    100.000    VARIES    4.7924              0.132482   0.132149   0.131809   0.132110  0.132419     47.57    47.56
Morgan Stanley           6174822D5 09/28/12 09/28/32    100.000    VARIES    5.0081              0.137875   0.137230   0.136569   0.136512  0.136454     49.40    49.14
Morgan Stanley           6174822E3 09/28/12 09/28/32    100.000    VARIES    5.0051              0.136770   0.135595   0.134392   0.134071  0.133741     48.80    48.26
Morgan Stanley           6174822F0 09/28/12 09/28/32    100.000    VARIES    4.9982              0.134757   0.132639   0.130467   0.129441  0.128390     47.73    46.59
Morgan Stanley           6174822J2 09/28/12 09/28/32    100.000    VARIES    5.0415              0.137902   0.136791   0.135652   0.135486  0.135316     49.24    48.77
Morgan Stanley           6174822R4 10/31/12 10/31/19    100.000     0.000    3.3498              0.096196   0.097807   0.099445   0.101111  0.102805     35.12    36.31
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           6174822S2 10/31/12 10/31/17    100.000     0.000    2.8337              0.080963   0.082110   0.083274   0.084454  0.085650     29.49    30.34
Morgan Stanley           6174822X1 10/31/12 10/29/32    100.000    VARIES    4.6665              0.125826   0.123854   0.121835   0.121028  0.120202     44.69    43.61
Morgan Stanley           6174822Y9 10/31/12 10/29/32    100.000    VARIES    4.6741              0.127918   0.126921   0.125901   0.125737  0.125570     45.75    45.27
Morgan Stanley           6174823M4 11/30/12 11/29/19    100.000     0.000    3.2126              0.092124   0.093603   0.095107   0.096635  0.098187     33.53    34.61
Morgan Stanley           6174823N2 11/30/12 11/30/17    100.000     0.000    2.8394              0.081130   0.082282   0.083450   0.084634  0.085836     29.49    30.33
Morgan Stanley           6174824H4 04/30/13 04/28/23    100.000    VARIES    3.0092              0.081942   0.080249   0.080278   0.080307  0.080376     29.09    28.91
Morgan Stanley           6174824W1 05/30/13 05/30/28    100.000    VARIES    3.5683              0.097917   0.096690   0.095442   0.094171  0.094264     34.95    34.09
Morgan Stanley           6174824Z4 07/03/13 06/29/20    100.000     0.000    3.7328              0.105584   0.107555   0.109562   0.111607  0.113690     38.37    39.82
Morgan Stanley           617482AN4 07/28/08 07/28/14    100.000     0.000    6.2015              0.233783   0.241032                                     49.70         
Morgan Stanley           617482AR5 08/29/08 04/04/14    100.000     0.000    5.7350              0.212538                                                19.77         
Morgan Stanley           617482D76 11/28/11 11/28/17    100.000     0.000    6.9072              0.219777   0.227367   0.235220   0.243343  0.251747     81.00    86.69
Morgan Stanley           617482D92 11/17/11 11/17/26    100.000    VARIES    6.4999              0.176740   0.176821   0.176904   0.176991  0.177080     63.65    63.71
Morgan Stanley           617482E59 12/28/11 12/28/16    100.000     0.000    5.6804              0.176496   0.181509   0.186664   0.191966  0.197418     64.47    68.19
Morgan Stanley           617482F41 01/30/12 01/30/18    100.000     0.000    4.7546              0.141717   0.145087   0.148536   0.152067  0.155682     52.65    55.19
Morgan Stanley           617482F66 01/31/12 01/29/27    100.000    VARIES    5.2919              0.143405   0.142319   0.141205   0.140061  0.139567     51.10    50.38
Morgan Stanley           617482F90 02/28/12 02/28/19    100.000     0.000    5.2371              0.156337   0.157816   0.164632   0.166189  0.172415     58.36    61.33
Morgan Stanley           617482G73 03/30/12 03/29/18    100.000     0.000    4.9522              0.148016   0.151681   0.155437   0.159285  0.163230     54.63    57.37
Morgan Stanley           617482G81 03/30/12 09/30/15    100.000     0.000    3.8221              0.112373   0.114521   0.116710   0.118940               41.24    31.80
Morgan Stanley           617482GV0 09/30/09 09/30/14    100.000     4.132    4.1319              0.114778   0.114778                                     30.88         
Morgan Stanley           617482H23 03/16/12 03/16/27    100.000    VARIES    6.4023              0.174821   0.173748   0.172580   0.171374  0.170130     62.51    61.65
Morgan Stanley           617482H31 03/08/12 09/08/15    100.000     0.000    3.4574              0.101106   0.102854   0.104632   0.106441               37.11    26.17
Morgan Stanley           617482H56 03/30/12 03/30/27    100.000    VARIES    6.3037              0.168825   0.166905   0.165882   0.164827  0.163738     60.16    59.33
Morgan Stanley           617482H64 04/02/12 04/02/27    100.000    VARIES    6.2400              0.167985   0.166089   0.164134   0.163479  0.162804     59.79    58.85
Morgan Stanley           617482J47 04/30/12 10/30/15    100.000     0.000    3.9956              0.117775   0.120128   0.122528   0.124976               43.11    37.08
Morgan Stanley           617482J62 04/30/12 04/28/17    100.000     0.000    4.8877              0.145931   0.149497   0.153150   0.156893  0.160727     53.63    56.29
Morgan Stanley           617482J96 04/30/12 04/28/17    100.000     0.000    4.8877              0.145931   0.149497   0.153150   0.156893  0.160727     53.63    56.29
Morgan Stanley           617482K45 04/25/12 04/26/27    100.000    VARIES    6.3672              0.170716   0.168538   0.167614   0.166661  0.165678     60.86    60.04
Morgan Stanley           617482K60 11/28/11 11/28/16    100.000     0.000    6.6454              0.210380   0.217370   0.224593   0.232055  0.239766     77.46    82.70
Morgan Stanley           617482K78 11/28/11 11/27/15    100.000     0.000    6.2684              0.196968   0.203142   0.209509   0.216075               72.45    69.48
Morgan Stanley           617482KD5 11/29/10 05/22/15    100.000     2.000    3.0665              0.087994   0.088491   0.088996                          31.81    12.55
Morgan Stanley           617482KF0 01/25/10 01/25/16    100.000     0.000    4.0787              0.130496   0.133157   0.135873   0.138644  0.141471     48.30    50.29
Morgan Stanley           617482KY9 03/08/10 03/13/15    100.000     0.000    4.0832              0.130735   0.133404   0.136128                          48.13     9.80
Morgan Stanley           617482L28 12/28/11 12/28/15    100.000     0.000    5.3442              0.164968   0.169376   0.173902   0.178549               60.21    62.92
Morgan Stanley           617482L69 01/30/12 01/30/17    100.000     0.000    4.4801              0.133002   0.135981   0.139027   0.142142  0.145326     49.33    51.56
Morgan Stanley           617482L85 01/31/12 01/31/17    100.000     0.000    4.4376              0.131657   0.134579   0.137565   0.140617  0.143737     48.81    51.00
Morgan Stanley           617482L93 01/31/12 01/31/18    100.000     0.000    4.6980              0.139917   0.143203   0.146567   0.150010  0.153534     51.97    54.44
Morgan Stanley           617482LA0 03/15/10 03/15/16    100.000     0.000    4.5963              0.149687   0.153127   0.156646   0.160246  0.163929     55.24    57.81
Morgan Stanley           617482M27 02/28/12 02/28/18    100.000     0.000    5.1562              0.153740   0.155132   0.161769   0.163234  0.169282     57.36    60.24
Morgan Stanley           617482M68 03/30/12 03/29/18    100.000     0.000    4.9684              0.148536   0.152226   0.156007   0.159883  0.163855     54.82    57.58
Morgan Stanley           617482M84 03/30/12 03/27/17    100.000     0.000    4.7958              0.142978   0.146407   0.149918   0.153513  0.157194     52.74    55.30
Morgan Stanley           617482MD3 06/29/10 06/29/15    100.000     0.000    4.7613              0.155939   0.159651   0.163452                          56.82    29.09
Morgan Stanley           617482N26 04/30/12 04/30/18    100.000     0.000    5.1859              0.155554   0.159588   0.163726   0.167971  0.172327     57.22    60.23
Morgan Stanley           617482N83 07/05/12 07/03/19    100.000     0.000    5.1922              0.151773   0.155713   0.159755   0.163903  0.168158     56.77    59.75
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           617482NM2 09/30/10 09/30/16    100.000     0.000    3.8819              0.121016   0.123365   0.125759   0.128200  0.130688     44.42    46.16
Morgan Stanley           617482NP5 09/28/10 09/28/15    100.000     0.000    3.4261              0.105382   0.107187   0.109024   0.110891               38.60    29.45
Morgan Stanley           617482NS9 09/30/10 09/30/15    100.000     0.000    3.4418              0.105914   0.107737   0.109591   0.111477               38.79    29.82
Morgan Stanley           617482NW0 10/12/10 10/09/15    100.000     0.000    3.2213              0.098459   0.100045   0.101656   0.103294               35.99    28.56
Morgan Stanley           617482P32 09/04/12 08/30/16    100.000     0.000    3.5949              0.102297   0.103566   0.106007   0.107323  0.109252     38.03    39.34
Morgan Stanley           617482P73 10/03/12 10/03/18    100.000     0.000    3.2792              0.094101   0.095644   0.097212   0.098806  0.100426     34.43    35.57
Morgan Stanley           617482PC2 10/28/10 05/29/14    100.000     0.000    2.5250              0.075790                                                11.22         
Morgan Stanley           617482PD0 10/29/10 05/29/15    100.000     0.000    3.1816              0.097414   0.098964   0.100538                          35.45    14.88
Morgan Stanley           617482PU2 12/22/10 12/22/25    100.000    VARIES    6.2468              0.165454   0.164568   0.163654   0.163284  0.162902     59.39    58.84
Morgan Stanley           617482Q23 10/31/12 10/31/19    100.000     0.000    3.3724              0.096867   0.098500   0.100161   0.101850  0.103567     35.37    36.57
Morgan Stanley           617482Q72 05/30/12 11/30/17    100.000     0.000    5.8534              0.175374   0.179521   0.185790   0.190183  0.195749     65.10    68.94
Morgan Stanley           617482Q80 05/30/12 05/29/15    100.000     0.000    4.6387              0.138013   0.141214   0.144489                          50.47    21.38
Morgan Stanley           617482QH0 01/28/11 01/27/17    100.000     0.000    4.1753              0.128589   0.131274   0.134014   0.136812  0.139668     47.61    49.62
Morgan Stanley           617482QS6 01/28/11 01/28/14    100.000     0.000    2.2103              0.064866                                                 1.75         
Morgan Stanley           617482QY3 02/08/11 12/22/20    100.000    VARIES    N/A                 0.149230   0.148914   0.148748   0.148579  0.148551     53.60    53.49
Morgan Stanley           617482R55 05/31/12 05/28/32    100.000    VARIES    6.7095              0.178673   0.175174   0.171557   0.167819  0.165396     63.46    60.88
Morgan Stanley           617482R63 06/04/12 06/04/27    100.000    VARIES    6.4699              0.179527   0.179458   0.179437   0.179415  0.179393     64.61    64.59
Morgan Stanley           617482R71 06/15/12 06/15/27    100.000    VARIES    6.6026              0.182276   0.181874   0.181459   0.181031  0.181444     65.53    65.25
Morgan Stanley           617482R97 06/29/12 06/29/17    100.000     0.000    4.7647              0.142041   0.145425   0.148890   0.152437  0.156068     51.76    54.25
Morgan Stanley           617482RB2 02/25/11 02/27/17    100.000     0.000    4.3449              0.134417   0.137338   0.140321   0.143370  0.146484     49.65    51.83
Morgan Stanley           617482RH9 02/28/11 02/27/26    100.000    VARIES    5.9550              0.161028   0.160212   0.159373   0.158868  0.158349     57.62    57.16
Morgan Stanley           617482RL0 03/30/11 09/29/17    100.000     0.000    4.3132              0.133287   0.136161   0.139098   0.142097  0.145162     49.04    51.17
Morgan Stanley           617482S21 06/29/12 06/30/15    100.000     0.000    3.9664              0.116877   0.119195   0.121558                          42.50    21.76
Morgan Stanley           617482S70 06/29/12 06/29/32    100.000    VARIES    6.4088              0.168951   0.165730   0.163849   0.161908  0.159905     60.23    58.63
Morgan Stanley           617482S88 06/29/12 06/29/27    100.000    VARIES    6.1368              0.168872   0.168306   0.168599   0.168900  0.169211     60.69    60.75
Morgan Stanley           617482SH8 11/23/11 11/21/14    100.000     0.000    5.5804              0.173000   0.177827                                     56.23         
Morgan Stanley           617482SK1 03/14/12 03/14/14    100.000     0.000    2.7464              0.079477                                                 5.80         
Morgan Stanley           617482SL9 04/25/12 04/24/15    100.000     0.000    3.7456              0.109991   0.112051   0.114149                          40.25    12.90
Morgan Stanley           617482SN5 05/30/12 05/30/14    100.000     0.000    3.9398              0.116038                                                17.29         
Morgan Stanley           617482SP0 06/11/12 06/11/15    100.000     0.000    4.5401              0.134899   0.137961   0.141093                          49.24    22.57
Morgan Stanley           617482SS4 03/04/13 03/04/15    100.000     0.000    1.4836              0.041517   0.041825   0.042135                          15.07     2.65
Morgan Stanley           617482T53 07/05/12 07/06/15    100.000     0.000    4.0042              0.115741   0.118058   0.120422   0.122833               42.90    22.71
Morgan Stanley           617482T95 07/31/12 07/31/18    100.000     0.000    4.8288              0.140690   0.144087   0.147566   0.151129  0.154778     52.30    54.85
Morgan Stanley           617482TA2 04/28/11 07/28/17    100.000     0.000    4.1507              0.126472   0.129097   0.131776   0.134511  0.137302     46.81    48.78
Morgan Stanley           617482TN4 04/29/11 04/29/31*   100.000    VARIES    5.9675              0.158762   0.157495   0.156792                          52.10*        
Morgan Stanley           617482TP9 05/13/11 05/13/14    100.000     0.000    2.4618              0.072700                                                 9.60         
Morgan Stanley           617482TQ7 05/27/11 05/30/17    100.000     0.000    3.9013              0.119401   0.121730   0.124104   0.126525  0.128993     43.55    45.26
Morgan Stanley           617482TV6 05/11/11 11/12/14    100.000     0.000    2.7937              0.083185   0.084347                                     26.08         
Morgan Stanley           617482U36 07/31/12 07/29/16    100.000     0.000    4.2660              0.123595   0.126232   0.128924   0.131674  0.134483     45.78    47.75
Morgan Stanley           617482U44 07/31/12 07/30/27    100.000    VARIES    5.9206              0.160371   0.162755   0.159823   0.162769  0.160416     58.88    58.96
Morgan Stanley           617482U51 07/31/12 07/30/32    100.000    VARIES    6.0840              0.162507   0.163698   0.159505   0.161759  0.158727     59.07    58.51
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           617482UH5 05/31/11 05/29/26    100.000    VARIES    5.3835              0.147053   0.147301   0.147040   0.146771  0.146495     52.98    52.87
Morgan Stanley           617482UP7 06/29/11 06/29/17    100.000     0.000    3.6574              0.111231   0.113265   0.115336   0.117445  0.119593     40.42    41.91
Morgan Stanley           617482UY8 06/15/11 06/13/31    100.000    VARIES    5.5344              0.144811   0.143737   0.142633   0.141498  0.140881     51.90    51.11
Morgan Stanley           617482V50 07/31/12 07/30/32    100.000    VARIES    6.0491              0.157282   0.157807   0.153124   0.153452  0.148710     56.86    55.27
Morgan Stanley           617482V68 08/17/12 08/17/27    100.000    VARIES    5.8776              0.163120   0.163044   0.162965   0.163659  0.164373     58.69    58.98
Morgan Stanley           617482V76 08/31/12 08/31/32    100.000    VARIES    5.8050              0.157988   0.154194   0.155476   0.152651  0.154028     56.66    56.05
Morgan Stanley           617482V84 08/31/12 08/31/32    100.000    VARIES    5.7934              0.154648   0.149358   0.148938   0.145158  0.145347     54.77    53.23
Morgan Stanley           617482VB7 06/30/11 06/30/31    100.000    VARIES    5.5330              0.145708   0.143975   0.143308   0.142623  0.141919     52.14    51.47
Morgan Stanley           617482VG6 06/14/11 09/14/17    100.000     0.000    3.8913              0.117889   0.120183   0.122521   0.124905  0.127335     43.35    45.05
Morgan Stanley           617482VQ4 08/31/11 08/31/17    100.000     0.000    4.9901              0.152129   0.153383   0.159815   0.161132  0.166967     56.70    59.45
Morgan Stanley           617482VU5 08/29/11 08/29/17    100.000     0.000    5.0291              0.151759   0.156429   0.159487   0.164395  0.166697     57.21    60.01
Morgan Stanley           617482VX9 09/29/11 09/29/17    100.000     0.000    6.0377              0.188905   0.194608   0.200483   0.206535  0.212770     70.10    74.39
Morgan Stanley           617482VZ4 10/28/11 10/28/16    100.000     0.000    5.1995              0.160047   0.164208   0.168477   0.172857  0.177351     58.90    62.00
Morgan Stanley           617482W75 08/31/12 08/31/18    100.000     0.000    4.3348              0.124994   0.125621   0.130471   0.131125  0.135440     46.41    48.35
Morgan Stanley           617482W91 08/31/12 08/31/16    100.000     0.000    3.6382              0.104194   0.104359   0.108019   0.108191  0.111369     38.53    39.87
Morgan Stanley           617482WA8 10/28/11 10/28/16    100.000     0.000    5.1995              0.160047   0.164208   0.168477   0.172857  0.177351     58.90    62.00
Morgan Stanley           617482WC4 07/28/11 07/28/17    100.000     0.000    4.3106              0.130401   0.133212   0.136083   0.139016  0.142012     48.32    50.42
Morgan Stanley           617482WK6 07/28/11 07/28/17    100.000     0.000    4.3106              0.130401   0.133212   0.136083   0.139016  0.142012     48.32    50.42
Morgan Stanley           617482X25 08/31/12 08/31/27    100.000    VARIES    5.6218              0.154441   0.151484   0.153536   0.151235  0.153107     55.72    55.56
Morgan Stanley           617482X41 08/31/12 08/31/32    100.000    VARIES    5.8551              0.159894   0.156337   0.157935   0.155267  0.156877     57.47    57.03
Morgan Stanley           617482X90 09/28/12 09/28/18    100.000     0.000    3.2592              0.093508   0.095032   0.096581   0.098154  0.099754     34.22    35.35
Morgan Stanley           617482XG4 08/30/11 08/29/31    100.000    VARIES    6.1188              0.160607   0.159706   0.157005   0.157113  0.154636     58.01    57.03
Morgan Stanley           617482XL3 08/26/11 08/25/17    100.000     0.000    4.9767              0.152505   0.156300   0.160190   0.164176  0.168261     56.55    59.40
Morgan Stanley           617482XT6 08/31/11 08/31/17    100.000     1.000    5.0228              0.150346   0.150926   0.156587   0.157220  0.162250     55.75    57.97
Morgan Stanley           617482XW9 09/29/11 09/29/17    100.000     0.000    6.0328              0.188732   0.194424   0.200289   0.206331  0.212554     70.03    74.32
Morgan Stanley           617482Y99 11/30/12 11/30/27    100.000    VARIES    4.1468              0.114256   0.113774   0.113282   0.113526  0.113775     41.02    40.84
Morgan Stanley           617482YD0 09/16/11 09/14/18    100.000     0.000    5.1470              0.158225   0.162297   0.166474   0.170758  0.175153     58.58    61.63
Morgan Stanley           617482YR9 10/14/11 10/14/26    100.000    VARIES    5.6319              0.152926   0.152637   0.152340   0.152556  0.152778     54.96    54.92
Morgan Stanley           617482YU2 10/28/11 10/28/16    100.000     0.000    5.1961              0.159932   0.164087   0.168350   0.172724  0.177211     58.85    61.95
Morgan Stanley           617482YW8 10/20/11 10/20/26    100.000    VARIES    5.7716              0.154818   0.154276   0.153718   0.153145  0.152554     55.56    55.15
Morgan Stanley           617482Z23 11/30/12 11/30/32    100.000    VARIES    4.3509              0.117492   0.115753   0.113976   0.113231  0.112469     41.88    40.85
Morgan Stanley           617482Z31 11/30/12 11/30/32    100.000    VARIES    4.3570              0.119255   0.118339   0.117403   0.117241  0.117076     42.71    42.23
Morgan Stanley           617483144 06/30/09 06/26/14    100.000     0.000    5.3758              0.189481                                                33.16         
Morgan Stanley           617483235 04/30/09 04/21/14    100.000     0.000    5.6383              0.200874                                                22.10         
Morgan Stanley           617483383 05/29/09 05/20/14    100.000     0.000    5.2382              0.183396                                                25.49         
Morgan Stanley           617483599 03/31/09 03/20/14    100.000     0.000    6.3536              0.232142                                                18.11         
Morgan Stanley           617484282 08/31/09 02/25/15    100.000     0.000    4.7184              0.154399   0.160661   0.161770                          58.44     8.90
Morgan Stanley           617484381 03/09/10 01/07/16    100.000     0.000    4.4482              0.143051   0.146233   0.149485   0.152810  0.156209     53.19    55.58
Morgan Stanley           617484530 11/30/09 05/28/15    100.000     0.000    3.9207              0.127184   0.129677   0.132219                          46.40    19.44
Morgan Stanley           617484621 11/06/09 11/06/14    100.000     0.000    4.0719              0.132900   0.135606                                     41.02         
Morgan Stanley           617484779 09/30/09 03/27/15    100.000     0.000    4.2843              0.140952   0.143971   0.147055                          51.86    12.65
Morgan Stanley           61755S172 06/04/12 05/30/17    100.000     0.000    5.5376              0.166858   0.171478   0.176226   0.181106  0.186120     61.19    64.63
Morgan Stanley           61755S354 07/03/12 02/27/17    100.000     0.000    4.7356              0.138827   0.142114   0.145479   0.148924  0.152450     51.39    53.86
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           61755S412 08/02/12 07/30/18    100.000     0.000    4.5511              0.132207   0.135215   0.138292   0.141439  0.144657     49.05    51.31
Morgan Stanley           61755S537 08/08/12 08/10/15    100.000     0.000    3.4078              0.097934   0.099603   0.101300   0.103026               36.03    22.50
Morgan Stanley           61755S552 08/17/12 10/17/17    100.000     0.000    4.2529              0.124088   0.126726   0.129421   0.132173  0.134984     45.54    47.50
Morgan Stanley           61758S260 09/04/14 02/28/22    100.000     0.000    3.2753                                    0.090480   0.090430  0.092921     10.77    33.32
Morgan Stanley           61758S559 09/02/14 07/03/23    100.000     0.000    3.4567                                    0.096020   0.097136  0.098815     11.43    35.27
Morgan Stanley           61758S625 10/03/14 03/31/22    100.000     0.000    3.6906                                    0.102517   0.104388  0.106314      9.02    37.59
Morgan Stanley           61759G273 02/01/11 02/02/15    100.000     0.000    3.1466              0.094512   0.095999   0.097509                          34.74     3.02
Morgan Stanley           61759G588 07/23/10 07/22/16    100.000     0.000    4.6755              0.149173   0.152661   0.156229   0.159882  0.163619     55.45    58.07
Morgan Stanley           61759G612 08/30/10 08/25/16    100.000     0.000    4.0488              0.126770   0.129336   0.131954   0.134626  0.137351     46.75    48.66
Morgan Stanley           61759G653 07/30/10 03/30/17    100.000     0.000    5.0431              0.164033   0.168169   0.172409   0.176757  0.181214     60.56    63.65
Morgan Stanley           61759G844 06/29/10 06/24/16    100.000     0.000    5.4889              0.184149   0.189203   0.194396   0.199731  0.205212     67.28    71.02
Morgan Stanley           61760E119 07/12/11 07/10/14    100.000     0.000    2.5371              0.074111   0.075052                                     14.18         
Morgan Stanley           61760E226 08/31/11 08/31/17    100.000     0.000    5.0772              0.155048   0.156392   0.163020   0.164433  0.170460     57.82    60.68
Morgan Stanley           61760E309 02/25/11 02/22/18    100.000     0.000    4.9086              0.153863   0.157639   0.161508   0.165472  0.169533     57.06    59.89
Morgan Stanley           61760E341 06/29/11 06/24/26    100.000     1.000    5.3273              0.164768   0.168417   0.172163   0.176009  0.179957     60.02    62.73
Morgan Stanley           61760E366 06/30/11 06/30/17    100.000     0.000    3.7941              0.115777   0.117973   0.120211   0.122492  0.124815     42.08    43.69
Morgan Stanley           61760E481 07/29/11 07/29/16    100.000     0.000    3.9112              0.117396   0.119692   0.122033   0.124419  0.126853     43.38    45.09
Morgan Stanley           61760E499 07/29/11 07/31/17    100.000     0.000    4.2685              0.129054   0.131808   0.134621   0.137495  0.140429     47.80    49.86
Morgan Stanley           61760E630 05/27/11 05/24/17    100.000     0.000    3.9896              0.122289   0.124728   0.127216   0.129754  0.132343     44.65    46.44
Morgan Stanley           61760P650 09/29/11 12/22/17    100.000     0.000    6.0586              0.192282   0.198107   0.204108   0.210291  0.216661     70.38    74.70
Morgan Stanley           61760P692 09/30/11 09/29/17    100.000     1.000    6.0171              0.184662   0.189382   0.194244   0.199253  0.204412     68.21    71.76
Morgan Stanley           61760P825 09/30/11 09/29/17    100.000     1.000    6.0418              0.185509   0.190274   0.195182   0.200240  0.205449     68.53    72.12
Morgan Stanley           61760QAB0 02/29/12 02/29/32    100.000    VARIES    5.1013              0.130301   0.124514   0.122761   0.116908  0.117926     45.57    43.14
Morgan Stanley           61760QAC8 02/29/12 02/29/32    100.000    VARIES    5.1024              0.136838   0.133188   0.134645   0.131693  0.132355     49.00    48.32
Morgan Stanley           61760QAE4 02/28/12 02/28/17    100.000    VARIES    3.1265              0.015527   0.015512   0.016016   0.016001  0.016430      5.72     5.89
Morgan Stanley           61760QAG9 03/15/12 03/15/32    100.000    VARIES    5.5709              0.144179   0.140458   0.136633   0.132701  0.132058     50.43    48.00
Morgan Stanley           61760QAK0 03/30/12 03/30/32    100.000    VARIES    5.8740              0.152770   0.149099   0.145320   0.141429  0.137425     53.66    50.90
Morgan Stanley           61760QAM6 03/16/12 03/16/17    100.000    VARIES    3.6245              0.028867   0.028047   0.028556   0.029073  0.029600     10.21    10.48
Morgan Stanley           61760QAN4 03/30/12 03/30/32    100.000    VARIES    6.0912              0.161591   0.158899   0.157127   0.155301  0.153420     57.28    55.90
Morgan Stanley           61760QAP9 03/30/12 03/30/27    100.000    VARIES    5.8450              0.149439   0.144876   0.143233   0.141542  0.139801     52.41    50.95
Morgan Stanley           61760QAR5 03/30/12 03/30/17    100.000    VARIES    3.2447              0.018482   0.018782   0.019087   0.019397  0.019711      6.76     6.98
Morgan Stanley           61760QAU8 03/30/12 03/30/17    100.000    VARIES    3.2451              0.018493   0.018793   0.019078   0.019408  0.019723      6.77     6.99
Morgan Stanley           61760QAW4 04/30/12 04/30/32    100.000    VARIES    5.9580              0.155165   0.151512   0.147751   0.143877  0.139888     54.75    52.01
Morgan Stanley           61760QAX2 04/16/12 04/16/16    100.000    VARIES    2.9299              0.018448   0.018718   0.018992   0.019270  0.019553      6.73     6.93
Morgan Stanley           61760QAY0 04/16/12 04/16/19    100.000    VARIES    3.3327              0.013496   0.013721   0.013949   0.014182  0.014418      4.93     5.10
Morgan Stanley           61760QBA1 04/30/12 04/30/17    100.000    VARIES    3.6147              0.028620   0.027810   0.028312   0.028824  0.029345     10.14    10.35
Morgan Stanley           61760QBB9 04/30/12 04/30/32    100.000    VARIES    6.3756              0.168295   0.164083   0.159735   0.155250  0.153213     59.31    56.30
Morgan Stanley           61760QBC7 04/30/12 04/30/17    100.000    VARIES    3.3427              0.020846   0.021195   0.021549   0.021909  0.022275      7.61     7.87
Morgan Stanley           61760QBE3 05/21/12 05/21/21    100.000    VARIES    3.6558              0.015186   0.014138   0.014397   0.014660  0.014928      5.25     5.25
Morgan Stanley           61760QBG8 05/16/12 05/16/22    100.000    VARIES    3.9370              0.023779   0.022698   0.021597   0.020473  0.020876      8.27     7.54
Morgan Stanley           61760QBH6 05/31/12 05/31/27    100.000    VARIES    6.1477              0.160597   0.156995   0.153282   0.149456  0.147715     56.94    54.32
Morgan Stanley           61760QBJ2 05/31/12 05/31/27    100.000    VARIES    6.1477              0.160597   0.156995   0.153282   0.149456  0.147715     56.94    54.32
Morgan Stanley           61760QBK9 05/30/12 05/30/17    100.000    VARIES    3.9102              0.035982   0.034877   0.035559   0.036254  0.036963     12.74    12.97
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           61760QBM5 06/15/12 06/15/19    100.000    VARIES    4.3021              0.019878   0.018732   0.019134   0.019546  0.019967      6.94     6.98
Morgan Stanley           61760QBN3 06/15/12 06/15/15    100.000    VARIES    3.3237              0.021778   0.022140   0.022508                           7.92     3.69
Morgan Stanley           61760QBP8 06/20/12 06/20/17    100.000    VARIES    4.3857              0.009744   0.009407   0.009613   0.009824  0.010039      3.45     3.50
Morgan Stanley           61760QBR4 08/02/12 08/02/19    100.000    VARIES    3.6421              0.014363   0.014625   0.014891   0.015162  0.015439      5.30     5.49
Morgan Stanley           61760QBS2 07/20/12 07/20/17    100.000    VARIES    3.6336              0.015241   0.015518   0.015799   0.016087  0.016379      5.63     5.83
Morgan Stanley           61760QBU7 08/14/12 08/14/17    100.000    VARIES    3.5375              0.012979   0.013208   0.013442   0.013680  0.013922      4.78     4.95
Morgan Stanley           61760QBV5 08/31/12 09/01/19    100.000    VARIES    3.6020              0.015380   0.014691   0.013990   0.014242  0.014499      5.25     5.14
Morgan Stanley           61760QBW3 08/28/12 02/29/16    100.000    VARIES    2.4781              0.027414   0.027302   0.028098   0.027982  0.028640     10.07    10.30
Morgan Stanley           61760QBY9 10/15/12 10/15/24    100.000    VARIES    4.4801              0.122536   0.123081   0.123639   0.124209  0.124374     44.29    44.67
Morgan Stanley           61760QBZ6 10/10/12 10/10/24    100.000    VARIES    4.6394              0.128404   0.128160   0.127912   0.128223  0.128543     46.14    46.16
Morgan Stanley           61760QCB8 11/28/12 11/28/27    100.000    VARIES    4.4678              0.127225   0.128836   0.130483   0.131995  0.133540     46.20    47.35
Morgan Stanley           61760QCD4 12/28/12 12/28/22    100.000    VARIES    2.1576              0.008007   0.008094   0.008181   0.008269  0.008359      2.90     2.96
Morgan Stanley           61760QCG7 01/31/13 01/31/23    100.000    VARIES    2.1325              0.009709   0.008780   0.008874   0.008969  0.009064      3.20     3.24
Morgan Stanley           61760QCJ1 02/15/13 02/15/18    100.000    VARIES    1.6302              0.009153   0.008855   0.008927   0.009000  0.009070      3.21     3.25
Morgan Stanley           61760QCK8 02/28/13 03/01/23    100.000    VARIES    1.9098              0.009543   0.008727   0.008811   0.008895  0.008980      3.20     3.21
Morgan Stanley           61760QCQ5 06/28/13 06/28/28    100.000    VARIES    3.9695              0.107493   0.104664   0.101780   0.098838  0.098231     38.17    36.10
Morgan Stanley           61760QCR3 06/07/13 06/07/20    100.000    VARIES    1.7753              0.011971   0.011714   0.011454   0.011192  0.011292      4.25     4.07
Morgan Stanley           61760QCS1 06/07/13 06/07/28    100.000    VARIES    4.0271              0.109084   0.106247   0.103352   0.100399  0.099727     38.62    36.59
Morgan Stanley           61760QCT9 06/28/13 06/28/28    100.000    VARIES    4.5851              0.123598   0.119745   0.115803   0.111772  0.110969     43.78    40.95
Morgan Stanley           61760QCV4 06/28/13 06/28/28    100.000    VARIES    4.3010              0.116069   0.112591   0.111565   0.110516  0.109445     41.15    39.97
Morgan Stanley           61760QCW2 06/28/13 06/28/28    100.000    VARIES    4.2810              0.115518   0.112045   0.111026   0.109986  0.108923     40.95    39.78
Morgan Stanley           61760QCY8 07/31/13 07/31/28    100.000    VARIES    4.5083              0.125232   0.121794   0.118278   0.117001  0.115696     43.41    41.96
Morgan Stanley           61760QCZ5 07/31/13 07/31/33    100.000    VARIES    4.4981              0.124948   0.121511   0.117996   0.115860  0.113676     43.31    41.44
Morgan Stanley           61760QDB7 08/19/13 08/19/33    100.000    VARIES    4.7352              0.131534   0.128713   0.125825   0.122868  0.119842     46.09    43.97
Morgan Stanley           61760QDD3 08/19/13 08/19/33    100.000    VARIES    4.5465              0.126293   0.122850   0.119328   0.115726  0.112042     43.93    41.35
Morgan Stanley           61760QDE1 08/28/13 08/28/33    100.000    VARIES    4.4981              0.124949   0.121511   0.117997   0.114403  0.110729     43.51    40.94
Morgan Stanley           61760QDH4 09/06/13 09/06/21    100.000    VARIES    2.3953              0.010981   0.010143   0.009295   0.009407  0.009519      3.61     3.39
Morgan Stanley           61760QDL5 09/26/13 09/26/33    100.000    VARIES    4.6879              0.130220   0.126761   0.123221   0.119599  0.115891     45.59    43.01
Morgan Stanley           61760QDR2 11/27/13 11/27/33    100.000    VARIES    4.4301              0.123061   0.120146   0.117167   0.114122  0.111010     43.58    41.42
Morgan Stanley           61760QEC4 03/31/14 03/31/34    100.000    VARIES    4.3148                         0.119857   0.117643   0.115381  0.113070     32.28    41.53
Morgan Stanley           61760QEZ3 09/17/14 09/17/34    100.000    VARIES    2.6674                                    0.014763   0.014155  0.013538      1.54     5.08
Morgan Stanley           61760QFH2 10/30/14 10/30/24    100.000    VARIES    2.1051                                    0.058477   0.057662  0.056839      3.57    20.81
Morgan Stanley           61760S126 02/05/14 07/31/19    100.000     0.000    2.4498                         0.068053   0.068868   0.069711  0.070565     22.38    25.20
Morgan Stanley           61760S134 02/05/14 01/29/21    100.000     0.000    3.2801                         0.091114   0.092559   0.094077  0.095620     29.92    34.06
Morgan Stanley           61760S282 03/04/14 02/26/21    100.000     0.000    3.1843                         0.088454   0.089800   0.091230  0.092682     26.44    32.95
Morgan Stanley           61760S522 04/03/14 03/31/21    100.000     0.000    3.3224                         0.092291   0.093798   0.095356  0.096941     24.87    34.33
Morgan Stanley           61760S613 03/18/14 09/20/21    100.000     0.000    3.4353              0.095427   0.095446   0.097085   0.098753  0.100449     27.18    35.59
Morgan Stanley           61760S621 03/18/14 07/18/22    100.000     0.000    3.7451                         0.104032   0.105331   0.107303  0.109312     29.65    38.92
Morgan Stanley           61760S738 05/05/14 10/29/21    100.000     0.000    3.5626                         0.098962   0.100666   0.102459  0.104285     23.46    36.79
Morgan Stanley           61760T132 10/31/11 10/31/17    100.000     1.000    5.8164              0.177824   0.182188   0.186678   0.191300  0.196055     65.34    68.61
Morgan Stanley           61760T173 11/28/11 11/24/17    100.000     0.000    6.9071              0.219612   0.227196   0.235043   0.243160  0.251558     81.00    86.69
Morgan Stanley           61760T199 11/18/11 11/21/17    100.000     1.000    6.1790              0.190343   0.195365   0.200543   0.205880  0.211383     69.84    73.59
Morgan Stanley           61760T439 02/21/12 02/21/18    100.000     0.000    4.6585              0.138658   0.141887   0.145192   0.148574  0.152035     51.35    53.77
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           61760T488 03/02/12 02/27/18    100.000     0.000    5.0972              0.152589   0.156477   0.160465   0.164555  0.168749     56.61    59.53
Morgan Stanley           61760T512 04/03/12 03/30/16    100.000     0.000    4.2972              0.127183   0.129916   0.132707   0.135559  0.138471     46.78    48.81
Morgan Stanley           61760T660 05/02/12 04/27/17    100.000     0.000    4.7658              0.141984   0.145367   0.148831   0.152378  0.156009     52.16    54.68
Morgan Stanley           61761H764 12/04/12 12/05/16    100.000     0.000    2.5669              0.073152   0.074091   0.075041   0.076005  0.076980     26.55    27.24
Morgan Stanley           61761H806 12/04/12 07/03/18    100.000     0.000    2.8586              0.080728   0.081881   0.083052   0.084239  0.085443     29.68    30.54
Morgan Stanley           61761H822 01/03/13 02/27/17    100.000     0.000    2.2436              0.063235   0.063945   0.064662   0.065387  0.066121     23.07    23.59
Morgan Stanley           61761JAG4 12/27/12 12/27/19    100.000     0.000    3.0561              0.087507   0.088844   0.090202   0.091580  0.092980     31.75    32.73
Morgan Stanley           61761JAL3 12/27/12 12/27/32    100.000    VARIES    4.4695              0.120348   0.118380   0.116369   0.115538  0.114688     42.96    41.74
Morgan Stanley           61761JAM1 12/27/12 12/27/32    100.000    VARIES    4.4777              0.123160   0.122528   0.121882   0.122014  0.122149     44.22    43.90
Morgan Stanley           61761JAY5 01/31/13 07/31/20    100.000     0.000    3.2934              0.092990   0.094521   0.096078   0.097660  0.099268     34.22    35.35
Morgan Stanley           61761JBB4 01/31/13 01/31/33    100.000    VARIES    4.4962              0.123195   0.121455   0.119676   0.117857  0.117122     43.51    42.37
Morgan Stanley           61761JBC2 01/31/13 01/31/33    100.000    VARIES    4.5027              0.124361   0.123632   0.122885   0.122122  0.122223     44.42    44.00
Morgan Stanley           61761JBJ7 01/14/13 01/14/28    100.000    VARIES    4.1941              0.114754   0.112969   0.111146   0.110312  0.109461     40.39    39.58
Morgan Stanley           61761JBK4 01/30/13 01/28/33    100.000    VARIES    4.6735              0.127553   0.125208   0.122808   0.120352  0.119394     44.77    43.25
Morgan Stanley           61761JBZ1 02/28/13 02/28/33    100.000    VARIES    4.3576              0.119605   0.116877   0.118008   0.115272  0.116564     42.96    42.39
Morgan Stanley           61761JCA5 02/28/13 02/28/33    100.000    VARIES    4.3507              0.118257   0.114389   0.114269   0.110381  0.110788     41.96    40.56
Morgan Stanley           61761JCB3 02/28/13 02/28/33    100.000    VARIES    4.3518              0.118600   0.115041   0.115261   0.111686  0.112237     42.22    41.04
Morgan Stanley           61761JCC1 02/28/13 08/28/20    100.000     0.000    2.9762              0.083903   0.085152   0.086419   0.087705  0.089010     30.74    31.66
Morgan Stanley           61761JCN7 02/21/13 02/18/33    100.000    VARIES    4.4837              0.122976   0.121341   0.119669   0.117959  0.117220     43.54    42.45
Morgan Stanley           61761JDB2 02/20/13 02/18/33    100.000    VARIES    4.5200              0.123618   0.121613   0.119563   0.117466  0.116754     43.60    42.29
Morgan Stanley           61761JEU9 04/30/13 04/29/33    100.000    VARIES    3.9393              0.107902   0.106338   0.104744   0.103118  0.102472     38.37    37.27
Morgan Stanley           61761JGF0 05/08/13 05/06/33    100.000    VARIES    3.9967              0.109880   0.108704   0.107504   0.106281  0.105668     39.21    38.38
Morgan Stanley           61761JGH6 05/30/13 05/31/33    100.000    VARIES    4.3438              0.117901   0.115806   0.114953   0.112811  0.112210     42.56    41.48
Morgan Stanley           61761JGS2 05/24/13 05/24/33    100.000    VARIES    4.1821              0.114470   0.112735   0.110964   0.109155  0.108552     40.77    39.53
Morgan Stanley           61761JHD4 06/28/13 06/28/33    100.000    VARIES    5.2916              0.145025   0.143008   0.140938   0.138813  0.137899     51.83    50.35
Morgan Stanley           61761JHJ1 06/28/13 06/28/21    100.000     0.000    4.0231              0.114002   0.116296   0.118635   0.121021  0.123456     41.47    43.15
Morgan Stanley           61761JJB6 06/18/13 06/18/32    100.000    VARIES    4.7372              0.130318   0.129016   0.127682   0.126318  0.125695     46.65    45.69
Morgan Stanley           61761JJF7 06/25/13 06/25/21    100.000     0.000    N/A                 0.111425   0.113617   0.115852   0.118131  0.120454     40.53    42.14
Morgan Stanley           61761JJP5 07/31/13 07/29/33    100.000    VARIES    4.8132              0.133703   0.132049   0.130346   0.128602  0.126816     47.33    46.07
Morgan Stanley           61761JJW0 07/31/13 01/29/21    100.000     0.000    3.5967              0.099910   0.101697   0.103526   0.105388  0.107283     36.84    38.18
Morgan Stanley           61761JJY6 07/15/13 07/15/33     99.000    VARIES    4.8838              0.134306   0.133094   0.131853   0.130582  0.129279     47.72    46.81
Morgan Stanley           61761JKJ7 08/30/13 02/26/21    100.000     0.000    3.7093              0.103038   0.104906   0.106852   0.108834  0.110852     37.91    39.32
Morgan Stanley           61761JKL2 08/30/13 08/30/33    100.000    VARIES    5.0532              0.138824   0.136386   0.135403   0.132897  0.131086     49.80    48.43
Morgan Stanley           61761JKY4 09/30/13 09/30/33    100.000    VARIES    4.8148              0.133745   0.132123   0.130461   0.128760  0.127018     47.56    46.35
Morgan Stanley           61761JLF4 09/30/13 09/30/20    100.000     0.000    3.4026              0.094518   0.096126   0.097761   0.099425  0.101116     34.61    35.80
Morgan Stanley           61761JLU1 09/30/13 09/30/33    100.000    VARIES    4.8741              0.135394   0.134205   0.132986   0.131738  0.130460     48.31    47.42
Morgan Stanley           61761JLY3 10/31/13 10/31/33    100.000    VARIES    4.7081              0.130783   0.129084   0.127345   0.125566  0.123744     46.57    45.30
Morgan Stanley           61761JMC0 10/31/13 10/29/21    100.000     0.000    3.4604              0.096123   0.097777   0.099469   0.101190  0.102940     35.11    36.33
Morgan Stanley           61761JMW6 11/29/13 03/29/22    100.000     0.000    3.7205              0.103349   0.104631   0.106577   0.108560  0.110579     37.73    39.09
Morgan Stanley           61761JMZ9 12/26/13 06/27/22    100.000     0.000    3.9456              0.109614   0.111777   0.113982   0.116231  0.118524     39.87    41.46
Morgan Stanley           61761JNF2 12/26/13 12/27/33    100.000    VARIES    4.7411              0.130244   0.128075   0.127278   0.125055  0.123492     47.13    46.03
Morgan Stanley           61761JQC6 04/30/14 10/30/20    100.000     0.000    3.2667                         0.090742   0.092224   0.093730  0.095261     21.96    33.66
Morgan Stanley           61761JQT9 05/30/14 11/30/20    100.000     0.000    3.1488              0.086507   0.086042   0.087877   0.088773  0.090171     18.64    32.31
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           61761JRH4 06/30/14 06/30/21    100.000     0.000    3.0261                         0.084058   0.085330   0.086621  0.087932     15.22    30.95
Morgan Stanley           61761JUW7 11/25/14 11/25/20    100.000     0.000    3.1262                                    0.086840   0.088197  0.089576      3.13    31.61
Morgan Stanley           61761M201 01/04/13 01/02/18    100.000     0.000    2.5385              0.071400   0.072307   0.073224   0.074154  0.075095     26.19    26.86
Morgan Stanley           61761S125 06/04/14 11/29/19    100.000     0.000    2.7571                         0.076587   0.077614   0.078683  0.079768     15.89    28.20
Morgan Stanley           61761S331 07/03/14 12/31/21    100.000     0.000    3.3219                         0.092275   0.093791   0.095349  0.096932     16.52    34.05
Morgan Stanley           61761S562 07/03/14 07/03/19    100.000     0.000    2.3357                                    0.064882   0.065640  0.066406     11.55    23.77
Morgan Stanley           61761S661 08/05/14 04/30/20    100.000     0.000    2.9148                         0.080968   0.081532   0.082720  0.083926     11.94    29.71
Morgan Stanley           61761S679 08/05/14 01/31/22    100.000     0.000    3.4469                                    0.093667   0.096816  0.096879     13.96    35.25
Morgan Stanley           61762E190 05/03/13 08/03/18    100.000     0.000    2.0678              0.057738   0.058335   0.058938   0.059548  0.060164     21.07    21.51
Morgan Stanley           61762E299 06/05/13 05/29/20    100.000     0.000    N/A                 0.087292   0.088643   0.090015   0.091409  0.092824     31.76    32.75
Morgan Stanley           61762GAG9 11/05/13 04/29/19    100.000     0.000    2.4701              0.068616   0.069435   0.070292   0.071161  0.072040     24.95    25.57
Morgan Stanley           61762GAM6 11/27/13 05/27/21    100.000     0.000    3.3897              0.094160   0.095756   0.097379   0.099030  0.100708     34.29    35.47
Morgan Stanley           61762GAN4 12/04/13 12/07/20    100.000     0.000    3.3435              0.092902   0.094455   0.096034   0.097639  0.099272     33.80    34.94
Morgan Stanley           61762GAS3 01/03/14 12/31/20    100.000     0.000    3.4767              0.096578   0.098229   0.099936   0.101674  0.103441     34.88    36.29
Morgan Stanley           61762GAT1 12/26/13 06/28/19    100.000     0.000    2.5339              0.070397   0.071289   0.072192   0.073107  0.074033     25.51    26.16
Morgan Stanley           61762GBE3 03/11/14 03/04/24    100.000    VARIES    3.8517                         0.106993   0.107913   0.108889  0.109420     31.14    39.20
Morgan Stanley           61762GBF0 03/31/14 03/29/29    100.000    VARIES    4.2965                         0.119349   0.120580   0.121845  0.123138     32.46    43.87
Morgan Stanley           61762P146 08/05/13 06/29/18    100.000     0.000    2.9164              0.081957   0.083152   0.084365   0.085595  0.086843     29.72    30.60
Morgan Stanley           61762P286 08/05/13 08/05/20    100.000     0.000    3.6083              0.100231   0.102039   0.103880   0.105754  0.107662     36.94    38.29
Morgan Stanley           61762P443 09/05/13 08/31/18    100.000     0.000    3.0417              0.084027   0.083879   0.086566   0.086450  0.088729     30.96    31.84
Morgan Stanley           61762P476 08/09/13 08/09/23    100.000     0.000    4.3446              0.120685   0.123306   0.125985   0.128722  0.131518     44.67    46.63
Morgan Stanley           61762P807 10/03/13 09/28/18    100.000     0.000    2.7818              0.077273   0.078318   0.079407   0.080511  0.081631     28.20    28.99
Morgan Stanley           61762W265 11/05/13 04/30/19    100.000     0.000    2.9687              0.082466   0.083656   0.084898   0.086158  0.087437     30.05    30.95
Morgan Stanley           61762W505 12/04/13 08/30/19    100.000     0.000    2.9200              0.080222   0.080334   0.081955   0.082697  0.083905     29.52    30.29
Morgan Stanley           61762W539 11/20/13 11/20/20    100.000     0.000    3.3853              0.094038   0.095630   0.097249   0.098895  0.100569     34.27    35.44
Morgan Stanley           61762W604 12/04/13 12/04/20    100.000     0.000    3.3450              0.092917   0.094471   0.096051   0.097658  0.099291     33.81    34.96
Morgan Stanley           61762W703 01/03/14 12/31/19    100.000     0.000    3.0245              0.084016   0.085266   0.086555   0.087864  0.089193     30.31    31.40
Morgan Stanley           61764C275 11/05/14 04/29/22    100.000     0.000    3.5062                                    0.097396   0.099046  0.100783      5.45    35.57
Morris CNTY Improv Auth  618027AS5 02/18/10 08/15/14    100.000     0.000    2.8538              0.087520   0.088768                                     19.83         
Morris CNTY Improv Auth  618027AT3 02/18/10 08/15/15    100.000     0.000    3.0318              0.093547   0.094965   0.096405   0.097866               34.32    21.86
Morris CNTY Improv Auth  618027AU0 02/18/10 08/15/16    100.000     0.000    3.4140              0.106733   0.108555   0.110408   0.112293  0.114210     39.25    40.60
Morris CNTY Improv Auth  618027AV8 02/18/10 08/15/17    100.000     0.000    3.6588              0.115350   0.117461   0.119610   0.121798  0.124026     42.49    44.05
Morris CNTY Improv Auth  618027AW6 02/18/10 08/15/18    100.000     0.000    3.8475              0.122089   0.124437   0.126831   0.129271  0.131758     45.02    46.77
Morris CNTY Improv Auth  618027AX4 02/18/10 08/15/19    100.000     0.000    3.8535              0.122304   0.124661   0.127063   0.129511  0.132006     45.10    46.86
Morris CNTY Improv Auth  618027AY2 02/18/10 08/15/20    100.000     0.000    3.8574              0.122444   0.124805   0.127212   0.129666  0.132167     45.15    46.91
Morris CNTY Improv Auth  618027AZ9 02/18/10 08/15/21    100.000     0.000    3.8593              0.122514   0.124878   0.127288   0.129744  0.132248     45.18    46.94
Morris CNTY Improv Auth  618027BA3 02/18/10 08/15/22    100.000     0.000    3.8595              0.122520   0.124884   0.127294   0.129750  0.132254     45.18    46.94
Morris CNTY Improv Auth  618027BB1 02/18/10 08/15/23    100.000     0.000    3.8580              0.122466   0.124829   0.127237   0.129691  0.132193     45.16    46.92
Morris CNTY Improv Auth  618027BC9 02/18/10 08/15/24    100.000     0.000    3.8550              0.122359   0.124718   0.127122   0.129572  0.132069     45.12    46.88
Morris CNTY Improv Auth  618027BD7 02/18/10 08/15/25    100.000     0.000    3.8507              0.122202   0.124555   0.126953   0.129398  0.131889     45.06    46.81
Multnomah County, OR     625506HJ2 12/08/99 06/01/14     33.298     0.000    7.7399   635.97     0.206988                                                31.05         
Multnomah County, OR     625506HK9 12/08/99 06/01/15     30.863     0.000    7.7399   589.46     0.191852   0.199276   0.206988                          70.86    31.05
Multnomah County, OR     625506HL7 12/08/99 06/01/16     28.606     0.000    7.7399   546.36     0.177822   0.184704   0.191852   0.199277  0.206989     65.68    70.86
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Multnomah County, OR     625506HN3 12/08/99 06/01/20     21.112     0.000    7.7400   403.23     0.131241   0.136320   0.141595   0.147075  0.152767     48.47    52.30
Multnomah County, OR     625506HP8 12/08/99 06/01/21     19.568     0.000    7.7400   373.75     0.121643   0.126351   0.131241   0.136320  0.141596     44.93    48.47
Multnomah County, OR     625506HQ6 12/08/99 06/01/22     18.137     0.000    7.7400   346.41     0.112748   0.117111   0.121643   0.126351  0.131241     41.64    44.93
Multnomah County, OR     625506HR4 12/08/99 06/01/23     16.811     0.000    7.7399   321.08     0.104502   0.108546   0.112747   0.117111  0.121643     38.60    41.64
Multnomah County, OR     625506HS2 12/08/99 06/01/24     15.582     0.000    7.7399   297.60     0.096860   0.100608   0.104502   0.108546  0.112747     35.77    38.60
Multnomah County, OR     625506HT0 12/08/99 06/01/25     14.442     0.000    7.7400   275.84     0.089777   0.093252   0.096860   0.100609  0.104503     33.16    35.77
Multnomah County, OR     625506HU7 12/08/99 06/01/26     13.386     0.000    7.7400   255.67     0.083212   0.086432   0.089777   0.093251  0.096860     30.73    33.16
Multnomah County, OR     625506HV5 12/08/99 06/01/27     12.407     0.000    7.7400   236.97     0.077127   0.080112   0.083212   0.086432  0.089777     28.49    30.73
Multnomah County, OR     625506HW3 12/08/99 06/01/28     11.500     0.000    7.7399   219.64     0.071487   0.074253   0.077127   0.080112  0.083212     26.40    28.49
Multnomah County, OR     625506HX1 12/08/99 06/01/29     10.659     0.000    7.7399   203.58     0.066259   0.068823   0.071487   0.074253  0.077127     24.47    26.40
Multnomah County, OR     625506HY9 12/08/99 06/01/30      9.879     0.000    7.7401   188.69     0.061413   0.063790   0.066259   0.068823  0.071486     22.68    24.47
National Rural Utilities 637432KV6 02/06/08 12/15/23     87.915     0.000    0.8138    43.18     0.020843   0.020928   0.021013   0.021098  0.021184      7.52     7.58
National Rural Utilities 637432LC7 02/06/08 12/15/14     93.808     0.000    0.9341    53.05     0.025708   0.025828                                      8.87         
National Rural Utilities 637432LD5 02/06/08 12/15/15     93.011     0.000    0.9240    52.02     0.025200   0.025316   0.025433   0.025551                9.10     8.77
National Rural Utilities 637432LE3 02/06/08 12/15/16     92.647     0.000    0.8640    48.37     0.023387   0.023488   0.023590   0.023692  0.023794      8.44     8.51
National Rural Utilities 637432LF0 02/06/08 12/15/17     92.124     0.000    0.8338    46.38     0.022404   0.022498   0.022591   0.022686  0.022780      8.09     8.15
National Rural Utilities 637432LG8 02/06/08 12/15/18     91.459     0.000    0.8238    45.48     0.021964   0.022055   0.022146   0.022237  0.022328      7.93     7.99
National Rural Utilities 637432LH6 02/06/08 12/15/19     90.603     0.000    0.8339    45.62     0.022036   0.022128   0.022220   0.022313  0.022406      7.95     8.02
National Rural Utilities 637432LJ2 02/06/08 12/15/20     90.083     0.000    0.8138    44.24     0.021358   0.021445   0.021532   0.021620  0.021708      7.71     7.77
National Rural Utilities 637432LK9 02/06/08 12/15/21     89.231     0.000    0.8238    44.38     0.021428   0.021517   0.021605   0.021694  0.021784      7.73     7.80
National Rural Utilities 637432LL7 02/06/08 12/15/22     88.108     0.000    0.8538    45.45     0.021968   0.022062   0.022156   0.022251  0.022346      7.93     8.00
Natixis US MTN LLC       63873HJT2 12/27/13 12/27/33    100.000    VARIES    4.8025              0.133405   0.127771   0.122001   0.120460  0.118882     46.97    43.63
Natixis US MTN LLC       63873HKA1 07/31/13 07/31/28    100.000    VARIES    4.2606              0.118350   0.114954   0.111485   0.107943  0.104325     40.96    38.42
Natixis US MTN LLC       63873HKC7 04/30/14 04/30/34    100.000    VARIES    4.2409                         0.117804   0.113823   0.109757  0.108160     28.15    39.90
Natixis US MTN LLC       63873HLN2 08/29/13 08/29/33    100.000    VARIES    4.5781              0.125085   0.120791   0.115063   0.114897  0.112841     43.62    41.69
Natixis US MTN LLC       63873HLS1 09/30/13 09/30/28    100.000    VARIES    4.4223              0.122842   0.119416   0.115914   0.114745  0.113549     42.98    41.30
Natixis US MTN LLC       63873HLU6 07/31/14 07/31/34    100.000    VARIES    3.9932                                    0.110923   0.107592  0.104194     16.75    38.32
Natixis US MTN LLC       63873HLX0 02/28/14 02/28/29    100.000    VARIES    4.1176                         0.111894   0.110403   0.105244  0.105144     34.17    38.70
Natixis US MTN LLC       63873HME1 10/31/13 10/31/33    100.000    VARIES    4.5707              0.126966   0.123360   0.119673   0.117038  0.114343     44.61    42.28
Natixis US MTN LLC       63873HMF8 03/31/14 03/31/34    100.000    VARIES    4.1471                         0.115198   0.111827   0.108386  0.106407     30.91    39.15
Natixis US MTN LLC       63873HMU5 08/29/14 08/29/29    100.000    VARIES    3.5626                                    0.097340   0.096829  0.094724     12.17    35.11
Natixis US MTN LLC       63873HMW1 11/27/13 11/27/33    100.000    VARIES    4.5648              0.126802   0.123356   0.119831   0.117818  0.115758     44.79    42.64
Navistar Intl Corp.      63934EAL2 10/28/09 10/15/14     78.000     3.000    8.5279   178.80     0.141251   0.147274                                     41.20         
Network Associates, Inc. 640938AA4 02/13/98 02/13/18     39.106     0.000    4.7500   433.25     0.106818   0.109355   0.111953   0.114611  0.117333     39.62    41.52
NJ Econ Dev Auth         64578JAA4 12/22/05 07/01/15     60.170     0.000    5.4048   321.42     0.138592   0.142338   0.146184                          50.57    26.31
NJ Econ Dev Auth         64578JAB2 12/22/05 07/01/16     56.811     0.000    5.4449   306.21     0.132241   0.135841   0.139540   0.143339               48.25    50.92
NJ Econ Dev Auth         64578JAC0 12/22/05 07/01/17     53.569     0.000    5.4898   291.64     0.126165   0.129628   0.133186   0.136842               46.04    48.61
NJ Econ Dev Auth         64578JAD8 12/22/05 07/01/18     50.436     0.000    5.5399   277.63     0.120340   0.123673   0.127099   0.130619               43.92    46.39
NJ Econ Dev Auth         64578JAE6 12/22/05 07/01/19     47.535     0.000    5.5748   263.67     0.114444   0.117634   0.120913   0.124283               41.77    44.14
NJ Econ Dev Auth         64578JAF3 09/07/07 07/01/15     62.947     0.000    6.0088   285.55     0.152729   0.157318   0.162044                          55.81    29.17
NJ Econ Dev Auth         64578JAG1 09/07/07 07/01/16     59.024     0.000    6.0689   270.93     0.145177   0.149583   0.154122   0.158799               53.06    56.33
NJ Econ Dev Auth         64578JAH9 09/07/07 07/01/17     55.019     0.000    6.1789   257.97     0.138711   0.142996   0.147414   0.151969               50.71    53.89
NJ Econ Dev Auth         64578JAJ5 09/07/07 07/01/18     51.284     0.000    6.2689   244.63     0.131904   0.136038   0.140302   0.144700               48.23    51.30
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
NJ Econ Dev Auth         64578JAK2 09/07/07 07/01/19     47.828     0.000    6.3391   231.19     0.124928   0.128887   0.132973   0.137187               45.69    48.63
NJ Econ Dev Auth         64578JAL0 09/07/07 07/01/20     44.269     0.000    6.4592   218.83     0.118692   0.122525   0.126482   0.130567               43.42    46.27
NJ Econ Dev Auth         64578JAM8 09/07/07 07/01/21     41.265     0.000    6.5092   205.87     0.111837   0.115477   0.119235   0.123116               40.92    43.62
NJ Econ Dev Auth         64578JAN6 09/07/07 07/01/22     38.760     0.000    6.4992   193.02     0.104823   0.108230   0.111747   0.115378               38.35    40.88
NJ Econ Dev Auth         64578JAP1 09/07/07 07/01/23     36.303     0.000    6.5092   181.12     0.098389   0.101592   0.104898   0.108312               36.00    38.38
NJ Econ Dev Auth         645913AS3 06/30/97 02/15/14     29.262     0.000    7.5292   698.51     0.201558                                                 8.87         
NJ Econ Dev Auth         645913AT1 06/30/97 02/15/15     27.085     0.000    7.5492   649.47     0.187641   0.194724   0.202074                          70.79     8.89
NJ Econ Dev Auth         645913AU8 06/30/97 02/15/16     25.082     0.000    7.5644   603.50     0.174526   0.181127   0.187978   0.195087  0.202466     65.85    70.92
NJ Econ Dev Auth         645913AV6 06/30/97 02/15/17     23.177     0.000    7.5895   560.82     0.162437   0.168601   0.174999   0.181639  0.188532     61.30    66.04
NJ Econ Dev Auth         645913AW4 06/30/97 02/15/18     21.450     0.000    7.6043   520.76     0.150974   0.156714   0.162672   0.168858  0.175278     56.97    61.39
NJ Econ Dev Auth         645913AX2 06/30/97 02/15/19     19.886     0.000    7.6095   483.35     0.140173   0.145506   0.151042   0.156789  0.162754     52.90    57.00
NJ Econ Dev Auth         645913AY0 06/30/97 02/15/20     18.435     0.000    7.6144   448.58     0.130130   0.135085   0.140228   0.145566  0.151108     49.11    52.92
NJ Econ Dev Auth         645913AZ7 06/30/97 02/15/21     17.088     0.000    7.6194   416.27     0.120796   0.125398   0.130175   0.135134  0.140283     45.59    49.13
NJ Econ Dev Auth         645913BA1 06/30/97 02/15/22     15.838     0.000    7.6244   386.26     0.112120   0.116394   0.120831   0.125438  0.130220     42.32    45.61
NJ Econ Dev Auth         645913BB9 06/30/97 02/15/23     14.678     0.000    7.6294   358.37     0.104057   0.108026   0.112147   0.116425  0.120867     39.28    42.33
NJ Econ Dev Auth         645913BC7 06/30/97 02/15/24     13.601     0.000    7.6346   332.46     0.096565   0.100251   0.104078   0.108051  0.112176     36.45    39.28
NJ Econ Dev Auth         645913BD5 06/30/97 02/15/25     12.602     0.000    7.6397   308.39     0.089604   0.093026   0.096580   0.100269  0.104099     33.82    36.46
NJ Econ Dev Auth         645913BE3 06/30/97 02/15/26     11.676     0.000    7.6446   286.04     0.083135   0.086313   0.089612   0.093038  0.096594     31.38    33.83
New Omaha Holdings Corp. 647579AA9 09/24/07 09/30/16    100.000    VARIES    N/A                 0.626025   0.662021   0.700087   0.740342  0.782912    238.59   266.81
New Plan Excel Realty TR 64806QAA2 10/30/09 01/15/14     67.500     7.970   19.6685   320.86     0.295863                                                 4.14         
New Plan Excel Realty TR 64806QAD6 10/30/09 01/15/14     67.500     7.650   19.2575   320.88     0.294113                                                 4.12         
New Plan Excel Realty TR 64806QAF1 10/30/09 01/15/14     67.500     7.680   19.2960   320.88     0.294277                                                 4.12         
New Plan Excel Realty TR 64806QAG9 10/30/09 01/15/14     67.500     7.680   19.2960   320.88     0.294277                                                 4.12         
New Plan Excel Realty TR 64806QAK0 10/30/09 01/15/14     67.500     6.900   18.2959   320.94     0.290024                                                 4.06         
New Plan Excel Realty TR 64806QAL8 10/30/09 01/15/14     67.500     6.900   18.2959   320.94     0.290024                                                 4.06         
NY State Dorm Auth       649902ZR7 10/20/09 09/15/25     86.380     5.800    7.2575    22.56     0.017210   0.017835   0.018482   0.019152  0.019847      6.44     6.92
Newark, NJ               6503667S0 04/10/03 04/01/22     30.037     0.000    6.4399   292.49     0.104375   0.107736   0.111205   0.114785  0.118481     38.79    41.33
Newark, NJ               6503667T8 04/10/03 04/01/23     28.029     0.000    6.4699   274.67     0.098149   0.101325   0.104602   0.107986  0.111480     36.49    38.88
Newark, NJ               6503667U5 04/10/03 04/01/24     26.193     0.000    6.4899   257.76     0.092192   0.095183   0.098272   0.101461  0.104753     34.27    36.54
Newark, NJ               6503667V3 04/10/03 04/01/25     24.468     0.000    6.5099   241.79     0.086561   0.089379   0.092288   0.095292  0.098394     32.18    34.31
Newark, NJ               6503667W1 04/10/03 04/01/26     22.848     0.000    6.5299   226.72     0.081242   0.083895   0.086634   0.089462  0.092383     30.21    32.21
Newark, NJ               6503667X9 04/10/03 04/01/27     21.327     0.000    6.5498   212.51     0.076220   0.078716   0.081294   0.083956  0.086706     28.35    30.23
Newark, NJ               6503667Y7 04/10/03 04/01/28     19.947     0.000    6.5600   199.18     0.071471   0.073815   0.076237   0.078737  0.081320     26.58    28.35
Newark, NJ               6503667Z4 04/10/03 04/01/29     18.653     0.000    6.5700   186.65     0.067005   0.069206   0.071480   0.073828  0.076253     24.92    26.58
Newark, NJ               6503668A8 04/10/03 04/01/30     17.440     0.000    6.5799   174.87     0.062806   0.064872   0.067006   0.069211  0.071488     23.36    24.92
Newark, NJ               6503668B6 04/10/03 04/01/31     16.302     0.000    6.5900   163.80     0.058858   0.060798   0.062801   0.064870  0.067008     21.89    23.36
Newark, NJ               6503668C4 04/10/03 04/01/32     15.279     0.000    6.5899   153.52     0.055163   0.056981   0.058858   0.060798  0.062801     20.52    21.89
Newark, NJ               6503668D2 04/10/03 04/01/33     14.320     0.000    6.5899   143.88     0.051700   0.053404   0.055163   0.056981  0.058858     19.23    20.52
Newark, NJ               650367KA2 01/29/13 07/15/16     99.221     2.000    2.2351     2.02     0.006110   0.006178   0.006247   0.006317  0.006388      2.23     2.28
Newark, NJ               650367KB0 01/29/13 07/15/17     97.756     2.000    2.5351     4.44     0.013440   0.013611   0.013783   0.013958  0.014135      4.93     5.05
Newark, NJ               650367KC8 01/29/13 07/15/18     97.007     2.340    2.9371     4.73     0.014338   0.014548   0.014762   0.014979  0.015199      5.27     5.43
Newark, NJ               650367KH7 01/29/13 04/01/17     97.893     2.000    2.5352     4.47     0.013614   0.013787   0.013962   0.014139  0.014318      4.96     5.09
Newark, NJ               650367KJ3 01/29/13 04/01/18     97.000     2.308    2.9373     5.03     0.015332   0.015557   0.015786   0.016017  0.016253      5.60     5.77
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Newark, NJ               650367KK0 01/29/13 04/01/19     97.003     2.698    3.2375     4.12     0.012560   0.012764   0.012970   0.013180  0.013393      4.60     4.75
Newark, NJ               650367KL8 01/29/13 04/01/20     97.004     3.057    3.5334     3.45     0.010541   0.010727   0.010917   0.011109  0.011306      3.86     4.00
Newark, NJ               650367KM6 01/29/13 04/01/21     97.005     3.305    3.7335     2.95     0.009021   0.009189   0.009360   0.009535  0.009713      3.31     3.43
Nextera Energy, Inc.     65339F705 05/04/12 06/01/17     95.000    VARIES    2.3952              0.063818   0.064017   0.064218   0.064421  0.064940     23.02    23.18
Nextera Energy, Inc.     65339KAB6 05/04/12 06/01/17     95.000    VARIES    2.3952              0.063818   0.064017   0.064218   0.064421  0.064940     23.02    23.18
Nomura America Finance   655365AA2 12/31/13 12/31/33    100.000    VARIES    4.5378              0.126053   0.122610   0.119089   0.115489  0.111807     44.75    42.22
Nomura America Finance   65539AAD2 11/24/10 11/24/15    100.000    VARIES    2.0066              0.012604   0.012730   0.012858   0.012987                4.57     4.18
Nomura America Finance   65539AAG5 11/24/10 11/24/25    100.000    VARIES    5.5491              0.130328   0.127047   0.123675   0.123090  0.122490     46.08    44.37
Nomura America Finance   65539AAL4 12/22/10 12/22/25    100.000    VARIES    5.9586              0.140969   0.138488   0.135934   0.133303  0.130594     50.26    48.41
Nomura America Finance   65539AAX8 06/29/11 06/29/21    100.000    VARIES    2.3554              0.014196   0.014364   0.014533   0.014704  0.014877      5.14     5.26
Nomura America Finance   65539ABB5 02/28/14 02/28/34    100.000    VARIES    4.5091                         0.122532   0.121144   0.115729  0.113444     37.45    42.27
Nomura America Finance   65539ABC3 05/30/14 05/30/34    100.000    VARIES    3.7542                         0.104285   0.101564   0.098792  0.095968     21.92    35.89
Nomura America Finance   65539ABE9 07/29/14 07/29/34    100.000    VARIES    4.2953                                    0.119316   0.114630  0.109843     18.14    40.67
Novellus Systems, Inc.   670008AC5 05/10/11 05/15/41    100.000    VARIES    8.1004              0.258622   0.266144   0.273970   0.282113  0.290586     95.16   100.86
Novellus Systems, Inc.   670008AD3 05/10/11 05/15/41    100.000    VARIES    8.1004              0.258622   0.266144   0.273970   0.282113  0.290586     95.16   100.86
Omnicom Group, Inc.      681919AL0 03/06/02 07/31/32*   102.250    VARIES    N/A                 0.377549   0.395206                                     82.86*        
Omnicom Group, Inc.      681919AM8 03/06/02 07/31/32*   102.250    VARIES    N/A                 0.377549   0.395206                                     82.86*        
Orange County, CA        68428LAZ7 06/12/96 09/01/14     23.005     0.000    8.2290   717.78     0.210874   0.219550                                     52.17         
Orange County, CA        68428LBA1 06/12/96 09/01/15     21.183     0.000    8.2391   662.42     0.194738   0.202760   0.211113   0.219810               73.51    52.23
Orange County, CA        68428LBB9 06/12/96 09/01/16     19.464     0.000    8.2591   611.39     0.179966   0.187398   0.195136   0.203195  0.211586     67.95    73.67
Orange County, CA        68428LBW3 01/17/97 09/01/14     26.499     0.000    7.6793   686.16     0.197830   0.205426                                     48.85         
Orange County, CA        68428LBX1 04/01/97 09/01/15     24.175     0.000    7.8595   637.82     0.187126   0.194480   0.202123   0.210066               70.49    49.94
Orange County, CA        68428LBY9 01/17/97 09/01/16     22.492     0.000    7.7493   591.70     0.171358   0.177998   0.184895   0.192059  0.199500     64.51    69.60
Orange County, CA        68428LBZ6 01/17/97 09/01/17     20.762     0.000    7.7695   548.67     0.159103   0.165283   0.171704   0.178375  0.185304     59.90    64.65
Orange County, CA        68428LCA0 01/17/97 09/01/18     19.198     0.000    7.7795   508.49     0.147545   0.153284   0.159247   0.165441  0.171877     55.55    59.96
Orange County, CA        68428LCB8 01/17/97 09/01/19     17.826     0.000    7.7696   471.09     0.136607   0.141914   0.147427   0.153154  0.159104     51.43    55.51
Orange County, CA        68428LCC6 01/17/97 09/01/20     16.480     0.000    7.7796   436.51     0.126659   0.131586   0.136704   0.142022  0.147546     47.69    51.47
Orange County, CA        68428LCD4 01/17/97 09/01/21     15.306     0.000    7.7694   404.48     0.117290   0.121846   0.126580   0.131497  0.136605     44.16    47.66
Oregon Community College 68583RAL6 04/23/03 06/30/14     55.504     0.000    5.3320   419.14     0.144266                                                25.82         
Oregon Community College 68583RAM4 04/23/03 06/30/15     51.363     0.000    5.5419   407.78     0.141824   0.145754   0.149793                          51.77    26.81
Oregon Community College 68583RAN2 04/23/03 06/30/16     47.583     0.000    5.7117   392.98     0.137823   0.141759   0.145807   0.149971  0.154254     50.33    53.25
Oregon Community College 68583RAP7 04/23/03 06/30/17     44.239     0.000    5.8317   375.50     0.132471   0.136333   0.140309   0.144400  0.148610     48.39    51.26
Oregon Community College 68583RAQ5 04/23/03 06/30/18     40.975     0.000    5.9616   358.08     0.127132   0.130922   0.134824   0.138843  0.142982     46.46    49.27
Oregon Community College 68583RAR3 04/23/03 06/30/19     37.976     0.000    6.0714   340.03     0.121373   0.125058   0.128854   0.132766  0.136797     44.37    47.10
Oregon Community College 68583RAS1 04/23/03 06/30/20     35.297     0.000    6.1514   321.62     0.115250   0.118795   0.122449   0.126215  0.130097     42.14    44.77
Oregon Community College 68583RAT9 04/23/03 06/30/21     32.815     0.000    6.2213   303.57     0.109151   0.112546   0.116047   0.119657  0.123379     39.91    42.43
Oregon Community College 68583RAU6 04/23/03 06/30/22     30.636     0.000    6.2613   285.86     0.102984   0.106208   0.109533   0.112963  0.116499     37.66    40.06
Oregon Community College 68583RAV4 04/23/03 06/30/23     28.748     0.000    6.2713   268.82     0.096892   0.099930   0.103064   0.106295  0.109628     35.43    37.69
Oregon Sch Brds Assoc    686053AM1 10/31/02 06/30/14     53.950     0.000    5.3594   434.55     0.144987                                                25.95         
Oregon Sch Brds Assoc    686053AN9 10/31/02 06/30/15     50.233     0.000    5.5093   419.52     0.141057   0.144943   0.148936                          51.49    26.66
Oregon Sch Brds Assoc    686053AP4 10/31/02 06/30/16     46.574     0.000    5.6694   403.96     0.136942   0.140824   0.144816   0.148921  0.153143     50.01    52.88
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Oregon Sch Brds Assoc    686053AQ2 10/31/02 06/30/17     43.110     0.000    5.8193   387.13     0.132245   0.136093   0.140052   0.144128  0.148321     48.31    51.16
Oregon Sch Brds Assoc    686053AR0 10/31/02 06/30/18     40.030     0.000    5.9294   368.61     0.126624   0.130378   0.134244   0.138224  0.142322     46.27    49.05
Oregon Sch Brds Assoc    686053AS8 10/31/02 06/30/19     37.212     0.000    6.0194   349.67     0.120668   0.124300   0.128041   0.131895  0.135865     44.10    46.80
Oregon Sch Brds Assoc    686053AT6 10/31/02 06/30/20     34.591     0.000    6.0995   330.89     0.114652   0.118149   0.121752   0.125465  0.129291     41.91    44.51
Oregon Sch Brds Assoc    686053CD9 04/21/03 06/30/14     55.504     0.000    5.3293   419.15     0.144195                                                25.81         
Oregon Sch Brds Assoc    686053CE7 04/21/03 06/30/15     51.363     0.000    5.5394   407.82     0.141764   0.145690   0.149726                          51.75    26.80
Oregon Sch Brds Assoc    686053CF4 04/21/03 06/30/16     47.583     0.000    5.7092   393.03     0.137772   0.141705   0.145750   0.149910  0.154190     50.31    53.23
Oregon Sch Brds Assoc    686053CG2 04/21/03 06/30/17     44.239     0.000    5.8294   375.56     0.132428   0.136288   0.140261   0.144349  0.148556     48.38    51.24
Oregon Sch Brds Assoc    686053CH0 04/21/03 06/30/18     40.975     0.000    5.9593   358.15     0.127097   0.130884   0.134784   0.138800  0.142936     46.44    49.25
Oregon Sch Brds Assoc    686053CJ6 04/21/03 06/30/19     37.976     0.000    6.0693   340.11     0.121345   0.125027   0.128821   0.132731  0.136759     44.35    47.09
Oregon Sch Brds Assoc    686053CK3 04/21/03 06/30/20     35.297     0.000    6.1494   321.71     0.115227   0.118770   0.122422   0.126186  0.130066     42.13    44.76
Oregon Sch Brds Assoc    686053CL1 04/21/03 06/30/21     32.815     0.000    6.2193   303.65     0.109132   0.112526   0.116025   0.119633  0.123353     39.91    42.43
Oregon Sch Brds Assoc    686053CM9 04/21/03 06/30/22     30.636     0.000    6.2594   285.95     0.102970   0.106192   0.109516   0.112943  0.116478     37.66    40.05
Oregon Sch Brds Assoc    686053CN7 04/21/03 06/30/23     28.748     0.000    6.2695   268.91     0.096880   0.099917   0.103050   0.106280  0.109612     35.43    37.69
PC Nextco Holdings, LLC  69323VAA4 08/01/13 08/15/19     99.000     8.750    N/A                 0.246633   0.024679   0.246962   0.247137  0.247319     88.86    88.99
PC Nextco Holdings, LLC  69323VAB2 08/01/13 08/15/19     99.000     8.750    N/A                 0.246633   0.246794   0.246962   0.247137  0.247319     88.86    88.86
Paterson, NJ             7031302A1 04/11/03 04/01/15     51.501     0.000    5.6199   418.14     0.143655   0.147692   0.151842                          53.18    13.67
Paterson, NJ             7031302B9 04/11/03 04/01/16     47.811     0.000    5.7699   401.84     0.139030   0.143041   0.147167   0.151413  0.155781     51.51    54.52
Paterson, NJ             7031302C7 04/11/03 04/01/17     44.317     0.000    5.9099   384.46     0.133890   0.137846   0.141919   0.146113  0.150430     49.64    52.61
Paterson, NJ             7031303Z5 03/30/12 03/15/18     98.496     3.625    3.9103     4.07     0.006660   0.006790   0.006923   0.007058  0.007196      2.45     2.55
Paterson, NJ             703130Z98 04/11/03 04/01/14     55.492     0.000    5.4399   431.84     0.147109                                                13.24         
Peoria CNTY SD #325, IL  713165FD5 09/04/13 12/01/14    104.511     0.000    1.5711              0.045784   0.046143                                     15.17         
Peoria CNTY SD #325, IL  713165FE3 09/04/13 12/01/15    107.702    VARIES    1.7325              0.052049   0.052500   0.049796   0.048964               18.75    16.28
Peoria CNTY SD #325, IL  713165FF0 09/04/13 12/01/16    109.532    VARIES    2.1847              0.066824   0.067554   0.064309   0.063419  0.062518     24.11    22.94
Peoria CNTY SD #325, IL  713165FG8 09/04/13 12/01/17    110.617    VARIES    2.5859              0.079954   0.080987   0.077321   0.076435  0.075537     28.89    27.62
Peoria CNTY SD #325, IL  713165FH6 09/04/13 12/01/18    111.133    VARIES    2.9367              0.091302   0.092643   0.088650   0.087810  0.086958     33.03    31.71
Peoria CNTY SD #325, IL  713165FJ2 09/04/13 12/01/19    110.068    VARIES    3.4365              0.105942   0.107762   0.103350   0.102620  0.101877     38.39    37.03
Peoria CNTY SD #325, IL  713165FK9 09/04/13 12/01/20    108.812    VARIES    3.8364              0.117034   0.119279   0.114574   0.113974  0.113363     42.46    41.10
Peoria CNTY SD #325, IL  713165FL7 09/04/13 12/01/21    107.288    VARIES    4.1864              0.126029   0.128667   0.123729   0.123266  0.122794     45.78    44.43
Peoria County, IL        713168AV4 10/05/11 12/01/14    105.259    VARIES    3.2307              0.091294   0.090525                                     29.99         
Peoria County, IL        713168AW2 10/05/11 12/01/15    105.584    VARIES    3.7319              0.106571   0.105864   0.105144   0.104411               38.20    34.57
Peoria County, IL        713168AX0 10/05/11 12/01/16    105.823    VARIES    3.9840              0.114594   0.113972   0.113337   0.112690  0.112029     41.10    40.65
Peoria County, IL        713168AY8 10/05/11 12/01/17    106.762    VARIES    4.2347              0.123057   0.122427   0.121785   0.121128  0.120458     44.15    43.68
Peoria County, IL        713168AZ5 10/05/11 12/01/18    106.114    VARIES    4.4856              0.130206   0.129699   0.129182   0.128653  0.128112     46.75    46.38
Peoria County, IL        713168BA9 10/05/11 12/01/19    106.753    VARIES    4.7356              0.138444   0.137941   0.137425   0.136897  0.136356     49.72    49.35
Peoria County, IL        713168BB7 10/05/11 12/01/20    105.512    VARIES    4.9860              0.144688   0.144314   0.143929   0.143536  0.143132     52.00    51.72
Peoria County, IL        71319RBV8 05/09/13 12/01/14    104.492     0.000    0.8338              0.024316   0.024417                                      8.04         
Petro Stopping Centers   71646DAJ1 02/09/04 04/30/14     93.312     5.000    N/A                 0.174525                                                20.77         
Petro Stopping Centers   71646DAK8 02/09/04 04/30/14    100.000     5.000    N/A                 0.174525                                                20.77         
Philadelphia Authority   71781LAP4 02/03/99 04/15/24     19.046     0.000    6.6895   317.74     0.093118   0.096233   0.099452   0.102778  0.106216     34.56    36.92
Philadelphia Authority   71781LAS8 02/03/99 04/15/14     37.933     0.000    6.4792   602.54     0.174331                                                18.13         
Philadelphia Authority   71781LAT6 02/03/99 04/15/15     35.256     0.000    6.5392   567.97     0.164933   0.170326   0.175895                          61.18    18.29
Philadelphia Authority   71781LAU3 02/03/99 04/15/16     32.784     0.000    6.5893   534.36     0.155651   0.160779   0.166076   0.171548  0.177200     57.75    61.62
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Philadelphia Authority   71781LAV1 02/03/99 04/15/17     30.618     0.000    6.6093   501.39     0.146223   0.151056   0.156047   0.161204  0.166532     54.26    57.90
Philadelphia Authority   71781LAW9 02/03/99 04/15/18     28.637     0.000    6.6193   470.04     0.137166   0.141705   0.146395   0.151241  0.156246     50.90    54.32
Philadelphia Authority   71781LAX7 02/03/99 04/15/19     26.727     0.000    6.6393   440.73     0.128768   0.133043   0.137460   0.142023  0.146738     47.79    51.01
Philadelphia Authority   71781LAY5 02/03/99 04/15/20     24.985     0.000    6.6494   412.97     0.120734   0.124748   0.128896   0.133181  0.137609     44.81    47.84
Philadelphia Authority   71781LAZ2 02/03/99 04/15/21     23.403     0.000    6.6494   386.82     0.113089   0.116849   0.120734   0.124748  0.128895     41.97    44.81
Philadelphia Authority   71781LBA6 02/03/99 04/15/22     21.872     0.000    6.6594   362.35     0.106000   0.109530   0.113177   0.116945  0.120839     39.34    42.00
Philadelphia Authority   71781LBB4 02/03/99 04/15/23     20.437     0.000    6.6695   339.37     0.099337   0.102649   0.106072   0.109610  0.113265     36.87    39.37
Philadelphia Authority   71781LBC2 02/03/99 04/15/25     17.878     0.000    6.6796   297.57     0.087155   0.090066   0.093074   0.096182  0.099395     32.35    34.55
Philadelphia Authority   71781LBD0 02/03/99 04/15/26     16.697     0.000    6.6896   278.56     0.081636   0.084367   0.087189   0.090105  0.093119     30.30    32.36
Pike & Calhoun CNTYS, IL 721068BF0 08/08/13 12/01/23    111.543    VARIES    4.2340              0.132933   0.135747   0.129606   0.128968  0.128317     48.26    46.50
Pike & Calhoun CNTYS, IL 721068BG8 08/08/13 12/01/24    110.329    VARIES    4.3835              0.136192   0.139177   0.132892   0.132304  0.131703     49.47    47.70
Pike & Calhoun CNTYS, IL 721068BH6 08/08/13 12/01/25    109.132    VARIES    4.5327              0.139363   0.142521   0.136098   0.135563  0.135015     50.64    48.87
Pike & Calhoun CNTYS, IL 721068BJ2 08/08/13 12/01/26    108.343    VARIES    4.6321              0.141433   0.144709   0.138196   0.137697  0.137187     51.41    49.63
Pike & Calhoun CNTYS, IL 721068BK9 08/08/13 12/01/27    106.399    VARIES    4.8808              0.146466   0.150040   0.143308   0.142907  0.142497     53.28    51.49
Pike & Calhoun CNTYS, IL 721068BL7 08/08/13 12/01/28    106.016    VARIES    4.9305              0.147446   0.151081   0.144305   0.143925  0.143536     53.64    51.86
Pike & Calhoun CNTYS, IL 721068BM5 08/08/13 12/01/29    104.498    VARIES    5.1294              0.151292   0.155172   0.148228   0.147933  0.147630     55.07    53.29
Pioneer Drilling Company 723655AA4 03/11/10 03/15/18*    95.750     9.875   10.6775    15.88     0.013960   0.014706   0.015491                           4.27*        
Pioneer Drilling Company 723655AB2 03/11/10 03/15/18*    95.750     9.875   10.6775    15.88     0.013960   0.014706   0.015491                           4.27*        
Platinum Energy Solution 727663AA4 03/03/11 03/01/15*    96.764    14.250    N/A                 0.448753   0.450668   0.452729                         143.36*        
Platinum Energy Solution 727663AB2 03/03/11 03/01/15*    96.764    14.250    N/A                 0.448753   0.450668   0.452729                         143.36*        
Platinum Energy Solution 727663AC0 03/03/11 03/01/15*    96.764    14.250    N/A                 0.448753   0.450668   0.452729                         143.36*        
Platinum Energy Solution 727663AD8 03/03/11 03/01/15*    96.764    14.250    N/A                 0.448753   0.450668   0.452729                         143.36*        
Platinum Energy Solution 727663AE6 03/03/11 03/01/15*    96.764    14.250    N/A                 0.448753   0.450668   0.452729                         143.36*        
Platinum Energy Solution 727663AF3 03/03/11 03/01/15*    96.764    14.250    N/A                 0.448753   0.450668   0.452729                         143.36*        
Platinum Energy Solution 727663AG1 09/01/11 03/01/15*    95.000    14.250   16.1765    30.30     0.042378   0.045805   0.049510                          14.65*        
Platinum Energy Solution 727663AH9 09/01/11 03/01/15*    95.000    14.250   16.1765    30.30     0.042378   0.045805   0.049510                          14.65*        
Playboy Enterprises,Inc. 728117AA0 03/15/05 03/15/25    100.000    VARIES    7.7502              0.334061   0.343421   0.353092   0.363137  0.373571    123.96   131.09
Playboy Enterprises,Inc. 728117AB8 03/15/05 03/15/25    100.000    VARIES    7.7502              0.334061   0.343421   0.353092   0.363137  0.373571    123.96   131.09
Ply Gem Industries, Inc. 729416AR8 02/16/12 02/15/18*    85.000     8.250   11.8108    36.43     0.059019   0.062504                                      3.60*        
Ply Gem Industries, Inc. 729416AS6 02/16/12 02/15/18*    85.000     8.250   11.8108    36.43     0.059019   0.062504                                      3.60*        
Ply Gem Industries, Inc. 729416AT4 02/16/12 02/15/18*    85.000     8.250   11.8108    36.43     0.059019   0.062504                                      3.60*        
Presidio ISD             741020DY4 05/14/98 02/15/14     33.066     0.000    7.1490   660.90     0.191731                                                 8.44         
Presidio ISD             741020DZ1 05/14/98 02/15/15     30.822     0.000    7.1492   616.08     0.178730   0.185119   0.191736                          67.26     8.44
Presidio ISD             741020EA5 05/14/98 02/15/16     28.486     0.000    7.1992   575.86     0.167569   0.173601   0.179850   0.186324  0.193031     63.08    67.70
Presidio ISD             741020EB3 05/14/98 02/15/17     26.541     0.000    7.1992   536.54     0.156126   0.161746   0.167569   0.173600  0.179849     58.77    63.08
Presidio ISD             741020EC1 05/14/98 02/15/18     24.728     0.000    7.1993   499.90     0.145467   0.150704   0.156129   0.161749  0.167571     54.76    58.77
Presidio ISD             741020ED9 05/14/98 02/15/19     22.810     0.000    7.2493   466.35     0.136113   0.141047   0.146159   0.151457  0.156947     51.26    55.04
Presidio ISD             741020EE7 05/14/98 02/15/20     21.242     0.000    7.2493   434.29     0.126758   0.131353   0.136114   0.141047  0.146160     47.73    51.26
Presidio ISD             741020EF4 05/14/98 02/15/21     19.782     0.000    7.2493   404.44     0.118045   0.122324   0.126758   0.131352  0.136114     44.45    47.73
Presidio ISD             741020EG2 05/14/98 02/15/22     18.422     0.000    7.2494   376.64     0.109932   0.113917   0.118046   0.122325  0.126759     41.40    44.45
Pride International Inc. 741932AE7 01/16/01 01/16/21     60.841     0.000    2.5000   231.09     0.057639   0.058359   0.059089   0.059828  0.060575     21.12    21.65
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Providian Financial Corp 74406AAD4 03/19/04 03/15/16    100.000    VARIES    9.4998              0.528738   0.549997   0.572182   0.595330  0.619486    198.78   215.17
QBE Funding Trust II     747271AA2 09/10/02 04/15/22     55.100     0.000    3.0644   226.20     0.065734   0.066741   0.067764   0.068802  0.069856     24.00    24.74
QBE Funding Trust        74729CAA6 04/15/02 04/15/22     59.358     0.000    2.6249   212.04     0.058419   0.059186   0.059963   0.060750  0.061547     21.29    21.85
QBE Funding Trust III    74729LAA6 09/24/04 09/24/24     67.165     0.000    2.0000   136.07     0.044634   0.045080   0.045531   0.045986  0.046446     16.24    16.56
Quebecor Media, Inc.     74819RAH9 10/05/07 03/15/16*    93.750     7.750    8.8148    41.59     0.023841   0.024892                                      2.76*        
Quicksilver Resources    74837RAA2 11/01/04 11/01/24     98.500    VARIES    6.7504              0.292496   0.300311   0.308357   0.316673  0.325271    107.66   113.52
Quicksilver Resources    74837RAB0 11/01/04 11/01/24     98.500    VARIES    6.7504              0.292496   0.300311   0.308357   0.316673  0.325271    107.66   113.52
Quicksilver Resources    74837RAF1 06/25/09 01/01/16*    96.717    11.750   12.5012    19.89     0.016375                                                 1.92*        
Randolph & Perry CNTYS   752368AV2 05/16/13 12/01/15    105.106    VARIES    1.7287              0.050946   0.051386   0.048979   0.048502               18.36    16.08
Randolph & Perry CNTYS   752368AW0 05/16/13 12/01/16    106.110    VARIES    1.9823              0.059058   0.059643   0.056965   0.056497  0.056025     21.30    20.39
Randolph & Perry CNTYS   752368AX8 05/16/13 12/01/17    106.596    VARIES    2.2344              0.066964   0.067712   0.064784   0.064344  0.063899     24.18    23.22
Randolph & Perry CNTYS   752368AY6 05/16/13 12/01/18    106.586    VARIES    2.4855              0.074581   0.075507   0.072347   0.071951  0.071551     26.95    25.95
Randolph & Perry CNTYS   752368AZ3 05/16/13 12/01/19    107.293    VARIES    2.7850              0.084257   0.085430   0.081721   0.081311  0.080896     30.47    29.32
Randolph & Perry CNTYS   752368BA7 05/16/13 12/01/20    107.856    VARIES    3.0845              0.093958   0.095407   0.091113   0.090697  0.090275     34.00    32.70
Randolph & Perry CNTYS   752368BB5 05/16/13 12/01/21    108.667    VARIES    3.3340              0.102458   0.104166   0.099304   0.098875  0.098440     37.10    35.65
Randolph & Perry CNTYS   752368BC3 05/16/13 12/01/22    107.818    VARIES    3.5343              0.107882   0.109788   0.104733   0.104375  0.104011     39.09    37.62
Randolph County, IL      752535DK7 01/30/13 12/01/17     89.744     0.000    2.2497    18.67     0.057145   0.057788   0.058438   0.059095  0.059760     20.73    21.20
Randolph County, IL      752535DL5 01/30/13 12/01/18     85.511     0.000    2.6997    21.37     0.065582   0.066468   0.067365   0.068274  0.069196     23.82    24.47
Randolph County, IL      752535DM3 01/30/13 12/01/19     81.034     0.000    3.0997    23.28     0.071593   0.072702   0.073829   0.074973  0.076135     26.04    26.85
Randolph County, IL      752535DN1 01/30/13 12/01/20     76.487     0.000    3.4496    24.48     0.075422   0.076723   0.078047   0.079393  0.080762     27.46    28.42
Randolph County, IL      752535DP6 01/30/13 12/01/21     72.328     0.000    3.6996    24.84     0.076647   0.078065   0.079509   0.080980  0.082478     27.93    28.98
Randolph County, IL      752535DQ4 01/30/13 12/01/22     68.391     0.000    3.8997    24.77     0.076519   0.078011   0.079532   0.081083  0.082664     27.91    29.00
Range Resources Corp.    75281AAK5 05/14/09 05/15/19*    95.067     8.000    8.7501    17.73     0.013010   0.013579                                      2.30*        
Readers Digest Assn,Inc. 755267AJ0 02/11/10 02/15/17     97.340     9.500   10.0374    12.50     0.010597   0.011129   0.011688   0.012274  0.012890      4.06     4.48
Regal Beloit Corporation 758750AA1 04/05/04 03/15/24    100.000    VARIES    8.7503              0.446676   0.462329   0.478666   0.495718  0.513517    167.01   179.08
Regal Beloit Corporation 758750AB9 04/05/04 03/15/24    100.000    VARIES    8.7503              0.446676   0.462329   0.478666   0.495718  0.513517    167.01   179.08
Reliant Energy, Inc.     75952J207 09/21/99 09/15/29    100.000     2.000    9.8183              0.885240   0.925971   0.968701   1.013529  1.060558    334.86   366.54
Rock Island County, IL   772453CH7 11/08/11 12/01/14    106.992    VARIES    2.3888              0.067897   0.067132                                     22.27         
Rock Island County, IL   772453CJ3 11/08/11 12/01/15    107.914    VARIES    2.7899              0.080583   0.079828   0.079062   0.078285               28.83    25.95
Roper Industries, Inc.   776696AA4 12/29/03 01/15/34     39.502     1.482    7.0003              0.124424   0.128641   0.133005   0.137495  0.142143     46.98    50.21
Rosemont, IL             777543TE9 12/15/11 12/01/15     99.115     2.125    2.3603     4.47     0.006237   0.006311   0.006385   0.006461                2.26     2.12
Rotech Healthcare, Inc.  778669AF8 03/17/11 03/15/18     98.197    10.500   10.8747     5.65     0.006464   0.006815   0.007186   0.007576  0.007988      2.47     2.74
Rotech Healthcare, Inc.  778669AG6 03/17/11 03/15/18     98.197    10.500   10.8747     5.65     0.006464   0.006815   0.007186   0.007576  0.007988      2.47     2.74
Rotech Healthcare, Inc.  778669AH4 03/17/11 03/15/18     98.197    10.500   10.8747     5.65     0.006464   0.006815   0.007186   0.007576  0.007988      2.47     2.74
Royal Bank of Canada     78008E3L9 02/29/08 02/28/14    100.000     0.000    4.7399              0.169422                                                 9.83         
Royal Bank of Canada     78008ER58 01/31/08 01/31/14    100.000     0.000    4.6199              0.164983                                                 4.78         
Royal Bank of Canada     78008G3K6 06/30/09 06/30/14    100.000     0.000    3.9699              0.131618                                                23.56         
Royal Bank of Canada     78008G5L2 06/26/09 12/26/14    100.000    VARIES    3.9701              0.109964   0.110071                                     39.06         
Royal Bank of Canada     78008G5R9 08/12/09 08/12/16    100.000    VARIES    4.2505              0.124437   0.123431   0.122404   0.121355  0.120284     44.33    43.58
Royal Bank of Canada     78008G5S7 07/20/09 04/20/15    100.000    VARIES    4.0008              0.112288   0.111689   0.111281                          40.24    12.13
Royal Bank of Canada     78008GEN8 06/30/08 06/30/14    100.000     0.000    4.8299              0.174439                                                31.22         
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Royal Bank of Canada     78008GH39 03/31/09 03/31/15    100.000     0.000    5.2300              0.183274   0.188066   0.192984                          67.72    17.18
Royal Bank of Canada     78008GH47 03/31/09 03/31/14    100.000     0.000    5.0300              0.174724                                                15.55         
Royal Bank of Canada     78008GLE0 07/29/08 01/29/14    100.000     0.000    4.7199              0.165555                                                 4.64         
Royal Bank of Canada     78008HHA1 09/30/09 09/30/14    100.000     0.000    3.0100              0.094225   0.095643                                     25.60         
Royal Bank of Canada     78008HLM0 10/30/09 10/30/14    100.000     0.000    3.1599              0.099506   0.101078                                     30.04         
Royal Bank of Canada     78008HNN6 11/30/09 11/28/14    100.000     0.000    2.8231              0.087712   0.088951                                     28.90         
Royal Bank of Canada     78008HQQ6 11/25/09 11/25/14    100.000     0.000    2.9000              0.090389   0.091699                                     29.52         
Royal Bank of Canada     78008HRB8 12/31/09 06/30/15    100.000     0.000    3.3099              0.104847   0.106582   0.108346                          38.06    19.39
Royal Bank of Canada     78008HUA6 01/28/10 01/28/20    100.000    VARIES    4.5517              0.133791   0.134940   0.136114   0.137315  0.136334     48.73    49.25
Royal Bank of Canada     78008HWF3 02/16/10 02/16/17    100.000    VARIES    3.8707              0.112368   0.111715   0.111049   0.110370  0.109678     40.16    39.67
Royal Bank of Canada     78008HZE3 03/31/10 03/31/14    100.000     0.000    2.7599              0.084386                                                 7.51         
Royal Bank of Canada     78008K3K7 04/20/11 04/20/16    100.000     0.000    2.7665              0.082311   0.083450   0.084604   0.085775  0.086961     30.00    30.84
Royal Bank of Canada     78008KDT7 07/15/10 07/16/15    100.000     0.000    2.3886              0.071255   0.072106   0.072967   0.073839               26.09    14.39
Royal Bank of Canada     78008KN33 03/31/11 03/31/21    100.000    VARIES    4.1702              0.117016   0.116949   0.116880   0.116809  0.116737     42.10    42.05
Royal Bank of Canada     78008KPH0 10/29/10 10/30/15    100.000     0.000    1.8491              0.054284   0.054786   0.055293   0.055804               19.69    16.62
Royal Bank of Canada     78008KRQ8 11/30/10 11/30/15    100.000     0.000    2.1099              0.062420   0.063079   0.063744   0.064417               22.63    21.09
Royal Bank of Canada     78008KYV9 01/27/11 01/27/31    100.000    VARIES    4.9792              0.132960   0.133058   0.133158   0.133260  0.133365     47.91    47.99
Royal Bank of Canada     78008SJY3 11/05/12 11/04/19    100.000     0.000    0.6002              0.016773   0.016824   0.016874   0.016925  0.016976      6.05     6.09
Royal Bank of Canada     78008SMC7 11/05/12 11/04/19    100.000     0.000    0.6002              0.016773   0.016824   0.016874   0.016925  0.016976      6.05     6.09
Royal Bank of Canada     78008SVM5 02/04/13 02/04/20    100.000     0.000    2.2564              0.063388   0.064103   0.064826   0.065558  0.066297     23.16    23.69
Royal Bank of Canada     78008TLZ5 08/18/11 08/18/31    100.000    VARIES    4.0299              0.107616   0.107699   0.107784   0.107870  0.107958     38.78    38.84
Royal Bank of Canada     78008TR89 02/17/12 02/17/33    100.000     3.570    3.5699              0.099167   0.099167   0.099167   0.099167  0.099167     35.70    35.70
Royal Bank of Scotland   78009KAA0 07/16/03 01/16/14    100.000     0.000    4.1274              0.172505                                                 2.59         
Royal Bank of Scotland   78009KAB8 01/13/05 01/13/20    100.000    VARIES    4.7500              0.131766   0.132158   0.132560   0.132971  0.133066     47.64    47.88
Royal Bank of Scotland   78009KEF5 03/31/10 03/31/14    100.000     0.000    2.6710              0.081415                                                 7.25         
Royal Bank of Scotland   78009KFP2 04/30/10 04/30/14    100.000     0.000    2.6792              0.081688                                                 9.72         
Royal Bank of Scotland   78009KLF7 08/11/10 08/11/20    100.000    VARIES    4.9855              0.141740   0.141811   0.141883   0.141958  0.142035     51.06    51.11
Royal Bank of Scotland   78009KMB5 08/19/10 08/19/17    100.000    VARIES    2.6315              0.019805   0.020065   0.020329   0.020597  0.020868      7.25     7.44
Royal Bank of Scotland   78009KME9 09/16/10 09/16/20    100.000    VARIES    3.6714              0.019346   0.019701   0.020063   0.020431  0.020806      7.10     7.37
Royal Bank of Scotland   78009KMF6 09/20/10 09/20/17    100.000    VARIES    2.5212              0.018375   0.018607   0.018841   0.019079  0.019319      6.70     6.87
Royal Bank of Scotland   78009KMG4 09/30/10 09/28/18    100.000    VARIES    N/A                 0.016653   0.016785   0.017105   0.017240  0.017473      6.15     6.30
Royal Bank of Scotland   78009KMV1 10/29/10 10/29/20*   100.000    VARIES    2.4406              0.010328   0.010454                                      3.10*        
Royal Bank of Scotland   78009KNB4 10/27/10 10/27/17    100.000    VARIES    2.4218              0.022298   0.022568   0.022841   0.023118  0.023398      8.11     8.31
Royal Bank of Scotland   78009KNQ1 11/16/10 11/16/30    100.000    VARIES    5.5208              0.146835   0.146954   0.147075   0.147200  0.147328     52.89    52.98
Royal Bank of Scotland   78009KNR9 11/16/10 11/16/20    100.000    VARIES    4.5134              0.127416   0.127784   0.128160   0.128545  0.128939     45.97    46.24
Royal Bank of Scotland   78009KPH9 12/13/10 12/13/28    100.000    VARIES    5.3208              0.136947   0.137188   0.137435   0.137689  0.137950     49.35    49.53
Royal Bank of Scotland   78009KPR7 12/30/10 12/30/30    100.000    VARIES    5.7103              0.150641   0.150783   0.150929   0.151080  0.151234     54.26    54.36
Royal Bank of Scotland   78009KQW5 02/25/11 02/25/31    100.000    VARIES    5.4493              0.141796   0.141963   0.142135   0.142311  0.142492     51.12    51.25
Royal Bank of Scotland   78009KRJ3 03/15/11 03/15/21    100.000    VARIES    5.5246              0.152823   0.152858   0.152894   0.152931  0.152969     55.03    55.06
Royal Bank of Scotland   78009KRL8 03/15/11 03/15/16    100.000    VARIES    4.1566              0.115580   0.115558   0.115534   0.115511  0.115487     41.60    41.58
Royal Bank of Scotland   78009KRY0 03/31/11 03/31/18    100.000    VARIES    4.3799              0.121075   0.121135   0.121196   0.121259  0.121323     43.61    43.65
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Royal Bank of Scotland   78009PAF8 04/29/11 04/29/16    100.000     0.000    3.8637              0.118103   0.120385   0.122711   0.125081  0.127498     43.21    44.90
Royal Bank of Scotland   78009PAG6 05/16/11 08/16/16    100.000     0.000    3.5178              0.105699   0.107558   0.109450   0.111375  0.113334     38.89    40.27
Royal Bank of Scotland   78009PAL5 05/31/11 11/30/16    100.000     0.000    3.6087              0.109618   0.111595   0.113609   0.115659  0.117746     39.94    41.40
Royal Bank of Scotland   78009PAM3 05/25/11 05/25/21    100.000    VARIES    4.4728              0.125464   0.125467   0.125560   0.125654  0.125729     45.17    45.22
Royal Bank of Scotland   78009PAN1 06/15/11 12/15/16    100.000     0.000    3.5863              0.108878   0.110831   0.112818   0.114841  0.116901     39.61    41.04
Royal Bank of Scotland   78009PAP6 06/14/11 06/14/21    100.000    VARIES    2.5504              0.013793   0.013969   0.014147   0.014327  0.014510      5.00     5.13
Royal Bank of Scotland   78009PAX9 07/29/11 07/29/16    100.000     0.000    3.8218              0.114512   0.116701   0.118931   0.121203  0.123519     42.29    43.92
Royal Bank of Scotland   78009PBD2 07/21/11 07/21/21    100.000    VARIES    2.8321              0.018459   0.018720   0.018986   0.019254  0.019527      6.78     6.97
Royal Bank of Scotland   78009PBG5 08/31/11 02/28/17    100.000     0.000    4.0027              0.119695   0.120100   0.124534   0.124955  0.128857     44.36    46.06
Royal Bank of Scotland   78009PBK6 08/26/11 08/26/31    100.000    VARIES    4.7434              0.119957   0.118853   0.117723   0.118296  0.118883     42.71    42.63
Royal Bank of Scotland   78009PBM2 08/31/11 03/01/16    100.000     0.000    3.5003              0.104230   0.106055   0.107911   0.109799  0.111721     38.29    39.65
Royal Bank of Scotland   78009PBR1 09/30/11 03/30/17    100.000     0.000    3.8461              0.115297   0.117514   0.119774   0.122077  0.124425     42.31    43.96
Royal Bank of Scotland   78009PBV2 09/30/11 09/30/16    100.000    VARIES    2.7074              0.008647   0.008764   0.008883   0.009003  0.009125      3.16     3.24
Royal Bank of Scotland   78009PCD1 12/06/11 06/07/17    100.000     0.000    5.2976              0.163402   0.167731   0.172174   0.176734  0.181415     59.81    63.03
Royal Bank of Scotland   78009PCG4 12/30/11 07/03/17    100.000     0.000    5.2550              0.157855   0.162003   0.166260   0.170628  0.175111     59.07    62.22
Royal Bank of Canada     78009Q489 09/26/13 09/26/22    100.000     0.000    3.5770              0.099362   0.101139   0.102947   0.104789  0.106663     36.43    37.75
Royal Bank of Canada     78010UDH7 12/30/13 12/30/20    100.000    VARIES    1.1630              0.007394   0.007146   0.006897   0.006937  0.006978      2.62     2.49
Royal Bank of Canada     78010UDK0 01/30/14 01/30/19    100.000    VARIES    0.9099                         0.007637   0.007501   0.007364  0.007398      2.51     2.66
Royal Bank of Canada     78010UDR5 01/30/14 01/30/19    100.000     2.250    2.2499                         0.062500   0.062500   0.062500  0.062500     20.69    22.50
Royal Bank of Canada     78010UDU8 02/28/14 02/28/34    100.000    VARIES    4.0699                         0.110598   0.109097   0.103973  0.101664     33.77    37.96
Royal Bank of Canada     78010UVV6 05/30/14 11/30/17    100.000    VARIES    0.5883              0.007101   0.007062   0.007086   0.007032  0.007016      1.53     2.57
Royal Bank of Canada     78010UVX2 06/30/14 06/30/29    100.000    VARIES    3.5596                         0.098880   0.097179   0.095448  0.095543     17.90    34.67
Royal Bank of Canada     78010UWN3 09/29/14 09/29/34    100.000    VARIES    3.6300                                    0.100835   0.098127  0.095371      9.28    35.31
Royal Bank of Scotland   78011PAA5 11/30/11 11/30/26    100.000    VARIES    5.2303              0.139941   0.140074   0.140210   0.140350  0.140494     50.41    50.51
Royal Caribbean Cruises  780153AT9 07/06/09 07/15/15     97.399    11.875   12.5022    17.47     0.013671   0.014525   0.015433   0.016398                5.37     3.17
SG Structured Prods,Inc. 78423A2D3 07/29/11 07/29/31    100.000    VARIES    3.8135              0.087363   0.084790   0.082168   0.081270  0.080355     30.20    29.14
SG Structured Prods,Inc. 78423A2E1 07/29/11 07/29/31    100.000    VARIES    3.8227              0.086131   0.085177   0.084204   0.083212  0.082202     30.54    29.83
SG Structured Prods,Inc. 78423A2P6 07/29/11 07/29/31    100.000    VARIES    3.8133              0.090567   0.087858   0.085097   0.084012  0.082907     31.29    30.11
SG Structured Prods,Inc. 78423A3B6 08/31/11 08/29/31    100.000    VARIES    3.8090              0.089528   0.087466   0.084399   0.083759  0.081737     31.66    30.36
SG Structured Prods,Inc. 78423AA28 11/10/10 11/06/40    100.000     3.632    3.6319              0.100889   0.100889   0.100889   0.100889  0.100889     36.32    36.32
SG Structured Prods,Inc. 78423AC42 12/31/10 12/31/30    100.000    VARIES    4.1615              0.102112   0.100972   0.099808   0.098621  0.097408     36.55    35.71
SG Structured Prods,Inc. 78423AD90 01/31/11 01/31/31    100.000    VARIES    4.1899              0.096861   0.096077   0.095278   0.094461  0.093627     34.49    33.90
SG Structured Prods,Inc. 78423AE99 02/25/11 02/25/26    100.000    VARIES    4.0467              0.099037   0.097609   0.096977   0.096333  0.095675     35.14    34.63
SG Structured Prods,Inc. 78423AF80 02/28/11 02/28/31    100.000    VARIES    4.1578              0.100187   0.097444   0.097908   0.095155  0.095469     35.78    34.93
SG Structured Prods,Inc. 78423AG63 03/18/11 03/18/21    100.000    VARIES    4.1693              0.114374   0.114593   0.114784   0.114980  0.115144     41.26    41.39
SG Structured Prods,Inc. 78423AH62 03/09/11 03/09/16    100.000     0.000    2.4340              0.071829   0.072703   0.073588   0.074484  0.075390     26.21    26.85
SG Structured Prods,Inc. 78423AJ45 03/31/11 03/31/26    100.000    VARIES    3.9820              0.093830   0.093029   0.092211   0.091377  0.091348     33.49    32.97
SG Structured Prods,Inc. 78423AL75 03/31/11 03/31/31    100.000    VARIES    4.2878              0.102146   0.101152   0.100681   0.100200  0.099709     36.46    36.07
SG Structured Prods,Inc. 78423AP48 04/29/11 04/29/31    100.000    VARIES    4.1591              0.097458   0.096386   0.096006   0.095618  0.095222     34.80    34.44
SG Structured Prods,Inc. 78423AR20 04/29/11 04/30/26    100.000    VARIES    4.1342              0.103047   0.101322   0.100800   0.100266  0.099721     36.65    36.13
SG Structured Prods,Inc. 78423AT93 05/31/11 05/30/31    100.000    VARIES    4.0970              0.098199   0.095144   0.096144   0.093998  0.094433     35.21    34.64
SG Structured Prods,Inc. 78423AU26 05/31/11 05/30/23    100.000    VARIES    4.1099              0.110458   0.108735   0.110619   0.108897  0.110178     40.01    40.04
SG Structured Prods,Inc. 78423AU75 05/31/11 05/30/31    100.000    VARIES    4.0953              0.096556   0.092398   0.093032   0.090614  0.090681     34.37    33.44
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
SG Structured Prods,Inc. 78423AU83 05/31/11 05/29/26    100.000    VARIES    4.1202              0.101630   0.098970   0.099568   0.097605  0.098326     36.54    35.94
SG Structured Prods,Inc. 78423AV90 06/17/11 06/16/17    100.000     0.000    2.1964              0.064435   0.065142   0.065858   0.066581  0.067312     23.35    23.86
SG Structured Prods,Inc. 78423AW65 06/30/11 06/30/31    100.000    VARIES    4.0039              0.093787   0.091050   0.089974   0.088877  0.087757     33.27    32.19
SG Structured Prods,Inc. 78423AW73 06/30/11 06/30/31    100.000    VARIES    4.0072              0.093802   0.090701   0.091453   0.089208  0.089411     33.66    32.97
SG Structured Prods,Inc. 78423AW81 06/30/11 06/30/23    100.000    VARIES    3.9769              0.107996   0.108306   0.108557   0.108813  0.109074     38.93    39.13
SG Structured Prods,Inc. 78423AW99 06/30/11 06/30/26    100.000    VARIES    3.9853              0.100146   0.097402   0.098224   0.095828  0.096062     36.05    35.41
SG Structured Prods,Inc. 78423AYJ5 08/31/10 08/29/25    100.000     7.380    3.6971              0.089348   0.087752   0.085158   0.083461  0.080373     31.80    30.18
SG Structured Prods,Inc. 78423AYN6 09/30/10 09/30/15    100.000     0.000    1.9321              0.056859   0.057409   0.057963   0.058523               20.67    15.69
SG Structured Prods,Inc. 78423AZA3 10/29/10 04/29/16    100.000     0.000    1.7220              0.050361   0.050795   0.051232   0.051673  0.052118     18.26    18.58
SG Structured Prods,Inc. 78423AZY1 11/10/10 11/06/40    100.000     3.632    3.6319              0.100889   0.100889   0.100889   0.100889  0.100889     36.32    36.32
SG Structured Prods,Inc. 78423AZZ8 11/10/10 11/06/40    100.000     3.632    3.6319              0.100889   0.100889   0.100889   0.100889  0.100889     36.32    36.32
SG Structured Prods,Inc. 78423EBE3 06/29/12 06/30/32    100.000    VARIES    2.6183              0.066248   0.065355   0.064450   0.063533  0.063061     23.69    23.04
SG Structured Prods,Inc. 78423EBR4 07/31/12 07/30/32    100.000    VARIES    2.2858              0.057310   0.057462   0.055731   0.055839  0.054117     20.70    20.11
SG Structured Prods,Inc. 78423ECC6 07/31/12 07/31/32    100.000    VARIES    4.4772              0.010086   0.009068   0.008027   0.007585  0.007133      3.14     2.68
SG Structured Prods,Inc. 78423ECE2 08/31/12 08/31/32    100.000    VARIES    2.2189              0.055269   0.053661   0.053825   0.052226  0.052062     19.70    19.13
SG Structured Prods,Inc. 78423ECF9 08/31/12 08/31/27    100.000    VARIES    2.2060              0.059049   0.057140   0.057115   0.055809  0.056038     20.96    20.47
SG Structured Prods,Inc. 78423ECS1 08/31/12 08/31/32    100.000    VARIES    4.3609              0.007974   0.007422   0.007107   0.006551  0.006169      2.70     2.38
SG Structured Prods,Inc. 78423EDB7 09/28/12 09/28/32    100.000    VARIES    3.8987              0.008777   0.008136   0.007483   0.007358  0.007230      2.92     2.65
SG Structured Prods,Inc. 78423EDJ0 09/28/12 09/30/32    100.000    VARIES    2.1721              0.054342   0.053533   0.052715   0.051889  0.051054     19.27    18.68
SG Structured Prods,Inc. 78423EDN1 10/31/12 10/29/27    100.000    VARIES    2.3465              0.060177   0.059647   0.059111   0.058568  0.058019     21.50    21.11
SG Structured Prods,Inc. 78423EDP6 10/31/12 10/29/27    100.000    VARIES    2.3352              0.063322   0.062533   0.061734   0.061436  0.061135     22.56    22.13
SG Structured Prods,Inc. 78423EDQ4 10/31/12 10/31/32    100.000    VARIES    3.4706              0.093948   0.093650   0.093347   0.093280  0.093211     33.73    33.58
SG Structured Prods,Inc. 78423EEA8 12/31/12 12/31/32    100.000    VARIES    2.3863              0.061211   0.060498   0.059777   0.059047  0.058308     21.91    21.39
SG Structured Prods,Inc. 78423EEJ9 10/31/12 10/29/32    100.000    VARIES    2.3462              0.060171   0.059604   0.059030   0.058449  0.057862     21.49    21.07
SG Structured Prods,Inc. 78423EES9 11/30/12 11/30/32    100.000    VARIES    2.3877              0.061246   0.060705   0.060158   0.059604  0.059044     21.92    21.52
SG Structured Prods,Inc. 78423EFK5 01/18/13 01/27/14    100.000     0.000    0.9517              0.026569                                                  .69         
SG Structured Prods,Inc. 78423EFR0 01/28/13 02/03/14    100.000     0.000    0.9324              0.025461                                                  .84         
SG Structured Prods,Inc. 78423EJF2 11/27/13 11/27/23    100.000    VARIES    3.9019              0.108386   0.106743   0.105067   0.103358  0.101616     38.61    37.40
SG Structured Prods,Inc. 78423EJG0 12/18/13 12/18/23    100.000    VARIES    3.8786              0.107742   0.106147   0.104521   0.102864  0.101175     38.46    37.29
SLM Corporation.         78442FCY2 10/01/04 10/01/14    100.000    VARIES    5.0009              0.138727   0.138820                                     37.47         
SLM Corporation.         78442FEM6 01/27/12 01/25/17     98.942     6.000    6.2498     3.71     0.005596   0.005771   0.005951   0.006137  0.006329      2.10     2.23
Sabine Pass LNG, LP      785583AG0 09/15/08 11/30/16     79.000     7.500   11.5231   112.81     0.079855   0.084455   0.089321   0.094468  0.099911     29.87    33.41
Sabine Pass LNG, LP      785583AH8 09/15/08 11/30/16     79.000     7.500   11.5231   112.81     0.079855   0.084455   0.089321   0.094468  0.099911     29.87    33.41
Saddle Brook TWP NJ SD   786225GB2 08/23/12 08/15/14     99.381     1.000    1.3180     4.23     0.008721   0.008778                                      1.96         
Saddle Brook TWP NJ SD   786225GC0 08/23/12 08/15/15     99.327     1.300    1.5320     3.03     0.006252   0.006300   0.006349   0.006397                2.27     1.43
Saddle Brook TWP NJ SD   786225GD8 08/23/12 08/15/16     99.040     1.750    2.0022     3.19     0.006601   0.006667   0.006734   0.006801  0.006870      2.41     2.45
SCH DIST Clair CNTY, IL  788550JJ1 06/15/11 01/01/15    102.478    VARIES    3.4880              0.097609   0.097252                                     35.08         
SCH DIST Clair CNTY, IL  788550JK8 06/15/11 01/01/16    103.086    VARIES    3.9878              0.112381   0.111991   0.111593   0.111188               40.39    40.10
SCH DIST Clair CNTY, IL  788550JL6 06/15/11 01/01/17    103.641    VARIES    4.4873              0.127289   0.126873   0.126448   0.126013               45.75    45.44
SCH DIST Clair CNTY, IL  788550JM4 06/15/11 01/01/18    102.758    VARIES    4.9870              0.141076   0.140785   0.140486   0.140179               50.73    50.52
SCH DIST Clair CNTY, IL  788550JQ5 06/20/12 01/01/21    107.017     5.500    N/A                 0.130069   0.129566   0.129053   0.128528               46.73    46.36
St.Clair CNTY SD #196,IL 788553GK5 11/13/12 12/01/14    102.810    VARIES    1.3941              0.039245   0.038987                                     12.90         
St.Clair CNTY SD #196,IL 788553GL3 11/13/12 12/01/15    103.202    VARIES    1.5459              0.043831   0.043612   0.043391   0.043168               15.73    14.28
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
San Luis Obispo County   798703AQ7 07/02/03 09/01/18     45.439     0.000    5.2695   330.15     0.112856   0.115830   0.118882   0.122014  0.125229     41.89    44.12
San Luis Obispo County   798703AR5 07/02/03 09/01/19     42.462     0.000    5.3695   316.06     0.108533   0.111447   0.114439   0.117512  0.120667     40.31    42.50
San Luis Obispo County   798703AS3 07/02/03 09/01/20     39.603     0.000    5.4695   301.88     0.104137   0.106985   0.109911   0.112917  0.116005     38.69    40.84
San Luis Obispo County   798703AT1 07/02/03 09/01/21     37.061     0.000    5.5395   287.20     0.099386   0.102139   0.104968   0.107876  0.110864     36.94    39.02
San Luis Obispo County   798703AU8 07/02/03 09/01/22     34.700     0.000    5.5995   272.69     0.094622   0.097271   0.099995   0.102794  0.105672     35.19    37.18
San Luis Obispo County   798703AV6 07/02/03 09/01/23     32.578     0.000    5.6397   258.40     0.089829   0.092362   0.094966   0.097644  0.100397     33.41    35.32
San Luis Obispo County   798703AW4 07/02/03 09/01/24     30.563     0.000    5.6796   244.66     0.085206   0.087626   0.090114   0.092673  0.095305     31.70    33.52
San Luis Obispo County   798703AX2 07/02/03 09/01/25     28.774     0.000    5.6997   231.40     0.080661   0.082959   0.085324   0.087755  0.090256     30.01    31.75
San Luis Obispo County   798703AY0 07/02/03 09/01/26     27.018     0.000    5.7297   218.78     0.076364   0.078552   0.080802   0.083117  0.085498     28.42    30.07
San Luis Obispo County   798703AZ7 07/02/03 09/01/27     25.534     0.000    5.7297   206.76     0.072170   0.074237   0.076364   0.078552  0.080802     26.86    28.42
San Luis Obispo County   798703BA1 07/02/03 09/01/28     24.132     0.000    5.7296   195.40     0.068205   0.070159   0.072169   0.074237  0.076364     25.38    26.86
San Luis Obispo County   798703BB9 07/02/03 09/01/29     22.806     0.000    5.7297   184.67     0.064459   0.066306   0.068206   0.070160  0.072170     23.99    25.38
San Luis Obispo County   798703BC7 07/02/03 09/01/30     21.553     0.000    5.7298   174.53     0.060919   0.062664   0.064459   0.066306  0.068206     22.67    23.99
Seacor Holdings, Inc.    81170YAA7 11/13/13 11/15/28    100.000    VARIES    8.2503              0.229243   0.235262   0.241529   0.248055  0.254850     84.18    88.74
Seacor Holdings, Inc.    811904AL5 12/11/12 12/15/27    100.000    VARIES    7.1503              0.208134   0.213092   0.218228   0.223547  0.229057     75.98    79.69
Seacor Holdings, Inc.    811904AM3 12/11/12 12/15/27    100.000    VARIES    7.1503              0.208134   0.213092   0.218228   0.223547  0.229057     75.98    79.69
Shelby CNTYS, SD #21, IL 821510AS3 06/08/10 12/01/14    108.333    VARIES    3.4682              0.098249   0.097303                                     32.25         
Sinclair Broadcast Group 829226AW9 05/10/07 05/15/27    100.000    VARIES    7.7902              0.302243   0.310770   0.319096   0.327746  0.336733    111.12   117.24
SG Structured Prods,Inc. 83367TAK5 08/07/12 08/07/15    100.000    VARIES    2.4728              0.014091   0.014265   0.014442   0.014620                5.15     3.15
SG Structured Prods,Inc. 83367TAM1 08/30/12 08/30/27*   100.000    VARIES    4.2251              0.113321                                                 6.57*        
SG Structured Prods,Inc. 83367TAN9 09/28/12 09/28/27    100.000    VARIES    4.2451              0.113445   0.112309   0.111150   0.109965  0.108756     40.42    39.58
SG Structured Prods,Inc. 83368WAC5 10/31/12 10/29/27*   100.000    VARIES    3.3528              0.091483                                                 2.65*        
SG Structured Prods,Inc. 83368WBD2 01/31/13 01/31/33    100.000    VARIES    3.8966              0.104937   0.101569   0.101512   0.101453  0.101394     36.65    36.52
SG Structured Prods,Inc. 83368WBE0 01/30/13 01/30/28*   100.000    VARIES    3.8214              0.105223   0.104278                                     12.44*        
SG Structured Prods,Inc. 83368WBG5 01/31/13 01/31/33    100.000    VARIES    3.8942              0.105953   0.103689   0.102494   0.101277  0.100035     37.21    36.31
SG Structured Prods,Inc. 83368WBT7 02/28/13 02/28/33    100.000    VARIES    3.4646              0.093252   0.089275   0.088213   0.084231  0.085026     32.69    31.07
SG Structured Prods,Inc. 83368WBX8 03/28/13 03/31/33    100.000    VARIES    2.9028              0.077314   0.074001   0.073614   0.073221  0.072823     26.90    26.36
SG Structured Prods,Inc. 83368WCB5 04/12/13 04/12/33    100.000    VARIES    3.9684              0.105808   0.101293   0.100760   0.100216  0.099662     36.88    36.09
SG Structured Prods,Inc. 83368WCC3 04/19/13 04/19/28*   100.000    VARIES    3.7971              0.104561                                                10.46*        
SG Structured Prods,Inc. 83368WCG4 04/30/13 04/29/33    100.000    VARIES    3.9499              0.105291   0.100788   0.100350   0.099904  0.099449     36.79    35.99
SG Structured Prods,Inc. 83368WCQ2 04/30/13 05/01/23    100.000    VARIES    1.6707              0.010280   0.009510   0.009590   0.009670  0.009751      3.52     3.48
SG Structured Prods,Inc. 83368WCY5 05/03/13 05/03/23    100.000    VARIES    3.1496              0.087272   0.087051   0.086972   0.086891  0.086839     31.36    31.29
SG Structured Prods,Inc. 83368WDG3 06/11/13 06/11/28*   100.000    VARIES    4.1445              0.114130                                                15.75*        
SG Structured Prods,Inc. 83368WDL2 06/28/13 06/28/33    100.000    VARIES    4.7629              0.128839   0.125293   0.126075   0.126876  0.127697     45.74    45.54
SG Structured Prods,Inc. 83368WDM0 06/28/13 06/28/33    100.000    VARIES    4.7593              0.126096   0.119842   0.119674   0.119501  0.119325     44.25    43.05
SG Structured Prods,Inc. 83368WDR9 07/31/13 07/31/33    100.000    VARIES    4.5906              0.127517   0.124733   0.121884   0.118971  0.115990     44.55    42.46
SG Structured Prods,Inc. 83368WDT5 07/31/13 07/31/33    100.000    VARIES    4.5832              0.127312   0.124002   0.120617   0.117154  0.113612     44.23    41.74
SG Structured Prods,Inc. 83368WDV0 07/31/13 07/31/33    100.000    VARIES    4.5941              0.127614   0.124575   0.121466   0.118286  0.115033     44.47    42.18
SG Structured Prods,Inc. 83368WDW8 08/30/13 08/31/33    100.000    VARIES    4.6389              0.128122   0.121393   0.118578   0.115631  0.115853     44.35    42.40
SG Structured Prods,Inc. 83368WDX6 08/30/13 08/31/33    100.000    VARIES    4.6413              0.128190   0.121459   0.118644   0.116566  0.117698     44.38    42.81
SG Structured Prods,Inc. 83368WDZ1 08/30/13 08/31/28    100.000    VARIES    4.5930              0.126853   0.119850   0.116704   0.115200  0.116878     43.76    42.34
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
SG Structured Prods,Inc. 83368WEL1 09/30/13 09/30/33    100.000    VARIES    4.5116              0.125325   0.122737   0.120090   0.117384  0.114617     44.17    42.25
SG Structured Prods,Inc. 83368WFA4 10/31/13 10/31/33    100.000    VARIES    4.2945              0.119292   0.116746   0.114145   0.111487  0.108773     42.17    40.29
SG Structured Prods,Inc. 83368WFL0 10/31/13 10/31/33    100.000    VARIES    4.2911              0.119198   0.116842   0.114435   0.111977  0.109466     42.20    40.45
SG Structured Prods,Inc. 83368WGF2 11/29/13 11/30/33    100.000    VARIES    4.4027              0.122284   0.119908   0.117479   0.114996  0.112459     43.45    41.69
SG Structured Prods,Inc. 83368WGG0 11/29/13 11/29/28    100.000    VARIES    4.2430              0.117862   0.116364   0.114835   0.113274  0.111679     42.06    40.96
SG Structured Prods,Inc. 83368WGM7 11/29/13 11/29/32     90.000    VARIES    4.3778              0.109446   0.106342   0.103170   0.099928  0.096616     38.64    36.35
SG Structured Prods,Inc. 83368WGR6 11/29/13 11/29/32     90.000    VARIES    4.3777              0.109444   0.106340   0.103168   0.099927  0.096615     38.64    36.35
SG Structured Prods,Inc. 83368WGZ8 12/30/13 12/30/33    100.000    VARIES    4.4480              0.123557   0.119510   0.115372   0.114892  0.114402     43.74    41.45
SG Structured Prods,Inc. 83368WHA2 12/30/13 12/30/32     93.000    VARIES    4.4186              0.114148   0.111496   0.108785   0.106015  0.103183     40.61    38.66
SG Structured Prods,Inc. 83368WHD6 12/30/13 12/30/33    100.000    VARIES    4.4457              0.123492   0.120062   0.116557   0.115126  0.113664     43.83    41.70
SG Structured Prods,Inc. 83368WHG9 12/23/13 12/23/15    100.000     0.000    0.9600              0.026667   0.026795   0.026924   0.027053                9.63     9.50
SG Structured Prods,Inc. 83368WHS3 01/31/14 01/31/34    100.000    VARIES    4.0888                         0.113579   0.110962   0.108291  0.105566     37.20    38.65
SG Structured Prods,Inc. 83368WJB8 01/31/14 01/31/33     91.000    VARIES    4.0761                         0.103035   0.100618   0.098152  0.095636     33.74    35.03
SG Structured Prods,Inc. 83368WKA8 02/21/14 02/21/24    100.000     0.000    3.6892                         0.102480   0.104370   0.106296  0.108256     32.01    38.43
SG Structured Prods,Inc. 83368WKB6 02/28/14 02/28/34     91.000    VARIES    4.0372                         0.099835   0.099147   0.095180  0.093801     30.56    34.80
SG Structured Prods,Inc. 83368WKC4 02/28/14 02/28/34    100.000    VARIES    4.0411                         0.109814   0.109506   0.105584  0.104542     33.67    38.64
SG Structured Prods,Inc. 83368WKZ3 03/31/14 03/31/34    100.000    VARIES    4.4730                         0.124251   0.121707   0.119105  0.116446     33.44    42.87
SG Structured Prods,Inc. 83368WLG4 03/31/14 03/31/34     91.000    VARIES    4.4571                         0.112667   0.108568   0.104378  0.100095     30.16    37.56
SG Structured Prods,Inc. 83368WLH2 03/31/14 03/31/34    100.000    VARIES    4.4742                         0.124283   0.121458   0.118569  0.115616     33.42    42.67
SG Structured Prods,Inc. 83368WMW8 05/14/14 05/14/21    100.000    VARIES    2.9301                         0.081393   0.081531   0.081671  0.081725     18.48    29.39
SG Structured Prods,Inc. 83368WNR8 05/22/14 05/22/34     91.000    VARIES    3.6947                         0.093395   0.091193   0.088950  0.086666     20.37    32.25
SG Structured Prods,Inc. 83368WPM7 06/26/14 06/26/34    100.000    VARIES    3.6332                         0.100924   0.098990   0.097021  0.095016     18.66    35.26
SG Structured Prods,Inc. 83368WRU7 08/29/14 08/29/34    100.000    VARIES    3.4029                                    0.092978   0.091946  0.089394     11.62    33.30
SG Structured Prods,Inc. 83368WSX0 08/29/14 08/29/34    100.000    VARIES    3.4025                                    0.092965   0.091894  0.089305     11.62    33.28
SG Structured Prods,Inc. 83368WTC5 09/30/14 09/30/29    100.000    VARIES    3.5292                                    0.098034   0.097558  0.097074      8.92    35.12
SG Structured Prods,Inc. 83368WTS0 09/30/14 09/30/24    100.000    VARIES    3.2997                                    0.091660   0.089506  0.087316      8.34    32.21
SG Structured Prods,Inc. 83368WUJ8 09/30/14 09/30/34    100.000    VARIES    3.5842                                    0.099562   0.096368  0.093117      9.06    34.68
SG Structured Prods,Inc. 83368WUL3 09/30/14 09/30/34    100.000    VARIES    3.5615                                    0.098933   0.097110  0.095254      9.00    34.95
SG Structured Prods,Inc. 83368WVM0 10/31/14 10/31/34    100.000    VARIES    3.4502                                    0.095840   0.092582  0.089267      5.85    33.51
SG Structured Prods,Inc. 83368WXV8 11/14/14 11/16/21    100.000     0.000    2.6925                         0.074794   0.074805   0.075812  0.076833      3.52    27.20
Solectron Corporation    834182AK3 05/08/00 05/08/20     57.912     0.000    2.7499   261.61     0.063962   0.064842   0.065733   0.066637  0.067553     23.28    23.92
Sovereign Bancorp, Inc.  846048205 02/26/04 03/01/34*   100.000    VARIES    N/A                 0.292926                                                16.70*        
Spirit Aerosystems, Inc. 85205TAA8 09/30/09 10/01/17*    97.804     7.500    7.8750     9.99     0.007650   0.007951                                       .93*        
Spirit Aerosystems, Inc. 85205TAB6 09/30/09 10/01/17*    97.804     7.500    7.8750     9.99     0.007650   0.007951                                       .93*        
St. Clair CNTY SD#522,IL 85227XCV5 07/01/10 12/01/14    101.031    VARIES    2.7378              0.076245   0.076148                                     25.14         
St. Clair CNTY SD#522,IL 85227XCW3 07/01/10 12/01/15    100.491    VARIES    3.1869              0.088719   0.088672   0.088624   0.088576               31.93    29.24
Stephenson Ogle ETC CNTY 859103CH4 11/04/09 01/01/15    102.111    VARIES    3.9859              0.111219   0.110972                                     39.99         
Sunsource, Inc.          867948AA9 09/30/97 09/30/27    110.000    11.600   10.4989              0.314922   0.314539   0.314136   0.313711  0.313264    113.23   112.93
Symbion, Inc.            871507AE9 06/14/11 06/15/16*    98.492     8.000    8.3751     6.91     0.008488   0.008844                                      2.63*        
Symbion, Inc.            871507AG4 06/14/11 06/15/16*    98.492     8.000    8.3751     6.91     0.008488   0.008844                                      2.63*        
TW Telecom Holdings Inc. 87311XAE8 08/26/13 10/01/22*    96.250     5.375    5.9138     1.11     0.008859   0.009121   0.009390                           3.01*        
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
TW Telecom Holdings Inc. 87311XAF5 08/26/13 10/01/22*    96.250     5.375    5.9138     1.11     0.008859   0.009121   0.009390                           3.01*        
Tabletop Holdings, Inc.  87336NAA9 11/12/03 05/15/14     55.131    VARIES   12.2495              0.340267                                                45.60         
Tabletop Holdings, Inc.  87336NAB7 11/12/03 05/15/14     55.131    VARIES   12.2495              0.340267                                                45.60         
Tesoro Corporation       881609AW1 06/05/09 06/01/19*    96.172     9.750   10.3745    12.89     0.009946                                                  .92*        
Time Warner Inc.         887315AZ2 01/17/96 01/15/36     17.038    VARIES    8.8000              0.187898   0.196165   0.204797   0.213808  0.223215     71.94    78.41
Toll Brothers Finance    88947EAL4 09/11/12 09/15/32    100.000    VARIES    5.9844              0.175597   0.180436   0.185419   0.190552  0.195838     65.13    68.78
Toll Brothers Finance    88947EAM2 09/11/12 09/15/32    100.000    VARIES    5.9844              0.175597   0.180436   0.185419   0.190552  0.195838     65.13    68.78
Tornillo Indpt SCH DIST  891084NY7 12/06/12 02/01/20     83.718     0.000    2.4998    22.56     0.059085   0.059824   0.060571   0.061329  0.062095     21.63    22.17
Tornillo Indpt SCH DIST  891084NZ4 12/06/12 02/01/21     80.360     0.000    2.6997    23.41     0.061330   0.062158   0.062997   0.063848  0.064710     22.48    23.09
Toyota Motor Credit Corp 89233PA22 12/12/06 12/12/16    100.000     0.000    4.9609              0.194197   0.199014   0.203950   0.209009  0.214194     70.96    74.53
Toyota Motor Credit Corp 89233PU79 03/28/08 03/28/38     24.099     0.000    4.8000    75.71     0.041710   0.042711   0.043736   0.044786  0.045861     15.38    16.13
Toyota Motor Credit Corp 89233PZQ2 10/24/06 10/24/16    100.000    VARIES    6.2020              0.166529   0.167416   0.168331   0.169273  0.170245     60.23    60.90
Transportadora Gas Norte 893871AS2 08/22/12 08/22/19     25.000    VARIES    N/A                 0.304848   0.350543   0.403088   0.463509  0.516331    118.07   156.10
Transportadora Gas Norte 893871AZ6 08/22/12 08/22/19     25.000    VARIES    N/A                 0.304848   0.350543   0.403088   0.463509  0.516331    118.07   156.10
Trenton, City of         895130J94 03/13/03 04/01/14     56.464     0.000    5.2397   422.59     0.141832                                                12.76         
Trenton, City of         895130K27 03/13/03 04/01/15     52.558     0.000    5.4098   409.96     0.138709   0.142461   0.146315                          51.30    13.17
Trenton, City of         895130K35 03/13/03 04/01/22     31.423     0.000    6.1698   291.57     0.102248   0.105402   0.108653   0.112005  0.115461     37.95    40.33
Trinity Industries, Inc. 896522AF6 06/07/06 06/01/36    100.000    VARIES    8.5854              0.353095   0.363632   0.374621   0.386082  0.398035    129.66   137.63
UBS AG                   90261JGR8 03/25/11 03/25/21    100.000    VARIES    4.6496              0.131875   0.131922   0.132073   0.132227  0.132296     47.50    47.60
UBS AG                   90261JHP1 09/21/11 09/21/21    100.000    VARIES    2.4224              0.065720   0.065810   0.065900   0.065992  0.066085     23.69    23.76
UBS AG                   90261JHQ9 09/23/11 09/23/19    100.000    VARIES    2.3047              0.004715   0.004769   0.004824   0.004880  0.004936      1.72     1.76
UBS AG                   90261JHS5 09/29/11 09/29/21    100.000    VARIES    2.5378              0.009486   0.009607   0.009729   0.009852  0.009977      3.46     3.55
UBS AG                   90261XDU3 07/20/07 07/20/27    100.000    VARIES    5.7801              0.122473   0.119775   0.116999   0.115391  0.113736     42.72    41.30
UBS AG                   90261XEU2 03/06/08 03/06/18    100.000    VARIES    4.6051              0.121734   0.121662   0.121914   0.122171  0.122761     43.83    44.03
Union CNTY SD #531, IL   904842CU3 05/17/11 12/01/16     99.662    VARIES    3.6779              0.101941   0.101976   0.102013   0.102050  0.102087     36.71    36.73
Union CNTY SD #531, IL   904842CV1 05/17/11 12/01/17    108.762    VARIES    4.1179              0.120791   0.120046   0.119286   0.118511  0.117720     43.31    42.76
Union CNTY SD #531, IL   904842CW9 05/17/11 12/01/18    107.234    VARIES    4.3707              0.127508   0.126956   0.126392   0.125815  0.125226     45.77    45.36
Union City, NJ           905734MD8 02/07/07 11/01/14     65.880     0.000    5.4688   297.31     0.143933   0.147869                                     43.89         
Union City, NJ           905734ME6 02/07/07 11/01/15     62.150     0.000    5.5197   283.57     0.137507   0.141302   0.145201   0.149209               50.65    44.28
Union City, NJ           905734MF3 02/07/07 11/01/16     58.640     0.000    5.5586   269.79     0.130988   0.134629   0.138371   0.142216  0.146169     48.25    50.97
Union City, NJ           905734MG1 02/07/07 11/01/17     55.340     0.000    5.5882   256.22     0.124517   0.127996   0.131572   0.135248  0.139028     45.88    48.48
United Refining Co.      911358AJ8 03/08/11 02/28/18     96.444    10.500   11.2489    11.22     0.012644   0.013137   0.014106   0.014656  0.015651      4.89     5.44
United Refining Co.      911358AK5 03/08/11 02/28/18     96.444    10.500   11.2489    11.22     0.012644   0.013137   0.014106   0.014656  0.015651      4.89     5.44
United Technologies Corp 913017AR0 11/13/89 11/15/19     98.974     8.875    8.9741     5.81     0.001618   0.001663   0.001767   0.001816  0.001918       .61      .66
Univ of NC-Chap Hill     914713KV3 08/14/91 02/15/14     13.000     0.000    9.2751   859.17     0.246224                                                10.83         
Univ of NC-Chap Hill     914713KW1 08/14/91 02/15/15     12.000     0.000    9.2278   783.89     0.223888   0.234218   0.245024                          85.33    10.78
Uruguay, Republic        917288AT9 05/29/03 03/25/14     76.000     7.875   11.8705   231.20     0.104770                                                 8.80         
Uruguay, Republic        917288AU6 05/29/03 05/04/14     73.000     7.250   11.6875   255.68     0.116459                                                14.32         
Uruguay, Republic        917288AV4 05/29/03 06/22/15     76.000     8.750   12.6875   188.53     0.090947   0.096716   0.102852                          33.89    17.59
Uruguay, Republic        917288AX0 05/29/03 01/20/17     73.000     7.625   11.6165   169.85     0.074680   0.079018   0.083608   0.088464  0.093602     29.10    32.58
Uruguay, Republic        917288AZ5 05/29/03 03/15/15     71.500     7.500   12.0979   234.95     0.107089   0.113566   0.120436                          41.13     8.91
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Uruguay, Republic        917288BA9 05/29/03 01/15/33    100.000     7.875    N/A                 0.136714   0.137549   0.138437   0.139379  0.140381     49.65    50.33
Utah ST Charter SCH FIN  91754TCN1 12/21/10 07/15/15     98.130     8.000    8.5025    11.59     0.011818   0.012321   0.012844   0.013390                4.52     2.59
Utah Charter School      91754TDG5 05/10/11 05/15/14     97.408     8.000    9.0009    22.35     0.026607                                                 3.57         
Vermilion & Edg Cntys IL 923439CT8 07/07/04 12/01/14    103.682    VARIES    6.2118              0.173273   0.172918                                     57.12         
VeriSign, Inc.           92343EAC6 08/20/07 08/15/37    100.000    VARIES    8.5008              0.330368   0.340573   0.351211   0.362302  0.373864    123.60   131.51
VeriSign, Inc.           92343EAD4 08/20/07 08/15/37    100.000    VARIES    8.5008              0.330368   0.340573   0.351211   0.362302  0.373864    123.60   131.51
Veritas Capital Trust    92343W300 12/22/97 01/01/28    100.000    10.000    9.9999              0.277778   0.277778   0.277778   0.277778              100.00   100.00
Viginia Pub School Auth  92817SPA0 11/13/09 09/15/26     90.643     6.050    7.0049    14.09     0.010839   0.011218   0.011611   0.012018  0.012439      4.05     4.34
Walter Industries, Inc.  93317QAB1 04/20/04 05/01/24    100.000    VARIES    7.7498              0.331168   0.339373   0.347895   0.356687  0.365819    121.70   127.90
Walter Industries, Inc.  93317QAC9 04/20/04 05/01/24    100.000    VARIES    7.7498              0.331168   0.339373   0.347895   0.356687  0.365819    121.70   127.90
Wells Fargo & Company    94986RBC4 11/05/10 05/06/16    100.000     0.000    1.7322              0.050675   0.051114   0.051557   0.052003  0.052454     18.37    18.69
Wells Fargo & Company    94986RBH3 11/05/10 11/05/17    100.000    VARIES    2.5030              0.071925   0.071961   0.071998   0.071792  0.071583     25.90    25.86
Wells Fargo & Company    94986RBP5 12/07/10 12/07/16    100.000     0.000    2.2309              0.066235   0.066974   0.067721   0.068476  0.069240     24.01    24.55
Wells Fargo & Company    94986RBQ3 12/07/10 06/07/17    100.000     0.000    2.4501              0.073219   0.074116   0.075024   0.075943  0.076873     26.56    27.22
Wells Fargo & Company    94986RBY6 01/05/11 01/06/17    100.000     0.000    2.6501              0.078629   0.079671   0.080726   0.081796  0.082880     28.86    29.63
Wells Fargo & Company    94986RBZ3 01/05/11 07/07/17    100.000     0.000    2.7699              0.082434   0.083576   0.084733   0.085907  0.087097     30.28    31.13
Wells Fargo & Company    94986RCG4 02/07/11 02/07/17    100.000     1.250    2.5699              0.073804   0.074306   0.074815   0.075330  0.075852     26.81    27.18
Wells Fargo & Company    94986RCP4 02/07/11 02/07/18    100.000     1.500    2.9500              0.085004   0.085643   0.086292   0.086950  0.087618     30.90    31.37
Wells Fargo & Company    94986RCW9 03/07/11 03/07/17    100.000     1.250    2.5500              0.073195   0.073686   0.074183   0.074686  0.075195     26.55    26.91
Wells Fargo & Company    94986RCZ2 03/02/11 04/22/16    110.000     0.125    N/A                 0.081747   0.007745   0.007751   0.007774  0.007782     11.00     2.80
Wells Fargo & Company    94986RDD0 03/31/11 03/31/21    100.000    VARIES    4.1708              0.116273   0.116279   0.116345   0.116413  0.116475     41.87    41.91
Wells Fargo & Company    94986RDL2 04/29/11 04/30/21    100.000    VARIES    4.3018              0.120267   0.120292   0.120340   0.120390  0.120424     43.30    43.34
Wells Fargo & Company    94986RDU2 06/07/11 06/07/17    100.000     0.000    2.3099              0.067958   0.068743   0.069537   0.070340  0.071152     24.64    25.22
Wells Fargo & Company    94986RDV0 05/31/11 05/28/21    100.000    VARIES    4.1140              0.115915   0.116110   0.116214   0.116319  0.116338     41.77    41.86
Wells Fargo & Company    94986RDX6 07/06/11 01/08/18    100.000     0.000    1.9900              0.057519   0.058091   0.058669   0.059253  0.059842     21.01    21.43
Wells Fargo & Company    94986REQ0 08/05/11 02/07/18    100.000     0.000    2.4202              0.070553   0.071407   0.072271   0.073146  0.074031     25.80    26.43
Wells Fargo & Company    94986RFA4 09/08/11 03/07/18    100.000     0.000    2.2999              0.066875   0.067644   0.068422   0.069208  0.070004     24.39    24.95
Wells Fargo & Company    94986RFL0 10/05/11 10/05/18    100.000     0.000    2.4700              0.072064   0.072954   0.073855   0.074767  0.075691     26.26    26.91
Wells Fargo & Company    94986RFS5 10/05/11 04/06/18    100.000     0.000    2.3000              0.066884   0.067653   0.068431   0.069218  0.070014     24.35    24.91
Wells Fargo & Company    94986RFX4 11/08/11 05/07/18    100.000     0.000    2.3199              0.067482   0.068265   0.069057   0.069858  0.070668     24.52    25.09
Wells Fargo & Company    94986RGE5 12/07/11 06/07/18    100.000     0.000    2.3299              0.067791   0.068580   0.069379   0.070188  0.071005     24.58    25.16
Wells Fargo & Company    94986RGS4 01/04/12 07/06/18    100.000     0.000    2.3699              0.068208   0.069016   0.069834   0.070661  0.071499     24.98    25.58
Wells Fargo & Company    94986RHA2 02/07/12 08/07/18    100.000     0.000    2.0501              0.058717   0.059319   0.059927   0.060541  0.061162     21.42    21.86
Wells Fargo & Company    94986RHB0 01/27/12 01/27/17    100.000    VARIES    1.6991              0.015161   0.015290   0.015420   0.015551  0.015683      5.52     5.62
Wells Fargo & Company    94986RHC8 01/27/12 01/28/19    100.000    VARIES    1.7471              0.015319   0.014975   0.015106   0.015238  0.015371      5.42     5.50
Wells Fargo & Company    94986RHG9 03/07/12 09/10/18    100.000     0.000    1.9799              0.056656   0.057217   0.057784   0.058356  0.058933     20.62    21.03
Wells Fargo & Company    94986RHH7 02/15/12 02/15/17    100.000    VARIES    1.4532              0.010490   0.010566   0.010643   0.010720  0.010798      3.81     3.87
Wells Fargo & Company    94986RHM6 03/07/12 09/08/16    100.000     0.000    1.0799              0.030487   0.030651   0.030817   0.030983  0.031151     11.04    11.16
Wells Fargo & Company    94986RHQ7 03/05/12 03/05/19    100.000    VARIES    1.4012              0.010706   0.010342   0.010587   0.010488  0.010677      3.83     3.86
Wells Fargo & Company    94986RHR5 03/07/12 09/10/18    100.000     0.000    2.1000              0.060201   0.060833   0.061472   0.062117  0.062769     21.93    22.39
Wells Fargo & Company    94986RHX2 04/04/12 10/05/18    100.000     0.000    1.9801              0.056656   0.057217   0.057784   0.058356  0.058933     20.59    21.00
Wells Fargo & Company    94986RHY0 04/04/12 10/07/16    100.000     0.000    1.1500              0.032503   0.032690   0.032878   0.033067  0.033258     11.77    11.90
Wells Fargo & Company    94986RHZ7 03/21/12 03/21/19    100.000    VARIES    1.3789              0.010691   0.010502   0.010575   0.010647  0.010721      3.80     3.83
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Wells Fargo & Company    94986RJK8 04/24/12 04/24/19    100.000    VARIES    1.3828              0.011002   0.010808   0.010882   0.010958  0.011033      3.92     3.94
Wells Fargo & Company    94986RJR3 06/07/12 12/07/18    100.000     0.000    1.9898              0.056940   0.057506   0.058079   0.058656  0.059240     20.63    21.04
Wells Fargo & Company    94986RJW2 05/29/12 05/29/19    100.000     0.000    2.2699              0.065226   0.065967   0.066715   0.067473  0.068238     23.66    24.20
Wells Fargo & Company    94986RKE0 07/05/12 07/08/19    100.000     0.000    1.8098              0.051196   0.051659   0.052126   0.052598  0.053074     18.67    19.01
Wells Fargo & Company    94986RKN0 08/07/12 08/07/19    100.000     0.000    1.6999              0.048027   0.048435   0.048847   0.049262  0.049681     17.48    17.78
Wells Fargo & Company    94986RKY6 08/17/12 08/19/19    100.000    VARIES    1.2319              0.007956   0.007834   0.007711   0.007759  0.007807      2.81     2.80
Wells Fargo & Company    94986RLH2 09/21/12 09/23/19    100.000    VARIES    1.1737              0.007954   0.007838   0.007721   0.007766  0.007812      2.82     2.80
Wells Fargo & Company    94986RLK5 10/03/12 10/07/19    100.000     0.000    1.5699              0.044305   0.044653   0.045004   0.045357  0.045713     16.07    16.32
Wells Fargo & Company    94986RLM1 10/03/12 10/07/19    100.000     0.000    1.7300              0.048901   0.049324   0.049751   0.050181  0.050615     17.75    18.06
Wells Fargo & Company    94986RLR0 10/03/12 10/03/22    100.000    VARIES    1.2945              0.011505   0.011208   0.010908   0.010979  0.011050      4.04     3.95
Wells Fargo & Company    94986RLU3 11/07/12 11/07/19    100.000     0.000    1.7201              0.048608   0.049026   0.049447   0.049873  0.050302     17.62    17.92
Wells Fargo & Company    94986RLV1 10/19/12 10/19/20    100.000    VARIES    1.1744              0.009380   0.009214   0.009048   0.009101  0.009155      3.32     3.27
Wells Fargo & Company    94986RLY5 11/07/12 11/07/22    100.000    VARIES    1.1530              0.008861   0.008566   0.008616   0.008667  0.008715      3.12     3.12
Wells Fargo & Company    94986RMD0 11/16/12 11/16/20    100.000    VARIES    1.0417              0.007262   0.007299   0.007337   0.007376  0.007414      2.62     2.65
Wells Fargo & Company    94986RME8 12/07/12 12/06/19    100.000     0.000    1.3599              0.038291   0.038551   0.038813   0.039077  0.039343     13.84    14.03
Wells Fargo & Company    94986RMF5 12/07/12 12/06/19    100.000     0.000    1.6200              0.045731   0.046101   0.046474   0.046851  0.047230     16.55    16.82
Wells Fargo & Company    94986RMH1 01/03/13 01/08/20    100.000     0.000    1.0001              0.027924   0.028064   0.028204   0.028345  0.028487     10.13    10.23
Wells Fargo & Company    94986RMJ7 01/03/13 01/08/20    100.000     0.000    1.6997              0.047628   0.048033   0.048441   0.048853  0.049268     17.36    17.66
Wells Fargo & Company    94986RMK4 12/27/12 12/28/22    100.000    VARIES    1.2832              0.011189   0.010903   0.010615   0.010683  0.010751      3.97     3.84
Wells Fargo & Company    94986RMT5 02/07/13 02/07/20    100.000     0.000    1.3701              0.038320   0.038583   0.038847   0.039113  0.039381     13.92    14.11
Wells Fargo & Company    94986RMU2 02/07/13 02/07/20    100.000     0.000    1.6097              0.045075   0.045437   0.045803   0.046172  0.046543     16.40    16.66
Wells Fargo & Company    94986RMV0 01/25/13 01/27/25    100.000    VARIES    1.1862              0.010377   0.010081   0.009783   0.009484  0.009540      3.59     3.43
Wells Fargo & Company    94986RNF4 03/06/13 03/06/20    100.000     0.000    1.5599              0.043670   0.044011   0.044354   0.044700  0.045049     15.86    16.11
Wells Fargo & Company    94986RNG2 03/06/13 03/06/20    100.000     0.000    1.3399              0.037469   0.037720   0.037973   0.038227  0.038483     13.59    13.77
Wells Fargo & Company    94986RNJ6 02/22/13 02/22/21    100.000    VARIES    1.0349              0.011854   0.011784   0.011329   0.011576  0.011446      4.24     4.20
Wells Fargo & Company    94986RNU1 04/03/13 04/07/20    100.000     0.000    1.4905              0.041719   0.042030   0.042344   0.042659  0.042977     15.13    15.35
Wells Fargo & Company    94986RNV9 04/03/13 04/07/20    100.000     0.000    1.5698              0.043957   0.044302   0.044649   0.045000  0.045353     15.94    16.20
Wells Fargo & Company    94986RNW7 03/06/13 03/06/23    100.000    VARIES    1.1811              0.010812   0.010564   0.010315   0.010064  0.010123      3.79     3.65
Wells Fargo & Company    94986RNX5 03/27/13 03/27/25    100.000    VARIES    1.3586              0.011411   0.011039   0.010665   0.010288  0.010358      3.97     3.74
Wells Fargo & Company    94986RPA3 03/20/13 03/20/20    100.000    VARIES    1.1706              0.007877   0.007764   0.007650   0.007536  0.007580      2.79     2.73
Wells Fargo & Company    94986RPF2 05/08/13 05/07/20    100.000     0.000    1.5101              0.042263   0.042582   0.042903   0.043227  0.043554     15.31    15.54
Wells Fargo & Company    94986RPG0 05/08/13 05/07/20    100.000     0.000    1.4898              0.041692   0.042003   0.042316   0.042631  0.042949     15.10    15.32
Wells Fargo & Company    94986RPH8 04/24/13 04/24/23    100.000    VARIES    1.3234              0.007956   0.007665   0.007371   0.007420  0.007469      2.77     2.67
Wells Fargo & Company    94986RPJ4 04/10/13 01/24/20     95.000     0.000    N/A                 0.051720   0.052224   0.052733   0.053247  0.053766     18.87    19.24
Wells Fargo & Company    94986RPS4 06/07/13 06/05/20    100.000     0.000    N/A                 0.051006   0.051470   0.051938   0.052411  0.052888     18.47    18.81
Wells Fargo & Company    94986RPT2 06/07/13 06/05/20    100.000     0.000    N/A                 0.052137   0.052621   0.053111   0.053605  0.054103     18.88    19.23
Wells Fargo & Company    94986RQA2 07/02/13 07/08/20    100.000     0.000    2.4199              0.067247   0.068061   0.068884   0.069717  0.070561     24.64    25.24
Wells Fargo & Company    94986RQB0 07/02/13 07/08/20    100.000     0.000    2.2502              0.062530   0.063234   0.063945   0.064665  0.065392     22.88    23.40
Wells Fargo & Company    94986RQF1 06/12/13 06/05/20    100.000     0.000    2.3333              0.065542   0.066307   0.067080   0.067863  0.068655     23.77    24.33
Wells Fargo & Company    94986RQH7 06/17/13 06/10/20    100.000     0.000    2.4816              0.069757   0.070623   0.071499   0.072386  0.073284     25.30    25.94
Wells Fargo & Company    94986RQJ3 06/17/13 01/24/20     93.099     0.000    2.3704              0.061452   0.062180   0.062917   0.063663  0.064418     22.48    23.02
Wells Fargo & Company    94986RQR5 08/08/13 08/07/20    100.000     0.000    2.4500              0.068056   0.068885   0.069729   0.070583  0.071448     24.89    25.50
Wells Fargo & Company    94986RQS3 08/08/13 08/07/20    100.000     0.000    2.3798              0.066107   0.066889   0.067685   0.068490  0.069305     24.17    24.74
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Wells Fargo & Company    94986RQZ7 09/09/13 09/08/20    100.000     0.000    2.0800              0.057779   0.058376   0.058983   0.059597  0.060216     21.04    21.48
Wells Fargo & Company    94986RRG8 10/03/13 10/07/19    100.000     0.000    1.9198              0.053340   0.053852   0.054369   0.054891  0.055418     19.38    19.75
Wells Fargo & Company    94986RRH6 10/03/13 10/07/20    100.000     0.000    1.9198              0.053341   0.053853   0.054370   0.054892  0.055419     19.38    19.76
Wells Fargo & Company    94986RRS2 11/07/13 05/07/20    100.000     0.000    1.7498              0.048608   0.049033   0.049462   0.049895  0.050332     17.62    17.93
Wells Fargo & Company    94986RSM4 01/03/14 01/04/19    100.000     0.000    1.7402              0.048338   0.048341   0.048762   0.049186  0.049614     17.38    17.78
Wells Fargo & Company    94986RSU6 01/29/14 01/29/16    100.000    VARIES    0.2460                         0.006835   0.006719   0.006675  0.006659      2.25     2.40
Wells Fargo & Company    94986RTB7 03/04/14 03/02/16    100.000    VARIES    0.2791                         0.007585   0.007569   0.007393  0.007454      2.30     2.72
Wells Fargo & Company    94986RTK7 03/13/14 03/13/19    110.000     0.125    2.1760                         0.066490   0.067176   0.067869  0.068569     19.22    24.46
Wells Fargo & Company    94986RTM3 03/27/14 03/27/23    100.000     0.000    3.5788                         0.099414   0.101193   0.103003  0.104847     27.41    37.10
Wells Fargo & Company    94986RUS8 08/25/14 08/25/21    100.000    VARIES    1.0018                                    0.027830   0.027742  0.027653      3.51     9.98
Wells Fargo & Company    94986RUW9 09/23/14 09/23/24    100.000    VARIES    2.5650                                    0.008077   0.007255  0.006422       .79     2.60
Wells Fargo & Company    94986RVA6 09/30/14 09/30/24    100.000    VARIES    2.5155                                    0.008081   0.007272  0.006453       .74     2.62
Wesco International,Inc. 95082PAH8 08/27/09 09/15/29    100.000    VARIES   13.8738              0.543290   0.569417   0.597355   0.627231  0.659181    206.02   226.98
Westmoreland Coal Co.    960887AA5 02/04/11 02/01/18     95.000    10.750   11.8206    16.11     0.017738   0.018787   0.019897   0.021073  0.022319      6.90     7.74
Westmoreland Coal Co.    960887AB3 02/04/11 02/01/18     95.000    10.750   11.8206    16.11     0.017738   0.018787   0.019897   0.021073  0.022319      6.90     7.74
White CNTYS SD #533, IL  963806DF8 08/04/10 12/01/14    109.473    VARIES    3.1287              0.088924   0.087925                                     29.17         
White CNTYS SD #533, IL  963806DG6 08/04/10 12/01/15    108.920    VARIES    3.6292              0.104419   0.103541   0.102648   0.101738               37.38    33.71
White CNTYS SD #533, IL  963806DH4 08/04/10 12/01/16    108.932    VARIES    3.8808              0.112699   0.111922   0.111129   0.110321  0.109497     40.38    39.81
White CNTYS SD #533, IL  963806DJ0 08/04/10 12/01/17    108.163    VARIES    4.1816              0.121745   0.121096   0.120434   0.119757  0.119067     43.67    43.19
White CNTYS SD #533, IL  963806DK7 08/04/10 12/01/18    105.851    VARIES    4.6311              0.133581   0.133137   0.132682   0.132216  0.131740     47.98    47.65
White CNTYS SD #533, IL  963806DL5 08/04/10 12/01/19    102.631    VARIES    4.8822              0.138184   0.137998   0.137806   0.137610  0.137410     49.70    49.56
Wild Oats Markets, Inc.  96808BAA5 05/25/04 05/15/34    100.000    VARIES    8.2511              0.405020   0.420756   0.437141   0.454203  0.471968    150.12   162.04
Wild Oats Markets, Inc.  96808BAB3 05/25/04 05/15/34    100.000    VARIES    8.2511              0.405020   0.420756   0.437141   0.454203  0.471968    150.12   162.04
Will County SD #88, IL   968794ED5 03/03/09 10/01/28     93.191     5.500    N/A                 0.012138   0.012524   0.012013   0.012396  0.011789      4.43     4.37
Will County SD #122, IL  968852FG3 11/19/97 11/01/16     23.888     0.000    7.6998   568.54     0.170507   0.177071   0.183888   0.190968  0.198320     63.37    68.34
Will County SD #122, IL  968852FH1 11/19/97 11/01/17     22.150     0.000    7.6997   527.17     0.158098   0.164184   0.170505   0.177070  0.183887     58.76    63.37
Will County SD #122, IL  968852TN3 03/15/07 10/01/25     34.635     0.000    5.7999   164.49     0.081125   0.083478   0.085899   0.088390  0.090953     30.06    31.83
Will County SD #122, IL  968852TP8 03/15/07 10/01/26     32.402     0.000    5.8498   155.46     0.076790   0.079037   0.081348   0.083728  0.086177     28.46    30.15
Will County SD #122, IL  968852WL3 04/02/09 10/01/23     92.349     5.250    6.2550              0.019293   0.019896   0.020519   0.021160  0.021822      7.16     7.62
Will County SD #122, IL  968852WM1 04/02/09 10/01/28     24.364     0.000    7.3750   100.03     0.069130   0.071679   0.074322   0.077063  0.079905     25.81    27.75
Will County SD #365, IL  969078QM9 03/17/09 11/01/27     23.731     0.000    7.8743   106.31     0.074187   0.077108   0.080144   0.083299  0.086579     27.59    29.81
Will County SD #365, IL  969078QN7 03/17/09 11/01/28     21.864     0.000    7.8992    98.31     0.068643   0.071354   0.074172   0.077102  0.080147     25.53    27.59
Woodford CNTYS SD #21,IL 979293BC0 06/06/13 12/01/14    102.612     0.000    1.0847              0.031081   0.031249                                     10.29         
Woodford CNTYS SD #21,IL 979293BD8 06/06/13 12/01/15    103.819    VARIES    1.2892              0.037412   0.037653   0.036365   0.036089               13.48    11.95
Woodford CNTYS SD #21,IL 979293BE6 06/06/13 12/01/16    105.457    VARIES    1.4904              0.043976   0.044304   0.042709   0.042385  0.042059     15.85    15.30
Woodford CNTYS SD #21,IL 979293BF3 06/06/13 12/01/17    106.065    VARIES    1.6914              0.050243   0.050668   0.048911   0.048597  0.048280     18.12    17.53
Woodford CNTYS SD #21,IL 979293BG1 06/06/13 12/01/18    105.731    VARIES    1.9916              0.059059   0.059647   0.057669   0.057385  0.057099     21.33    20.69
Woodford CNTY SD #60, IL 979319AZ3 07/02/10 12/01/14    106.517    VARIES    3.3754              0.095248   0.094512                                     31.30         
Woodford CNTY SD #60, IL 979319BA7 07/02/10 12/01/15    107.046    VARIES    3.7759              0.107838   0.107121   0.106390   0.105645               38.65    34.97
Woodford CNTY SD #60, IL 979319BB5 07/02/10 12/01/16    105.573    VARIES    4.2263              0.120753   0.120223   0.119682   0.119129  0.118565     43.34    42.95
Woodford CNTY SD #60, IL 979319BC3 07/02/10 12/01/17    104.694    VARIES    4.4776              0.127861   0.127459   0.127047   0.126627  0.126197     45.93    45.64
Xilinx, Inc.             983919AC5 03/05/07 03/15/37*   100.000    VARIES    N/A                 0.266456   0.272924                                     20.26*        
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Xilinx, Inc.             983919AD3 03/05/07 03/15/37*   100.000    VARIES    N/A                 0.266456   0.272924                                     20.26*        
York County, PA          986812LZ6 12/28/95 02/01/14     28.302     0.000    7.0994   711.27     0.190448                                                 5.71         
York County, PA          986812MA0 12/28/95 02/01/15     26.297     0.000    7.1196   664.12     0.178066   0.184405   0.190969                          67.18     5.73
York County, PA          986812MB8 12/28/95 02/01/16     24.378     0.000    7.1496   620.15     0.166613   0.172569   0.178738   0.185128  0.191746     62.87    67.45
York County, PA          986812MC6 12/28/95 02/01/17     22.586     0.000    7.1795   578.74     0.155804   0.161397   0.167190   0.173192  0.179410     58.80    63.10
York County, PA          986812MD4 12/28/95 02/01/18     20.780     0.000    7.2396   540.23     0.146025   0.151311   0.156788   0.162464  0.168344     55.13    59.20
York County, PA          986812ME2 12/28/95 02/01/19     19.353     0.000    7.2397   503.15     0.136002   0.140926   0.146027   0.151313  0.156790     51.35    55.14
York County, PA          986812MF9 12/28/95 02/01/20     18.025     0.000    7.2396   468.61     0.126665   0.131250   0.136001   0.140924  0.146025     47.83    51.35
York County, PA          986812MG7 12/28/95 02/01/21     16.787     0.000    7.2397   436.44     0.117971   0.122241   0.126666   0.131252  0.136003     44.54    47.83
York County, PA          986812MH5 12/28/95 02/01/22     15.635     0.000    7.2396   406.48     0.109872   0.113849   0.117970   0.122241  0.126665     41.48    44.54
York County, PA          986812MJ1 12/28/95 02/01/23     14.561     0.000    7.2398   378.58     0.102330   0.106035   0.109873   0.113850  0.117972     38.64    41.48
York County, PA          986812MK8 12/28/95 02/01/24     13.562     0.000    7.2396   352.59     0.095305   0.098755   0.102330   0.106034  0.109872     35.98    38.64
York County, PA          986812QD0 12/28/95 02/01/20     18.025     0.000    7.2396   468.61     0.126665   0.131250   0.136001   0.140924  0.146025     47.83    51.35
York County, PA          986812RC1 12/28/95 02/01/20     18.025     0.000    7.2396   468.61     0.126665   0.131250   0.136001   0.140924  0.146025     47.83    51.35
Zions Bancorporation     989701AX5 09/23/09 09/23/14     86.888     7.750   11.2499   107.41     0.087142   0.092044                                     23.71         
Zions Bancorporation     989701BB2 03/27/12 03/27/17     94.250     4.500    5.8427    18.41     0.030490   0.031380   0.032297   0.033241  0.034212     11.31    11.98
Zions Bancorporation     989701BC0 06/20/12 06/20/16     97.500     4.000    4.6927     9.02     0.017137   0.017539   0.017950   0.018372  0.018803      6.25     6.55
Quebecor Media, Inc.     C7603NAD4 10/05/07 03/15/16*    93.750     7.750    8.8148    41.59     0.023841   0.024892                                      2.76*        
QBE Funding Trust        G7303WAA9 04/15/02 04/15/22     59.358     0.000    2.6249   212.04     0.058419   0.059186   0.059963   0.060750  0.061547     21.29    21.85
Bumble Bee Holdco S.C.A. L13008AA2 03/10/11 03/15/18     98.138     9.625    N/A                 0.274088   0.274424   0.274778   0.275148  0.275538     98.81    99.07
Transportadora Gas Norte P93081AL4 08/22/12 08/22/19     25.000    VARIES    N/A                 0.304848   0.350543   0.403088   0.463509  0.516331    118.07   156.10
Bank of America Corp.    U0662KBL4 03/18/02 01/04/17     38.300     0.000    6.5924   439.74     0.145934   0.150744   0.155713   0.160846  0.166147     55.13    58.83
Caesars Entertainment    U1229TAB2 02/15/13 02/15/20     97.500     9.000    9.4970     2.33     0.007554   0.007912   0.008288   0.008682  0.009094      2.88     3.16
Caesars Entertainment    U1229TAC0 02/15/13 02/15/20     97.500     9.000    9.4970     2.33     0.007554   0.007912   0.008288   0.008682  0.009094      2.88     3.16
Caesars Entertainment    U1229TAD8 02/15/13 02/15/20     97.500     9.000    9.4970     2.33     0.007554   0.007912   0.008288   0.008682  0.009094      2.88     3.16
Crosstex Energy, L.P.    U19163AA9 02/10/10 02/15/18*    97.907     8.875    9.2505     8.30     0.006945   0.007266                                       .76*        
Diamond Resorts Corp.    U2526PAA0 08/13/10 08/15/18*    97.513    12.000   12.5004     7.70     0.007582   0.008056                                      1.25*        
FelCor Lodging Limited   U31522AK8 10/01/09 10/01/14*    87.750    10.000   13.4435    98.81     0.083984   0.089629                                     19.84*        
First Data Corporation.  U3198DAC8 12/17/10 01/15/21     94.750     8.250    9.0551    11.26     0.011511   0.012033   0.012577   0.013147  0.013742      4.41     4.82
First Data Corporation.  U3198DAG9 12/17/10 01/15/22     95.625    VARIES    N/A                 0.329017   0.344976   0.345787   0.346638  0.347530    124.10   124.93
First Data Corporation.  U3198DAH7 12/15/10 01/15/21     91.875    12.625   14.1624    14.13     0.015304   0.016388   0.017548   0.018791  0.020121      6.08     6.97
First Data Holdings Inc  U3200WAA6 12/02/13 09/24/19*    94.500    14.500    N/A                 0.408042   0.429009   0.462352                         142.53*        
Interval Acquisiti Corp. U46077AA8 08/20/08 09/01/16     91.022     9.500   11.2256    50.98     0.034542   0.036480   0.038528   0.040690  0.042974     13.26    14.79
Hovnanian Enterprises    U48654AM6 11/01/11 11/01/21     53.000     5.000   13.8062    56.41     0.084070   0.089874   0.096078   0.102710  0.109800     32.03    36.61
Hovnanian Enterprises    U48654AN4 11/01/11 11/01/21     42.000     2.000   12.1926              0.165400   0.172097   0.179201   0.186739  0.194737     61.58    66.80
Liberty Media Corp.      U52892AD5 01/11/01 01/15/31    100.000     3.500    N/A                 0.512079   0.529753   0.548063   0.567017  0.586621    193.50   207.12
Linear Technology Corp.  U53476AA2 04/24/07 05/01/27*   100.000     3.000    7.0000              0.257346                                                30.88*        
Milagro Oil & Gas, Inc.  U6004KAA3 05/11/11 05/15/16     97.182    10.500   11.2509    12.93     0.015866   0.016758   0.017701   0.018697  0.019748      5.96     6.65
MTR Gaming Group, Inc.   U60753AD9 08/05/11 08/01/19     97.000    11.500    N/A                 0.330808   0.331304   0.331829   0.332387  0.332978    119.33   119.73
New Omaha Holdings Corp. U65169AA9 09/24/07 09/30/16    100.000    VARIES    N/A                 0.626025   0.662021   0.700087   0.740342  0.782912    238.59   266.81
PC Nextco Holdings, LLC  U7050VAA0 08/01/13 08/15/19     99.000     8.750    N/A                 0.246633   0.246794   0.246962   0.247137  0.247319     88.86    88.99
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2014 1st   2014 2nd   2014 3rd   2015 2nd  2015 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/14      Period     Period    2015 1st    Period    Period      2014     2015 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Pioneer Drilling Company U72356AA3 03/11/10 03/15/18*    95.750     9.875   10.6775    15.88     0.013960   0.014706   0.015491                           4.27*        
Platinum Energy Solution U72633AA5 03/03/11 03/01/15*    96.764    14.250    N/A                 0.448753   0.450668   0.452729                         143.36*        
Platinum Energy Solution U72633AB3 03/03/11 03/01/15*    96.764    14.250    N/A                 0.448753   0.450668   0.452729                         143.36*        
Platinum Energy Solution U72633AC1 09/01/11 03/01/15*    95.000    14.250   16.1765    30.30     0.042378   0.045805   0.049510                          14.65*        
Ply Gem Industries, Inc. U7264EAG7 02/16/12 02/15/18*    85.000     8.250   11.8108    36.43     0.059019   0.062504                                      3.60*        
Rotech Healthcare, Inc.  U77790AC4 03/17/11 03/15/18     98.197    10.500   10.8747     5.65     0.006464   0.006815   0.007186   0.007576  0.007988      2.47     2.74
Symbion, Inc.            U78644AB4 06/14/11 06/15/16*    98.492     8.000    8.3751     6.91     0.008488   0.008844                                      2.63*        
Tabletop Holdings, Inc.  U81965AA0 11/12/03 05/15/14     55.131    VARIES   12.2495              0.340267                                                45.60         
Spirit Aerosystems, Inc. U84591AA1 09/30/09 10/01/17*    97.804     7.500    7.8750     9.99     0.007650   0.007951                                       .93*        
Sabine Pass LNG, LP      U8596QAC6 09/15/08 11/30/16     79.000     7.500   11.5231   112.81     0.079855   0.084455   0.089321   0.094468  0.099911     29.87    33.41
United Refining Co.      U9112YAF5 03/08/11 02/28/18     96.444    10.500   11.2489    11.22     0.012644   0.013137   0.014106   0.014656  0.015651      4.89     5.44
Westmoreland Coal Co.    U96068AA6 02/04/11 02/01/18     95.000    10.750   11.8206    16.11     0.017738   0.018787   0.019897   0.021073  0.022319      6.90     7.74
    -----------------------------                                                                                                                                      
    *  Called in 2014; reportable OID is computed to call date.                                                                                                        





SECTION I-C Inflation Indexed Debt Instruments



                                                       Inflation-Adj   Stated
                                  Issue     Maturity    Principal on  Interest  Total OID    2014 1st   2014 2nd   2014 3rd    Calendar Year
Name of Issuer       CUSIP No.     Date      Date       Issue Date      Rate    to 1/1/14     Period     Period     Period         2014
______________       _________   ________  _________    ___________   ________  _________    ________   ________   ________    _____________
U.S. Treasury        912810FD5   04/15/98  04/15/28      100.000       3.625%     443.96     0.045994   0.126716   -0.050513      24.03
U.S. Treasury        912810FH6   04/15/99  04/15/29      100.000       3.875%     420.65     0.045252   0.124671   -0.049698      23.64
U.S. Treasury        912810FQ6   10/15/01  04/15/32      100.000       3.375%     315.75     0.041910   0.115465   -0.046028      21.90
U.S. Treasury        912828BW9   01/15/04  01/15/14      100.000       2.000%     263.95    -0.083275                             -1.17
U.S. Treasury        912810FR4   07/15/04  01/15/25      100.000       2.375%     238.99    -0.081631   0.120622   -0.000404      20.62
U.S. Treasury        912828CP3   07/15/04  07/15/14      100.000       2.000%     238.99    -0.081631   0.120622                  20.69
U.S. Treasury        912828DH0   01/15/05  01/15/15      100.000       1.625%     223.11    -0.080584   0.119075   -0.000398      20.36
U.S. Treasury        912828EA4   07/15/05  07/15/15      100.000       1.875%     200.69    -0.079107   0.116893   -0.000391      19.98
U.S. Treasury        912810FS2   01/15/06  01/15/26      100.000       2.000%     176.69    -0.077526   0.114556   -0.000383      19.58
U.S. Treasury        912828ET3   01/15/06  01/15/16      100.000       2.000%     176.69    -0.077526   0.114556   -0.000383      19.58
U.S. Treasury        912828FL9   07/15/06  07/15/16      100.000       2.500%     156.45    -0.076192   0.112585   -0.000377      19.25
U.S. Treasury        912810PS1   01/15/07  01/15/27      100.000       2.375%     158.09    -0.076300   0.112746   -0.000377      19.27
U.S. Treasury        912828GD6   01/15/07  01/15/17      100.000       2.375%     158.09    -0.076300   0.112746   -0.000377      19.27
U.S. Treasury        912828GX2   07/15/07  07/15/17      100.000       2.625%     126.85    -0.074242   0.109704   -0.000367      18.75
U.S. Treasury        912828JE1   07/15/08  07/15/18      100.000       0.375%      83.04    -0.071355   0.105439   -0.000353      18.03
U.S. Treasury        912828HN3   01/15/08  01/15/18      100.000       1.625%     114.80    -0.073448   0.108531   -0.000363      18.55
U.S. Treasury        912810PV4   01/15/08  01/15/28      100.000       1.750%     114.80    -0.073448   0.108531   -0.000363      18.55
U.S. Treasury        912810PZ5   01/15/09  01/15/29      100.000       2.500%      87.78    -0.071668   0.105900   -0.000354      18.10
U.S. Treasury        912828JX9   01/15/09  01/15/19      100.000       2.125%      87.78    -0.071668   0.105900   -0.000354      18.10
U.S. Treasury        912828KM1   04/15/09  04/15/14      100.000       1.250%     103.54     0.035151                              3.66
U.S. Treasury        912828LA6   07/15/09  07/15/19      100.000       1.875%      93.80    -0.072065   0.106486   -0.000356      18.20
U.S. Treasury        912828MF4   01/15/10  01/15/20      100.000       1.375%      80.00    -0.071155   0.105143   -0.000352      17.97
U.S. Treasury        912810QF8   02/15/10  02/15/40      100.000       2.125%      80.53    -0.050071   0.128857   -0.022203      17.98
U.S. Treasury        912828MY3   04/15/10  04/15/15      100.000       0.500%      77.68     0.034327   0.094573   -0.037700      17.94
U.S. Treasury        912828NM8   07/15/10  07/15/20      100.000       1.250%      70.89    -0.070555   0.104256   -0.000349      17.82
U.S. Treasury        912828PP9   01/15/11  01/15/21      100.000       1.125%      67.63    -0.070340   0.103938   -0.000348      17.77
U.S. Treasury        912810QP6   02/15/11  02/15/41      100.000       2.125%      66.46    -0.049419   0.127180   -0.021914      17.75
U.S. Treasury        912828QD5   04/15/11  04/15/16      100.000       0.125%      58.06     0.033702   0.092851   -0.037013      17.61
U.S. Treasury        912828QV5   07/15/11  07/15/21      100.000       0.625%      36.21    -0.068271   0.100880   -0.000338      17.25
U.S. Treasury        912828SA9   01/15/12  01/15/22      100.000       0.125%      31.86    -0.067984   0.100456   -0.000336      17.17
U.S. Treasury        912810QV3   02/15/12  02/15/42      100.000       0.750%      33.57    -0.047894   0.123257   -0.021238      17.20
U.S. Treasury        912828SQ4   04/15/12  04/15/17      100.000       0.125%      28.24     0.032753   0.090235   -0.035970      17.11
U.S. Treasury        912828TE0   07/15/12  07/15/22      100.000       0.125%      15.58    -0.066911   0.098871   -0.000331      16.90
U.S. Treasury        912828UH1   01/15/13  01/15/23      100.000       0.125%      11.80    -0.066662   0.098503   -0.000330      16.84
U.S. Treasury        912810RA8   02/15/13  02/15/43      100.000       0.625%      15.81    -0.047071   0.121139   -0.020873      16.91
U.S. Treasury        912828UX6   04/15/13  04/15/18      100.000       0.125%      10.32     0.032182   0.088662   -0.035343      16.82
U.S. Treasury        912828VM9   07/15/13  07/15/23      100.000       0.375%       3.56    -0.066119   0.097701   -0.000327      16.70
U.S. Treasury        912828B25   01/15/14  01/15/24      100.000       0.625%                           0.097444   -0.000326      17.58
U.S. Treasury        912810RF7   02/15/14  02/15/44      100.000       1.375%                           0.119503   -0.020591      18.77
U.S. Treasury        912828C99   04/15/14  04/15/19      100.000       0.125%                           0.087466   -0.034867      13.29
U.S. Treasury        912828WU0   07/15/14  07/15/24      100.000       0.125%                                      -0.000320      -0.05
                                    Section II

                          STRIPPED COMPONENTS OF U.S. TREASURY AND
                              GOVERNMENT-SPONSORED ENTERPRISES
 
 
   FOR BROKERS & MIDDLEMEN ONLY: Original Issue Discount (OID) to be reported for stripped
   interest & principal components per $1000 Maturity Value (for calendar year 2014).
 
          Strips                                   Strips
          Maturing             OID                 Maturing             OID
      From       Through    per $1000          From       Through    per $1000
     --------    --------   ---------         --------    --------   ---------
     01/01/14    03/31/14      0.17            07/01/25    09/30/25      23.01
     04/01/14    06/30/14      0.50            10/01/25    12/31/25      22.91
     07/01/14    09/30/14      0.82            01/01/26    03/31/26      22.81
     10/01/14    12/31/14      1.30            04/01/26    06/30/26      22.76
     01/01/15    03/31/15      1.70            07/01/26    09/30/26      22.65
     04/01/15    06/30/15      2.20            10/01/26    12/31/26      22.53
     07/01/15    09/30/15      2.89            01/01/27    03/31/27      22.42
     10/01/15    12/31/15      3.78            04/01/27    06/30/27      22.30
     01/01/16    03/31/16      4.67            07/01/27    09/30/27      22.18
     04/01/16    06/30/16      5.65            10/01/27    12/31/27      22.06
     07/01/16    09/30/16      6.62            01/01/28    03/31/28      21.94
     10/01/16    12/31/16      7.67            04/01/28    06/30/28      21.82
     01/01/17    03/31/17      8.82            07/01/28    09/30/28      21.69
     04/01/17    06/30/17      9.95            10/01/28    12/31/28      21.56
     07/01/17    09/30/17     11.06            01/01/29    03/31/29      21.43
     10/01/17    12/31/17     12.25            04/01/29    06/30/29      21.26
     01/01/18    03/31/18     13.32            07/01/29    09/30/29      21.12
     04/01/18    06/30/18     14.46            10/01/29    12/31/29      20.98
     07/01/18    09/30/18     15.49            01/01/30    03/31/30      20.84
     10/01/18    12/31/18     16.40            04/01/30    06/30/30      20.67
     01/01/19    03/31/19     17.20            07/01/30    09/30/30      20.50
     04/01/19    06/30/19     18.06            10/01/30    12/31/30      20.36
     07/01/19    09/30/19     18.73            01/01/31    03/31/31      20.18
     10/01/19    12/31/19     19.38            04/01/31    06/30/31      20.01
     01/01/20    03/31/20     20.01            07/01/31    09/30/31      19.84
     04/01/20    06/30/20     20.53            10/01/31    12/31/31      19.67
     07/01/20    09/30/20     20.96            01/01/32    03/31/32      19.47
     10/01/20    12/31/20     21.36            04/01/32    06/30/32      19.30
     01/01/21    03/31/21     21.76            07/01/32    09/30/32      19.14
     04/01/21    06/30/21     22.05            10/01/32    12/31/32      18.97
     07/01/21    09/30/21     22.34            01/01/33    03/31/33      18.80
     10/01/21    12/31/21     22.61            04/01/33    06/30/33      18.63
     01/01/22    03/31/22     22.87            07/01/33    09/30/33      18.46
     04/01/22    06/30/22     23.04            10/01/33    12/31/33      18.28
     07/01/22    09/30/22     23.20            01/01/34    03/31/34      18.11
     10/01/22    12/31/22     23.28            04/01/34    06/30/34      17.94
     01/01/23    03/31/23     23.35            07/01/34    09/30/34      17.78
     04/01/23    06/30/23     23.42            10/01/34    12/31/34      17.60
     07/01/23    09/30/23     23.41            01/01/35    03/31/35      17.44
     10/01/23    12/31/23     23.40            04/01/35    06/30/35      17.27
     01/01/24    03/31/24     23.38            07/01/35    09/30/35      17.11
     04/01/24    06/30/24     23.30            10/01/35    12/31/35      16.94
     07/01/24    09/30/24     23.28            01/01/36    03/31/36      16.77
     10/01/24    12/31/24     23.19            04/01/36    06/30/36      16.61
     01/01/25    03/31/25     23.15            07/01/36    09/30/36      16.45
     04/01/25    06/30/25     23.06            10/01/36    12/31/36      16.28

     
                                     (continued)
 
 
          Strips                                   Strips
          Maturing             OID                 Maturing             OID
      From       Through    per $1000          From       Through    per $1000
     --------    --------   ---------         --------    --------   ---------
     01/01/37    03/31/37     16.13            01/01/46    03/31/46      11.04
     04/01/37    06/30/37     15.96            04/01/46    06/30/46      10.92
     07/01/37    09/30/37     15.80            07/01/46    09/30/46      10.81
     10/01/37    12/31/37     15.64            10/01/46    12/31/46      10.70
     01/01/38    03/31/38     15.49            01/01/47    03/31/47      10.59
     04/01/38    06/30/38     15.33            04/01/47    06/30/47      10.48
     07/01/38    09/30/38     15.17            07/01/47    09/30/47      10.37
     10/01/38    12/31/38     15.02            10/01/47    12/31/47      10.27
     01/01/39    03/31/39     14.86            01/01/48    03/31/48      10.16
     04/01/39    06/30/39     14.71            04/01/48    06/30/48      10.06
     07/01/39    09/30/39     14.56            07/01/48    09/30/48       9.95
     10/01/39    12/31/39     14.41            10/01/48    12/31/48       9.85
     01/01/40    03/31/40     14.25            01/01/49    03/31/49       9.75
     04/01/40    06/30/40     14.10            04/01/49    06/30/49       9.65
     07/01/40    09/30/40     13.96            07/01/49    09/30/49       9.55
     10/01/40    12/31/40     13.80            10/01/49    12/31/49       9.45
     01/01/41    03/31/41     13.66            01/01/50    03/31/50       9.36
     04/01/41    06/30/41     13.51            04/01/50    06/30/50       9.26
     07/01/41    09/30/41     13.37            07/01/50    09/30/50       9.17
     10/01/41    12/31/41     13.22            10/01/50    12/31/50       9.07
     01/01/42    03/31/42     13.09            01/01/51    03/31/51       8.98
     04/01/42    06/30/42     12.94            04/01/51    06/30/51       8.89
     07/01/42    09/30/42     12.81            07/01/51    09/30/51       8.80
     10/01/42    12/31/42     12.66            10/01/51    12/31/51       8.71
     01/01/43    03/31/43     12.53            01/01/52    03/31/52       8.62
     04/01/43    06/30/43     12.38            04/01/52    06/30/52       8.53
     07/01/43    09/30/43     12.25            07/01/52    09/30/52       8.45
     10/01/43    12/31/43     12.13            10/01/52    12/31/52       8.36
     01/01/44    03/31/44     12.00            01/01/53    03/31/53       8.28
     04/01/44    06/30/44     11.87            04/01/53    06/30/53       8.19
     07/01/44    09/30/44     11.75            07/01/53    09/30/53       8.11
     10/01/44    12/31/44     11.63            10/01/53    12/31/53       8.03
     01/01/45    03/31/45     11.51            01/01/54    03/31/54       7.95
     04/01/45    06/30/45     11.39            04/01/54    06/30/54       7.86
     07/01/45    09/30/45     11.27            07/01/54    09/30/54       7.78
     10/01/45    12/31/45     11.15            10/01/54    12/31/54       7.71



     



       Note:  This section lists OID for use SOLELY by brokers and other middlemen
    in preparing information returns for zero coupon instruments issued under the
    Department of the Treasury's STRIPS program, by government-sponsored enterprises
    such as the Resolution Funding Corporation and the Financing Corporation, or as
    instruments backed by U.S. Treasury securities that represent ownership
    interests in such securities.  If you owned or held such debt instruments in 2014,
    do not rely on the amounts listed in this section.  Instead, follow the OID
    computation rules and methods described earlier in this publication under
    "Figuring OID on Stripped Bonds and Coupons."



                               Section III-A

                      Short Term U.S. Treasury Bills
                    Issued at a Discount and Maturing
                      January 2014 - August 2015
                                                   Discount to be
                                 Issue Price      Reported as 2014
 CUSIP     Maturity    Issue   (% of Principal   Interest(Per $1,000
 Number      Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
912796BS7  01/02/14  07/05/13      99.957                 0.43
912796AQ2  01/09/14  01/10/13      99.858                 1.42
912796BU2  01/16/14  07/18/13      99.965                 0.35
912796BV0  01/23/14  07/25/13      99.965                 0.35
912796BW8  01/30/14  08/01/13      99.967                 0.33
912796AR0  02/06/14  02/07/13      99.853                 1.47
912796BY4  02/13/14  08/15/13      99.962                 0.38
912796BZ1  02/20/14  08/22/13      99.962                 0.38
912796CA5  02/27/14  08/29/13      99.967                 0.33
912796AW9  03/06/14  03/07/13      99.848                 1.52
912796CC1  03/13/14  09/12/13      99.982                 0.18
912796CD9  03/20/14  09/19/13      99.985                 0.15
912796CE7  03/27/14  09/26/13      99.975                 0.25
912796BA6  04/03/14  04/04/13      99.858                 1.42
912796CG2  04/10/14  10/10/13      99.970                 0.30
912796CH0  04/17/14  10/17/13      99.924                 0.76
912796CJ6  04/24/14  10/17/13      99.929                 0.71
912796BE8  05/01/14  04/03/14      99.998                 0.02
912796CK3  05/08/14  04/10/14      99.998                 0.02
912796CM9  05/15/14  04/17/14      99.998                 0.02
912796CZ0  05/22/14  04/24/14      99.999                 0.01
912796BJ7  05/29/14  05/01/14      99.999                 0.01
912796DA4  06/05/14  05/08/14      99.998                 0.02
912796DC0  06/12/14  03/13/14      99.987                 0.13
912796DD8  06/19/14  03/20/14      99.987                 0.13
912796BP3  06/26/14  03/27/14      99.987                 0.13
912796DE6  07/03/14  04/03/14      99.989                 0.11
912796DH9  07/10/14  04/10/14      99.992                 0.08
912796DJ5  07/17/14  04/17/14      99.991                 0.09
912796BT5  07/24/14  04/24/14      99.992                 0.08
912796DK2  07/31/14  05/01/14      99.995                 0.05
912796DL0  08/07/14  05/08/14      99.994                 0.06
912796DQ9  08/14/14  05/15/14      99.994                 0.06
912796BX6  08/21/14  05/22/14      99.994                 0.06
912796DR7  08/28/14  05/29/14      99.992                 0.08
912796DS5  09/04/14  06/05/14      99.991                 0.09
912796DV8  09/11/14  06/12/14      99.991                 0.09
912796HP7  09/15/14  09/04/14      99.999                 0.01
912796CB3  09/18/14  03/20/14      99.960                 0.40
912796DW6  09/25/14  03/27/14      99.962                 0.38
912796DX4  10/02/14  04/03/14      99.967                 0.33
912796DZ9  10/09/14  04/10/14      99.975                 0.25
912796CF4  10/16/14  04/17/14      99.975                 0.25
912796EA3  10/23/14  04/24/14      99.975                 0.25
912796EB1  10/30/14  05/01/14      99.977                 0.23
912796ED7  11/06/14  05/08/14      99.977                 0.23
912796CL1  11/13/14  05/15/14      99.975                 0.25





                         Section III-A (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2014
 CUSIP     Maturity    Issue   (% of Principal   Interest(Per $1,000
 Number      Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
912796EE5  11/20/14  05/22/14      99.975                 0.25
912796EF2  11/28/14  05/29/14      99.975                 0.25
912796EG0  12/04/14  06/05/14      99.972                 0.28
912796DB2  12/11/14  06/12/14      99.970                 0.30
912796EK1  12/18/14  06/19/14      99.965                 0.35
912796EL9  12/26/14  06/26/14      99.975                 0.25





                                                   Discount to be
                                 Issue Price      Reported as 2015
 CUSIP     Maturity    Issue   (% of Principal   Interest(Per $1,000
 Number      Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
912796EM7  01/02/15  07/03/14      99.967                 0.33
912796DF3  01/08/15  07/10/14      99.970                 0.30
912796EP0  01/15/15  07/17/14      99.970                 0.30
912796EQ8  01/22/15  07/24/14      99.972                 0.28
912796ER6  01/29/15  07/31/14      99.972                 0.28
912796DG1  02/05/15  08/07/14      99.975                 0.25
912796EU9  02/12/15  08/14/14      99.975                 0.25
912796EV7  02/19/15  08/21/14      99.975                 0.25
912796EW5  02/26/15  08/28/14      99.975                 0.25
912796DP1  03/05/15  09/04/14      99.975                 0.25
912796EY1  03/12/15  09/11/14      99.977                 0.23
912796EZ8  03/19/15  09/18/14      99.977                 0.23
912796FA2  03/26/15  09/25/14      99.980                 0.20
912796DU0  04/02/15  10/02/14      99.980                 0.20
912796FC8  04/09/15  10/09/14      99.980                 0.20
912796FD6  04/16/15  10/16/14      99.980                 0.20
912796FE4  04/23/15  10/23/14      99.975                 0.25
912796DY2  04/30/15  10/30/14      99.972                 0.28
912796FF1  05/07/15  11/06/14      99.970                 0.30
912796FH7  05/14/15  11/13/14      99.970                 0.30
912796FJ3  05/21/15  11/20/14      99.965                 0.35
912796EC9  05/28/15  11/28/14      99.965                 0.35
912796FK0  06/04/15  12/04/14      99.962                 0.38
912796FQ7  06/11/15  12/11/14      99.955                 0.45
912796FR5  06/18/15  12/18/14      99.944                 0.56
912796EJ4  06/25/15  06/26/14      99.889                 1.11
912796EN5  07/23/15  07/24/14      99.889                 1.11
912796ET2  08/20/15  08/21/14      99.894                 1.06
912796EX3  09/17/15  09/18/14      99.879                 1.21
912796FB0  10/15/15  10/16/14      99.899                 1.01
912796FG9  11/12/15  11/13/14      99.858                 1.42
912796FN4  12/10/15  12/11/14      99.788                 2.12





                                 Section III-B



                            FEDERAL HOME LOAN BANKS
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2014

                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313385RG3  01/02/14  01/04/13      99.859                 1.41
313385RH1  01/03/14  01/07/13      99.860                 1.40
313385RL2  01/06/14  03/14/13      99.884                 1.16
313385RM0  01/07/14  01/08/13      99.869                 1.31
313385RN8  01/08/14  01/30/13      99.862                 1.38
313385RP3  01/09/14  01/14/13      99.870                 1.30
313385RQ1  01/10/14  02/06/13      99.869                 1.31
313385RT5  01/13/14  02/04/13      99.867                 1.33
313385RU2  01/14/14  01/17/13      99.869                 1.31
313385RV0  01/15/14  02/04/13      99.866                 1.34
313385RW8  01/16/14  02/01/13      99.864                 1.36
313385RX6  01/17/14  02/01/13      99.864                 1.36
313385SB3  01/21/14  02/04/13      99.864                 1.37
313385SC1  01/22/14  06/19/13      99.952                 0.48
313385SD9  01/23/14  01/31/13      99.851                 1.49
313385SE7  01/24/14  01/29/13      99.850                 1.50
313385SH0  01/27/14  07/30/13      99.960                 0.40
313385SJ6  01/28/14  10/17/13      99.960                 0.40
313385SK3  01/29/14  03/27/13      99.889                 1.11
313385SL1  01/30/14  01/30/13      99.838                 1.62
313385SM9  01/31/14  01/31/13      99.878                 1.22
313385SQ0  02/03/14  02/06/13      99.854                 1.46
313385SR8  02/04/14  02/06/13      99.859                 1.41
313385SS6  02/05/14  02/07/13      99.859                 1.41
313385ST4  02/06/14  02/12/13      99.850                 1.50
313385SU1  02/07/14  02/13/13      99.850                 1.50
313385SX5  02/10/14  02/14/13      99.850                 1.50
313385SY3  02/11/14  02/13/13      99.849                 1.51
313385SZ0  02/12/14  03/07/13      99.848                 1.52
313385TA4  02/13/14  02/26/13      99.834                 1.66
313385TB2  02/14/14  02/28/13      99.844                 1.56
313385TF3  02/18/14  08/14/13      99.963                 0.37
313385TG1  02/19/14  08/16/13      99.964                 0.36
313385TH9  02/20/14  03/05/13      99.844                 1.56
313385TJ5  02/21/14  02/25/13      99.840                 1.60
313385TM8  02/24/14  05/21/13      99.923                 0.78
313385TN6  02/25/14  02/25/13      99.838                 1.62
313385TP1  02/26/14  02/26/13      99.838                 1.62
313385TQ9  02/27/14  03/11/13      99.843                 1.57
313385TR7  02/28/14  03/01/13      99.838                 1.62
313385TU0  03/03/14  03/08/13      99.840                 1.60
313385TV8  03/04/14  03/04/13      99.838                 1.62
313385TW6  03/05/14  03/05/13      99.838                 1.62
313385TX4  03/06/14  03/06/13      99.838                 1.62





                         Section III-B (Continued)



                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313385TY2  03/07/14  03/07/13      99.838                 1.62
313385UB0  03/10/14  03/14/13      99.840                 1.60
313385UC8  03/11/14  03/12/13      99.838                 1.62
313385UD6  03/12/14  03/12/13      99.838                 1.62
313385UE4  03/13/14  03/22/13      99.852                 1.48
313385UF1  03/14/14  03/20/13      99.850                 1.50
313385UJ3  03/17/14  07/02/13      99.928                 0.72
313385UK0  03/18/14  09/13/13      99.974                 0.26
313385UL8  03/19/14  09/11/13      99.974                 0.26
313385UM6  03/20/14  03/20/13      99.848                 1.52
313385UN4  03/21/14  03/22/13      99.848                 1.52
313385UR5  03/24/14  04/03/13      99.872                 1.28
313385US3  03/25/14  03/26/13      99.848                 1.52
313385UT1  03/26/14  04/26/13      99.898                 1.02
313385UU8  03/27/14  03/28/13      99.869                 1.31
313385UV6  03/28/14  03/28/13      99.848                 1.52
313385UY0  03/31/14  04/25/13      99.896                 1.04
313385UZ7  04/01/14  04/03/13      99.869                 1.31
313385VA1  04/02/14  10/02/13      99.956                 0.44
313385VB9  04/03/14  04/05/13      99.869                 1.31
313385VC7  04/04/14  10/04/13      99.951                 0.49
313385VF0  04/07/14  04/19/13      99.863                 1.37
313385VG8  04/08/14  04/25/13      99.884                 1.16
313385VH6  04/09/14  04/16/13      99.881                 1.19
313385VJ2  04/10/14  04/26/13      99.884                 1.16
313385VK9  04/11/14  04/25/13      99.883                 1.17
313385VN3  04/14/14  04/23/13      99.871                 1.29
313385VP8  04/15/14  04/16/13      99.879                 1.21
313385VQ6  04/16/14  04/23/13      99.881                 1.19
313385VR4  04/17/14  04/25/13      99.881                 1.19
313385VV5  04/21/14  10/09/13      99.925                 0.75
313385VW3  04/22/14  05/07/13      99.874                 1.26
313385VX1  04/23/14  04/29/13      99.880                 1.20
313385VY9  04/24/14  04/25/13      99.869                 1.31
313385VZ6  04/25/14  05/02/13      99.871                 1.29
313385WC6  04/28/14  04/30/13      99.879                 1.21
313385WD4  04/29/14  05/02/13      99.869                 1.31
313385WE2  04/30/14  05/02/13      99.869                 1.31
313385WF9  05/01/14  05/01/13      99.868                 1.32
313385WG7  05/02/14  05/02/13      99.868                 1.32
313385WK8  05/05/14  05/09/13      99.870                 1.30
313385WL6  05/06/14  05/06/13      99.868                 1.32
313385WM4  05/07/14  05/10/13      99.874                 1.26
313385WN2  05/08/14  05/09/13      99.869                 1.31
313385WP7  05/09/14  05/10/13      99.874                 1.26
313385WS1  05/12/14  05/14/13      99.874                 1.26
313385WT9  05/13/14  05/15/13      99.874                 1.26
313385WU6  05/14/14  05/14/13      99.873                 1.27
313385WV4  05/15/14  05/17/13      99.874                 1.26





                         Section III-B (Continued)



                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313385WW2  05/16/14  05/23/13      99.871                 1.29
313385WZ5  05/19/14  05/22/13      99.879                 1.21
313385XA9  05/20/14  05/20/13      99.878                 1.22
313385XB7  05/21/14  05/21/13      99.878                 1.22
313385XC5  05/22/14  05/31/13      99.881                 1.19
313385XD3  05/23/14  05/24/13      99.879                 1.21
313385XH4  05/27/14  05/30/13      99.874                 1.26
313385XJ0  05/28/14  05/29/13      99.879                 1.21
313385XK7  05/29/14  05/30/13      99.879                 1.21
313385XL5  05/30/14  05/31/13      99.869                 1.31
313385XP6  06/02/14  06/03/13      99.869                 1.31
313385XQ4  06/03/14  06/05/13      99.869                 1.31
313385XR2  06/04/14  12/04/13      99.936                 0.64
313385XS0  06/05/14  06/06/13      99.869                 1.31
313385XT8  06/06/14  06/07/13      99.869                 1.31
313385XW1  06/09/14  06/11/13      99.869                 1.31
313385XX9  06/10/14  06/11/13      99.869                 1.31
313385XY7  06/11/14  06/12/13      99.869                 1.31
313385XZ4  06/12/14  06/13/13      99.869                 1.31
313385YA8  06/13/14  06/14/13      99.869                 1.31
313385YD2  06/16/14  06/17/13      99.869                 1.31
313385YE0  06/17/14  06/20/13      99.839                 1.61
313385YF7  06/18/14  06/24/13      99.821                 1.79
313385YG5  06/19/14  06/25/13      99.821                 1.79
313385YH3  06/20/14  06/21/13      99.838                 1.62
313385YL4  06/23/14  06/27/13      99.820                 1.80
313385YM2  06/24/14  09/24/13      99.924                 0.76
313385YN0  06/25/14  06/26/13      99.818                 1.82
313385YP5  06/26/14  06/26/13      99.818                 1.82
313385YQ3  06/27/14  12/17/13      99.944                 0.56
313385YT7  06/30/14  07/30/13      99.898                 1.02
313385YU4  07/01/14  07/10/13      99.837                 1.63
313385YV2  07/02/14  09/25/13      99.922                 0.78
313385YW0  07/03/14  07/15/13      99.873                 1.27
313385ZA7  07/07/14  07/15/13      99.871                 1.29
313385ZB5  07/08/14  07/15/13      99.871                 1.29
313385ZC3  07/09/14  07/15/13      99.870                 1.30
313385ZD1  07/10/14  07/15/13      99.870                 1.30
313385ZE9  07/11/14  07/15/13      99.870                 1.30
313385ZH2  07/14/14  07/24/13      99.857                 1.43
313385ZJ8  07/15/14  07/31/13      99.864                 1.36
313385ZK5  07/16/14  08/01/13      99.864                 1.36
313385ZL3  07/17/14  07/31/13      99.864                 1.37
313385ZM1  07/18/14  08/05/13      99.865                 1.35
313385ZQ2  07/21/14  07/26/13      99.880                 1.20
313385ZR0  07/22/14  07/26/13      99.880                 1.20
313385ZS8  07/23/14  07/31/13      99.861                 1.39





                         Section III-B (Continued)



                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313385ZT6  07/24/14  07/25/13      99.879                 1.21
313385ZU3  07/25/14  07/31/13      99.860                 1.40
313385ZX7  07/28/14  07/29/13      99.858                 1.42
313385ZY5  07/29/14  01/10/14      99.967                 0.33
313385ZZ2  07/30/14  09/30/13      99.941                 0.59
313385A22  07/31/14  07/31/13      99.858                 1.42
313385A30  08/01/14  08/05/13      99.850                 1.50
313385A63  08/04/14  08/07/13      99.879                 1.21
313385A71  08/05/14  08/07/13      99.879                 1.21
313385A89  08/06/14  08/07/13      99.879                 1.21
313385A97  08/07/14  02/18/14      99.969                 0.31
313385B21  08/08/14  08/22/13      99.864                 1.37
313385B54  08/11/14  01/02/14      99.942                 0.58
313385B62  08/12/14  12/17/13      99.907                 0.93
313385B70  08/13/14  11/22/13      99.912                 0.88
313385B88  08/14/14  08/15/13      99.848                 1.52
313385B96  08/15/14  08/22/13      99.861                 1.39
313385C46  08/18/14  09/23/13      99.881                 1.19
313385C53  08/19/14  08/22/13      99.859                 1.41
313385C61  08/20/14  08/22/13      99.859                 1.41
313385C79  08/21/14  08/22/13      99.858                 1.42
313385C87  08/22/14  08/22/13      99.858                 1.42
313385D37  08/25/14  08/28/13      99.849                 1.51
313385D45  08/26/14  08/28/13      99.859                 1.41
313385D52  08/27/14  08/27/13      99.858                 1.42
313385D60  08/28/14  08/28/13      99.858                 1.42
313385D78  08/29/14  08/29/13      99.848                 1.52
313385E36  09/02/14  09/05/13      99.879                 1.21
313385E44  09/03/14  09/05/13      99.879                 1.21
313385E51  09/04/14  09/05/13      99.879                 1.21
313385E69  09/05/14  12/10/13      99.910                 0.90
313385E93  09/08/14  09/10/13      99.849                 1.51
313385F27  09/09/14  09/26/13      99.874                 1.26
313385F35  09/10/14  09/11/13      99.848                 1.52
313385F43  09/11/14  09/11/13      99.848                 1.52
313385F50  09/12/14  09/13/13      99.858                 1.42
313385F84  09/15/14  09/16/13      99.858                 1.42
313385F92  09/16/14  09/19/13      99.864                 1.36
313385G26  09/17/14  09/30/13      99.883                 1.17
313385G34  09/18/14  09/20/13      99.859                 1.41
313385G42  09/19/14  09/26/13      99.861                 1.39
313385G75  09/22/14  09/25/13      99.869                 1.31
313385G83  09/23/14  09/24/13      99.879                 1.21
313385G91  09/24/14  09/24/13      99.878                 1.22
313385H25  09/25/14  09/26/13      99.869                 1.31
313385H33  09/26/14  09/27/13      99.869                 1.31
313385H66  09/29/14  10/01/13      99.879                 1.21
313385H74  09/30/14  10/01/13      99.879                 1.21





                         Section III-B (Continued)



                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313385H82  10/01/14  10/01/13      99.878                 1.22
313385H90  10/02/14  03/26/14      99.966                 0.34
313385J23  10/03/14  10/09/13      99.860                 1.40
313385J56  10/06/14  10/22/13      99.859                 1.41
313385J64  10/07/14  10/09/13      99.859                 1.41
313385J72  10/08/14  01/16/14      99.934                 0.66
313385J80  10/09/14  01/31/14      99.937                 0.63
313385J98  10/10/14  01/10/14      99.909                 0.91
313385K54  10/14/14  10/18/13      99.860                 1.40
313385K62  10/15/14  12/31/13      99.912                 0.88
313385K70  10/16/14  10/16/13      99.858                 1.42
313385K88  10/17/14  10/18/13      99.858                 1.42
313385L38  10/20/14  10/24/13      99.860                 1.40
313385L46  10/21/14  07/24/14      99.984                 0.16
313385L53  10/22/14  10/22/13      99.848                 1.52
313385L61  10/23/14  01/31/14      99.934                 0.66
313385L79  10/24/14  01/06/14      99.871                 1.29
313385M29  10/27/14  01/06/14      99.869                 1.31
313385M37  10/28/14  03/12/14      99.955                 0.45
313385M45  10/29/14  01/02/14      99.867                 1.33
313385M52  10/30/14  11/01/13      99.859                 1.41
313385M60  10/31/14  11/01/13      99.858                 1.42
313385M94  11/03/14  11/13/13      99.882                 1.18
313385N28  11/04/14  11/13/13      99.881                 1.19
313385N36  11/05/14  05/07/14      99.960                 0.40
313385N44  11/06/14  04/15/14      99.972                 0.28
313385N51  11/07/14  04/07/14      99.964                 0.36
313385N85  11/10/14  01/24/14      99.932                 0.68
313385P26  11/12/14  11/19/13      99.846                 1.54
313385P34  11/13/14  11/19/13      99.845                 1.55
313385P42  11/14/14  12/30/13      99.885                 1.15
313385P75  11/17/14  11/20/13      99.844                 1.56
313385P83  11/18/14  11/19/13      99.843                 1.57
313385P91  11/19/14  11/25/13      99.850                 1.50
313385Q25  11/20/14  11/25/13      99.850                 1.50
313385Q33  11/21/14  11/25/13      99.850                 1.50
313385Q66  11/24/14  12/19/13      99.844                 1.56
313385Q74  11/25/14  04/01/14      99.960                 0.40
313385Q82  11/26/14  11/26/13      99.855                 1.45
313385R24  11/28/14  02/14/14      99.924                 0.76
313385R57  12/01/14  12/04/13      99.859                 1.41
313385R65  12/02/14  12/03/13      99.858                 1.42
313385R73  12/03/14  12/17/13      99.868                 1.32
313385R81  12/04/14  12/12/13      99.856                 1.44
313385R99  12/05/14  06/06/14      99.957                 0.43
313385S49  12/08/14  03/13/14      99.910                 0.90
313385S56  12/09/14  12/16/13      99.866                 1.34





                         Section III-B (Continued)



                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313385S64  12/10/14  02/13/14      99.917                 0.83
313385S72  12/11/14  12/27/13      99.869                 1.31
313385S80  12/12/14  12/13/13      99.864                 1.36
313385T30  12/15/14  01/07/14      99.858                 1.43
313385T48  12/16/14  12/19/13      99.864                 1.36
313385T55  12/17/14  12/19/13      99.864                 1.36
313385T63  12/18/14  12/19/13      99.864                 1.36
313385T71  12/19/14  12/20/13      99.863                 1.36
313385U20  12/22/14  12/31/13      99.852                 1.48
313385U38  12/23/14  01/06/14      99.854                 1.46
313385U46  12/24/14  01/09/14      99.855                 1.45
313385U61  12/26/14  01/06/14      99.853                 1.47
313385U95  12/29/14  06/24/14      99.969                 0.31
313385V29  12/30/14  04/09/14      99.952                 0.48
313385V37  12/31/14  03/06/14      99.938                 0.62





                                 Section III-C



                    FEDERAL NATIONAL MORTGAGE ASSOCIATION
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2014

                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313589RG0  01/02/14  07/01/13      99.885                 1.15
313589RH8  01/03/14  07/23/13      99.964                 0.36
313589RL9  01/06/14  04/04/13      99.923                 0.77
313589RM7  01/07/14  04/08/13      99.924                 0.76
313589RN5  01/08/14  04/04/13      99.923                 0.77
313589RP0  01/09/14  06/05/13      99.939                 0.61
313589RQ8  01/10/14  04/04/13      99.922                 0.78
313589RT2  01/13/14  04/04/13      99.921                 0.79
313589RU9  01/14/14  04/29/13      99.928                 0.72
313589RV7  01/15/14  06/13/13      99.940                 0.60
313589RW5  01/16/14  09/04/13      99.985                 0.15
313589RX3  01/17/14  02/28/13      99.856                 1.44
313589SB0  01/21/14  02/26/13      99.845                 1.55
313589SC8  01/22/14  04/04/13      99.910                 0.90
313589SD6  01/23/14  04/04/13      99.910                 0.90
313589SE4  01/24/14  03/07/13      99.865                 1.35
313589SH7  01/27/14  02/28/13      99.843                 1.57
313589SJ3  01/28/14  02/25/13      99.850                 1.50
313589SK0  01/29/14  03/01/13      99.842                 1.58
313589SL8  01/30/14  04/04/13      99.908                 0.92
313589SM6  01/31/14  02/27/13      99.840                 1.60
313589SQ7  02/03/14  02/12/13      99.842                 1.58
313589SR5  02/04/14  02/26/13      99.838                 1.62
313589SS3  02/05/14  02/12/13      99.841                 1.59
313589ST1  02/06/14  02/13/13      99.841                 1.59
313589SU8  02/07/14  02/12/13      99.840                 1.60
313589SX2  02/10/14  05/08/13      99.915                 0.85
313589SZ7  02/12/14  08/14/13      99.949                 0.51
313589TA1  02/13/14  08/07/13      99.958                 0.42
313589TB9  02/14/14  02/26/13      99.833                 1.67
313589TF0  02/18/14  03/15/13      99.868                 1.32
313589TG8  02/19/14  04/08/13      99.894                 1.06
313589TH6  02/20/14  04/26/13      99.908                 0.92
313589TJ2  02/21/14  02/27/13      99.830                 1.70
313589TM5  02/24/14  05/08/13      99.903                 0.97
313589TN3  02/25/14  05/13/13      99.904                 0.96
313589TP8  02/26/14  04/08/13      99.892                 1.08
313589TR4  02/28/14  07/10/13      99.929                 0.71
313589TU7  03/03/14  03/15/13      99.853                 1.47
313589TW3  03/05/14  06/17/13      99.913                 0.87
313589TX1  03/06/14  03/14/13      99.851                 1.49
313589TY9  03/07/14  06/24/13      99.915                 0.85
313589UB7  03/10/14  05/03/13      99.896                 1.04





                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313589UC5  03/11/14  08/28/13      99.968                 0.32
313589UD3  03/12/14  09/11/13      99.967                 0.33
313589UE1  03/13/14  08/15/13      99.942                 0.58
313589UF8  03/14/14  05/16/13      99.908                 0.92
313589UJ0  03/17/14  05/03/13      99.894                 1.06
313589UK7  03/18/14  05/03/13      99.894                 1.06
313589UL5  03/19/14  08/06/13      99.944                 0.56
313589UM3  03/20/14  05/24/13      99.925                 0.75
313589UR2  03/24/14  08/06/13      99.943                 0.57
313589US0  03/25/14  09/11/13      99.973                 0.27
313589UT8  03/26/14  09/25/13      99.968                 0.32
313589UU5  03/27/14  05/02/13      99.890                 1.10
313589UV3  03/28/14  08/16/13      99.938                 0.62
313589UY7  03/31/14  04/30/13      99.888                 1.12
313589UZ4  04/01/14  04/30/13      99.879                 1.21
313589VA8  04/02/14  05/02/13      99.879                 1.21
313589VB6  04/03/14  05/02/13      99.879                 1.21
313589VC4  04/04/14  04/30/13      99.878                 1.22
313589VF7  04/07/14  08/14/13      99.934                 0.66
313589VG5  04/08/14  02/05/14      99.993                 0.07
313589VH3  04/09/14  05/02/13      99.877                 1.23
313589VJ9  04/10/14  05/02/13      99.876                 1.24
313589VK6  04/11/14  05/02/13      99.876                 1.24
313589VN0  04/14/14  05/02/13      99.875                 1.25
313589VP5  04/15/14  07/24/13      99.923                 0.77
313589VQ3  04/16/14  08/21/13      99.927                 0.73
313589VR1  04/17/14  05/01/13      99.873                 1.27
313589VS9  04/18/14  05/09/13      99.885                 1.15
313589VV2  04/21/14  05/31/13      99.892                 1.08
313589VW0  04/22/14  08/20/13      99.925                 0.75
313589VX8  04/23/14  10/23/13      99.957                 0.43
313589VY6  04/24/14  08/13/13      99.929                 0.71
313589VZ3  04/25/14  05/09/13      99.883                 1.17
313589WC3  04/28/14  08/20/13      99.923                 0.77
313589WD1  04/29/14  08/16/13      99.915                 0.85
313589WE9  04/30/14  07/30/13      99.924                 0.76
313589WF6  05/01/14  05/14/13      99.873                 1.27
313589WG4  05/02/14  07/29/13      99.908                 0.92
313589WK5  05/05/14  05/14/13      99.871                 1.29
313589WL3  05/06/14  05/13/13      99.871                 1.29
313589WM1  05/07/14  05/14/13      99.871                 1.29
313589WN9  05/08/14  05/14/13      99.870                 1.30
313589WP4  05/09/14  08/29/13      99.937                 0.63
313589WS8  05/12/14  05/22/13      99.872                 1.28
313589WT6  05/13/14  03/20/14      99.993                 0.07
313589WU3  05/14/14  08/19/13      99.911                 0.89
313589WV1  05/15/14  05/22/13      99.871                 1.29
313589WW9  05/16/14  08/07/13      99.914                 0.86





                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313589WZ2  05/19/14  06/06/13      99.865                 1.35
313589XA6  05/20/14  12/13/13      99.952                 0.48
313589XB4  05/21/14  07/29/13      99.901                 0.99
313589XC2  05/22/14  07/25/13      99.900                 1.00
313589XD0  05/23/14  07/26/13      99.900                 1.00
313589XH1  05/27/14  06/04/13      99.861                 1.39
313589XJ7  05/28/14  11/27/13      99.939                 0.61
313589XK4  05/29/14  06/04/13      99.860                 1.40
313589XL2  05/30/14  06/05/13      99.860                 1.40
313589XP3  06/02/14  06/12/13      99.862                 1.38
313589XQ1  06/03/14  06/14/13      99.862                 1.38
313589XR9  06/04/14  06/24/13      99.866                 1.34
313589XS7  06/05/14  06/11/13      99.860                 1.40
313589XT5  06/06/14  06/21/13      99.864                 1.36
313589XW8  06/09/14  08/27/13      99.913                 0.87
313589XX6  06/10/14  06/18/13      99.861                 1.39
313589XY4  06/11/14  12/11/13      99.934                 0.66
313589XZ1  06/12/14  06/28/13      99.855                 1.45
313589YA5  06/13/14  07/23/13      99.883                 1.17
313589YD9  06/16/14  07/11/13      99.868                 1.32
313589YE7  06/17/14  09/20/13      99.940                 0.60
313589YF4  06/18/14  10/18/13      99.933                 0.67
313589YG2  06/19/14  07/18/13      99.869                 1.31
313589YH0  06/20/14  07/10/13      99.856                 1.44
313589YL1  06/23/14  11/20/13      99.946                 0.54
313589YM9  06/24/14  12/11/13      99.935                 0.65
313589YN7  06/25/14  07/18/13      99.867                 1.33
313589YP2  06/26/14  07/17/13      99.866                 1.34
313589YQ0  06/27/14  08/01/13      99.881                 1.19
313589YT4  06/30/14  07/15/13      99.864                 1.36
313589YU1  07/01/14  08/08/13      99.891                 1.09
313589YV9  07/02/14  08/12/13      99.883                 1.17
313589YW7  07/03/14  08/15/13      99.875                 1.25
313589ZA4  07/07/14  03/21/14      99.982                 0.18
313589ZB2  07/08/14  11/22/13      99.937                 0.63
313589ZC0  07/09/14  08/12/13      99.880                 1.20
313589ZD8  07/10/14  11/25/13      99.937                 0.63
313589ZE6  07/11/14  12/11/13      99.929                 0.71
313589ZH9  07/14/14  11/25/13      99.936                 0.64
313589ZJ5  07/15/14  08/15/13      99.861                 1.39
313589ZK2  07/16/14  08/21/13      99.872                 1.28
313589ZL0  07/17/14  12/18/13      99.930                 0.70
313589ZM8  07/18/14  12/16/13      99.929                 0.71
313589ZQ9  07/21/14  12/03/13      99.923                 0.77
313589ZR7  07/22/14  02/03/14      99.962                 0.38
313589ZS5  07/23/14  12/10/13      99.919                 0.81
313589ZT3  07/24/14  12/10/13      99.918                 0.82





                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313589ZU0  07/25/14  09/19/13      99.906                 0.94
313589ZX4  07/28/14  12/09/13      99.923                 0.77
313589ZY2  07/29/14  02/10/14      99.948                 0.52
313589ZZ9  07/30/14  11/21/13      99.930                 0.70
313589A29  07/31/14  08/15/13      99.854                 1.46
313589A37  08/01/14  08/16/13      99.854                 1.46
313589A60  08/04/14  04/02/14      99.986                 0.14
313589A78  08/05/14  09/10/13      99.881                 1.19
313589A86  08/06/14  02/05/14      99.949                 0.51
313589A94  08/07/14  09/10/13      99.880                 1.20
313589B28  08/08/14  08/21/13      99.853                 1.47
313589B51  08/11/14  03/26/14      99.977                 0.23
313589B69  08/12/14  03/26/14      99.977                 0.23
313589B77  08/13/14  02/12/14      99.947                 0.53
313589B85  08/14/14  03/28/14      99.985                 0.15
313589B93  08/15/14  09/16/13      99.880                 1.20
313589C43  08/18/14  10/15/13      99.855                 1.45
313589C50  08/19/14  10/15/13      99.855                 1.45
313589C68  08/20/14  12/02/13      99.906                 0.94
313589C76  08/21/14  11/22/13      99.917                 0.83
313589C84  08/22/14  11/26/13      99.910                 0.90
313589D34  08/25/14  02/04/14      99.950                 0.50
313589D42  08/26/14  12/18/13      99.909                 0.91
313589D59  08/27/14  12/09/13      99.906                 0.94
313589D67  08/28/14  03/27/14      99.974                 0.26
313589D75  08/29/14  09/10/13      99.873                 1.27
313589E33  09/02/14  09/24/13      99.886                 1.14
313589E41  09/03/14  12/17/13      99.899                 1.01
313589E58  09/04/14  09/26/13      99.886                 1.14
313589E66  09/05/14  12/10/13      99.895                 1.05
313589E90  09/08/14  12/17/13      99.897                 1.03
313589F24  09/09/14  04/28/14      99.980                 0.20
313589F32  09/10/14  02/20/14      99.961                 0.39
313589F40  09/11/14  04/11/14      99.975                 0.25
313589F57  09/12/14  09/24/13      99.882                 1.18
313589F81  09/15/14  11/22/13      99.893                 1.07
313589F99  09/16/14  12/12/13      99.892                 1.08
313589G23  09/17/14  03/19/14      99.956                 0.44
313589G31  09/18/14  04/16/14      99.972                 0.28
313589G49  09/19/14  02/05/14      99.937                 0.63
313589G72  09/22/14  11/20/13      99.881                 1.19
313589G80  09/23/14  04/15/14      99.971                 0.29
313589G98  09/24/14  11/27/13      99.883                 1.17
313589H22  09/25/14  12/05/13      99.886                 1.14
313589H30  09/26/14  11/22/13      99.880                 1.20
313589H63  09/29/14  10/09/13      99.852                 1.48
313589H71  09/30/14  10/09/13      99.852                 1.48
313589H89  10/01/14  10/09/13      99.851                 1.49





                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313589H97  10/02/14  10/09/13      99.851                 1.49
313589J20  10/03/14  02/05/14      99.920                 0.80
313589J53  10/06/14  10/11/13      99.820                 1.80
313589J61  10/07/14  10/15/13      99.831                 1.69
313589J79  10/08/14  02/04/14      99.932                 0.68
313589J87  10/09/14  10/15/13      99.830                 1.70
313589J95  10/10/14  10/15/13      99.830                 1.70
313589K51  10/14/14  02/10/14      99.911                 0.89
313589K69  10/15/14  02/05/14      99.916                 0.84
313589K77  10/16/14  10/29/13      99.892                 1.08
313589K85  10/17/14  11/01/13      99.893                 1.07
313589L35  10/20/14  05/27/14      99.978                 0.22
313589L43  10/21/14  05/27/14      99.978                 0.22
313589L50  10/22/14  12/05/13      99.875                 1.25
313589L68  10/23/14  06/03/14      99.976                 0.24
313589L76  10/24/14  12/16/13      99.879                 1.21
313589M26  10/27/14  11/27/13      99.861                 1.39
313589M34  10/28/14  11/21/13      99.867                 1.33
313589M42  10/29/14  04/30/14      99.969                 0.31
313589M59  10/30/14  11/19/13      99.866                 1.34
313589M67  10/31/14  11/19/13      99.865                 1.35
313589M91  11/03/14  11/15/13      99.853                 1.47
313589N25  11/04/14  11/25/13      99.857                 1.43
313589N33  11/05/14  11/19/13      99.854                 1.46
313589N41  11/06/14  11/19/13      99.853                 1.47
313589N58  11/07/14  11/15/13      99.861                 1.39
313589N82  11/10/14  11/19/13      99.852                 1.48
313589P23  11/12/14  11/18/13      99.850                 1.50
313589P31  11/13/14  02/20/14      99.941                 0.59
313589P49  11/14/14  12/04/13      99.856                 1.44
313589P72  11/17/14  11/26/13      99.842                 1.58
313589P80  11/18/14  05/07/14      99.973                 0.27
313589P98  11/19/14  11/27/13      99.841                 1.59
313589Q22  11/20/14  11/26/13      99.840                 1.60
313589Q30  11/21/14  11/26/13      99.840                 1.60
313589Q63  11/24/14  12/02/13      99.841                 1.59
313589Q71  11/25/14  12/02/13      99.841                 1.59
313589Q89  11/26/14  12/03/13      99.841                 1.59
313589R54  12/01/14  12/09/13      99.831                 1.69
313589R62  12/02/14  04/22/14      99.950                 0.50
313589R70  12/03/14  04/25/14      99.957                 0.43
313589R88  12/04/14  12/10/13      99.830                 1.70
313589R96  12/05/14  07/03/14      99.970                 0.30
313589S46  12/08/14  03/13/14      99.940                 0.60
313589S53  12/09/14  12/17/13      99.851                 1.49
313589S61  12/10/14  03/13/14      99.940                 0.60
313589S79  12/11/14  05/12/14      99.959                 0.41





                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313589S87  12/12/14  03/31/14      99.943                 0.57
313589T37  12/15/14  03/19/14      99.940                 0.60
313589T45  12/16/14  03/13/14      99.938                 0.62
313589T52  12/17/14  06/18/14      99.955                 0.45
313589T60  12/18/14  07/15/14      99.970                 0.30
313589T78  12/19/14  04/22/14      99.946                 0.54
313589U27  12/22/14  03/31/14      99.941                 0.59
313589U35  12/23/14  04/30/14      99.954                 0.46
313589U43  12/24/14  06/11/14      99.962                 0.38
313589U68  12/26/14  08/19/14      99.977                 0.23
313589U92  12/29/14  04/11/14      99.942                 0.58
313589V26  12/30/14  04/02/14      99.955                 0.45
313589V34  12/31/14  04/11/14      99.941                 0.59





                                 Section III-D



                          FEDERAL FARM CREDIT BANKS
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2014

                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313313RG5  01/02/14  11/20/13      99.990                 0.10
313313RH3  01/03/14  06/11/13      99.931                 0.69
313313RL4  01/06/14  04/15/13      99.882                 1.18
313313RM2  01/07/14  09/16/13      99.978                 0.22
313313RN0  01/08/14  11/27/13      99.993                 0.07
313313RP5  01/09/14  07/31/13      99.951                 0.50
313313RQ3  01/10/14  04/10/13      99.878                 1.22
313313RT7  01/13/14  01/07/14      99.999                 0.01
313313RU4  01/14/14  07/31/13      99.949                 0.51
313313RV2  01/15/14  03/20/13      99.866                 1.34
313313RW0  01/16/14  11/08/13      99.985                 0.15
313313RX8  01/17/14  10/17/13      99.977                 0.23
313313SB5  01/21/14  09/30/13      99.981                 0.19
313313SC3  01/22/14  10/22/13      99.982                 0.18
313313SD1  01/23/14  11/12/13      99.982                 0.18
313313SE9  01/24/14  03/22/13      99.855                 1.45
313313SH2  01/27/14  07/31/13      99.940                 0.60
313313SJ8  01/28/14  07/02/13      99.913                 0.88
313313SK5  01/29/14  07/23/13      99.937                 0.63
313313SL3  01/30/14  10/01/13      99.977                 0.24
313313SM1  01/31/14  09/17/13      99.974                 0.26
313313SQ2  02/03/14  12/24/13      99.992                 0.08
313313SR0  02/04/14  06/26/13      99.895                 1.05
313313SS8  02/05/14  01/16/14      99.997                 0.03
313313ST6  02/06/14  06/25/13      99.887                 1.13
313313SU3  02/07/14  11/01/13      99.976                 0.25
313313SX7  02/10/14  03/27/13      99.849                 1.51
313313SY5  02/11/14  08/21/13      99.942                 0.58
313313SZ2  02/12/14  10/15/13      99.940                 0.60
313313TA6  02/13/14  10/29/13      99.973                 0.27
313313TB4  02/14/14  08/14/13      99.939                 0.61
313313TF5  02/18/14  10/17/13      99.966                 0.34
313313TG3  02/19/14  10/21/13      99.966                 0.34
313313TH1  02/20/14  01/09/14      99.994                 0.06
313313TM0  02/24/14  11/25/13      99.972                 0.28
313313TP3  02/26/14  02/21/14      99.999                 0.01
313313TQ1  02/27/14  01/16/14      99.994                 0.06
313313TR9  02/28/14  08/28/13      99.944                 0.56
313313TU2  03/03/14  08/30/13      99.938                 0.62
313313TV0  03/04/14  09/03/13      99.939                 0.61
313313TW8  03/05/14  10/09/13      99.935                 0.65
313313TX6  03/06/14  01/23/14      99.993                 0.07
313313TY4  03/07/14  03/27/13      99.828                 1.73





                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313313UB2  03/10/14  09/30/13      99.960                 0.40
313313UC0  03/11/14  11/14/13      99.964                 0.36
313313UD8  03/12/14  09/12/13      99.950                 0.50
313313UE6  03/13/14  11/14/13      99.964                 0.36
313313UF3  03/14/14  10/29/13      99.962                 0.38
313313UJ5  03/17/14  11/18/13      99.960                 0.40
313313UK2  03/18/14  01/16/14      99.990                 0.10
313313UL0  03/19/14  01/15/14      99.990                 0.11
313313UM8  03/20/14  09/30/13      99.953                 0.48
313313UN6  03/21/14  01/23/14      99.991                 0.10
313313UR7  03/24/14  09/19/13      99.954                 0.47
313313US5  03/25/14  06/25/13      99.856                 1.44
313313UT3  03/26/14  02/28/14      99.996                 0.04
313313UU0  03/27/14  02/13/14      99.993                 0.07
313313UV8  03/28/14  06/26/13      99.863                 1.38
313313UY2  03/31/14  10/31/13      99.954                 0.46
313313UZ9  04/01/14  07/15/13      99.884                 1.16
313313VA3  04/02/14  10/02/13      99.944                 0.56
313313VB1  04/03/14  02/20/14      99.993                 0.07
313313VC9  04/04/14  11/21/13      99.955                 0.45
313313VF2  04/07/14  10/08/13      99.935                 0.65
313313VG0  04/08/14  10/15/13      99.908                 0.92
313313VH8  04/09/14  02/26/14      99.992                 0.08
313313VJ4  04/10/14  06/03/13      99.862                 1.38
313313VK1  04/11/14  06/03/13      99.861                 1.39
313313VN5  04/14/14  03/03/14      99.992                 0.08
313313VP0  04/15/14  08/23/13      99.915                 0.85
313313VQ8  04/16/14  03/05/14      99.991                 0.09
313313VR6  04/17/14  11/08/13      99.947                 0.53
313313VV7  04/21/14  03/07/14      99.989                 0.11
313313VW5  04/22/14  07/09/13      99.865                 1.36
313313VX3  04/23/14  01/29/14      99.977                 0.23
313313VY1  04/24/14  11/15/13      99.947                 0.53
313313VZ8  04/25/14  11/14/13      99.942                 0.59
313313WC8  04/28/14  11/18/13      99.942                 0.58
313313WD6  04/29/14  12/03/13      99.947                 0.53
313313WE4  04/30/14  01/16/14      99.977                 0.23
313313WF1  05/01/14  03/20/14      99.990                 0.11
313313WG9  05/02/14  11/01/13      99.934                 0.66
313313WK0  05/05/14  09/25/13      99.932                 0.68
313313WL8  05/06/14  10/09/13      99.901                 0.99
313313WM6  05/07/14  06/10/13      99.835                 1.66
313313WN4  05/08/14  11/13/13      99.932                 0.68
313313WP9  05/09/14  06/10/13      99.834                 1.67
313313WS3  05/12/14  01/03/14      99.953                 0.47
313313WT1  05/13/14  11/15/13      99.930                 0.70
313313WU8  05/14/14  08/22/13      99.897                 1.03
313313WV6  05/15/14  06/12/13      99.832                 1.69





                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313313WW4  05/16/14  11/18/13      99.930                 0.70
313313WZ7  05/19/14  01/21/14      99.977                 0.23
313313XA1  05/20/14  09/30/13      99.929                 0.71
313313XB9  05/21/14  03/06/14      99.981                 0.19
313313XC7  05/22/14  11/19/13      99.928                 0.72
313313XD5  05/23/14  06/13/13      99.828                 1.72
313313XH6  05/27/14  05/31/13      99.830                 1.71
313313XJ2  05/28/14  07/02/13      99.826                 1.74
313313XK9  05/29/14  04/17/14      99.991                 0.09
313313XL7  05/30/14  11/26/13      99.928                 0.72
313313XP8  06/02/14  01/31/14      99.966                 0.34
313313XQ6  06/03/14  06/28/13      99.821                 1.79
313313XR4  06/04/14  11/15/13      99.916                 0.84
313313XS2  06/05/14  12/19/13      99.930                 0.70
313313XT0  06/06/14  11/08/13      99.918                 0.82
313313XW3  06/09/14  06/18/13      99.832                 1.68
313313XX1  06/10/14  08/07/13      99.864                 1.36
313313XY9  06/11/14  04/30/14      99.993                 0.07
313313XZ6  06/12/14  09/13/13      99.894                 1.06
313313YA0  06/13/14  11/19/13      99.920                 0.80
313313YD4  06/16/14  09/27/13      99.905                 0.95
313313YE2  06/17/14  06/20/13      99.819                 1.81
313313YF9  06/18/14  05/07/14      99.993                 0.07
313313YG7  06/19/14  12/27/13      99.928                 0.73
313313YH5  06/20/14  10/03/13      99.913                 0.87
313313YL6  06/23/14  03/26/14      99.978                 0.22
313313YM4  06/24/14  11/18/13      99.909                 0.91
313313YN2  06/25/14  08/23/13      99.873                 1.28
313313YP7  06/26/14  11/15/13      99.907                 0.93
313313YQ5  06/27/14  01/08/14      99.939                 0.61
313313YT9  06/30/14  02/04/14      99.959                 0.41
313313YU6  07/01/14  12/31/13      99.924                 0.76
313313YV4  07/02/14  04/17/14      99.983                 0.17
313313YW2  07/03/14  05/22/14      99.992                 0.08
313313ZA9  07/07/14  11/26/13      99.907                 0.93
313313ZB7  07/08/14  01/06/14      99.924                 0.76
313313ZC5  07/09/14  07/31/13      99.829                 1.72
313313ZD3  07/10/14  07/12/13      99.808                 1.92
313313ZE1  07/11/14  11/14/13      99.900                 1.00
313313ZH4  07/14/14  01/07/14      99.927                 0.73
313313ZJ0  07/15/14  09/30/13      99.888                 1.12
313313ZK7  07/16/14  12/24/13      99.909                 0.91
313313ZL5  07/17/14  10/17/13      99.879                 1.21
313313ZM3  07/18/14  01/24/14      99.951                 0.49
313313ZQ4  07/21/14  11/26/13      99.895                 1.05
313313ZR2  07/22/14  11/18/13      99.891                 1.09
313313ZS0  07/23/14  01/03/14      99.911                 0.89





                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313313ZT8  07/24/14  10/18/13      99.868                 1.32
313313ZU5  07/25/14  10/21/13      99.869                 1.31
313313ZX9  07/28/14  01/28/14      99.940                 0.60
313313ZY7  07/29/14  02/06/14      99.942                 0.58
313313ZZ4  07/30/14  04/16/14      99.974                 0.26
313313A24  07/31/14  05/22/14      99.984                 0.16
313313A32  08/01/14  05/23/14      99.984                 0.16
313313A65  08/04/14  08/06/13      99.819                 1.82
313313A73  08/05/14  02/10/14      99.927                 0.73
313313A81  08/06/14  01/07/14      99.912                 0.88
313313A99  08/07/14  12/24/13      99.893                 1.07
313313B23  08/08/14  11/08/13      99.886                 1.14
313313B56  08/11/14  08/14/13      99.819                 1.81
313313B64  08/12/14  01/31/14      99.936                 0.64
313313B72  08/13/14  01/10/14      99.916                 0.84
313313B80  08/14/14  08/16/13      99.829                 1.71
313313B98  08/15/14  10/17/13      99.857                 1.43
313313C48  08/18/14  11/18/13      99.871                 1.29
313313C55  08/19/14  02/10/14      99.921                 0.79
313313C63  08/20/14  01/03/14      99.892                 1.08
313313C71  08/21/14  04/25/14      99.971                 0.30
313313C89  08/22/14  02/19/14      99.934                 0.66
313313D39  08/25/14  12/19/13      99.876                 1.25
313313D47  08/26/14  03/21/14      99.952                 0.48
313313D54  08/27/14  08/27/13      99.818                 1.83
313313D62  08/28/14  08/29/13      99.818                 1.82
313313D70  08/29/14  03/06/14      99.941                 0.59
313313E38  09/02/14  10/03/13      99.861                 1.39
313313E46  09/03/14  01/09/14      99.901                 0.99
313313E53  09/04/14  07/24/14      99.990                 0.11
313313E61  09/05/14  01/06/14      99.886                 1.14
313313E95  09/08/14  11/08/13      99.865                 1.35
313313F29  09/09/14  02/28/14      99.936                 0.64
313313F37  09/10/14  02/11/14      99.912                 0.88
313313F45  09/11/14  02/24/14      99.928                 0.72
313313F52  09/12/14  10/24/13      99.856                 1.44
313313F86  09/15/14  03/05/14      99.935                 0.65
313313F94  09/16/14  07/30/14      99.988                 0.12
313313G28  09/17/14  08/06/14      99.991                 0.09
313313G36  09/18/14  08/07/14      99.991                 0.09
313313G44  09/19/14  07/14/14      99.983                 0.17
313313G77  09/22/14  07/10/14      99.982                 0.19
313313G85  09/23/14  08/12/14      99.991                 0.09
313313G93  09/24/14  08/13/14      99.991                 0.09
313313H27  09/25/14  04/02/14      99.946                 0.54
313313H35  09/26/14  12/19/13      99.860                 1.41
313313H68  09/29/14  03/07/14      99.931                 0.69
313313H76  09/30/14  09/30/13      99.828                 1.72





                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313313H84  10/01/14  08/20/14      99.991                 0.09
313313H92  10/02/14  10/31/13      99.841                 1.59
313313J25  10/03/14  02/14/14      99.897                 1.03
313313J58  10/06/14  02/07/14      99.893                 1.07
313313J66  10/07/14  01/06/14      99.863                 1.37
313313J74  10/08/14  11/08/13      99.842                 1.58
313313J82  10/09/14  01/03/14      99.861                 1.40
313313J90  10/10/14  02/11/14      99.893                 1.07
313313K56  10/14/14  02/10/14      99.891                 1.09
313313K64  10/15/14  11/26/13      99.839                 1.62
313313K72  10/16/14  04/01/14      99.940                 0.61
313313K80  10/17/14  01/21/14      99.888                 1.12
313313L30  10/20/14  03/10/14      99.919                 0.81
313313L48  10/21/14  02/28/14      99.915                 0.85
313313L55  10/22/14  03/10/14      99.918                 0.82
313313L63  10/23/14  03/03/14      99.916                 0.85
313313L71  10/24/14  07/21/14      99.971                 0.29
313313M21  10/27/14  12/19/13      99.835                 1.65
313313M39  10/28/14  04/17/14      99.941                 0.59
313313M47  10/29/14  08/04/14      99.976                 0.24
313313M54  10/30/14  04/30/14      99.949                 0.51
313313M62  10/31/14  03/05/14      99.913                 0.87
313313M96  11/03/14  03/21/14      99.918                 0.82
313313N20  11/04/14  01/23/14      99.889                 1.11
313313N38  11/05/14  07/31/14      99.973                 0.27
313313N46  11/06/14  03/17/14      99.909                 0.91
313313N53  11/07/14  11/12/13      99.820                 1.80
313313N87  11/10/14  02/28/14      99.901                 0.99
313313P28  11/12/14  08/12/14      99.974                 0.26
313313P36  11/13/14  02/27/14      99.899                 1.01
313313P44  11/14/14  02/14/14      99.871                 1.29
313313P77  11/17/14  02/14/14      99.870                 1.30
313313P85  11/18/14  09/22/14      99.991                 0.10
313313P93  11/19/14  10/08/14      99.993                 0.07
313313Q27  11/20/14  10/09/14      99.993                 0.07
313313Q35  11/21/14  02/21/14      99.886                 1.14
313313Q68  11/24/14  10/10/14      99.991                 0.09
313313Q76  11/25/14  02/27/14      99.895                 1.05
313313Q84  11/26/14  11/26/13      99.807                 1.93
313313R59  12/01/14  12/20/13      99.817                 1.83
313313R67  12/02/14  08/05/14      99.964                 0.36
313313R75  12/03/14  04/17/14      99.923                 0.77
313313R83  12/04/14  03/31/14      99.904                 0.96
313313R91  12/05/14  03/04/14      99.885                 1.15
313313S41  12/08/14  03/03/14      99.876                 1.24
313313S58  12/09/14  03/10/14      99.886                 1.14
313313S66  12/10/14  01/03/14      99.811                 1.89





                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313313S74  12/11/14  03/13/14      99.886                 1.14
313313S82  12/12/14  05/27/14      99.939                 0.61
313313T32  12/15/14  06/20/14      99.941                 0.59
313313T40  12/16/14  03/06/14      99.889                 1.11
313313T57  12/17/14  11/05/14      99.991                 0.09
313313T65  12/18/14  08/14/14      99.962                 0.39
313313T73  12/19/14  03/07/14      99.880                 1.20
313313U22  12/22/14  03/06/14      99.879                 1.21
313313U30  12/23/14  11/12/14      99.991                 0.09
313313U48  12/24/14  02/03/14      99.856                 1.44
313313U63  12/26/14  03/13/14      99.872                 1.28
313313U97  12/29/14  06/11/14      99.939                 0.61
313313V21  12/30/14  03/10/14      99.869                 1.31
313313V39  12/31/14  03/13/14      99.870                 1.30




                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313313TJ7  02/21/14  02/20/14      99.9999                0.001
313313TN8  02/25/14  02/21/14      99.9996                0.004
313313R26  11/26/14  11/28/14      99.9998                0.002





                                Section III-E



                    FEDERAL HOME LOAN MORTGAGE CORPORATION
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2014

                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313397RG8  01/02/14  05/31/13      99.952                 0.48 
313397RH6  01/03/14  08/15/13      99.973                 0.27 
313397RL7  01/06/14  06/07/13      99.947                 0.53 
313397RM5  01/07/14  06/25/13      99.935                 0.65 
313397RN3  01/08/14  07/30/13      99.964                 0.36 
313397RP8  01/09/14  06/25/13      99.934                 0.66 
313397RT0  01/13/14  07/15/13      99.945                 0.55 
313397RU7  01/14/14  03/05/13      99.869                 1.31 
313397RV5  01/15/14  03/12/13      99.863                 1.37 
313397RW3  01/16/14  06/27/13      99.932                 0.68 
313397RX1  01/17/14  06/27/13      99.932                 0.68 
313397SB8  01/21/14  01/24/13      99.869                 1.31 
313397SC6  01/22/14  05/24/13      99.933                 0.67 
313397SD4  01/23/14  06/03/13      99.935                 0.65 
313397SE2  01/24/14  06/11/13      99.931                 0.69 
313397SH5  01/27/14  04/16/13      99.905                 0.95 
313397SJ1  01/28/14  04/19/13      99.905                 0.95 
313397SK8  01/29/14  04/17/13      99.904                 0.96 
313397SL6  01/30/14  07/25/13      99.958                 0.42 
313397SM4  01/31/14  05/28/13      99.931                 0.69 
313397SQ5  02/03/14  02/04/13      99.843                 1.57 
313397SR3  02/04/14  03/13/13      99.854                 1.46 
313397SS1  02/05/14  05/20/13      99.928                 0.72 
313397ST9  02/06/14  07/12/13      99.942                 0.58 
313397SU6  02/07/14  06/03/13      99.931                 0.69 
313397SX0  02/10/14  02/20/13      99.842                 1.58 
313397SY8  02/11/14  03/13/13      99.851                 1.49 
313397TA9  02/13/14  06/25/13      99.922                 0.78 
313397TB7  02/14/14  03/12/13      99.849                 1.51 
313397TF8  02/18/14  04/09/13      99.869                 1.31 
313397TG6  02/19/14  04/09/13      99.868                 1.32 
313397TH4  02/20/14  02/21/13      99.838                 1.62 
313397TJ0  02/21/14  05/30/13      99.926                 0.74 
313397TM3  02/24/14  02/25/13      99.818                 1.82 
313397TN1  02/25/14  02/26/13      99.818                 1.82 
313397TP6  02/26/14  05/08/13      99.902                 0.98 
313397TQ4  02/27/14  04/26/13      99.906                 0.94 
313397TR2  02/28/14  03/08/13      99.831                 1.69 
313397TU5  03/03/14  07/12/13      99.922                 0.78 
313397TV3  03/04/14  03/11/13      99.831                 1.69 
313397TW1  03/05/14  08/02/13      99.940                 0.60 
313397TX9  03/06/14  03/15/13      99.852                 1.48 
313397TY7  03/07/14  08/02/13      99.946                 0.54 





                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313397UB5  03/10/14  09/09/13      99.960                 0.40 
313397UC3  03/11/14  04/11/13      99.870                 1.30 
313397UD1  03/12/14  04/10/13      99.869                 1.31 
313397UE9  03/13/14  04/30/13      99.894                 1.06 
313397UF6  03/14/14  04/11/13      99.869                 1.31 
313397UJ8  03/17/14  06/03/13      99.912                 0.88 
313397UK5  03/18/14  06/12/13      99.899                 1.01 
313397UL3  03/19/14  08/06/13      99.944                 0.56 
313397UM1  03/20/14  07/16/13      99.918                 0.82 
313397UN9  03/21/14  06/04/13      99.911                 0.89 
313397UR0  03/24/14  08/28/13      99.954                 0.46 
313397US8  03/25/14  07/10/13      99.907                 0.93 
313397UT6  03/26/14  07/11/13      99.907                 0.93 
313397UU3  03/27/14  07/30/13      99.933                 0.67 
3134G4BB3  03/27/14  06/28/13      99.991                 0.09 
313397UV1  03/28/14  07/12/13      99.906                 0.94 
313397UY5  03/31/14  04/12/13      99.873                 1.27 
313397UZ2  04/01/14  04/16/13      99.874                 1.26 
313397VB4  04/03/14  07/16/13      99.906                 0.94 
313397VC2  04/04/14  05/21/13      99.894                 1.06 
313397VF5  04/07/14  07/12/13      99.903                 0.97 
313397VG3  04/08/14  04/11/13      99.849                 1.51 
313397VH1  04/09/14  04/11/13      99.849                 1.51 
313397VJ7  04/10/14  05/29/13      99.895                 1.05 
313397VK4  04/11/14  04/16/13      99.870                 1.30 
313397VN8  04/14/14  06/14/13      99.890                 1.10 
313397VP3  04/15/14  06/10/13      99.888                 1.12 
313397VQ1  04/16/14  07/16/13      99.901                 0.99 
313397VR9  04/17/14  05/29/13      99.892                 1.08 
313397VS7  04/18/14  06/25/13      99.876                 1.24 
313397VV0  04/21/14  04/22/13      99.865                 1.35 
313397VW8  04/22/14  07/10/13      99.889                 1.11 
313397VX6  04/23/14  05/29/13      99.890                 1.10 
313397VY4  04/24/14  06/28/13      99.875                 1.25 
313397VZ1  04/25/14  06/24/13      99.877                 1.23 
313397WC1  04/28/14  08/27/13      99.932                 0.68 
313397WD9  04/29/14  10/17/13      99.962                 0.38 
313397WE7  04/30/14  05/31/13      99.889                 1.11 
313397WF4  05/01/14  07/02/13      99.882                 1.18 
313397WG2  05/02/14  07/15/13      99.887                 1.13 
313397WK3  05/05/14  07/02/13      99.881                 1.19 
313397WL1  05/06/14  07/18/13      99.895                 1.05 
313397WM9  05/07/14  07/15/13      99.885                 1.15 
313397WN7  05/08/14  07/22/13      99.895                 1.05 
313397WP2  05/09/14  08/06/13      99.916                 0.84 
313397WS6  05/12/14  07/02/13      99.878                 1.22 
313397WT4  05/13/14  05/24/13      99.872                 1.28 





                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313397WU1  05/14/14  05/28/13      99.873                 1.27 
313397WV9  05/15/14  05/29/13      99.873                 1.27 
313397WW7  05/16/14  05/28/13      99.873                 1.27 
313397WZ0  05/19/14  11/18/13      99.944                 0.56 
313397XA4  05/20/14  06/04/13      99.864                 1.36 
313397XB2  05/21/14  06/10/13      99.866                 1.34 
313397XC0  05/22/14  06/24/13      99.862                 1.38 
313397XD8  05/23/14  06/24/13      99.843                 1.57 
313397XH9  05/27/14  08/23/13      99.915                 0.85 
313397XJ5  05/28/14  08/22/13      99.907                 0.93 
313397XK2  05/29/14  06/14/13      99.864                 1.36 
313397XL0  05/30/14  06/05/13      99.860                 1.40 
313397XP1  06/02/14  06/24/13      99.838                 1.62 
313397XQ9  06/03/14  06/13/13      99.852                 1.48 
313397XR7  06/04/14  06/14/13      99.852                 1.48 
313397XS5  06/05/14  06/14/13      99.852                 1.48 
313397XT3  06/06/14  06/14/13      99.851                 1.49 
313397XW6  06/09/14  07/17/13      99.873                 1.27 
313397XX4  06/10/14  06/18/13      99.851                 1.49 
313397XY2  06/11/14  06/19/13      99.851                 1.49 
313397XZ9  06/12/14  06/25/13      99.834                 1.66 
313397YA3  06/13/14  06/14/13      99.848                 1.52 
313397YD7  06/16/14  06/20/13      99.860                 1.40 
313397YE5  06/17/14  06/19/13      99.859                 1.41 
313397YF2  06/18/14  06/21/13      99.839                 1.61 
313397YG0  06/19/14  06/28/13      99.842                 1.58 
313397YH8  06/20/14  06/20/13      99.848                 1.52 
313397YL9  06/23/14  06/28/13      99.840                 1.60 
313397YM7  06/24/14  06/28/13      99.840                 1.60 
313397YN5  06/25/14  06/25/13      99.838                 1.62 
313397YP0  06/26/14  06/28/13      99.839                 1.61 
313397YQ8  06/27/14  06/27/13      99.828                 1.72 
313397YT2  06/30/14  07/01/13      99.838                 1.62 
313397YU9  07/01/14  07/17/13      99.864                 1.36 
313397YV7  07/02/14  10/30/13      99.932                 0.68 
313397YW5  07/03/14  07/08/13      99.850                 1.50 
313397ZA2  07/07/14  07/08/13      99.834                 1.66 
313397ZB0  07/08/14  07/15/13      99.836                 1.64 
313397ZC8  07/09/14  07/24/13      99.864                 1.36 
313397ZD6  07/10/14  07/19/13      99.852                 1.48 
313397ZE4  07/11/14  07/23/13      99.863                 1.37 
313397ZH7  07/14/14  07/18/13      99.850                 1.50 
313397ZJ3  07/15/14  07/16/13      99.833                 1.67 
313397ZK0  07/16/14  07/18/13      99.849                 1.51 
313397ZL8  07/17/14  12/02/13      99.924                 0.76 
313397ZM6  07/18/14  07/18/13      99.848                 1.52 
313397ZQ7  07/21/14  10/01/13      99.935                 0.65 





                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313397ZR5  07/22/14  08/06/13      99.864                 1.36 
313397ZS3  07/23/14  12/06/13      99.917                 0.83 
313397ZT1  07/24/14  08/22/13      99.879                 1.21 
313397ZU8  07/25/14  12/05/13      99.916                 0.84 
313397ZX2  07/28/14  01/27/14      99.952                 0.48 
313397ZY0  07/29/14  07/31/13      99.859                 1.41 
313397ZZ7  07/30/14  08/01/13      99.859                 1.41 
313397A27  07/31/14  07/31/13      99.858                 1.42 
313397A35  08/01/14  08/29/13      99.869                 1.31 
313397A68  08/04/14  09/03/13      99.870                 1.30 
313397A76  08/05/14  08/28/13      99.867                 1.33 
313397A84  08/06/14  01/13/14      99.960                 0.40 
313397A92  08/07/14  10/03/13      99.923                 0.77 
313397B26  08/08/14  08/14/13      99.850                 1.50 
313397B59  08/11/14  09/10/13      99.879                 1.21 
313397B67  08/12/14  10/29/13      99.920                 0.80 
313397B75  08/13/14  08/15/13      99.849                 1.51 
313397B83  08/14/14  08/15/13      99.848                 1.52 
313397B91  08/15/14  08/15/13      99.848                 1.52 
313397C41  08/18/14  08/19/13      99.839                 1.61 
313397C58  08/19/14  09/30/13      99.910                 0.90 
313397C74  08/21/14  03/25/14      99.971                 0.29 
313397C82  08/22/14  09/26/13      99.899                 1.01 
313397D32  08/25/14  02/24/14      99.955                 0.45 
313397D40  08/26/14  12/09/13      99.899                 1.01 
313397D57  08/27/14  10/31/13      99.917                 0.83 
313397D73  08/29/14  09/03/13      99.860                 1.40 
313397E31  09/02/14  12/11/13      99.897                 1.03 
313397E49  09/03/14  09/10/13      99.861                 1.39 
313397E56  09/04/14  10/17/13      99.830                 1.70 
313397E64  09/05/14  09/10/13      99.860                 1.40 
313397E98  09/08/14  09/10/13      99.859                 1.41 
313397F22  09/09/14  09/10/13      99.858                 1.42 
313397F30  09/10/14  09/12/13      99.859                 1.41 
313397F48  09/11/14  09/13/13      99.849                 1.51 
313397F55  09/12/14  09/13/13      99.848                 1.52 
313397F89  09/15/14  09/17/13      99.859                 1.41 
313397F97  09/16/14  09/17/13      99.858                 1.42 
313397G21  09/17/14  09/17/13      99.858                 1.42 
313397G39  09/18/14  09/24/13      99.880                 1.20 
313397G47  09/19/14  12/18/13      99.893                 1.07 
313397G70  09/22/14  03/24/14      99.958                 0.42 
313397G88  09/23/14  11/21/13      99.881                 1.19 
313397G96  09/24/14  10/30/13      99.881                 1.19 
313397H20  09/25/14  10/03/13      99.881                 1.19 
313397H38  09/26/14  10/15/13      99.837                 1.63 
313397H61  09/29/14  11/05/13      99.891                 1.09 





                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313397H79  09/30/14  10/03/13      99.879                 1.21 
313397H87  10/01/14  10/01/13      99.868                 1.32 
313397H95  10/02/14  10/02/13      99.868                 1.32 
313397J28  10/03/14  10/04/13      99.869                 1.31 
313397J51  10/06/14  10/07/13      99.853                 1.47 
313397J69  10/07/14  11/01/13      99.877                 1.23 
313397J77  10/08/14  03/11/14      99.941                 0.59 
313397J85  10/09/14  10/25/13      99.869                 1.31 
313397J93  10/10/14  10/25/13      99.869                 1.31 
313397K59  10/14/14  10/15/13      99.799                 2.01 
313397K67  10/15/14  11/08/13      99.867                 1.33 
313397K75  10/16/14  03/18/14      99.947                 0.53 
313397K83  10/17/14  03/21/14      99.948                 0.52 
313397L33  10/20/14  10/21/13      99.844                 1.56 
313397L41  10/21/14  10/28/13      99.861                 1.39 
313397L58  10/22/14  10/28/13      99.860                 1.40 
313397L66  10/23/14  10/28/13      99.860                 1.40 
313397L74  10/24/14  10/28/13      99.860                 1.40 
313397M24  10/27/14  10/28/13      99.858                 1.42 
313397M32  10/28/14  10/29/13      99.858                 1.42 
313397M40  10/29/14  11/01/13      99.869                 1.31 
313397M57  10/30/14  12/19/13      99.878                 1.22 
313397M65  10/31/14  11/01/13      99.869                 1.31 
313397M99  11/03/14  11/04/13      99.846                 1.54 
313397N23  11/04/14  11/12/13      99.851                 1.49 
313397N31  11/05/14  01/23/14      99.952                 0.48 
313397N49  11/06/14  11/12/13      99.850                 1.50 
313397N56  11/07/14  10/27/14      99.999                 0.01 
313397N80  11/10/14  02/25/14      99.936                 0.64 
313397P21  11/12/14  11/13/13      99.848                 1.52 
313397P39  11/13/14  11/25/13      99.853                 1.47 
313397P47  11/14/14  11/26/13      99.853                 1.47 
313397P70  11/17/14  11/18/13      99.838                 1.62 
313397P88  11/18/14  12/02/13      99.854                 1.46 
313397P96  11/19/14  12/06/13      99.845                 1.55 
313397Q20  11/20/14  12/20/13      99.860                 1.40 
313397Q38  11/21/14  01/28/14      99.942                 0.58 
313397Q61  11/24/14  11/26/13      99.849                 1.51 
313397Q79  11/25/14  11/26/13      99.848                 1.52 
313397Q87  11/26/14  11/27/13      99.848                 1.52 
313397R29  11/28/14  12/13/13      99.844                 1.56 
313397R52  12/01/14  12/05/13      99.840                 1.60 
313397R60  12/02/14  12/10/13      99.831                 1.69 
313397R78  12/03/14  12/03/13      99.838                 1.62 
313397R86  12/04/14  12/04/13      99.838                 1.62 
313397R94  12/05/14  12/10/13      99.830                 1.70 
313397S44  12/08/14  12/10/13      99.829                 1.71 





                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313397S51  12/09/14  12/10/13      99.828                 1.72 
313397S69  12/10/14  12/10/13      99.828                 1.72 
313397S77  12/11/14  01/02/14      99.857                 1.43 
313397S85  12/12/14  12/16/13      99.840                 1.60 
313397T35  12/15/14  12/16/13      99.822                 1.78 
313397T43  12/16/14  01/03/14      99.855                 1.45 
313397T50  12/17/14  02/04/14      99.895                 1.05 
313397T68  12/18/14  02/06/14      99.895                 1.05 
313397T76  12/19/14  12/27/13      99.851                 1.49 
313397U25  12/22/14  04/10/14      99.950                 0.50 
313397U33  12/23/14  12/30/13      99.851                 1.49 
313397U41  12/24/14  12/27/13      99.849                 1.51 
313397U66  12/26/14  01/23/14      99.925                 0.75 
313397U90  12/29/14  01/06/14      99.851                 1.49 
313397V24  12/30/14  12/31/13      99.848                 1.52 
313397V32  12/31/14  01/03/14      99.849                 1.51 





                               Section III-F



                FEDERAL AGRICULTURAL MORTGAGE CORPORATION
                    Short-Term Obligations Issued at a
                      Discount and Maturing in 2014

                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LRG5  01/02/14  12/03/13      99.995                 0.05 
31315LRH3  01/03/14  01/03/13      99.788                 2.12 
31315LRL4  01/06/14  10/03/13      99.974                 0.26 
31315LRP5  01/09/14  10/08/13      99.972                 0.28 
31315LRQ3  01/10/14  02/08/13      99.832                 1.68 
31315LRU4  01/14/14  12/19/13      99.996                 0.04 
31315LRV2  01/15/14  04/17/13      99.879                 1.21 
31315LRX8  01/17/14  01/18/13      99.798                 2.02 
31315LSC3  01/22/14  10/01/13      99.978                 0.22 
31315LSD1  01/23/14  01/23/13      99.807                 1.93 
31315LSE9  01/24/14  04/26/13      99.886                 1.14 
31315LSH2  01/27/14  10/04/13      99.969                 0.31 
31315LSK5  01/29/14  10/02/13      99.970                 0.30 
31315LSM1  01/31/14  03/05/13      99.817                 1.83 
31315LSQ2  02/03/14  02/04/13      99.808                 1.92 
31315LSS8  02/05/14  12/27/13      99.993                 0.07 
31315LST6  02/06/14  01/13/14      99.996                 0.04 
31315LSU3  02/07/14  11/07/13      99.977                 0.23 
31315LSY5  02/11/14  01/14/14      99.997                 0.03 
31315LTA6  02/13/14  11/25/13      99.973                 0.27 
31315LTB4  02/14/14  02/14/13      99.797                 2.03 
31315LTF5  02/18/14  04/16/13      99.855                 1.45 
31315LTG3  02/19/14  02/19/13      99.788                 2.12 
31315LTJ7  02/21/14  12/03/13      99.979                 0.21 
31315LTM0  02/24/14  11/20/13      99.968                 0.32 
31315LTN8  02/25/14  02/26/13      99.788                 2.12 
31315LTQ1  02/27/14  02/26/13      99.787                 2.13 
31315LTR9  02/28/14  03/25/13      99.821                 1.79 
31315LTX6  03/06/14  05/07/13      99.857                 1.43 
31315LTY4  03/07/14  12/10/13      99.971                 0.29 
31315LUB2  03/10/14  09/06/13      99.944                 0.56 
31315LUC0  03/11/14  12/19/13      99.975                 0.25 
31315LUE6  03/13/14  03/18/13      99.801                 1.99 
31315LUF3  03/14/14  09/16/13      99.951                 0.49 
31315LUK2  03/18/14  03/19/13      99.798                 2.02 
31315LUS5  03/25/14  03/25/13      99.798                 2.02 
31315LUU0  03/27/14  03/11/14      99.997                 0.03 
31315LUV8  03/28/14  03/28/13      99.797                 2.03 
31315LUZ9  04/01/14  05/30/13      99.874                 1.26 
31315LVA3  04/02/14  12/30/13      99.970                 0.30 
31315LVB1  04/03/14  10/04/13      99.940                 0.60 
31315LVC9  04/04/14  03/26/14      99.999                 0.01 
31315LVG0  04/08/14  10/08/13      99.935                 0.65 





                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LVJ4  04/10/14  05/09/13      99.841                 1.59 
31315LVK1  04/11/14  03/18/14      99.995                 0.05 
31315LVP0  04/15/14  04/15/13      99.807                 1.93 
31315LVQ8  04/16/14  01/15/14      99.977                 0.23 
31315LVR6  04/17/14  03/25/14      99.995                 0.05 
31315LVX3  04/23/14  04/23/13      99.838                 1.62 
31315LVY1  04/24/14  03/25/14      99.994                 0.06 
31315LVZ8  04/25/14  04/26/13      99.840                 1.60 
31315LWE4  04/30/14  01/28/14      99.977                 0.23 
31315LWF1  05/01/14  06/03/13      99.843                 1.57 
31315LWG9  05/02/14  05/03/13      99.828                 1.72 
31315LWL8  05/06/14  09/09/13      99.907                 0.93 
31315LWS3  05/12/14  04/14/14      99.995                 0.05 
31315LWU8  05/14/14  04/16/14      99.995                 0.05 
31315LWV6  05/15/14  05/30/13      99.835                 1.65 
31315LWZ7  05/19/14  02/27/14      99.982                 0.18 
31315LXC7  05/22/14  03/24/14      99.985                 0.15 
31315LXJ2  05/28/14  05/28/13      99.818                 1.82 
31315LXK9  05/29/14  05/29/13      99.828                 1.72 
31315LXL7  05/30/14  04/29/14      99.996                 0.04 
31315LXP8  06/02/14  05/01/14      99.995                 0.05 
31315LXQ6  06/03/14  05/29/13      99.807                 1.93 
31315LXT0  06/06/14  12/02/13      99.923                 0.77 
31315LXX1  06/10/14  09/06/13      99.878                 1.22 
31315LYA0  06/13/14  06/26/13      99.786                 2.14 
31315LYF9  06/18/14  06/18/13      99.807                 1.93 
31315LYN2  06/25/14  06/24/13      99.777                 2.23 
31315LYP7  06/26/14  06/26/13      99.777                 2.23 
31315LYQ5  06/27/14  06/27/13      99.777                 2.23 
31315LYT9  06/30/14  02/25/14      99.976                 0.24 
31315LYU6  07/01/14  07/01/13      99.778                 2.22 
31315LYV4  07/02/14  04/01/14      99.980                 0.20 
31315LYW2  07/03/14  02/04/14      99.951                 0.49 
31315LZA9  07/07/14  07/03/14      99.999                 0.01 
31315LZC5  07/09/14  04/03/14      99.978                 0.22 
31315LZD3  07/10/14  01/15/14      99.942                 0.58 
31315LZE1  07/11/14  10/09/13      99.864                 1.37 
31315LZJ0  07/15/14  04/09/14      99.976                 0.24 
31315LZL5  07/17/14  04/16/14      99.977                 0.23 
31315LZM3  07/18/14  04/15/14      99.974                 0.26 
31315LZR2  07/22/14  07/02/14      99.996                 0.04 
31315LZU5  07/25/14  07/24/13      99.818                 1.82 
31315LZZ4  07/30/14  07/30/13      99.818                 1.82 
31315LA24  07/31/14  07/31/13      99.807                 1.93 
31315LA32  08/01/14  07/30/13      99.807                 1.93 
31315LA65  08/04/14  02/14/14      99.934                 0.67 
31315LA81  08/06/14  11/26/13      99.888                 1.12 
31315LA99  08/07/14  08/08/13      99.808                 1.92 





                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LA32  08/01/14  07/30/13      99.807                 1.93 
31315LA65  08/04/14  02/14/14      99.934                 0.67 
31315LA81  08/06/14  11/26/13      99.888                 1.12 
31315LA99  08/07/14  08/08/13      99.808                 1.92 
31315LE38  09/02/14  07/30/14      99.992                 0.08
31315LE46  09/03/14  10/10/13      99.827                 1.73
31315LE53  09/04/14  08/01/14      99.991                 0.09
31315LE61  09/05/14  08/05/14      99.992                 0.08
31315LE95  09/08/14  06/10/14      99.975                 0.25
31315LF37  09/10/14  09/11/13      99.808                 1.92
31315LF52  09/12/14  09/19/13      99.831                 1.69
31315LF86  09/15/14  12/12/13      99.865                 1.35
31315LG36  09/18/14  10/09/13      99.818                 1.82
31315LG85  09/23/14  12/27/13      99.858                 1.42
31315LH27  09/25/14  03/24/14      99.933                 0.67
31315LH76  09/30/14  10/01/13      99.828                 1.72
31315LH84  10/01/14  10/09/13      99.802                 1.98
31315LH92  10/02/14  04/03/14      99.944                 0.56
31315LJ25  10/03/14  10/09/13      99.821                 1.79
31315LJ58  10/06/14  03/11/14      99.925                 0.75
31315LJ66  10/07/14  09/11/14      99.995                 0.05
31315LJ74  10/08/14  07/09/14      99.974                 0.27
31315LJ82  10/09/14  09/12/14      99.994                 0.06
31315LJ90  10/10/14  10/15/13      99.790                 2.10
31315LK56  10/14/14  07/15/14      99.974                 0.27
31315LK64  10/15/14  10/15/13      99.787                 2.13
31315LK72  10/16/14  04/09/14      99.942                 0.58
31315LL30  10/20/14  01/14/14      99.884                 1.16
31315LL71  10/24/14  11/13/13      99.818                 1.82
31315LM21  10/27/14  03/27/14      99.923                 0.77
31315LM54  10/30/14  07/31/14      99.975                 0.25
31315LM62  10/31/14  11/01/13      99.828                 1.72
31315LM96  11/03/14  11/05/13      99.808                 1.92
31315LN20  11/04/14  02/07/14      99.880                 1.20
31315LN38  11/05/14  11/06/13      99.818                 1.82
31315LN46  11/06/14  12/04/13      99.822                 1.78
31315LP28  11/12/14  08/04/14      99.968                 0.32
31315LP44  11/14/14  10/15/14      99.994                 0.06
31315LP85  11/18/14  11/21/13      99.809                 1.91
31315LP93  11/19/14  10/21/14      99.994                 0.06
31315LQ27  11/20/14  08/22/14      99.975                 0.25
31315LQ35  11/21/14  11/06/14      99.997                 0.03
31315LQ68  11/24/14  10/14/14      99.993                 0.07
31315LQ76  11/25/14  12/02/13      99.811                 1.89
31315LQ84  11/26/14  11/06/14      99.996                 0.04
31315LR59  12/01/14  12/04/13      99.824                 1.76
31315LR75  12/03/14  06/03/14      99.949                 0.51





                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LR91  12/05/14  11/03/14      99.993                 0.07
31315LS66  12/10/14  01/13/14      99.835                 1.66
31315LS82  12/12/14  12/16/13      99.805                 1.96
31315LT32  12/15/14  11/05/14      99.990                 0.10
31315LT40  12/16/14  12/18/13      99.788                 2.12
31315LT57  12/17/14  11/17/14      99.993                 0.07
31315LT73  12/19/14  12/20/13      99.788                 2.12
31315LU22  12/22/14  09/25/14      99.988                 0.12
31315LU30  12/23/14  12/23/13      99.787                 2.13
31315LU48  12/24/14  06/24/14      99.939                 0.61
31315LV21  12/30/14  09/29/14      99.985                 0.15







                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LRM2  01/07/14  01/06/14      99.9999                0.001
31315LRN0  01/08/14  01/07/14      99.9999                0.001
31315LRT7  01/13/14  01/10/14      99.9997                0.003
31315LRW0  01/16/14  01/15/14      99.9999                0.001
31315LSB5  01/21/14  01/17/14      99.9996                0.004
31315LSJ8  01/28/14  01/27/14      99.9999                0.001
31315LSL3  01/30/14  01/29/14      99.9999                0.001
31315LSR0  02/04/14  02/03/14      99.9999                0.001
31315LSX7  02/10/14  02/07/14      99.9997                0.003
31315LSZ2  02/12/14  02/11/14      99.9999                0.001
31315LTH1  02/20/14  02/19/14      99.9999                0.001
31315LTP3  02/26/14  02/25/14      99.9999                0.001
31315LTU2  03/03/14  02/28/14      99.9997                0.003
31315LTW8  03/05/14  03/04/14      99.9999                0.001
31315LUD8  03/12/14  03/11/14      99.9999                0.001
31315LUJ5  03/17/14  03/14/14      99.9997                0.003
31315LUL0  03/19/14  03/18/14      99.9999                0.001
31315LUM8  03/20/14  03/19/14      99.9998                0.002
31315LUN6  03/21/14  03/20/14      99.9999                0.001
31315LUR7  03/24/14  03/21/14      99.9997                0.003
31315LUT3  03/26/14  03/25/14      99.9999                0.001
31315LUY2  03/31/14  03/28/14      99.9997                0.003
31315LVF2  04/07/14  04/04/14      99.9997                0.003
31315LVH8  04/09/14  04/08/14      99.9999                0.001





                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LVN5  04/14/14  04/10/14      99.9996                0.004
31315LVV7  04/21/14  04/17/14      99.9996                0.004
31315LVW5  04/22/14  04/21/14      99.9999                0.001
31315LWC8  04/28/14  04/25/14      99.9997                0.003
31315LWD6  04/29/14  04/28/14      99.9999                0.001
31315LWK0  05/05/14  05/02/14      99.9997                0.003
31315LWM6  05/07/14  05/06/14      99.9999                0.001
31315LWN4  05/08/14  05/07/14      99.9999                0.001
31315LWP9  05/09/14  05/08/14      99.9999                0.001
31315LWT1  05/13/14  05/12/14      99.9999                0.001
31315LWW4  05/16/14  05/15/14      99.9999                0.001
31315LXA1  05/20/14  05/19/14      99.9999                0.001
31315LXB9  05/21/14  05/20/14      99.9999                0.001
31315LXD5  05/23/14  05/22/14      99.9999                0.001
31315LXH6  05/27/14  05/23/14      99.9996                0.004
31315LXR4  06/04/14  06/03/14      99.9999                0.001
31315LXS2  06/05/14  06/04/14      99.9999                0.001
31315LXW3  06/09/14  06/06/14      99.9997                0.003
31315LXY9  06/11/14  06/10/14      99.9999                0.001
31315LXZ6  06/12/14  06/11/14      99.9999                0.001
31315LYE2  06/17/14  06/16/14      99.9999                0.001
31315LYG7  06/19/14  06/18/14      99.9999                0.001
31315LYH5  06/20/14  06/19/14      99.9999                0.001
31315LYL6  06/23/14  06/20/14      99.9997                0.003
31315LYM4  06/24/14  06/23/14      99.9999                0.001
31315LZB7  07/08/14  07/07/14      99.9999                0.001
31315LZH4  07/14/14  07/11/14      99.9997                0.003
31315LZK7  07/16/14  07/15/14      99.9999                0.001
31315LZQ4  07/21/14  07/18/14      99.9997                0.003
31315LZS0  07/23/14  07/22/14      99.9999                0.001
31315LZT8  07/24/14  07/23/14      99.9999                0.001
31315LZX9  07/28/14  07/25/14      99.9997                0.003
31315LZY7  07/29/14  07/28/14      99.9999                0.001
31315LA73  08/05/14  08/04/14      99.9999                0.001
31315LB23  08/08/14  08/07/14      99.9999                0.001
31315LB72  08/13/14  08/12/14      99.9999                0.001
31315LB80  08/14/14  08/13/14      99.9999                0.001
31315LC48  08/18/14  08/15/14      99.9996                0.004
31315LC55  08/19/14  08/18/14      99.9999                0.001
31315LC63  08/20/14  08/19/14      99.9999                0.001
31315LC71  08/21/14  08/20/14      99.9999                0.001
31315LF29  09/09/14  09/08/14      99.9999                0.001
31315LF45  09/11/14  09/10/14      99.9999                0.001
31315LF94  09/16/14  09/15/14      99.9999                0.001
31315LG28  09/17/14  09/16/14      99.9999                0.001
31315LG44  09/19/14  09/18/14      99.9999                0.001
31315LG77  09/22/14  09/19/14      99.9997                0.003





                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2014
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LG93  09/24/14  09/23/14      99.9999                0.001
31315LH35  09/26/14  09/25/14      99.9999                0.001
31315LH68  09/29/14  09/26/14      99.9997                0.003
31315LK80  10/17/14  10/16/14      99.9999                0.001
31315LL48  10/21/14  10/20/14      99.9999                0.001
31315LL55  10/22/14  10/21/14      99.9999                0.001
31315LL63  10/23/14  10/22/14      99.9999                0.001
31315LM39  10/28/14  10/27/14      99.9999                0.001
31315LM47  10/29/14  10/28/14      99.9999                0.001
31315LN53  11/07/14  11/06/14      99.9999                0.001
31315LN87  11/10/14  11/07/14      99.9996                0.004
31315LP36  11/13/14  11/12/14      99.9999                0.001
31315LP77  11/17/14  11/14/14      99.9996                0.004
31315LR67  12/02/14  12/01/14      99.9999                0.001
31315LR83  12/04/14  12/03/14      99.9999                0.001
31315LS41  12/08/14  12/05/14      99.9996                0.004
31315LS58  12/09/14  12/08/14      99.9999                0.001
31315LS74  12/11/14  12/10/14      99.9999                0.001
31315LT65  12/18/14  12/17/14      99.9999                0.001
31315LV39  12/31/14  12/30/14      99.9999                0.001









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