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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 2005 are not included. See Section I-B for corporate discount debt instruments issued after 1984. CAUTION: The following OID information supercedes 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 2005 1st 2005 2nd 2006 2nd --------------Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/05 Period 2006 1st Period 2005 2006 ______________ _________ ________ ________ ___________ _______ _________ ________ ________ ________ ______ ______ Allied Corp. 019087AZ8 019087BA2 019087BB0 219327AC7 291737AB0 313586QR3 313586RC5 359416AH7 369856AF6 370424CF8 438516AG1 438516AH9 438516AJ5 450679BP9 450680AM5 460470AM9 492386AD9 713440AU9 713440AV7 713440AW5 713440AX3 713440AY1 713440AZ8 713440BA2 713440BB0 753329AZ4 753329BA8 753329BB6 08/15/84 08/15/84 08/03/84 03/12/82 06/07/83 07/05/84 10/09/84 03/18/81 06/23/81 04/01/81 08/15/84 08/15/84 08/03/84 05/06/81 05/06/81 07/01/81 11/17/81 04/14/82 04/14/82 04/14/82 04/14/82 04/14/82 04/14/82 04/14/82 04/14/82 03/01/84 03/01/84 03/01/84 08/01/05 08/01/07 08/01/09 03/15/07* 12/31/07 07/05/14 10/09/19 03/15/11 06/15/11 04/01/11 08/01/05 08/01/07 08/01/09 05/01/11 05/01/11 07/01/11 11/01/11 04/01/05 04/01/06 04/01/07 04/01/08 04/01/09 04/01/10 04/01/11 04/01/12 03/01/05 03/01/06 03/01/07 7.675 6.113 6.136 48.034 59.000 3.625 3.200 52.750 51.624 44.510 7.675 6.113 6.136 41.890 41.890 50.218 49.950 5.311 4.780 4.310 3.894 3.525 3.196 2.904 2.643 5.832 5.094 4.449 3.900 2.734 0.000 0.000 0.000 7.000 9.000 0.000 0.000 7.000 7.000 6.000 0.000 0.000 0.000 6.500 6.500 7.500 7.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 856.01 670.42 539.12 473.83 261.53 313.79 202.18 374.84 379.66 439.38 856.01 670.42 539.12 458.48 458.48 390.05 386.37 936.73 902.70 870.84 840.88 812.82 786.45 761.61 738.12 921.22 804.62 702.78 321.28 158.89 0.317176 0.247201 0.185297 0.057721 0.107195 0.106017 0.064764 0.043135 0.044183 0.050643 0.317176 0.247201 0.185297 0.053059 0.053059 0.045434 0.045745 0.112886 0.108786 0.104946 0.101335 0.097954 0.094776 0.091782 0.088951 0.346760 0.302869 0.264540 0.108916 0.049479 67.24 94.68 70.94 9.35* 42.60 40.93 24.20 15.74 16.13 18.48 67.24 94.68 70.94 19.37 19.37 16.58 16.70 10.16 39.71 38.31 36.99 35.75 34.59 33.50 32.47 20.46 123.98 108.29 41.50 18.50 0.279194 0.207187 0.123887 0.118413 0.071457 0.043135 0.044183 0.050643 0.279194 0.207187 0.053059 0.053059 0.045434 0.045745 0.315326 0.231663 0.143179 0.132258 0.078841 106.93 79.32 49.23 45.71 26.70 15.74 16.13 18.48 106.93 79.32 19.37 19.37 16.58 16.70 Corning, Inc. Empire Incorporated Federal National Mortgage Association Fruit of the Loom, Inc. General Foods Corp. General Motors Acceptance Corporation Honeywell Intl, Inc. 0.315326 0.231663 ITT Corporation ITT Corporation ITT Corporation Kerr-McGee Corp. Pepsico Capital Resources 0.108786 0.104946 0.101335 0.097954 0.094776 0.091782 0.088951 0.346757 0.302874 0.121461 0.054395 9.79 38.31 36.99 35.75 34.59 33.50 32.47 20.46 123.98 46.28 20.34 Rapid-American Corp. 0.346763 0.135451 0.059799 Student Loan Marketing Association 863871AL3 08/15/84 05/15/14 863871AM1 10/03/84 10/03/22 ----------------------------* Called in 2005; reportable OID is computed to call date. 17 SECTION I-A Daily OID per $1,000 of Maturity Value for Each Accrual Period ------------------------------2005 1st 2005 2nd 2006 2nd Period 2006 1st Period ________ ________ ________ OID per $1,000 of Maturity Value for Calendar Year --------------2005 2006 ______ ______ Name of Issuer ______________ Tennessee Gas Pipeline formerly Tenneco, Inc. Transamerica Financial Corp. 18 CUSIP No. _________ Issue Date ________ Maturity Date ________ Issue Price (Percent of Principal Amount) ___________ Annual Stated Interest Rate _______ Total OID to 1/1/05 _________ 880451AJ8 893502AM6 893502AN4 893502AP9 12/15/81 08/18/82 08/18/82 08/18/82 12/15/11 09/01/07 03/01/10 09/01/12 40.783 3.816 2.753 1.986 6.000 0.000 0.000 0.000 454.87 859.50 790.20 730.01 0.054831 0.105177 0.096696 0.089331 0.054831 0.105177 0.096696 0.089331 19.74 38.39 35.29 32.61 19.74 38.39 35.29 32.61 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 2005 are not included. See Section I-A for corporate discount debt instruments issued before 1985. CAUTION: The following OID information supercedes previously published information. Numbers may vary from previous editions because of rounding or updated information. Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.119431 0.126373 0.146533 0.150826 0.137553 0.137553 0.114778 0.113057 0.110002 0.121896 0.129098 0.150211 0.154717 0.140840 0.140840 0.117102 0.115358 0.112180 0.131945 0.131802 0.129648 0.128819 0.109683 0.127004 0.010706 0.010706 0.007823 0.136522 0.215979 0.215979 0.108877 0.120379 0.094799 0.107500 0.017774 0.250442 0.250442 0.250442 0.019131 0.241572 0.241572 0.124411 0.131882 0.153981 0.158709 0.144206 0.144206 0.119473 0.117706 0.114401 0.129997 0.130184 0.128136 0.127298 0.110766 0.131132 0.010958 0.010958 0.008012 0.143945 0.228397 0.228397 0.110929 0.122822 0.094250 0.107116 0.018752 0.267027 0.267027 0.267027 0.019196 0.248860 0.248860 0.126979 0.134726 0.157846 0.162803 0.147652 0.147652 0.121893 0.120101 0.116667 0.128002 0.128527 0.126588 0.125741 0.112953 0.135394 0.011216 0.011216 0.008206 0.151772 0.241527 0.241527 0.113019 0.125314 0.093692 0.106725 0.019783 0.284710 0.284710 0.284710 0.253669 0.253669 0.303564 0.303564 0.303564 0.261518 0.261518 0.129599 0.137632 0.161808 0.167004 0.151180 0.151180 0.124361 0.122545 0.118977 0.128062 0.126832 0.125005 0.124148 0.115183 0.139794 0.011479 0.011479 0.008405 0.160025 0.255413 0.255413 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 44.26 46.25 54.24 55.65 50.25 50.16 41.78 41.86 40.64 45.59 44.55 42.94 40.50 17.74 46.42 3.86 3.86 2.83 48.50 77.09 77.09 23.69 26.19 34.06 38.65 6.35 87.87 87.87 87.87 6.89 88.28 88.28 46.11 48.27 57.00 58.56 52.68 52.58 43.48 43.58 42.26 46.11 46.03 45.37 45.12 40.58 49.49 4.04 4.04 2.97 53.92 86.21 86.21 36.98 44.45 33.66 38.37 5.81 99.90 99.90 99.90 .96 92.70 92.70 Name of Issuer ______________ ABN Amro Bank N.V. CUSIP No. _________ 00079FBH4 00079FBM3 00079FBR2 00079FBX9 00079FCY6 00079FDB5 00079FED0 00079FEK4 00079FEN8 00079FHN5 00079FHT2 00079FHV7 00079FJD5 00079FLN0 000945AC9 001765AZ9 001765BA3 001765BB1 00202NAA3 00210VAA5 00210VAB3 005495AX4 005495AY2 005770BQ4 005770BR2 006848BK0 007506AA6 007506AB4 007506AC2 00761HAR2 00763MAD0 00763MAE8 Issue Date ________ 07/16/03 08/13/03 09/10/03 10/08/03 03/10/04 03/24/04 06/23/04 07/21/04 08/04/04 01/13/05 01/21/05 01/28/05 02/15/05 07/20/05 07/06/95 09/23/03 09/23/03 02/13/04 11/18/97 10/19/04 10/19/04 05/24/05 05/24/05 06/03/03 06/03/03 10/25/01 02/04/04 02/04/04 02/04/04 02/25/03 06/24/03 06/24/03 Maturity Date _________ 01/16/14 11/13/13 09/10/13 10/08/13 12/10/13 12/24/13 12/23/09 01/21/10 02/04/10 01/13/20 01/21/20 01/28/20 02/15/20 04/20/09 07/06/10 09/23/23 09/23/23 02/15/24 11/18/12 11/01/11 11/01/11 12/01/06 12/01/07 02/01/07 02/01/08 11/01/06 12/15/11 12/15/11 12/15/11 02/21/06 04/15/23 04/15/23 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 38.309 98.000 98.000 98.500 20.424 63.700 63.700 103.908 106.710 104.499 103.613 97.161 57.128 57.128 57.128 98.000 100.000 100.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 VARIES VARIES VARIES VARIES 0.000 0.000 4.250 4.250 4.500 0.000 VARIES VARIES VARIES VARIES VARIES VARIES 10.250 VARIES VARIES VARIES VARIES VARIES VARIES Total OID to 1/1/05 ________ ADT Operations, Inc. AMR Corporation 319.71 0.123007 0.010460 0.010460 0.007638 0.129481 0.204237 0.204237 0.108797 0.120284 0.095340 0.107876 APP Finance VI Mauritius Limited ASG Consolidated LLC Adams & Hancok Counties Illinois Community Unit School District No. 1 Adelphia Communications Corporation Advanced Accessory Holdings Corporation 229.95 0.115720 0.093124 0.106327 16.23 0.016847 0.234888 0.234888 0.234888 0.019075 0.237171 0.237171 Advanta Bank Corporation Advanced Medical Optics 19 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.217075 0.217075 0.222824 0.222824 0.191668 0.191668 0.299081 0.299081 0.387244 0.006048 0.008508 0.314332 0.357627 0.309026 0.008910 0.008910 0.008910 0.080777 0.048651 0.027919 0.027919 0.331947 0.331947 0.331947 0.175852 0.175852 0.197667 0.197667 0.203364 0.203364 0.161533 0.161533 0.161533 0.089135 0.130505 0.130505 0.040430 0.728447 0.228797 0.228797 0.196463 0.196463 0.308520 0.308520 0.395222 0.006290 0.008846 0.333178 0.309026 0.009378 0.009378 0.009378 0.084702 0.028093 0.028093 0.344522 0.344522 0.344522 0.178898 0.178898 0.201655 0.201655 0.202213 0.202213 0.167087 0.167087 0.167087 0.091474 0.132220 0.132220 0.043109 0.816442 0.235003 0.235003 0.201923 0.201923 0.318372 0.318372 0.390429 0.006541 0.009198 0.333169 0.309026 0.009870 0.009870 0.009870 0.086029 0.028269 0.028269 0.357700 0.357700 0.357700 0.182038 0.182038 0.205782 0.205782 0.201022 0.201022 0.241450 0.241450 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 81.13 81.13 31.24 31.24 106.60 106.60 142.61 2.21 3.10 115.49 39.82* 111.25 3.25 3.25 3.25 28.83 9.39 10.04 10.04 120.68 120.68 120.68 63.59 63.59 71.53 71.53 73.17 9.36* 73.17 57.51 57.51 57.51 32.45 47.14 47.14 14.10 248.11 85.58 85.58 71.71 71.71 113.37 113.37 143.80 2.39 3.36 119.94 111.25 3.60 3.60 3.60 31.17 10.16 10.16 130.07 130.07 130.07 65.84 65.84 74.48 74.48 72.48 72.48 25.06 25.06 25.06 34.18 48.40 48.40 16.03 311.67 Name of Issuer ______________ Advanced Medical Optics Agilent Technologies Aladdin Gaming Holdings Alameda, CA Alamosa Delaware, Inc. Alamosa Delaware, Inc. Alaris Medical, Inc. Alaska Communications Systems Holdings, Inc. Alestra S.De R.L.De C.V. Algoma Steel, Inc. Allergan, Inc. Alliant Energy Resources Alliant Techsystems Inc Alltel Corporation Alpharma, Inc. Alza Corporation American Axle & Manufacturing HLDG,Inc American Commercial Lines LLC 20 CUSIP No. _________ 00763MAF5 00763MAG3 00763MAH1 00763MAJ7 00846UAA9 00846UAB7 010714AC7 010781AQ5 010781AW2 011588AF7 011593AA8 011637AC9 011679AD9 011679AE7 011679AF4 01446PAG9 01566MAA3 018490AD4 018490AE2 018803205 018803304 018803403 018804AG9 018804AH7 018804AJ3 018804AK0 020039798 020039822 020039DF7 020813AC5 020813AD3 020813AE1 022615AC2 024061AA1 024061AB9 Issue Date ________ 06/22/04 06/22/04 07/18/05 07/18/05 11/27/01 11/27/01 02/26/98 03/14/02 03/14/02 11/10/03 02/08/00 07/28/98 08/26/03 08/26/03 08/26/03 11/17/03 07/12/95 11/06/02 11/06/02 02/15/00 02/15/00 02/15/00 02/19/04 02/19/04 08/13/04 08/13/04 05/06/02 05/06/02 05/06/02 06/02/99 06/02/99 06/02/99 07/14/94 02/11/04 02/11/04 Maturity Date _________ 07/15/24 07/15/24 07/01/25 07/01/25 12/01/21 12/01/21 03/01/10 02/01/12 02/01/10 07/31/09 02/15/10* 08/01/08 08/15/11 08/15/11 08/15/11 06/30/10 07/15/05 11/06/22 11/06/22 02/15/30 02/15/30 02/15/30 02/15/24 02/15/24 08/15/24 08/15/24 05/17/07 05/17/07* 05/17/07 06/01/06 06/01/06 06/01/06 07/14/14 02/15/24 02/15/24 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 100.000 100.000 100.000 100.000 100.000 100.000 45.168 97.458 97.388 81.789 53.456 58.144 96.687 96.687 96.687 83.687 90.154 77.941 77.941 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 35.471 100.000 100.000 VARIES VARIES VARIES VARIES VARIES VARIES VARIES 7.625 7.500 VARIES VARIES VARIES 9.875 9.875 9.875 8.000 12.375 0.000 0.000 VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES 3.000 3.000 3.000 0.000 2.000 2.000 11.250 VARIES 29.13 Total OID to 1/1/05 ________ 5.33 7.51 0.290038 0.290038 0.392211 0.005815 0.008183 0.296552 0.335998 0.309026 0.008466 0.008466 0.008466 0.077132 0.045415 0.027745 0.027745 0.319946 0.319946 0.319946 0.172897 0.172897 0.193814 0.193814 0.203401 0.203401 0.203401 0.156163 0.156163 0.156163 0.086855 0.128828 0.128828 0.037916 0.649936 0.326224 0.326224 0.398704 0.006803 0.009564 0.333159 0.309025 0.010388 0.010388 0.010388 0.090386 0.028446 0.028446 0.371510 0.371510 0.371510 0.185273 0.185273 0.210053 0.210053 0.199788 0.199788 3.89 3.89 3.89 89.07 21.19 21.19 255.37 0.093876 0.133975 0.133975 0.045967 0.915067 0.096340 0.135770 0.135770 025198AE2 05/29/02 01/01/08 92.250 025198AF9 05/29/02 07/01/08 53.606 ----------------------------* Called in 2005; reportable OID is computed to call date. SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ Name of Issuer ______________ American Electric Power Company, Inc. CUSIP No. _________ Issue Date ________ Maturity Date _________ Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ Total OID to 1/1/05 ________ 025537200 025537AC5 American Skiing Company 029654AG5 American Towers, Inc. 03027RAA1 03027RAB9 03027RAC7 03027RAD5 AmerUs Group Co. 03072M405 03072M504 03072MAC2 03072MAD0 03072MAE8 03072MAF5 Amgen Inc. 031162AC4 031162AD2 031162AE0 031162AK6 031162AL4 Anadarko Petroleum Corp. 032511AQ0 032511AR8 Anixter International 035290AA3 035290AB1 035290AC9 035290AD7 035290AE5 035290AF2 035290AG0 Anthem, Inc. 03674BAA2 Anthony Crane Cap. Corp. 036778AC2 Aon Corporation 037389AQ6 037389AT0 Arch Escrow Corporation 039384AC6 Republic of Argentina 040114AZ3 040114BD1 040114GA2 040114GB0 040114GF1 040114GG9 040114GH7 ----------------------------* Called in 2005; reportable OID 06/11/02 06/11/02 01/15/97 02/01/03 02/01/03 02/01/03 02/01/03 05/28/03 05/28/03 03/06/02 03/06/02 03/06/02 03/06/02 03/01/02 03/01/02 03/01/02 03/01/05 03/01/05 03/13/01 03/13/01 06/28/00 06/28/00 06/28/00 07/07/03 07/07/03 07/07/03 07/07/03 11/02/01 07/31/03 11/07/02 11/07/02 04/09/99 12/04/98 03/01/99 06/15/00 07/21/00 06/19/01 06/19/01 06/19/01 08/16/07* 08/16/07 07/15/06 08/01/08 08/01/08 08/01/08 08/01/08 05/16/08 05/16/08 03/06/32 03/06/32 03/06/32 03/06/32 03/01/32 03/01/32 03/01/32 03/01/32 03/01/32 03/13/21 03/13/21 06/28/20* 06/28/20* 06/28/20* 07/07/33 07/07/33 07/07/33 07/07/33 11/15/06 02/01/08 11/15/12 11/15/12 04/15/08 12/04/05 03/01/29 06/15/15 07/21/30 12/19/08 06/19/18 06/19/31 100.000 100.000 97.279 45.465 45.465 45.465 45.465 100.000 100.000 100.000 100.000 100.000 100.000 71.423 71.423 71.423 72.947 72.947 100.000 100.000 25.257 25.257 25.257 38.016 38.016 38.016 38.016 100.000 3.000 100.000 100.000 95.091 97.750 75.576 91.700 80.144 77.800 75.375 75.250 VARIES VARIES 12.000 0.000 0.000 0.000 0.000 VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES 0.000 0.000 0.000 0.000 0.000 VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES 13.750 11.000 8.875 11.750 10.250 VARIES 0.000 0.000 20.44 143.93 143.93 143.93 143.93 0.190254 0.190254 0.010839 0.232636 0.232636 0.232636 0.232636 0.179725 0.179725 0.327994 0.327994 0.327994 0.327994 0.128338 0.128338 0.128338 91.92 91.92 91.92 23.73 18.44 11.41 3.58 0.246514 0.246514 0.066198 0.066198 0.066198 0.082822 0.082822 0.082822 0.082822 0.199459 0.328490 0.283380 0.283380 0.016908 0.011834 0.025196 0.009399 0.002841 0.248570 0.513503 0.482441 0.191268 0.191268 0.011516 0.249918 0.249918 0.249918 0.249918 0.180585 0.180585 0.338270 0.338270 0.338270 0.338270 0.090634 0.090634 0.090634 0.090636 0.090636 0.255118 0.255118 0.191199 0.012235 0.268484 0.268484 0.268484 0.268484 0.181473 0.181473 0.352275 0.352275 0.352275 0.352275 0.092661 0.092661 0.092661 0.092663 0.092663 0.264021 0.264021 0.190010 0.013000 0.288428 0.288428 0.288428 0.288428 0.182389 0.182389 0.363754 0.363754 0.363754 0.363754 0.094734 0.094734 0.094734 0.094735 0.094735 0.273236 0.273236 0.188781 0.309855 0.309855 0.309855 0.309855 0.181188 0.181188 0.379021 0.379021 0.379021 0.379021 0.096852 0.096852 0.096852 0.096854 0.096854 0.282771 0.282771 0.085845 0.085845 0.085845 0.085845 0.194892 0.376727 0.291848 0.291848 0.018155 0.012513 0.025195 0.010012 0.003023 0.249578 0.548908 0.514259 0.088979 0.088979 0.088979 0.088979 0.196739 0.470113 0.300702 0.300702 0.019495 0.025194 0.010663 0.003218 0.250667 0.593220 0.554217 0.092227 0.092227 0.092227 0.092227 0.192122 0.650905 0.309959 0.309959 0.020932 0.025193 0.011358 0.003425 0.209336 0.095593 0.095593 0.095593 0.095593 1.000915 0.319637 0.319637 0.022476 0.025192 0.012097 0.003645 0.167844 31.51* 68.80 4.26 92.24 92.24 92.24 92.24 64.93 64.93 122.72 122.72 122.72 122.72 35.13 35.13 35.13 27.43 27.43 92.18 92.18 11.78* 11.78* 11.78* 31.43 31.43 31.43 31.43 71.83 148.18 104.34 104.34 6.51 4.06 9.07 3.51 1.12 89.69 194.94 182.85 68.29 2.51 106.45 106.45 106.45 106.45 65.48 65.48 131.96 131.96 131.96 131.96 34.23 34.23 34.23 34.23 34.23 98.73 98.73 33.77 33.77 33.77 33.77 61.71 281.40 110.79 110.79 7.50 9.07 3.99 1.26 81.81 100.25 93.66 is computed to call date. 21 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ Name of Issuer ______________ Arlington Sport Facility Development Authority Armor Holdings, Inc. Armstrong County Industrial Development ATMEL Corporation Aubrey Independent School District Avalon Cable, LLC Avnet, Inc. Azusa, California Redevelopment Agency BGLS, Inc. Bank of America Corp. Bank of America Corp. 22 CUSIP No. _________ Issue Date ________ Maturity Date _________ Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ Total OID to 1/1/05 ________ 04184EAA7 042260AC3 04233KAB2 049513AB0 049513AC8 050195GZ3 050195HA7 050195HB5 050195HC3 050195HD1 053402AB9 053807AL7 02/17/93 10/29/04 07/29/99 04/21/98 04/21/98 08/07/03 08/07/03 08/07/03 08/07/03 08/07/03 12/10/98 03/05/04 06/16/92 05/14/01 10/29/02 09/07/99 11/10/00 03/27/02 06/28/02 11/27/02 02/20/03 04/25/03 05/30/03 06/04/03 05/29/03 06/25/03 07/25/03 11/12/03 11/28/03 12/19/03 01/30/04 03/02/04 03/25/04 05/28/04 06/09/04 06/25/04 06/24/04 12/31/08 11/01/24 08/20/34 04/21/18 04/21/18 02/15/06 02/15/07 02/15/08 02/15/09 02/15/10 12/01/08* 03/15/34 12/01/12 03/31/06 03/01/07 09/07/06 11/10/07 03/28/05 07/02/07 11/29/07 02/20/08 04/29/08 06/03/08 06/04/07 05/29/08 06/25/10 07/29/08 11/13/08 11/28/08 12/23/08 02/03/09 03/04/09 03/27/09 06/01/10 06/09/08 06/28/10 06/24/10 28.800 99.000 6.955 33.785 33.785 93.203 88.833 84.421 79.705 74.664 56.332 100.000 16.502 80.884 94.733 100.000 110.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 99.000 100.000 100.000 0.000 VARIES 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 VARIES VARIES 0.000 10.000 0.000 0.250 0.250 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 11.000 0.000 0.000 442.88 0.162360 0.192624 0.021996 0.073443 0.073443 0.074861 0.086579 0.092103 0.095824 0.098356 0.205581 0.225680 0.123630 0.127417 0.101302 0.279275 0.318513 0.158756 0.145315 0.120148 0.107041 0.103750 0.083985 0.069095 0.087139 0.103956 0.099415 0.113843 0.095726 0.104763 0.098932 0.099205 0.093556 0.136375 0.095287 0.134104 0.134329 0.168853 0.197423 0.022849 0.075463 0.075463 0.075913 0.088046 0.093844 0.097812 0.100583 0.232379 0.129195 0.137457 0.103128 0.289011 0.330586 0.148773 0.122548 0.108995 0.105587 0.085201 0.069925 0.088447 0.105801 0.101133 0.116087 0.097322 0.106667 0.100663 0.100946 0.095106 0.139643 0.091502 0.137265 0.137502 0.175606 0.202390 0.023734 0.077538 0.077538 0.076979 0.089539 0.095617 0.099842 0.102862 0.239341 0.135011 0.148288 0.104987 0.299094 0.343128 0.152313 0.124996 0.110984 0.107457 0.086434 0.070764 0.089773 0.107679 0.102881 0.118374 0.098944 0.108607 0.102424 0.102717 0.096681 0.142990 0.093149 0.140501 0.140750 0.182629 0.207531 0.024654 0.079670 0.079670 0.189933 0.212852 0.025609 0.081861 0.081861 59.63 70.79 8.30 27.09 27.09 27.43 31.83 33.95 35.40 36.42 14.80* 83.90 45.85 49.58 37.24 104.55 118.09 13.81 54.19 43.84 39.40 37.91 30.52 25.07 31.69 37.78 36.63 41.60 34.85 38.09 36.44 36.44 34.25 49.88 33.57 48.87 48.97 64.50 74.41 8.96 28.60 28.60 3.39 32.92 35.24 36.89 38.09 89.03 50.07 13.20 38.59 75.46 127.23 56.80 45.61 40.85 39.27 31.41 25.67 32.65 39.13 37.90 43.26 36.03 39.49 37.73 37.73 35.40 52.30 33.91 51.20 51.32 35.51 148.01 148.01 37.16 42.84 45.48 47.22 48.37 0.091056 0.097424 0.101914 0.105192 0.246578 0.141089 0.106879 0.309539 0.356155 0.155938 0.127493 0.113009 0.109360 0.087685 0.071613 0.091120 0.109591 0.104659 0.120707 0.100593 0.110582 0.104216 0.104519 0.098282 0.146416 0.094826 0.143813 0.144075 0.092600 0.099266 0.104028 0.107574 0.254100 0.147440 0.108806 0.369687 0.159648 0.130040 0.115072 0.111297 0.088955 0.072472 0.092487 0.111536 0.106468 0.123085 0.102270 0.112592 0.106040 0.106353 0.099910 0.149925 0.096533 0.147204 0.147478 05502MAB9 055432AD0 060505AT1 06050MAC1 06050MAW7 06050MBU0 06050MBV8 06050MBY2 06050MCB1 06050MCH8 06050MCK1 06050MCM7 06050MCN5 06050MCP0 06050MCQ8 06050MCS4 06050MCU9 06050MCV7 06050MCY1 06050MDA2 06050MDC8 06050MDE4 06050MDG9 06050MDH7 06050MDJ3 ----------------------------* Called in 2005; reportable OID 333.04 128.39 is computed to call date. SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.102033 0.126913 0.119003 0.106766 0.110110 0.110022 0.113416 0.118204 0.120091 0.098115 0.129811 0.121551 0.108818 0.112268 0.112200 0.115731 0.120128 0.120107 0.121284 0.112918 0.119711 0.124763 0.121402 0.100004 0.132776 0.124154 0.110909 0.114493 0.114422 0.118093 0.122093 0.122703 0.123326 0.115072 0.121543 0.127563 0.122992 0.126709 0.125294 0.122302 0.124511 0.124511 0.211563 0.211563 0.124511 0.050727 0.176545 0.054000 0.060480 0.082901 0.111007 0.091791 0.095495 0.101135 0.109709 0.099143 0.103344 0.062395 0.126673 0.104384 0.052545 0.094204 0.090557 0.101929 0.135808 0.126813 0.113040 0.116763 0.116688 0.120504 0.124100 0.125356 0.125412 0.117270 0.123414 0.130427 0.124617 0.128649 0.127337 0.124994 0.124463 0.216956 0.216956 0.124463 0.181219 0.061118 0.113162 0.093273 0.097099 0.102944 0.111834 0.100882 0.105267 0.064258 0.130774 0.109467 0.054392 0.097430 0.089870 0.115359 0.103891 0.138910 0.129529 0.115212 0.119077 0.118999 0.122964 0.126150 0.128066 0.127543 0.119512 0.125325 0.133355 0.126278 0.130633 0.129425 0.127745 0.123830 0.222514 0.222514 0.123830 0.186017 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 36.02 47.08 43.93 39.20 40.24 40.14 41.26 42.91 40.51 40.70 38.16 36.98 34.82 29.60 19.26 15.79 15.29 44.68 44.68 73.67 73.67 44.68 18.05 61.42 19.29 21.54 29.33 39.41 32.35 29.72 30.83 24.31 19.12 17.36 21.50 43.49 37.54 18.11 32.35 25.15 32.92 36.36 49.26 45.84 40.72 41.85 41.75 42.96 44.33 45.47 45.42 42.51 44.57 46.98 44.77 46.56 45.99 45.18 5.60 44.72 77.46 77.46 44.72 7.86 64.71 3.02 16.69 10.69 40.89 24.04 28.94 37.20 34.94 34.52 38.20 22.80 46.35 39.95 19.40 34.60 29.76 Name of Issuer ______________ Bank of America Corp. CUSIP No. _________ 06050MDK0 06050MDM6 06050MDN4 06050MDR5 06050MED5 06050MEF0 06050MEG8 06050MEH6 06050MEK9 06050MEL7 06050MEM5 06050MEP8 06050MER4 06050MEU7 06050MEZ6 06050MFA0 06050MFB8 071813406 071813604 071813AQ2 071813AR0 071813AV1 072738503 0727G0AA8 0727G0BF6 0727G0BM1 0727G0CE8 0727G0CJ7 0727G0CL2 0727G0CQ1 0727G0CR9 0727G0DH0 0727G0DM9 0727G0DQ0 073928G23 073928JS3 073928WN9 07487TAB9 079867AS6 097850CD1 097850CE9 Issue Date ________ 06/28/04 07/30/04 08/26/04 09/23/04 11/15/04 11/29/04 12/27/04 12/28/04 01/27/05 01/28/05 01/26/05 02/24/05 03/24/05 04/28/05 07/29/05 08/25/05 08/26/05 12/17/02 12/17/02 05/21/01 05/21/01 12/17/02 06/05/03 05/31/02 02/26/04 04/05/04 11/10/04 11/26/04 01/04/05 02/15/05 02/23/05 05/16/05 06/15/05 07/13/05 08/31/04 06/03/99 02/27/02 04/29/99 12/13/95 04/01/03 04/01/03 Maturity Date _________ 06/28/08 08/02/10 08/28/09 09/25/09 11/13/09 11/29/10 06/28/10 12/28/10 01/28/11 01/28/11 01/26/10 02/24/10 03/27/09 04/30/09 07/29/11 08/25/10 08/28/09 02/16/08 02/16/08 06/01/21 06/01/21 02/16/08 06/06/06 05/28/10 02/27/06 10/05/06 05/10/06 02/26/09 09/20/06 11/01/06 02/23/07 11/16/06 12/16/06 07/13/07 07/01/19 06/30/11 08/15/13 11/20/24 12/15/95 12/01/05 12/01/06 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 99.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 51.530 46.328 49.000 17.103 25.235 104.977 105.312 11.000 0.000 0.000 0.000 0.000 0.000 0.000 1.000 0.000 1.000 0.250 1.250 0.000 1.750 1.500 1.250 0.000 VARIES VARIES 1.250 1.250 VARIES 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 1.000 0.000 0.000 0.000 VARIES VARIES VARIES Total OID to 1/1/05 ________ 0.124715 0.121384 Baxter International,Inc Bayerische Landesbank Bayerische Landesbank 0.123470 0.123470 0.201250 0.201250 0.123470 0.049851 0.167556 0.052994 0.059224 0.080549 0.107846 0.089720 0.093258 0.097424 6.98 197.74 94.92 82.10 0.058831 0.118854 0.098088 0.049037 0.088068 0.076623 0.091898 0.122272 0.123985 0.123985 0.206329 0.206329 0.123985 0.050287 0.171992 0.053495 0.059849 0.081717 0.108893 0.090332 0.093919 0.099358 0.107624 0.097434 0.060587 0.122701 0.102864 0.050761 0.091084 0.075894 0.091233 0.104785 0.107225 0.135007 0.111084 0.056304 0.100767 Bear Stearns Co., Inc. Beaver County Industrial Development Authority BellSouth Telecommunications Bond & Fayette County,IL 23 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.102727 0.111484 0.131847 0.131479 0.176099 0.176099 0.225367 0.225367 0.010395 0.010395 0.083379 0.099070 427.12 412.77 397.83 383.61 369.56 356.35 342.94 330.63 317.93 306.18 294.64 283.30 0.199948 0.193570 0.186697 0.180213 0.173735 0.167765 0.161507 0.155984 0.149993 0.144649 0.139344 0.134030 0.446448 0.446448 0.248312 0.228021 0.228021 0.348178 0.203169 0.405718 0.006334 0.180411 0.180411 0.213960 0.213960 0.102132 0.111008 0.131634 0.133092 0.101527 0.110522 0.132900 0.132600 0.100911 0.110028 0.132747 0.134283 0.100283 0.109523 0.134089 0.133865 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 36.84 40.02 48.10 48.30 29.06* 29.06* 88.83 88.83 4.07 4.07 27.37 35.47 61.38 71.97 69.42 67.02 64.62 62.41 60.08 58.04 55.81 53.83 51.86 49.89 110.51* 110.51* 89.39 84.87 84.87 130.84 73.05 152.89 2.36 70.73 70.73 9.41* 76.93 36.40 39.67 48.50 48.73 Name of Issuer ______________ Bond & Fayette County,IL Brill Media Company Budget Group Capital Trust Buffets Holdings, Inc. Buffets, Inc. Bureau and Putnam County, IL Butler County Industrial Development Authority Sirius Satellite Radio Call-Net Enterprises CapitalSource Inc. Cendant Corporation Centerpoint Energy, Inc. Century Communications Corporation 156503AK0 156503AM6 156503AN4 CenturyTel, Inc. 156700403 156700AD8 ----------------------------* Called in 2005; reportable OID 24 CUSIP No. _________ 097850CF6 097850CG4 109492AC2 109492AH1 119001204 119001303 119881AA8 119881AB6 119882AA6 119882AB4 121061CD5 121061CE3 12359RAQ5 12359RAR3 12359RAS1 12359RAT9 12359RAU6 12359RAV4 12359RAW2 12359RAX0 12359RAY8 12359RAZ5 12359RBA9 12359RBB7 125127AA8 125127AB6 130910AE2 14055XAC6 14055XAD4 151313AG8 151313AJ2 15189T206 Issue Date ________ 04/01/03 04/01/03 12/30/97 12/30/97 06/19/98 06/19/98 05/18/04 05/18/04 06/28/02 06/28/02 03/18/03 03/18/03 01/15/97 01/15/97 01/15/97 01/15/97 01/15/97 01/15/97 01/15/97 01/15/97 01/15/97 01/15/97 01/15/97 01/15/97 11/26/97 11/26/97 07/24/98 07/07/04 07/07/04 05/04/01 07/27/01 09/21/99 11/13/97 01/15/98 01/15/98 05/06/02 05/06/02 Maturity Date _________ 12/01/07 12/01/08 12/15/07 12/15/07 06/15/28* 06/15/28* 01/31/11 01/31/11 07/15/10 07/15/10 12/01/05 12/01/06 11/01/05 05/01/06 11/01/06 05/01/07 11/01/07 05/01/08 11/01/08 05/01/09 11/01/09 05/01/10 11/01/10 05/01/11 12/01/07* 12/01/07* 08/15/08 07/15/34 07/15/34 05/04/21 08/17/06 09/15/29 11/15/17 01/15/08 01/15/08 05/15/07* 05/15/07 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 105.533 105.035 89.963 92.200 100.000 100.000 56.873 56.873 96.181 96.181 105.386 106.270 51.150 49.018 47.084 45.174 43.373 41.546 39.917 38.166 36.700 35.110 33.621 32.274 42.106 42.106 64.249 100.000 100.000 100.000 99.000 100.000 93.375 41.266 41.266 100.000 100.000 VARIES VARIES VARIES VARIES 6.250 6.250 VARIES VARIES 11.250 11.250 VARIES VARIES 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 VARIES VARIES VARIES VARIES VARIES 0.000 VARIES 2.000 8.375 0.000 0.000 VARIES VARIES Total OID to 1/1/05 ________ 8.35 8.35 0.241002 0.241002 0.011019 0.011019 0.082562 0.098263 0.207714 0.201137 0.194014 0.187303 0.180588 0.174415 0.167918 0.162215 0.155984 0.150456 0.144959 0.139438 0.448941 0.448941 0.248311 0.233384 0.233384 0.358256 0.202961 0.422909 0.006622 0.191700 0.191700 0.213900 0.257722 0.257722 0.011680 0.011680 0.275602 0.275602 0.012381 0.012381 0.294722 0.294722 0.013124 0.013124 101.59 101.59 4.57 4.57 0.097443 0.096609 32.01 0.208999 0.201618 0.194672 0.187711 0.181330 0.174583 0.168694 0.162215 0.156495 0.150800 0.145063 0.209520 0.202330 0.195114 0.188518 0.181512 0.175432 0.168694 0.162778 0.156876 0.150915 0.210290 0.202810 0.195991 0.188717 0.182439 0.175432 0.169312 0.163197 0.157004 25.08 61.91 72.40 69.81 67.45 64.95 62.77 60.36 58.24 56.13 53.99 0.248310 0.238966 0.238966 0.380947 0.202745 0.440943 0.006924 0.197108 0.197108 0.212106 0.248309 0.244778 0.244778 0.391974 0.202521 0.459862 0.007239 0.209442 0.209442 0.210245 0.248308 0.250828 0.250828 0.416800 0.479710 0.007568 0.215350 0.215350 0.208314 89.39 89.04 89.04 143.15 45.78 166.25 2.58 77.28 77.28 75.85 11.92 351.61 351.61 is computed to call date. SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.272899 0.272899 0.119969 0.119969 0.178541 0.178541 0.186326 0.186326 0.135407 0.087111 0.135407 0.087111 19.13 19.13 0.029212 0.029212 0.239748 14.32 0.079861 0.222037 0.078335 0.097580 0.110663 0.125866 0.450416 0.441713 0.028446 0.244436 0.194435 0.194435 0.279221 0.279221 0.123114 0.123114 0.182640 0.182640 0.189940 0.189940 0.135990 0.087490 0.135990 0.087490 0.031645 0.031645 0.251201 0.082072 0.221049 0.079383 0.099187 0.112712 0.128512 0.471176 0.461757 0.028623 0.260018 0.194625 0.194625 0.202820 0.202820 0.084345 0.220023 0.086680 0.218956 0.089080 0.285827 0.285827 0.127733 0.127733 0.186864 0.186864 0.193674 0.193674 0.087876 0.135965 0.087876 0.034281 0.034281 0.292729 0.292729 0.131081 0.131081 0.191218 0.191218 0.197530 0.197530 0.088267 0.135317 0.088267 0.037137 0.037137 0.299941 0.299941 0.135999 0.135999 0.195706 0.195706 0.201514 0.201514 0.088227 0.134653 0.088227 0.040231 0.040231 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 101.32 101.32 44.52 44.52 66.26 66.26 67.74 67.74 30.52* 31.53 48.88 31.53 11.04 11.04 52.90 29.66 79.49 26.04 35.29 40.07 45.64 131.65* 142.31* 10.28 91.32 54.55 54.55 27.67 27.67 12.54* 5.41 20.04 19.02 18.10 31.32 49.53 106.26 106.26 47.40 47.40 69.38 69.38 70.42 70.42 31.75 48.77 31.75 12.95 12.95 Name of Issuer ______________ CENTURYTEL, INC. Chiron Corporation CUSIP No. _________ 156700AE6 156700AH9 170040AD1 170040AE9 170040AF6 170040AG4 170040AH2 170040AJ8 171232309 171232507 171232AG6 171232AK7 171276AA6 171276AB4 173073305 17307EBE2 17453BAC5 187327AM3 187327AN1 187327AP6 187327AQ4 200300507 200300606 200300BH3 20451NAA9 208192AC8 208192AD6 208464BG1 208464BH9 Issue Date ________ 06/26/02 06/26/02 06/12/01 06/12/01 07/30/03 07/30/03 06/22/04 06/22/04 12/02/02 06/24/03 12/02/02 06/24/03 10/08/02 10/08/02 07/31/98 07/01/04 06/19/01 05/13/04 05/13/04 05/13/04 05/13/04 10/15/99 11/15/99 12/19/00 12/20/02 03/23/05 03/23/05 08/15/05 08/15/05 01/01/97 04/02/98 04/28/05 04/28/05 04/28/05 Maturity Date _________ 08/01/32 08/01/32 06/12/31 06/12/31 08/01/33 08/01/33 06/30/34 06/30/34 11/16/07* 08/16/08 11/16/07 08/16/08 06/15/09 06/15/09 08/01/05 09/07/16 08/17/06 12/01/05 12/01/06 12/01/07 12/01/08 10/15/29* 11/15/29* 12/19/20 12/15/12 03/30/15 03/30/15 09/30/35 09/30/35 12/31/15* 04/01/08 12/01/16 12/01/17 12/01/18 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 100.000 100.000 55.045 55.045 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 91.476 91.476 100.000 51.400 98.920 103.864 104.780 105.447 105.302 100.000 100.000 77.941 53.995 100.000 100.000 99.000 99.000 100.000 95.696 52.896 49.824 46.339 VARIES VARIES 0.000 0.000 1.625 1.625 2.750 2.750 VARIES VARIES VARIES VARIES 14.500 14.500 0.000 0.000 VARIES 0.000 VARIES VARIES VARIES 2.000 2.000 0.000 VARIES 2.000 2.000 3.500 3.500 8.360 13.000 0.000 0.000 0.000 Total OID to 1/1/05 ________ Chubb Corporation Chukchansi Economic Development Authority Citigroup Global Markets Holdings, Inc. Citigroup Global Markets Holdings, Inc. Citizens Communications Company Clinton & Wash Counties Illinois 0.093216 0.106086 0.121041 0.092350 0.105299 0.120374 0.104497 0.119693 30.61 38.00 43.41 Comcast Corporation 40.17 0.028802 0.276593 0.199492 0.199492 0.203793 0.203793 0.028982 0.294225 0.204529 0.204529 0.207723 0.207723 0.029163 0.312981 0.209743 0.209743 0.211798 0.211798 10.41 103.33 73.66 73.66 74.80 74.80 Compass Minerals International, Inc. Connetics Corporation Conseco, Inc. Consumers Energy Financing I Convergent Communication Cook County, Illinois 210519203 211914AC0 213309KR7 213309KS5 213309KT3 ----------------------------* Called in 2005; reportable OID 22.50 0.232222 0.014041 0.081828 0.077635 0.073875 0.015010 0.082254 0.078036 0.074269 0.016046 0.084545 0.080225 0.076400 0.017154 0.086899 0.082475 0.078593 0.018338 0.089319 0.084788 0.080848 6.18 31.00 29.42 28.03 is computed to call date. 25 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.069870 0.066078 0.105931 0.070252 0.066441 0.108351 0.103172 0.100769 0.096644 0.092904 0.089434 0.056901 0.070183 0.066726 0.063340 0.060028 0.056820 0.053716 0.092573 0.098862 0.095846 0.092439 0.088387 0.091275 0.088694 0.085725 0.104403 0.100835 0.096084 0.091239 0.173512 0.166273 0.157808 0.149449 0.140508 0.131966 0.102374 0.095679 0.096068 0.094626 0.098627 0.098678 0.072657 0.072279 0.068374 0.110826 0.104320 0.101931 0.097764 0.094003 0.090515 0.059106 0.071069 0.067577 0.064159 0.060813 0.057568 0.054432 0.093663 0.101457 0.098458 0.095050 0.090950 0.093557 0.091000 0.088039 0.107405 0.103860 0.099039 0.094113 0.074364 0.070363 0.113358 0.106797 0.104433 0.100188 0.096371 0.092845 0.061396 0.072980 0.069419 0.065930 0.062510 0.059192 0.055980 0.096009 0.104120 0.101140 0.097735 0.093587 0.095896 0.093366 0.090416 0.110493 0.106976 0.102084 0.097078 0.076509 0.072411 0.115947 0.109332 0.106996 0.102672 0.098799 0.095236 0.063775 0.074943 0.071310 0.067749 0.064254 0.060861 0.057572 0.098413 0.106853 0.103896 0.100496 0.096301 0.098293 0.095793 0.092857 0.113669 0.110185 0.105223 0.100136 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 17.12 16.19 38.72 11.80 11.52 11.05 10.62 10.23 20.23 8.03 7.63 7.25 6.87 6.50 6.15 10.59 35.29 34.20 32.98 31.52 32.59 31.66 30.59 37.24 35.95 34.25 32.51 56.45 59.23 56.20 53.22 50.03 46.98 36.43 34.04 34.37 33.85 35.26 35.26 25.93 26.52 25.09 40.51 38.15 37.30 35.78 34.41 33.15 21.83 26.05 24.77 23.52 22.30 21.12 19.97 34.28 37.17 36.09 34.86 33.38 34.24 33.33 32.27 39.41 38.14 36.39 34.60 Name of Issuer ______________ Cook County, Illinois Cook County, Illinois Cook County, Illinois School District #89 Cook County, Illinois Cook County, Illinois School District #127 Cook County, Illinois Cook County, Illinois Cook County, Illinois Cook County, Illinois School District No.155 26 CUSIP No. _________ 213309KU0 213309KV8 213314DE4 214201FV2 214201FW0 214201FX8 214201FY6 214201FZ3 214471HQ0 214723CV8 214723CW6 214723CX4 214723CY2 214723CZ9 214723DA3 214723DC9 215030CN5 215030CP0 215030CQ8 215030CR6 215093EV3 215093EW1 215093EX9 215183FW9 215183FX7 215183FY5 215183FZ2 215219DW3 215219DX1 215219DY9 215219DZ6 215219EA0 215219EB8 215219EG7 215219EH5 215219FB7 215219FC5 215219FD3 215219FE1 215219FN1 Issue Date ________ 04/28/05 04/28/05 09/16/03 09/07/05 09/07/05 09/07/05 09/07/05 09/07/05 12/30/02 09/07/05 09/07/05 09/07/05 09/07/05 09/07/05 09/07/05 09/07/05 01/08/04 01/08/04 01/08/04 01/08/04 06/17/03 06/17/03 06/17/03 12/10/03 12/10/03 12/10/03 12/10/03 02/01/01 02/01/01 02/01/01 02/01/01 02/01/01 02/01/01 02/01/01 02/01/01 06/30/03 06/30/03 06/30/03 06/30/03 06/30/03 Maturity Date _________ 12/01/19 12/01/20 12/01/08 12/01/10 12/01/11 12/01/12 12/01/13 12/01/14 12/01/22 12/01/19 12/01/20 12/01/21 12/01/22 12/01/23 12/01/24 12/01/13 12/01/12 12/01/13 12/01/14 12/01/15 12/01/13 12/01/14 12/01/15 12/01/12 12/01/13 12/01/14 12/01/15 12/01/05 12/01/06 12/01/07 12/01/08 12/01/09 12/01/10 12/01/14 12/01/15 12/01/07 12/01/08 12/01/09 12/01/10 12/01/18 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 43.603 40.881 79.030 78.217 73.907 70.159 66.377 62.531 21.989 46.971 44.082 41.315 38.734 36.271 33.990 66.537 63.060 58.732 54.489 50.650 59.669 55.539 51.495 60.122 55.449 51.438 47.578 73.577 68.469 63.741 59.225 55.158 51.321 37.337 34.277 84.673 81.113 76.100 71.619 44.637 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total OID to 1/1/05 ________ 47.57 36.22 0.054778 32.94 31.86 30.66 29.27 47.16 45.70 44.05 37.22 35.85 34.10 32.33 207.78 198.38 187.82 177.43 166.62 156.30 120.22 112.08 49.32 48.51 50.29 50.15 36.55 0.096334 0.093304 0.089899 0.085896 0.089049 0.086446 0.083471 0.101486 0.097898 0.093218 0.088453 0.168093 0.160963 0.152694 0.144535 0.135856 0.127566 0.098793 0.092287 0.094277 0.092816 0.096551 0.096483 0.070781 0.171759 0.163093 0.154529 0.145320 0.136518 0.106085 0.099194 0.097893 0.096471 0.100747 0.100922 0.074582 0.177425 0.168556 0.159782 0.150296 0.141227 0.109930 0.102839 0.099753 0.098352 0.102913 0.103218 0.076559 0.174201 0.165213 0.155443 0.146099 0.113914 0.106618 0.101648 0.100270 0.105126 0.105566 0.078587 57.70 60.03 56.90 53.51 50.28 39.12 36.59 35.69 35.18 36.79 36.88 27.33 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.067449 0.064040 0.060787 0.057569 0.069270 0.065786 0.062474 0.059196 0.083104 0.079793 0.076310 0.072707 0.069156 0.065640 0.062379 0.059123 0.056002 0.052986 0.108000 0.104082 0.099712 0.095256 0.090491 0.200781 0.079681 0.087966 0.098744 0.095652 0.092121 0.091275 0.088694 0.085725 0.028442 0.189131 0.178720 0.045080 0.136507 0.137966 0.138376 0.134767 0.130981 0.125053 0.118580 0.112284 0.105635 0.099277 0.071140 0.067578 0.064208 0.060868 0.085192 0.081841 0.078304 0.074630 0.071000 0.067397 0.064076 0.060740 0.057552 0.054465 0.110997 0.107058 0.102639 0.098128 0.093278 0.080876 0.089483 0.101330 0.098248 0.094705 0.093557 0.091000 0.088039 0.028620 0.073061 0.069420 0.065989 0.062587 0.087343 0.083953 0.080360 0.076611 0.072903 0.069210 0.065828 0.062411 0.059152 0.055993 0.114077 0.110120 0.105651 0.101086 0.096151 0.082089 0.091026 0.103985 0.100915 0.097361 0.095896 0.093366 0.090416 0.028799 0.075033 0.071311 0.067821 0.064355 0.089548 0.086119 0.082469 0.078645 0.074857 0.071071 0.067629 0.064127 0.060797 0.057564 0.117242 0.113269 0.108752 0.104134 0.099112 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 24.72 23.47 22.29 21.12 17.43 16.74 16.01 15.25 14.51 13.77 13.09 12.41 11.75 11.12 38.53 37.12 35.56 33.96 32.25 65.17 28.54 31.49 35.25 34.13 32.86 32.59 31.66 30.59 10.22 42.08 64.94 16.20 48.54 49.02 49.12 47.81 46.44 44.33 42.02 39.78 37.42 35.16 26.07 24.77 23.54 22.33 31.19 29.97 28.68 27.34 26.02 24.70 23.49 22.27 21.10 19.98 40.70 39.28 37.68 36.04 34.27 26.91 32.58 37.12 36.01 34.73 34.24 33.33 32.27 10.35 Name of Issuer ______________ Cook County, Illinois CUSIP No. _________ 215219FP6 215219FQ4 215219FR2 215219FS0 215219GA8 215219GB6 215219GC4 215219GD2 215219GE0 215219GF7 215219GG5 215219GH3 215219GQ3 215219GR1 215255EW6 215255EX4 215255EY2 215255EZ9 215255FA3 215381HK3 215381HN7 215381HP2 215381HQ0 215381HR8 215381HS6 215903EV3 215903EW1 215903EX9 216640AA0 217489SY0 217489SZ7 219350AJ4 2208855A1 2208855B9 2208855C7 2208855D5 2208855E3 2208855F0 2208855G8 2208855H6 2208855J2 2208855K9 Issue Date ________ 06/30/03 06/30/03 06/30/03 06/30/03 06/02/05 06/02/05 06/02/05 06/02/05 06/02/05 06/02/05 06/02/05 06/02/05 06/02/05 06/02/05 06/30/04 06/30/04 06/30/04 06/30/04 06/30/04 12/31/96 08/07/03 08/07/03 08/07/03 08/07/03 08/07/03 06/17/03 06/17/03 06/17/03 05/16/01 09/25/97 09/25/97 11/08/00 03/12/02 03/12/02 03/12/02 03/12/02 03/12/02 03/12/02 03/12/02 03/12/02 03/12/02 03/12/02 Maturity Date _________ 12/01/19 12/01/20 12/01/21 12/01/22 12/01/15 12/01/16 12/01/17 12/01/18 12/01/19 12/01/20 12/01/21 12/01/22 12/01/23 12/01/24 12/01/11 12/01/12 12/01/13 12/01/14 12/01/15 12/01/05 12/01/06 12/01/07 12/01/12 12/01/13 12/01/14 12/01/13 12/01/14 12/01/15 05/17/21 08/15/05 08/15/06 11/08/15 01/01/06 01/01/07 01/01/08 01/01/09 01/01/10 01/01/11 01/01/12 01/01/13 01/01/14 01/01/15 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 41.690 39.193 36.482 33.892 59.242 55.669 52.327 49.294 46.448 43.922 41.054 38.699 36.261 34.002 66.619 62.198 57.985 53.847 50.015 51.854 90.595 86.272 61.760 57.537 53.466 59.669 55.539 51.495 77.941 57.892 53.555 74.192 82.755 77.493 72.008 67.064 62.052 57.678 53.670 49.793 46.414 43.223 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total OID to 1/1/05 ________ 34.80 33.03 31.32 29.64 Cook County, Illinois Cook County, Illinois Cook County, Illinois Cooper Cameron Corp. Coppell Independent School District Corning, Inc. Corvallie, Benton County 18.66 17.96 17.18 16.39 15.56 416.29 38.60 42.36 46.46 44.89 43.14 47.16 45.70 44.05 36.01 379.00 356.86 63.84 123.91 124.36 123.81 120.04 116.08 110.51 104.57 98.80 92.85 87.18 0.105085 0.101188 0.096870 0.092468 0.087788 0.193525 0.078504 0.086474 0.096223 0.093124 0.089608 0.089049 0.086446 0.083471 0.028266 0.182692 0.172552 0.044634 0.133153 0.134353 0.134516 0.130868 0.127037 0.121206 0.114876 0.108719 0.102256 0.096078 0.092596 0.106709 0.103655 0.100092 0.098293 0.095793 0.092857 0.028979 0.185108 0.045531 0.141677 0.142346 0.138782 0.135047 0.129023 0.122403 0.115967 0.109126 0.102582 0.191724 0.045986 0.145487 0.146430 0.142917 0.139239 0.133118 0.126350 0.119770 0.112732 0.105998 0.046446 42.66 16.52 51.69 51.98 50.71 49.37 47.19 44.78 42.43 39.93 37.54 27 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.090370 0.084691 0.079287 0.074153 0.069281 0.064678 0.060345 0.056251 0.061926 0.061926 0.061926 0.378230 0.378230 0.378230 0.031850 0.156699 0.036524 0.036524 0.036524 0.288194 0.312498 0.312498 0.431552 2.89 2.89 2.89 0.005659 0.005659 0.005659 0.191554 0.191554 0.243611 0.243611 0.244812 0.244812 0.155962 0.155962 0.242222 0.013305 0.013305 0.093424 0.087574 0.082007 0.076715 0.071692 0.066939 0.062463 0.058236 0.063010 0.063010 0.063010 0.372423 0.372423 0.372423 0.033518 0.162512 0.036935 0.036935 0.036935 0.288194 0.312498 0.312498 0.434984 0.005967 0.005967 0.005967 0.195910 0.195910 0.249030 0.249030 0.250865 0.250865 0.156738 0.156738 0.295712 0.014228 0.014228 0.438694 0.006291 0.006291 0.006291 0.200412 0.200412 0.254677 0.254677 0.257173 0.257173 0.156682 0.361016 0.015215 0.015215 0.442701 0.006633 0.006633 0.006633 0.205067 0.205067 0.260561 0.260561 0.263745 0.263745 0.155771 0.440740 0.016271 0.016271 0.006994 0.006994 0.006994 0.209879 0.209879 0.266692 0.266692 0.270593 0.270593 0.154836 0.538070 0.017400 0.017400 0.096582 0.090556 0.084819 0.079365 0.074186 0.069278 0.064655 0.060292 0.064112 0.064112 0.064112 0.378987 0.378987 0.378987 0.170422 0.037350 0.037350 0.037350 0.099846 0.093639 0.087728 0.082107 0.076768 0.071699 0.066924 0.062420 0.065234 0.065234 0.065234 0.373220 0.373220 0.373220 0.176791 0.037771 0.037771 0.037771 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 33.08 31.01 29.03 27.16 25.38 23.69 22.11 20.61 22.78 22.78 22.78 137.07 137.07 137.07 6.71* 59.27 13.33 13.33 13.33 53.89* 58.44* 58.44* 157.05 2.10 2.10 2.10 70.68 70.68 90.18 90.18 90.90 90.90 34.45* 56.38 107.52 4.99 4.99 92.85 2.34 2.34 2.34 73.99 73.99 94.38 94.38 95.59 95.59 55.99 160.25 5.70 5.70 35.36 33.16 31.06 29.06 27.17 25.38 23.68 22.09 23.58 23.58 23.58 137.36 137.36 137.36 64.48 13.63 13.63 13.63 Name of Issuer ______________ Corvallie, Benton County Costco Companies, Inc. Covad Communications Covanta Energy Corp. Cox Communications, Inc. Crown Castle International Crown Packaging Enterprises, Ltd. Crum & Forster Holdings Corporation Cytyc Corporation DST Systems, Inc. DTE Energy Company Danka Business Systems Dayton Superior Corporation 28 CUSIP No. _________ 2208855L7 2208855M5 2208855N3 2208855P8 2208855Q6 2208855R4 2208855S2 2208855T0 22160QAA0 22160QAB8 22160QAC6 222814AD7 222814AG0 222814AH8 22281NAA1 224044AX5 224044BA4 224044BB2 224044BC0 228227AD6 228227AE4 228227AF1 228441AC5 228800AA6 228800AB4 228800AC2 232946AA1 232946AB9 233326AA5 233326AB3 233326AC1 233326AD9 233331206 233331AL1 236277AC3 Issue Date ________ 03/12/02 03/12/02 03/12/02 03/12/02 03/12/02 03/12/02 03/12/02 03/12/02 08/19/97 08/19/97 08/19/97 03/11/98 03/11/98 03/11/98 03/10/04 04/19/00 02/23/01 02/23/01 02/23/01 05/17/99 08/03/99 08/03/99 08/13/96 06/05/03 06/05/03 06/05/03 03/22/04 03/22/04 08/12/03 08/12/03 08/12/03 08/12/03 06/25/02 06/25/02 06/29/01 Maturity Date _________ 01/01/16 01/01/17 01/01/18 01/01/19 01/01/20 01/01/21 01/01/22 01/01/23 08/19/17 08/19/17 08/19/17 03/15/08 03/15/08 03/15/08 03/15/11* 04/19/20 02/23/21 02/23/21 02/23/21 05/15/11* 08/01/11* 08/01/11* 08/01/06 06/15/13 06/15/13 06/15/13 03/15/24 03/15/24 08/15/23 08/15/23 08/15/23 08/15/23 08/16/07* 08/16/07 04/01/08 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 39.945 37.109 34.442 31.935 29.582 27.475 25.504 23.613 49.960 49.960 49.960 50.666 50.666 50.666 89.130 42.589 69.503 69.503 69.503 60.339 57.889 57.889 32.367 96.985 96.985 96.985 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 28.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 VARIES VARIES VARIES 8.250 0.426 0.348 0.348 0.348 VARIES VARIES VARIES VARIES 10.375 10.375 10.375 VARIES VARIES VARIES VARIES 3.625 3.625 VARIES VARIES 10.000 13.000 13.000 Total OID to 1/1/05 ________ 81.87 76.67 71.72 67.02 62.57 58.39 54.45 50.72 145.52 145.52 145.52 0.066376 0.066376 0.066376 0.379853 0.379853 0.379853 0.185443 0.038196 0.038196 0.038196 8.97 48.69 48.69 48.69 240028AB6 06/16/00 06/15/09 95.575 240028AC4 06/16/00 06/15/09 95.575 ----------------------------* Called in 2005; reportable OID is computed to call date. 15.85 15.85 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.013305 0.013305 0.013305 0.008530 0.008530 0.069217 0.069217 0.228360 0.347214 0.209478 0.097602 0.097994 0.061511 0.120996 0.140096 0.014228 0.014228 0.014228 0.009009 0.009009 0.074178 0.074178 0.256222 0.347213 0.099233 0.099638 0.062170 0.120272 0.138182 0.115139 0.132222 0.105661 0.101253 0.075589 0.076656 0.082500 0.096190 0.091048 0.090946 0.089923 0.083121 0.091014 0.091014 0.091014 0.098254 0.076836 0.066251 0.066751 0.110510 0.121252 0.117821 0.122977 0.116830 0.065205 0.015215 0.015215 0.015215 0.009514 0.009514 0.079495 0.079495 0.287484 0.347212 0.100892 0.101310 0.062837 0.122835 0.136221 0.115329 0.132222 0.107671 0.119274 0.102977 0.076566 0.077660 0.083673 0.097775 0.092472 0.092367 0.090115 0.084312 0.092438 0.092438 0.092438 0.098423 0.077870 0.067023 0.067535 0.110646 0.121370 0.117967 0.125587 0.116834 0.016271 0.016271 0.016271 0.010048 0.010048 0.085193 0.085193 0.322561 0.347212 0.102578 0.103010 0.063510 0.124125 0.134209 0.116038 0.132222 0.109719 0.121835 0.104731 0.077556 0.078677 0.084864 0.099386 0.093919 0.093810 0.090309 0.085521 0.093885 0.093885 0.093885 0.098594 0.078918 0.067804 0.068327 0.110786 0.121490 0.118117 0.128253 0.115811 0.017400 0.017400 0.017400 0.010612 0.010612 0.091299 0.091299 0.361917 0.347211 0.104292 0.104738 0.126822 0.131895 0.116005 0.132222 0.111805 0.124451 0.106514 0.079707 0.086071 0.101024 0.095388 0.095276 0.090506 0.095353 0.095353 0.095353 0.098768 0.079980 0.068594 0.069129 0.110790 0.121492 0.118122 0.130974 0.114767 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 4.99 4.99 4.99 3.26 3.26 27.21 27.21 88.17 125.00 12.99* 35.93 35.87 22.30 44.15 49.91 32.14 32.39 19.34 15.98 36.47 27.15 27.43 29.90 34.71 32.93 32.78 32.37 29.84 32.66 32.66 32.66 35.35 27.75 23.87 24.04 39.76 43.62 42.38 43.95 42.06 14.12 5.70 5.70 5.70 3.64 3.64 31.25 31.25 111.00 125.00 37.14 37.08 20.73 45.33 48.48 41.71 47.60 39.14 44.09 37.72 23.15 28.15 30.75 35.86 33.97 33.81 32.51 26.02 33.69 33.69 33.69 35.48 28.51 24.43 24.61 39.87 43.72 42.50 45.84 41.51 Name of Issuer ______________ Dayton Superior Corp. CUSIP No. _________ Issue Date ________ 06/16/00 06/16/00 06/16/00 03/15/03 03/15/03 09/04/03 09/04/03 11/24/04 11/18/97 02/13/96 01/29/03 03/31/03 05/27/03 10/28/04 11/15/04 03/22/05 04/26/05 06/28/05 08/17/05 03/21/03 04/30/03 06/25/03 07/02/03 09/02/03 08/05/03 09/17/03 10/03/03 11/07/03 11/14/03 11/14/03 11/14/03 11/28/03 02/12/04 03/12/04 03/24/04 04/29/04 05/24/04 06/03/04 06/03/04 06/30/04 08/04/04 Maturity Date _________ 06/15/09 06/15/09 06/15/09 09/15/08 09/15/08 08/15/08 08/15/08 12/15/07 11/15/07 03/31/26* 01/31/08 04/02/08 11/29/06 10/28/11 11/15/16 03/22/10 04/26/10 06/28/07 08/17/07 03/26/08 11/01/06 06/27/08 07/07/08 03/06/07 02/07/07 09/19/07 10/07/08 11/07/06 05/08/07 05/08/07 05/08/07 11/24/08 02/16/07 03/16/07 03/26/07 05/04/09 05/26/09 06/04/09 06/04/09 07/06/11 08/08/05 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 95.575 95.575 95.575 98.088 98.088 85.000 85.000 66.000 54.595 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 13.000 13.000 13.000 10.750 10.750 10.000 10.000 8.000 VARIES 7.625 0.000 0.000 0.000 VARIES VARIES VARIES 4.760 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 VARIES 0.000 0.000 0.000 0.000 VARIES 0.000 0.000 0.000 VARIES VARIES VARIES 0.000 VARIES 0.000 Total OID to 1/1/05 ________ 15.85 15.85 15.85 5.04 5.04 30.81 30.81 8.38 240028AD2 240028AE0 240028AF7 240028AG5 240028AH3 Delta Air Lines, Inc. 247361YQ5 247361YT9 247361YX0 Details Capital Corp. 25063TAA5 Detroit Edison Company 250847712 Deutsche Bank AG 251525AE1 251525AH4 251525AJ0 Deutsche Bank AG 25152AAB6 25152AAC4 25152AAD2 25152AAE0 25152AAF7 25152AAH3 Deutsche Bank AG 25152CAA4 25152CAB2 25152CAC0 25152CAD8 25152CAE6 25152CAF3 25152CAH9 25152CAL0 25152CAP1 25152CAQ9 25152CAS5 25152CAT3 25152CAU0 25152CAY2 25152CBE5 25152CBF2 25152CBJ4 25152CBL9 25152CBM7 25152CBN5 25152CBP0 25152CBR6 ----------------------------* Called in 2005; reportable OID 0.099558 0.074625 0.075665 0.081342 0.094630 0.089646 0.089547 0.089735 0.081946 0.089612 0.089612 0.089612 0.098089 0.075815 0.065489 0.065977 0.110241 0.121018 0.117534 0.120422 0.116827 0.064457 is computed to call date. 29 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.088802 0.102238 0.110178 0.117355 0.117355 0.127549 0.119936 0.090221 0.102483 0.112362 0.120783 0.115469 0.115469 0.119316 0.127614 0.119965 0.125803 0.122935 0.288994 0.254129 0.245998 0.198774 0.180669 0.241962 0.237986 0.183705 0.183705 0.183705 0.178906 0.364447 0.364447 0.364447 0.364447 0.367534 0.367534 0.319440 0.388883 0.126447 0.129224 0.142184 0.182681 0.168324 0.142184 0.361073 0.354154 0.361073 0.354154 0.295104 0.295104 0.091663 0.102733 0.114590 0.123409 0.119876 0.119876 0.121879 0.130544 0.122555 0.125866 0.122981 0.303748 0.262569 0.200987 0.180694 0.245904 0.241729 0.191972 0.191972 0.191972 0.186392 0.364666 0.364666 0.364666 0.364666 0.368673 0.368673 0.319440 0.388882 0.130746 0.135044 0.141533 0.186724 0.170802 0.141533 0.354153 0.354153 0.295103 0.295103 0.093127 0.102860 0.116862 0.126092 0.120426 0.120426 0.124496 0.133541 0.125201 0.128717 0.125703 0.308973 0.271296 0.210024 0.186797 0.249993 0.245611 0.200610 0.200610 0.200610 0.194191 0.094615 0.102990 0.119179 0.128834 0.125023 0.125023 0.127170 0.136607 0.127904 0.131631 0.128484 0.324839 0.280321 0.212374 0.186896 0.254234 0.249637 0.209637 0.209637 0.209637 0.202317 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 32.49 36.89 40.09 40.01 35.99 35.99 35.86 33.79 30.29 19.13 18.69 105.53 90.78 76.16 72.84 65.73 87.48 86.03 65.45 65.45 65.45 63.79 131.18 131.18 131.18 131.18 132.38 132.38 115.00 140.00 46.04 45.86 51.24 65.43 61.97 51.24 108.32 127.50 108.32 127.50 106.24 106.24 33.54 37.03 41.69 45.71 44.48 44.48 44.97 48.01 44.97 46.68 45.58 112.82 96.91 76.97 67.96 90.39 88.80 71.48 71.48 71.48 69.24 48.87 48.87 48.87 48.87 133.24 133.24 115.00 140.00 49.22 50.08 44.46 68.36 23.40 44.46 31.87 31.87 106.24 106.24 Name of Issuer ______________ Deutsche Bank AG Deutsche Bank Financial Devon Energy Dex Media, Inc. DIVA Systems Corporation Dolphin Telecom, PLC DuPage County, IL SDN99 Duarte, California Redevelopment Agency Duke Capital Corporation Duke Capital Corporation Duke Capital Corporation E. Spire Communications 30 CUSIP No. _________ 25152CBW5 25152CBX3 25152CCC8 25152CCG9 25152CCM6 25152CCN4 25152CCQ7 25152CCS3 25152CCU8 25152CDF0 25152CDG8 25153EBK6 25153EBM2 25153EBN0 25153EBP5 25153EBR1 25179MAA1 25179MAB9 25212EAD2 25212EAE0 25212EAF7 25212EAG5 255013AA2 255013AB0 255013AC8 255013AD6 255013AL8 255013AM6 256886AE2 256886AH5 263417GR2 263594AB9 264399551 264399EJ1 26439RAP1 26439VAA5 269153AA0 269153AB8 269153AD4 269153AE2 269153AH5 269153AJ1 Issue Date ________ 09/23/04 09/30/04 12/22/04 02/03/05 02/28/05 02/28/05 03/03/05 04/08/05 04/20/05 07/29/05 07/29/05 05/15/00 11/15/00 11/15/00 01/12/01 02/08/01 08/02/98 08/02/98 11/10/03 11/10/03 11/10/03 02/11/04 05/30/96 05/30/96 05/30/96 05/30/96 02/19/98 02/19/98 05/28/98 05/18/99 04/04/02 06/16/92 11/19/01 05/07/03 03/19/01 11/19/01 11/14/95 03/26/96 11/14/95 03/26/96 07/24/98 07/24/98 Maturity Date _________ 09/27/07 10/05/09 12/24/09 02/03/12 03/02/10 03/02/10 03/03/10 04/12/10 04/22/10 08/03/10 02/02/09 05/15/07 11/15/07 11/15/05 01/12/08 02/08/08 08/15/08 08/15/08 11/15/13 11/15/13 11/15/13 11/15/13 05/15/06 05/15/06 05/15/06 05/15/06 03/01/08 03/01/08 06/01/08 05/15/09 02/01/11 12/01/12 11/16/06 05/15/23 05/18/06 11/16/06 11/01/05 04/01/06 11/01/05 04/01/06 07/01/08 07/01/08 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 96.300 100.000 100.000 97.500 96.562 64.314 64.314 64.314 69.384 52.946 52.946 52.946 52.946 50.100 50.100 57.120 50.892 55.425 16.484 100.000 100.000 100.000 100.000 53.515 53.809 53.515 53.809 59.989 59.989 0.000 VARIES 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 1.250 0.250 0.000 0.250 2.750 4.900 4.950 VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES 0.000 0.000 VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES Total OID to 1/1/05 ________ 111.64 333.01 0.284189 0.245969 0.237903 0.190232 0.174836 0.238161 0.234378 0.175795 0.175795 0.175795 0.171720 0.364241 0.364241 0.364241 0.364241 0.366468 0.366468 0.319440 0.388883 0.122290 0.123654 0.142819 0.178757 0.171416 0.142819 0.361075 0.354155 0.361075 0.354155 0.295106 0.295106 0.369888 0.369888 0.319440 0.388882 0.135190 0.141127 0.140865 0.190888 0.140865 0.371186 0.371186 0.319439 0.388881 0.139786 0.147484 0.195177 0.295101 0.295101 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.058974 0.055294 0.051850 0.048588 0.045514 0.042645 0.039950 0.136790 0.136790 0.092698 0.060882 0.057091 0.053537 0.050175 0.047005 0.044044 0.041262 0.137497 0.137497 0.094245 0.101094 0.200968 0.057678 0.057678 0.200968 0.200968 0.038548 0.249222 0.136147 0.166040 0.166040 0.177116 0.307561 0.307561 0.042089 0.042089 0.062851 0.058947 0.055280 0.051813 0.048544 0.045489 0.042617 0.138220 0.138220 0.095817 0.102934 0.110730 0.059806 0.059806 0.200909 0.200909 0.040694 0.257424 0.140536 0.167733 0.167733 0.176484 0.326781 0.326781 0.042537 0.042537 0.064884 0.060862 0.057079 0.053505 0.050134 0.046981 0.044017 0.138961 0.138961 0.097416 0.104807 0.112937 0.060008 0.060008 0.199717 0.199717 0.042959 0.265950 0.143486 0.169476 0.169476 0.175832 0.347203 0.347203 0.042989 0.042989 0.066983 0.062840 0.058937 0.055251 0.051776 0.048522 0.045463 0.139720 0.139720 0.106714 0.115188 0.062222 0.062222 0.198482 0.198482 0.274813 0.148112 0.171269 0.171269 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 21.92 20.56 19.28 18.07 16.93 15.86 14.86 49.44 49.44 33.66 31.48 17.94 36.13* 21.30 21.30 72.29 72.29 14.08 88.78 49.78 60.03 60.03 63.71 111.42 111.42 15.20 15.20 16.83* 0.083466 0.165944 0.260788 0.260788 0.292664 0.292664 0.085116 0.171221 0.270548 0.270548 0.299900 0.299900 0.086797 0.088512 30.05 15.18 59.75 92.51 92.51 104.34 104.34 31.25 15.41 99.57 99.57 109.57 109.57 23.36 21.92 20.55 19.27 18.05 16.92 15.85 49.96 49.96 34.59 37.88 40.98 22.16 22.16 71.79 71.79 9.52 94.73 52.46 61.28 61.28 39.77 123.48 123.48 15.53 15.53 Name of Issuer ______________ East Orange NJ CUSIP No. _________ 274137WT1 274137WU8 274137WV6 274137WW4 274137WX2 274137WY0 274137WZ7 28176EAA6 28176EAB4 28264QAP9 28264QAQ7 28264QAV6 28336L208 28336LAA7 28336LAC3 28336LAG4 28336LAH2 283875AE2 284745AA4 285661AB0 285661AE4 285661AF1 285661AG9 291525AF0 291530AA1 293561CC8 293561CD6 29364H200 Issue Date ________ 04/14/03 04/14/03 04/14/03 04/14/03 04/14/03 04/14/03 04/14/03 05/09/03 05/09/03 12/29/04 02/22/05 07/19/05 06/26/02 02/28/01 02/28/01 06/26/02 06/26/02 08/11/99 06/04/03 10/10/01 06/30/03 06/30/03 06/26/01 03/27/01 03/27/01 02/07/01 02/07/01 01/28/97 03/30/99 03/30/99 03/30/99 12/15/04 12/15/04 12/18/01 12/18/01 Maturity Date _________ 04/01/22 04/01/23 04/01/24 04/01/25 04/01/26 04/01/27 04/01/28 05/15/33 05/15/33 12/29/06 02/22/07 07/19/07 08/16/07* 02/28/21 02/28/21 08/16/07 08/16/07 08/15/06 06/01/23 10/10/21 07/15/23 07/15/23 08/17/06 03/15/11 03/15/11 02/07/21 02/07/21 03/31/46* 04/01/12 04/01/05 04/01/06 12/15/24 12/15/24 12/15/21 12/15/21 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 29.893 27.886 26.105 24.381 22.763 21.292 19.913 100.000 100.000 100.000 100.000 100.000 100.000 45.289 45.289 100.000 100.000 92.196 100.000 77.941 100.000 100.000 100.000 54.760 54.760 65.524 65.524 100.000 60.121 69.072 64.504 100.000 100.000 100.000 100.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 VARIES VARIES 0.000 0.000 0.000 VARIES 0.000 0.000 VARIES VARIES 9.500 VARIES VARIES VARIES VARIES VARIES VARIES VARIES 0.000 0.000 8.750 0.000 0.000 0.000 VARIES VARIES VARIES VARIES Total OID to 1/1/05 ________ 34.52 32.36 30.34 28.43 26.63 24.95 23.37 Edwards Lifesciences Corporation Eksportfinans ASA El Paso Corporation 74.41 74.41 El Salvador, Republic Electronics for Imaging Electronic Data Systems Corporation 54.44 0.199932 0.057484 0.057484 0.199932 0.199932 0.036516 0.241333 0.133348 0.164394 0.164394 0.177729 0.289470 0.289470 0.041647 0.041647 0.240385 Emmis Communications Corporation Emmis Escrow Corporation Enron Corporation Entergy Gulf States Capital Trust I Essex County Utilities Authority 56.31 56.31 0.347202 0.347202 0.043445 0.043445 296816AY7 296816BH3 296816BJ9 Euronet Worldwide Inc. 298736AC3 298736AD1 Evergreen Resources,Inc. 299900AA8 299900AB6 ----------------------------* Called in 2005; reportable OID 151.82 294.10 279.79 0.081849 0.168614 0.160830 0.251450 0.251450 0.285740 0.285740 0.280750 0.280750 0.307461 0.307461 0.291414 0.291414 0.315363 0.315363 is computed to call date. 31 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ Name of Issuer ______________ First Citizens Bancorp. of South Carolina Federal Home Loan Mortgage Corporation Federal Home Loan Mortgage Corporation 3128X12R7 11/05/03 11/05/14 54.324 ----------------------------* Called in 2005; reportable OID is computed to call date. 32 CUSIP No. _________ Issue Date ________ Maturity Date _________ Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ Total OID to 1/1/05 ________ 30244CAC0 3128X02Z1 3128X03C1 3128X03L1 3128X04L0 3128X04V8 3128X0AN9 3128X0AP4 3128X0AQ2 3128X0AR0 3128X0AS8 3128X0AT6 3128X0AU3 3128X0AV1 3128X0AW9 3128X0AX7 3128X0AY5 3128X0AZ2 3128X0DJ5 3128X0DS5 3128X0EU9 3128X0KM0 3128X0L23 3128X0M48 3128X0MG1 3128X0MX4 3128X0NH8 3128X0NJ4 3128X0PM5 3128X0RP6 3128X0S91 3128X0TU3 3128X0V48 3128X0W47 3128X0WW5 3128X0Z69 3128X0Z93 03/24/98 03/28/03 04/01/03 04/14/03 04/21/03 04/29/03 10/03/02 10/03/02 10/03/02 10/03/02 10/03/02 10/03/02 10/03/02 10/03/02 10/03/02 10/03/02 10/03/02 10/03/02 11/05/02 11/05/02 11/05/02 12/03/02 03/04/03 03/18/03 12/16/02 11/26/02 12/13/02 12/13/02 12/06/02 12/30/02 04/07/03 12/27/02 03/24/03 04/07/03 01/28/03 04/14/03 04/01/03 03/15/28 03/28/33 04/01/33 04/14/33 04/21/33 04/29/33 12/30/05 12/30/06 12/30/07 12/30/09 01/02/13 01/02/22 01/02/30 04/15/32 06/15/32 09/15/32 12/15/32 01/02/34 11/05/32* 11/05/32 11/05/32* 12/03/32* 03/04/33 03/18/33 12/16/32* 11/26/32* 12/13/22* 12/13/32* 12/06/32 12/30/32* 04/07/33 12/27/17 03/24/23 04/07/33 01/28/33 04/14/33 04/01/33 100.000 15.782 15.108 13.648 14.464 14.152 91.510 87.710 83.710 75.410 63.710 36.810 23.710 21.010 20.810 20.510 20.210 19.160 12.693 14.675 11.807 13.847 14.890 14.676 13.847 13.648 29.718 13.648 14.255 13.648 15.108 100.000 30.359 14.676 14.675 14.152 13.847 8.250 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 VARIES 0.000 0.000 0.000 0.000 0.000 0.000 18.06 17.63 16.47 16.71 16.32 57.98 63.04 66.24 68.96 66.15 45.53 29.87 26.47 26.23 25.88 25.53 24.16 20.31 21.71 19.61 20.33 18.31 17.78 19.95 20.40 39.37 19.90 20.51 19.41 17.45 33.80 17.23 19.24 16.75 16.95 36.01 0.229167 0.030049 0.029521 0.028269 0.028988 0.028719 0.074462 0.081338 0.085822 0.089952 0.085005 0.058895 0.038662 0.034784 0.034778 0.033857 0.033843 0.031281 0.028322 0.030113 0.027417 0.029402 0.029344 0.029166 0.029402 0.029223 0.057412 0.029223 0.029759 0.029223 0.029521 0.040901 0.055792 0.029166 0.029166 0.028719 0.028449 0.089722 0.229167 0.030988 0.030466 0.029223 0.029937 0.029670 0.075488 0.082604 0.087290 0.091722 0.086895 0.060444 0.039697 0.035715 0.035709 0.034764 0.034750 0.032119 0.031092 0.229167 0.031957 0.031441 0.030210 0.030917 0.030653 0.083891 0.088783 0.093527 0.088827 0.062034 0.040759 0.036671 0.036665 0.035696 0.035683 0.032979 0.032103 0.229167 0.032955 0.032447 0.031229 0.031930 0.031668 0.085197 0.090301 0.095367 0.090803 0.063666 0.041850 0.037653 0.037647 0.036653 0.036640 0.033863 0.033146 0.229167 0.033985 0.033485 0.032283 0.032976 0.032717 82.50 11.16 10.97 10.50 10.74 10.63 26.92 29.51 31.16 32.70 31.63 22.04 14.48 12.83 12.72 12.55 12.38 11.72 3.51* 11.13 3.40* 4.47* 10.96 10.87 4.85* 4.24* 9.24* 4.73* 10.94 5.23* 10.96 14.59 20.72 10.83 10.96 10.66 10.59 33.04 82.50 11.87 11.68 11.22 11.46 11.35 30.35 32.24 34.00 33.05 23.22 15.27 13.53 13.41 13.23 13.05 12.35 11.86 0.091846 0.097243 0.092822 0.065340 0.042970 0.038661 0.038655 0.037635 0.037623 0.034770 0.034223 0.030290 0.030114 0.031267 0.031093 0.032275 0.032103 0.033316 0.033147 11.68 11.59 0.030741 0.030466 0.040205 0.057480 0.030114 0.030113 0.029670 0.029402 0.092246 0.031756 0.031441 0.039491 0.059219 0.031093 0.031092 0.030653 0.030387 0.094840 0.032803 0.032447 0.038908 0.061010 0.032103 0.032103 0.031668 0.031405 0.097507 0.033886 0.033485 0.038309 0.062856 0.033147 0.033146 0.032717 0.032457 0.100250 11.67 11.67 14.11 21.99 11.55 11.69 11.38 11.31 34.93 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ Name of Issuer ______________ Federal Home Loan Mortgage Corporation CUSIP No. _________ Issue Date ________ Maturity Date _________ Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ Total OID to 1/1/05 ________ 3128X1BK2 3128X1BY2 3128X1CN5 3128X1DB0 3128X1GZ4 3128X1HA8 3128X1HB6 3128X1HD2 3128X1HZ3 3128X1JE8 3128X1KF3 3128X1MD6 3128X1MS3 3128X1NP8 3128X1NV5 3128X1PP6 3128X1QB6 3128X1QT7 3128X1RP4 3128X1RQ2 3128X1TD9 3128X1TM9 3128X1UM7 3128X1Y76 05/12/03 05/20/03 05/27/03 05/27/03 06/17/03 06/23/03 06/13/03 06/23/03 06/17/03 06/20/03 06/18/03 06/30/03 06/30/03 07/07/03 07/07/03 07/07/03 07/07/03 06/30/03 07/16/03 07/03/03 07/28/03 07/28/03 08/14/03 10/21/03 04/27/05 04/15/04 04/28/04 03/18/04 03/18/04 12/30/03 03/18/04 03/18/04 12/29/03 12/24/03 12/30/03 01/20/04 02/11/04 03/22/04 01/30/04 05/12/33 05/20/33 05/27/33 05/27/33 06/17/33 06/23/33 06/13/33 06/23/33 06/17/33 06/20/28 06/18/18* 06/30/33 06/30/33 07/07/33 07/07/33 07/07/33 07/07/33 06/30/33 07/16/33 06/26/08 07/28/33* 07/28/33 08/14/33* 10/21/33 04/27/35 04/15/19 04/28/34 03/18/19 03/18/19 12/30/19 03/18/19 03/18/19 06/29/07 12/24/07 12/22/08 01/20/34* 02/11/09* 03/22/19 04/01/05 15.108 15.727 15.419 15.285 18.796 16.728 17.732 16.728 16.925 23.542 99.500 16.631 17.222 17.680 17.475 16.728 16.201 16.679 14.890 87.646 14.464 14.676 13.569 14.152 14.152 42.355 15.108 40.899 40.899 100.000 40.781 40.899 98.050 98.050 83.523 13.258 99.700 40.721 98.411 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 3.250 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 VARIES 0.000 0.000 2.455 2.810 0.000 0.000 2.000 0.000 0.000 16.42 16.47 16.12 16.06 16.83 15.89 16.58 15.89 16.15 21.80 15.64 15.86 15.82 15.74 15.47 15.26 15.66 14.45 35.38 13.92 14.02 13.08 11.48 0.029521 0.030007 0.029768 0.029663 0.032071 0.030741 0.031417 0.030741 0.030879 0.041867 0.007126 0.030673 0.031081 0.030490 0.030354 0.029839 0.029455 0.030707 0.028427 0.067479 0.028068 0.028248 0.027274 0.027798 0.030466 0.030947 0.030711 0.030606 0.032977 0.031671 0.032336 0.031671 0.031807 0.043096 0.031604 0.032006 0.031384 0.031250 0.030741 0.030363 0.031637 0.029344 0.068379 0.028988 0.029166 0.028719 0.026044 0.072386 0.028606 0.072956 0.072956 0.046643 0.072998 0.072956 0.015469 0.013421 0.089328 0.031441 0.031916 0.031683 0.031579 0.033909 0.032629 0.033282 0.032629 0.032762 0.044361 0.032563 0.032958 0.032303 0.032172 0.031671 0.031298 0.032596 0.030290 0.069290 0.030114 0.029670 0.026907 0.074489 0.029521 0.075163 0.075163 0.045758 0.075214 0.075163 0.015705 0.013644 0.090958 0.032447 0.032915 0.032685 0.032583 0.034867 0.033616 0.034255 0.033616 0.033747 0.045663 0.033551 0.033939 0.033250 0.033121 0.032629 0.032262 0.033584 0.031267 0.070213 0.031093 0.030653 0.027798 0.076652 0.030466 0.077437 0.077437 0.044926 0.077496 0.077437 0.015944 0.013872 0.092618 0.033485 0.033945 0.033720 0.033620 0.035852 0.034633 0.035257 0.034633 0.034761 0.047003 0.034570 0.034948 0.034224 0.034098 0.033616 0.033255 0.034601 0.032275 0.071149 0.032103 0.031668 0.028719 0.078879 0.031441 0.079779 0.079779 0.044150 0.079848 0.079779 0.016187 0.014103 0.094308 10.89 11.05 10.95 10.91 11.73 11.25 11.51 11.25 11.31 15.32 1.19* 11.21 11.36 11.45 11.40 11.22 11.09 11.22 10.71 24.46 5.98* 10.62 1.17* 10.30 6.41 26.01 10.25 26.33 26.33 16.96 26.34 26.33 5.53 4.79 31.90 .50* .34* 26.33 3.41 11.60 11.75 11.66 11.62 12.41 11.94 12.19 11.94 12.00 16.23 11.90 12.04 12.13 12.09 11.91 11.78 11.91 11.41 25.12 11.32 11.00 9.96 27.54 10.92 27.94 27.94 16.32 27.97 27.94 5.70 4.96 33.07 Federal Home Loan Mortgage Corporation 3128X23Z6 3128X24W2 3128X26L4 3128X2G74 3128X2G82 3128X2GG4 3128X2H73 3128X2J55 3128X2KD6 3128X2KE4 3128X2KW4 3128X2LR4 3128X2PY5 3128X2Q40 3128X2RQ0 ----------------------------* Called in 2005; reportable OID 17.65 6.58 19.67 19.67 19.67 19.67 5.39 4.73 30.86 8.74 19.40 12.48 0.070342 0.027719 0.070814 0.070814 0.047580 0.070848 0.070814 0.015237 0.013200 0.087727 0.026091 0.008380 0.070865 0.037904 0.073019 0.075239 0.077527 0.079883 27.96 is computed to call date. 33 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ Name of Issuer ______________ Federal Home Loan Mortgage Corporation 34 CUSIP No. _________ Issue Date ________ Maturity Date _________ Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ Total OID to 1/1/05 ________ 3128X2RR8 3128X2RU1 3128X2RV9 3128X2RW7 3128X2RX5 3128X2RY3 3128X2RZ0 3128X2S48 3128X2S97 3128X2SA4 3128X2SB2 3128X2SC0 3128X2SD8 3128X2SE6 3128X2SF3 3128X2SG1 3128X2SH9 3128X2SJ5 3128X2SK2 3128X2SL0 3128X2SM8 3128X2SN6 3128X2SP1 3128X2SQ9 3128X2SR7 3128X2SS5 3128X2ST3 3128X2SU0 3128X2SV8 3128X2SW6 3128X2SX4 3128X2SY2 3128X2SZ9 3128X2U94 3128X2V28 3128X2V36 3128X2V85 3128X2VK8 3128X2XE0 3128X2Y58 ----------------------------* Called in 2005; reportable OID 01/30/04 01/30/04 01/30/04 01/30/04 01/30/04 01/30/04 01/30/04 04/07/04 04/08/04 01/30/04 01/30/04 01/30/04 01/30/04 01/30/04 01/30/04 01/30/04 01/30/04 01/30/04 01/30/04 01/30/04 01/30/04 01/30/04 01/30/04 01/30/04 01/30/04 01/30/04 01/30/04 01/30/04 01/30/04 01/30/04 01/30/04 01/30/04 01/30/04 04/08/04 04/08/04 04/07/04 03/17/04 02/23/04 02/25/04 03/30/04 10/01/05 04/01/06 10/01/06 10/01/07 04/01/08 10/01/08 04/01/09 04/07/34 04/08/19 10/01/09 04/01/10 10/01/10 04/01/11 10/01/11 04/01/12 10/01/12 04/01/13 10/01/13 04/01/14 10/01/14 04/01/15 10/01/15 04/01/16 10/01/16 04/01/17 10/01/17 04/01/18 10/01/18 04/01/19 10/01/19 04/01/20 10/01/20 04/01/07 04/08/19 04/08/19 04/07/34 03/17/34 02/23/34* 02/25/19 09/30/08* 97.222 95.755 94.087 90.198 88.056 85.870 83.646 15.782 42.727 81.441 79.227 77.037 74.840 72.645 70.491 68.379 66.275 64.227 62.210 60.256 58.361 56.535 54.741 52.987 51.299 49.661 48.064 46.530 45.040 43.600 42.215 40.880 92.208 42.727 42.727 15.329 15.782 13.648 99.000 99.750 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 3.050 2.250 15.21 17.78 19.99 23.66 25.09 26.20 27.05 7.31 18.11 27.63 28.04 28.28 28.41 28.45 28.37 28.21 27.99 27.70 27.36 26.97 26.53 26.06 25.58 25.07 24.55 24.02 23.48 22.93 22.38 21.84 21.29 20.75 21.99 18.11 18.11 7.21 7.87 7.99 0.046275 0.054156 0.060926 0.072271 0.076729 0.080174 0.082843 0.028256 0.070207 0.084678 0.085985 0.086761 0.087210 0.087363 0.087171 0.086698 0.086061 0.085198 0.084189 0.083011 0.081701 0.080275 0.078795 0.077264 0.075670 0.074041 0.072393 0.070720 0.069043 0.067364 0.065687 0.064020 0.067106 0.070207 0.070207 0.027898 0.028256 0.026454 0.013763 0.006987 0.046667 0.054700 0.061625 0.073293 0.077908 0.081492 0.084286 0.029139 0.072225 0.086225 0.087623 0.088475 0.088991 0.089202 0.089056 0.088619 0.088013 0.087170 0.086176 0.085004 0.083694 0.082260 0.080770 0.079225 0.077612 0.075961 0.074289 0.072589 0.070882 0.069172 0.067462 0.065761 0.067970 0.072225 0.072225 0.028784 0.029139 0.014009 0.055250 0.062333 0.074331 0.079106 0.082832 0.085754 0.030049 0.074302 0.087800 0.089292 0.090222 0.090807 0.091079 0.090983 0.090583 0.090010 0.089189 0.088211 0.087046 0.085736 0.084295 0.082794 0.081235 0.079604 0.077931 0.076234 0.074506 0.072770 0.071028 0.069285 0.067549 0.068845 0.074302 0.074302 0.029697 0.030049 0.014259 0.063048 0.075383 0.080321 0.084194 0.087248 0.030988 0.076438 0.089404 0.090993 0.092003 0.092661 0.092997 0.092951 0.092590 0.092051 0.091254 0.090293 0.089137 0.087828 0.086380 0.084869 0.083297 0.081646 0.079951 0.078231 0.076475 0.074708 0.072935 0.071157 0.069386 0.069732 0.076438 0.076438 0.030640 0.030988 0.076450 0.081556 0.085578 0.088767 0.031957 0.078636 0.091037 0.092726 0.093820 0.094553 0.094954 0.094961 0.094642 0.094139 0.093367 0.092425 0.091278 0.089971 0.088516 0.086996 0.085411 0.083742 0.082025 0.080279 0.078495 0.076698 0.074892 0.073080 0.071273 0.070629 0.078636 0.078636 0.031613 0.031957 12.56 19.69 22.19 26.39 28.05 29.34 30.35 10.48 25.98 31.04 31.55 31.85 32.04 32.12 32.06 31.91 31.69 31.39 31.03 30.61 30.13 29.62 29.08 28.53 27.94 27.35 26.75 26.14 25.52 24.91 24.29 23.68 24.47 25.98 25.98 10.35 10.52 1.38* 5.06 .62* 4.97 16.96 27.14 28.92 30.31 31.41 11.15 27.49 32.19 32.76 33.12 33.36 33.48 33.47 33.34 33.14 32.86 32.51 32.09 31.62 31.10 30.56 29.99 29.40 28.79 28.17 27.54 26.90 26.26 25.62 24.98 25.10 27.49 27.49 11.02 11.19 .77 is computed to call date. SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ Name of Issuer ______________ Federal Home Loan Mortgage Corporation Federal Home Loan Mortgage Corporation CUSIP No. _________ Issue Date ________ Maturity Date _________ Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ Total OID to 1/1/05 ________ 3128X2ZJ7 3128X2ZY4 03/04/04 03/18/04 12/29/04 01/19/05 01/19/05 01/19/05 02/01/05 01/26/05 01/26/05 02/01/05 02/01/05 02/14/05 02/16/05 03/01/05 02/14/05 02/16/05 02/28/05 02/28/05 02/28/05 03/23/05 03/28/05 03/28/05 04/06/05 03/30/05 03/28/05 10/20/04 10/27/04 04/26/04 11/03/04 11/15/04 07/15/04 07/02/04 07/02/04 07/02/04 07/02/04 07/02/04 07/02/04 07/02/04 07/02/04 03/04/19 03/18/16 12/29/34 01/19/35 01/19/35 01/19/35 02/01/07 01/26/35 01/26/35 02/01/35 02/01/35 02/14/25 02/16/35 03/28/13 02/14/35 02/16/35 02/28/35 02/28/35 02/28/35 03/23/35 03/28/35 06/28/06 04/06/35 03/30/35 03/28/35 10/20/34 10/27/34 04/21/09 11/03/34 11/15/34 07/15/19* 09/30/05 12/30/05 03/31/06 06/30/06 09/29/06 12/29/06 03/30/07 06/29/07 41.198 99.000 16.486 13.948 14.463 14.152 93.204 15.152 15.374 15.108 14.675 30.359 14.890 70.400 16.154 15.644 15.463 15.329 14.890 15.782 14.847 99.270 14.675 14.463 14.255 14.049 14.463 82.475 14.675 14.675 38.309 96.916 96.002 95.007 93.992 92.958 91.898 90.817 89.742 0.000 VARIES 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 VARIES 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 20.63 0.070725 0.024158 0.027935 0.072846 0.024657 0.028787 0.025862 0.026316 0.026044 0.091913 0.026895 0.027076 0.026859 0.026497 0.051021 0.026678 0.086203 0.027686 0.027291 0.026557 0.026451 0.026098 0.027399 0.026642 0.030059 0.026497 0.026316 0.026135 0.026816 0.027177 0.092859 0.027358 0.027358 0.071417 0.069441 0.075321 0.079743 0.084194 0.086839 0.090282 0.091652 0.094327 0.075032 0.024738 0.029665 0.026725 0.027177 0.026907 0.093544 0.027755 0.027934 0.027719 0.027358 0.052564 0.027539 0.088097 0.028540 0.028148 0.027850 0.027744 0.027387 0.028256 0.027503 0.030413 0.027358 0.027177 0.026997 0.027707 0.028068 0.094671 0.028247 0.028247 0.077283 0.079601 26.35 8.85 10.21 8.98 9.14 9.05 30.58 9.14 9.20 8.99 8.87 16.39 8.52 26.03 8.89 8.71 8.31 8.28 8.17 7.70 7.35 8.17 7.09 7.21 7.21 9.62 9.74 33.36 9.80 9.77 13.82* 18.60 26.86 28.71 30.08 31.27 32.23 33.00 33.66 27.95 1.90 10.85 10.08 10.24 10.14 34.48 10.43 10.49 10.41 10.28 19.65 10.32 32.43 10.68 10.53 10.46 10.42 10.29 10.51 10.23 5.38 10.16 10.11 10.05 10.27 10.39 34.67 10.44 10.42 3128X32B8 3128X32G7 3128X32J1 3128X33A9 3128X33L5 3128X33P6 3128X33R2 3128X33S0 3128X33V3 3128X33Y7 3128X34B6 3128X34E0 3128X34J9 3128X34N0 3128X35C3 3128X35M1 3128X35S8 3128X36B4 3128X36K4 3128X36M0 3128X36W8 3128X37C1 3128X37F4 3128X3A37 3128X3D59 3128X3DR1 3128X3E90 3128X3K36 3128X3QA4 3128X3QS5 3128X3QT3 3128X3QU0 3128X3QV8 3128X3QW6 3128X3QX4 3128X3QY2 3128X3QZ9 ----------------------------* Called in 2005; reportable OID .06 0.085914 0.030570 0.027617 0.028068 0.027798 0.095205 0.028641 0.028819 0.028606 0.028247 0.054154 0.028427 0.090033 0.029420 0.029032 0.028262 0.028158 0.027809 0.029139 0.028391 0.028247 0.028068 0.027888 0.028628 0.028987 0.096518 0.029166 0.029166 0.031502 0.028539 0.028987 0.028719 0.096894 0.029556 0.029733 0.029521 0.029166 0.055792 0.029344 0.092010 0.030328 0.029943 0.029638 0.029533 0.029181 0.030049 0.029308 0.029166 0.028987 0.028808 0.029580 0.029936 0.098401 0.030113 0.030113 0.029612 1.84 1.68 22.02 1.54 1.22 11.48 12.24 13.12 14.02 14.69 15.23 15.63 16.05 16.29 0.025953 0.026316 0.091082 0.026497 0.026497 0.069169 0.068573 0.074300 0.078582 0.082898 0.085437 0.088765 0.090059 0.092636 0.080922 0.085510 0.088264 0.091826 0.093274 0.096049 0.089713 0.093396 0.094925 0.097802 0.096605 0.099587 7.20 15.31 23.92 33.16 34.18 34.90 is computed to call date. 35 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ Name of Issuer ______________ Federal Home Loan Mortgage Corporation Federal Home Loan Mortgage Corporation 36 CUSIP No. _________ Issue Date ________ Maturity Date _________ Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ Total OID to 1/1/05 ________ 3128X3R39 3128X3RA3 3128X3TY9 3128X3U68 3128X3UK7 3128X3UU5 3128X3V42 3128X3V75 3128X3W25 3128X3W66 3128X3W74 3128X3WD1 3128X3X57 3128X3Y72 3128X3YB3 3128X3Z63 12/06/04 07/06/04 08/26/04 12/07/04 09/15/04 09/15/04 12/13/04 12/22/04 12/22/04 12/28/04 12/06/04 09/22/04 12/22/04 12/29/04 10/20/04 12/29/04 04/19/05 04/19/05 04/19/05 05/18/05 05/11/05 05/18/05 06/15/05 06/29/05 07/06/05 08/10/05 07/21/05 08/10/05 08/10/05 08/04/05 08/04/05 08/04/05 08/04/05 08/04/05 08/04/05 08/04/05 08/24/05 08/04/05 08/04/05 12/06/34 07/06/09 08/26/24 12/07/09* 09/15/06* 09/15/34* 12/13/34 12/22/34 12/22/34 12/28/34 12/06/34 09/22/34 12/22/34 12/29/34 10/20/34 12/29/34 04/15/14 12/15/14 04/15/17 05/18/35 11/10/05 05/18/35 06/15/35 06/29/35 07/06/35 08/10/35 08/15/06 08/10/35 08/10/35 12/01/06 06/01/11 06/01/07 12/01/07 06/01/08 12/01/11 12/01/08 08/24/35 06/01/12 06/01/09 14.464 80.880 29.204 99.950 99.900 14.152 15.218 14.569 14.463 14.675 14.463 14.463 14.675 14.890 14.890 14.675 65.973 63.722 56.285 14.675 99.984 15.108 15.329 16.874 15.966 15.509 100.000 15.782 15.419 94.798 77.489 92.716 90.774 88.800 75.722 86.894 15.108 73.943 84.918 0.000 0.000 0.000 3.000 VARIES 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 3.500 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 .66 16.86 6.34 2.76 .49 .24 .24 .08 .66 2.61 .24 .05 1.89 .05 0.026316 0.096369 0.050701 0.002777 0.009054 0.026044 0.026949 0.026407 0.026316 0.026497 0.026316 0.026316 0.026497 0.026678 0.026678 0.026497 0.027178 0.098436 0.052286 0.028068 0.100547 0.053920 0.028988 0.102704 0.055605 0.029937 0.104906 0.057342 0.026907 0.027808 0.027268 0.027177 0.027358 0.027177 0.027177 0.027358 0.027539 0.027539 0.027358 0.085780 0.084186 0.075857 0.026497 0.000894 0.026859 0.027039 0.028218 0.028695 0.028158 0.028068 0.028247 0.028068 0.028068 0.028247 0.028427 0.028427 0.028247 0.087746 0.086173 0.077656 0.027358 0.027719 0.027898 0.029067 0.027542 0.027184 0.111473 0.027399 0.027112 0.108571 0.096630 0.109237 0.107473 0.106216 0.094839 0.104456 0.026859 0.093179 0.103301 0.029609 0.029077 0.028987 0.029166 0.028987 0.028987 0.029166 0.029344 0.029344 0.029166 0.089799 0.088207 0.079540 0.028247 0.028606 0.028784 0.029942 0.028397 0.028041 0.113704 0.028256 0.027970 0.110779 0.098768 0.111522 0.109732 0.108472 0.096947 0.106686 0.027719 0.095262 0.105532 0.030553 0.030025 0.029936 0.030113 0.029936 0.029936 0.030113 0.030290 0.030290 0.030113 0.091901 0.090290 0.081470 0.029166 0.029521 0.029697 0.030843 0.029279 0.028926 0.029139 0.028855 0.100954 0.113856 0.112039 0.110775 0.099101 0.108962 0.028606 0.097392 0.107810 9.67 35.80 18.94 .43* .67* 6.77* 9.89 9.68 9.64 9.70 9.67 9.80 9.71 9.76 9.88 9.70 21.77 21.21 19.25 5.95 .16 6.03 5.31 5.14 4.82 3.83 17.83 3.86 3.82 15.79 14.04 15.89 15.63 15.44 13.78 15.19 3.41 13.54 15.02 10.32 37.35 20.14 10.53 10.32 10.29 10.34 10.32 10.45 10.35 10.40 10.53 10.34 32.27 31.45 28.59 10.09 10.22 10.23 10.63 10.37 10.19 25.37 10.26 10.16 36.23 35.30 39.88 39.23 38.78 34.65 38.14 10.05 34.05 37.73 3128X4AC5 3128X4AD3 3128X4AE1 3128X4AG6 3128X4AM3 3128X4AU5 3128X4BN0 3128X4CH2 3128X4DN8 3128X4ES6 3128X4EV9 3128X4EY3 3128X4FC0 3128X4FU0 3128X4FV8 3128X4FX4 3128X4FY2 3128X4FZ9 3128X4GA3 3128X4GB1 3128X4GC9 3128X4GD7 3128X4GE5 ----------------------------* Called in 2005; reportable OID 0.083567 0.111176 0.107146 0.095258 0.107764 0.106019 0.104769 0.093488 0.103025 0.091841 0.101865 is computed to call date. SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ Name of Issuer ______________ Federal Home Loan Mortgage Corporation CUSIP No. _________ Issue Date ________ Maturity Date _________ Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ Total OID to 1/1/05 ________ 3128X4GF2 3128X4GG0 3128X4GH8 3128X4GJ4 3128X4GK1 3128X4HU8 3128X4HY0 3128X4JH5 3129023V9 3129026G9 3129026H7 312902FP9 312902FQ7 312902FR5 312902FS3 312902FT1 312902FU8 312902FV6 312902FW4 312902FX2 312902FY0 312902FZ7 312902LX5 312902VG1 312902VH9 312902VJ5 312902VK2 312902VL0 312902VM8 312902VN6 312902VS5 312902VT3 312902VU0 312902VV8 312902VW6 312902VX4 312902WC9 312902WD7 312902WE5 312902WF2 312902WG0 08/04/05 08/04/05 08/04/05 08/04/05 08/04/05 08/12/05 09/06/05 09/06/05 10/30/00 12/06/00 12/06/00 10/12/99 10/12/99 10/12/99 10/12/99 10/12/99 10/12/99 10/12/99 10/12/99 10/12/99 10/12/99 10/12/99 12/17/99 04/25/00 04/25/00 04/25/00 04/25/00 04/25/00 04/25/00 04/25/00 04/25/00 04/25/00 04/25/00 04/25/00 04/25/00 04/25/00 04/25/00 04/25/00 04/25/00 04/25/00 04/25/00 12/01/09 12/01/12 06/01/10 12/01/10 06/01/13 01/10/13 09/06/35 09/06/35 05/15/07 03/30/10 03/30/05 03/01/05 06/01/05 08/01/05 12/01/05 07/01/07 08/01/08 03/01/06 06/01/06 08/01/06 06/01/07 07/01/08 12/17/29 01/04/21 01/04/22 01/04/23 01/04/24 01/04/25 01/04/26 01/04/27 01/04/12 01/04/13 01/04/14 01/04/18 01/04/19 01/04/20 01/04/05 01/04/06 01/04/07 01/04/08 01/04/09 83.027 72.215 81.144 79.323 70.468 71.011 14.675 15.196 67.060 56.100 77.160 70.745 69.503 68.721 67.176 60.216 55.888 66.014 64.867 64.123 60.546 56.244 14.255 25.643 24.042 22.536 21.145 20.007 18.780 17.654 46.161 43.203 40.436 31.141 29.163 27.313 73.471 68.696 64.216 59.995 56.172 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 194.60 161.26 213.78 282.01 278.51 275.86 270.62 246.39 230.34 266.92 263.16 260.61 247.80 231.35 55.19 92.54 86.67 81.18 76.06 71.43 66.97 62.81 167.60 156.88 146.85 112.72 105.53 98.80 264.75 248.71 233.41 218.97 204.79 0.147881 0.124420 0.164307 0.175606 0.176388 0.171022 0.171522 0.157410 0.143275 0.166515 0.166961 0.161814 0.157419 0.147917 0.036159 0.062747 0.058760 0.055031 0.051551 0.048378 0.045345 0.042524 0.113715 0.106448 0.099641 0.076457 0.071577 0.067011 0.179483 0.168699 0.158387 0.148662 0.139013 0.100228 0.090127 0.098642 0.096876 0.088525 0.101648 0.091443 0.100051 0.098262 0.089829 0.092161 0.026497 0.026931 0.157194 0.132382 0.103857 0.093498 0.102240 0.100422 0.091861 0.093935 0.027358 0.027790 0.162069 0.136553 0.106114 0.095598 0.104477 0.102630 0.093938 0.096130 0.028247 0.028677 0.167094 0.140854 14.78 13.29 14.54 14.28 13.05 12.81 3.05 3.10 54.49 46.22 14.62 10.54 26.46 36.93 57.62 57.61 53.91 62.28 61.44 60.86 57.94 54.14 13.27 23.72 22.21 20.80 19.49 18.28 17.13 16.07 43.00 40.25 37.68 28.91 27.06 25.34 .54 63.79 59.90 56.23 52.58 37.12 33.41 36.55 35.89 32.83 34.18 9.90 10.05 57.92 49.18 Federal Home Loan Mortgage Corporation 0.152466 0.128339 0.176638 0.177172 0.162666 0.148088 0.172017 0.172495 0.167185 0.162676 0.152878 0.037353 0.064844 0.060722 0.056867 0.053269 0.049980 0.046845 0.043928 0.117537 0.110026 0.102990 0.079020 0.073976 0.069256 0.174355 0.163715 0.153681 0.143701 0.168098 0.153063 0.177701 0.178211 0.172734 0.168108 0.158006 0.038585 0.067012 0.062750 0.058765 0.055044 0.051635 0.048395 0.045378 0.121487 0.113724 0.106452 0.081668 0.076455 0.071576 0.180200 0.169222 0.158869 0.148548 0.173711 0.158204 0.163519 0.178467 0.173722 0.163306 0.039859 0.069252 0.064846 0.060727 0.056879 0.053345 0.049996 0.046876 0.125570 0.117546 0.110030 0.084406 0.079016 0.073974 0.179523 0.041174 0.071567 0.067012 0.062753 0.058775 0.055112 0.051650 0.048424 0.129789 0.121497 0.113728 0.087235 0.081664 0.076452 61.53 57.60 10.66 26.73 37.31 61.87 57.84 14.16 25.33 23.72 22.21 20.81 19.51 18.29 17.14 45.94 43.00 40.25 30.88 28.91 27.06 .54 63.99 60.09 56.18 0.174914 0.164233 0.153558 0.180798 0.169777 0.158737 37 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ Name of Issuer ______________ Federal Home Loan Mortgage Corporation Federal Home Loan Mortgage Corporation Federal Home Loan Mortgage Corporation Federal Home Loan Mortgage Corporation 3129252H2 3129252N9 3129252U3 3129253H1 3129255S5 312925F88 312925N97 312925QQ6 312925QU7 312925QW3 312925S68 312925UB4 312925ZY9 Federal Home Loan Banks 31339X6F6 31339XA53 31339XAF1 31339XBL7 31339XDQ4 31339XGE8 31339XJ70 31339XJL9 31339XKS2 31339XKT0 31339XMN1 31339XMW1 31339XN42 31339XQ72 ----------------------------* Called in 2005; reportable OID 38 CUSIP No. _________ Issue Date ________ Maturity Date _________ Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ Total OID to 1/1/05 ________ 312902WH8 312902WJ4 312902WK1 312902WL9 312902WM7 312923C94 312923CN3 312923RN7 312923VH5 312924TN3 04/25/00 04/25/00 04/25/00 04/25/00 04/25/00 05/16/01 01/10/01 03/20/01 04/10/01 11/19/01 08/26/02 08/27/02 09/10/02 09/10/02 09/19/02 08/19/02 08/26/02 06/05/02 06/05/02 06/05/02 08/27/02 06/21/02 07/26/02 06/12/03 06/09/03 06/09/03 06/10/03 06/16/03 06/16/03 06/23/03 06/23/03 06/23/03 06/19/03 06/18/03 06/26/03 06/26/03 07/03/03 01/04/10 01/04/11 01/04/15 01/04/16 01/04/17 01/03/05 08/17/12 03/14/06 05/31/05 11/19/20 02/26/21* 08/27/32* 09/10/32* 09/10/32* 09/14/07 08/19/32* 08/26/32* 06/05/22* 06/05/22* 06/05/22* 08/27/32* 06/21/32 01/26/07 06/12/23 06/09/28 06/09/33 06/10/33 06/16/33 06/16/33 06/23/33* 06/23/33* 06/23/28 06/19/18 06/18/18 06/26/23 06/26/08 07/03/23 52.605 49.272 37.975 35.607 33.256 83.780 61.750 77.428 81.380 100.000 30.624 12.693 13.162 12.693 84.361 12.693 12.693 24.774 24.654 24.774 12.693 12.693 83.786 100.000 22.811 15.782 15.108 15.554 15.967 15.108 15.108 23.714 100.000 44.966 31.870 100.000 32.181 0.000 0.000 0.000 0.000 0.000 0.000 1.000 0.000 0.000 5.881 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 VARIES 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 VARIES 0.000 0.000 VARIES 0.000 49.65 22.24 22.25 21.87 68.36 22.46 22.27 48.72 48.67 48.72 22.24 24.12 84.03 22.07 15.92 15.59 15.61 15.79 15.21 15.21 21.72 38.36 28.82 28.45 191.53 179.15 137.36 128.58 120.41 161.93 105.05 165.92 165.87 0.129993 0.121576 0.093162 0.087188 0.081671 0.133726 0.081030 0.133734 0.136444 0.163362 0.062840 0.028322 0.028774 0.028322 0.086260 0.028322 0.028322 0.058170 0.058129 0.058170 0.028322 0.029314 0.099958 0.084982 0.041543 0.030049 0.029521 0.029874 0.030189 0.029521 0.029521 0.041939 0.084966 0.073062 0.055944 0.085850 0.054399 0.134372 0.125667 0.096282 0.090104 0.084409 0.138899 0.129896 0.099507 0.093118 0.087239 0.143578 0.134266 0.102841 0.096232 0.090164 0.148415 0.138784 0.106285 0.099451 0.093187 49.16 45.98 35.22 32.96 30.88 .27 30.18 49.52 20.33 60.08 3.46* 1.59* 1.99* 1.95* 31.64 1.36* 1.56* 8.96* 8.95* 8.96* 1.59* 10.76 36.96 30.46 15.24 11.03 10.84 10.95 11.07 5.08* 5.08* 15.34 30.50 26.71 20.45 30.95 20.43 52.53 49.12 37.62 35.20 32.99 0.083259 0.137211 0.085551 0.140778 0.087905 0.090324 31.86 10.28 0.168166 0.173111 0.178201 0.183441 63.67 0.087744 0.089253 0.090788 0.092350 32.74 0.030340 0.101942 0.084357 0.042790 0.030988 0.030466 0.030815 0.031126 0.031402 0.103965 0.083722 0.044073 0.031957 0.031441 0.031786 0.032093 0.032501 0.106029 0.083077 0.045395 0.032955 0.032447 0.032787 0.033089 0.033638 0.108134 0.082422 0.046757 0.033985 0.033485 0.033820 0.034117 11.52 38.45 30.00 16.16 11.73 11.54 11.65 11.76 0.043164 0.084539 0.075034 0.057567 0.086067 0.055963 0.044424 0.084105 0.077060 0.059236 0.086145 0.057572 0.045721 0.083664 0.079141 0.060954 0.086080 0.059227 0.047056 0.083217 0.081278 0.062722 0.085871 0.060930 16.25 30.19 28.17 21.65 31.00 21.62 is computed to call date. SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.055994 0.082191 0.070160 0.081407 0.054399 0.054204 0.068427 0.035869 0.053709 0.053768 0.054450 0.114940 0.038601 0.038587 0.038112 0.038175 0.038334 0.039077 0.036867 0.034471 0.033947 0.158414 0.170193 0.176545 0.053770 0.135828 0.115046 0.137172 0.118939 0.083595 0.087602 0.087709 0.080546 0.029759 0.029223 0.030571 0.029166 0.040159 0.081182 0.028197 0.028557 0.057562 0.081738 0.071964 0.080967 0.055963 0.055831 0.070428 0.036173 0.059173 0.081278 0.073813 0.080521 0.057572 0.057505 0.072488 0.036480 0.060830 0.080811 0.075710 0.080068 0.059227 0.059231 0.074609 0.036599 0.062534 0.080337 0.077656 0.079608 0.060930 0.061008 0.076791 0.036721 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 20.44 29.34 26.24 29.08 20.42 20.31 25.61 13.06 2.15* 1.77* 1.42* 42.26 3.71* 14.21 14.41 14.27 14.30 14.53 .92* 13.05 12.78 59.56 10.21 19.24 15.00 49.68 42.44 49.28 42.93 30.64 32.08 32.12 29.45 11.00 10.79 11.19 10.99 1.33* 29.96 .73* 1.34* 21.60 29.01 27.60 28.76 21.61 21.55 27.13 13.19 Name of Issuer ______________ Federal Home Loan Banks CUSIP No. _________ Issue Date ________ 06/30/03 07/02/03 06/30/03 07/16/03 07/07/03 07/28/03 07/29/03 08/07/03 08/11/03 08/04/03 01/27/98 12/18/97 04/07/98 06/05/98 07/07/98 09/08/98 09/18/98 09/29/98 01/26/99 07/13/99 08/17/99 07/29/99 09/01/99 10/20/99 10/27/00 06/21/01 09/24/01 02/22/02 08/05/02 09/19/02 10/17/02 10/17/02 10/15/02 11/05/02 11/15/02 12/27/02 01/13/03 02/04/03 01/28/03 01/27/03 02/18/03 Maturity Date _________ 06/30/23 07/02/18 07/02/18 07/16/18 07/07/23 07/28/23 07/29/19 08/07/08 08/11/23* 08/04/23* 01/27/23* 12/18/12 04/07/28* 06/05/28 07/07/28 09/08/28 09/18/28 09/29/28 01/26/29* 07/13/29 08/17/29 07/27/06 03/01/05 04/20/05 04/27/10 06/13/06 09/15/06 02/22/07 08/05/08 09/14/07 10/19/09 10/19/09 10/05/07 11/05/32 11/15/32 12/27/32 01/13/33 02/04/28* 01/28/13 01/27/33* 02/18/33* Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 33.134 100.000 46.694 100.000 32.181 30.656 39.750 100.000 28.367 28.588 17.905 33.623 12.693 12.678 13.648 13.727 13.928 14.934 13.648 12.331 11.806 64.021 71.017 70.101 79.882 77.119 80.023 100.000 100.000 84.850 76.775 76.745 85.446 14.255 13.648 15.241 14.675 20.207 100.000 13.569 13.968 0.000 VARIES 0.000 VARIES 0.000 0.000 0.000 VARIES 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 VARIES VARIES 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 VARIES 0.000 0.000 Total OID to 1/1/05 ________ 28.68 37.01 28.24 26.96 33.99 25.96 26.37 109.36 224.43 74.83 72.55 73.41 71.25 71.26 72.70 65.86 57.26 55.05 264.46 279.62 279.75 155.95 126.27 31339XRT3 31339XSM7 31339XUQ5 Federal Home Loan Banks 31339Y4A7 31339YBR2 31339YMR0 31339YPD8 31339YQP0 31339YX23 31339YXB3 Federal Home Loan Banks 3133M2H59 3133M2JB4 Federal Home Loan Banks 3133M3CT0 Federal Home Loan Banks 3133M4JQ7 3133M4T86 Federal Home Loan Banks 3133M5ER7 3133M5LN8 3133M5QZ6 Federal Home Loan Banks 3133M7A30 Federal Home Loan Banks 3133M95W8 3133M9CD2 3133M9JE3 3133M9UQ3 Federal Home Loan Banks 3133MA6W4 Federal Home Loan Banks 3133MCF83 Federal Home Loan Banks 3133MFR42 Federal Home Loan Banks 3133MHR63 Federal Home Loan Banks 3133MLRW7 Federal Home Loan Banks 3133MQDM3 Federal Home Loan Banks 3133MS3B4 3133MSHD5 3133MSHE3 3133MSRX0 3133MSYC8 Federal Home Loan Banks 3133MTES3 Federal Home Loan Banks 3133MUP74 3133MUSN6 Federal Home Loan Banks 3133MV4K6 3133MV5T6 3133MV7H0 3133MVSL8 ----------------------------* Called in 2005; reportable OID 0.119192 0.039939 0.039398 0.039460 0.039615 0.040335 0.035695 0.035178 0.163546 0.123602 0.041337 0.040727 0.040788 0.040938 0.041634 0.036962 0.036453 0.168844 0.128176 0.042785 0.042102 0.042160 0.042305 0.042975 0.038274 0.037774 0.174313 0.132918 0.044284 0.043523 0.043579 0.043718 0.044358 0.039633 0.039144 45.44 15.22 15.40 15.25 15.27 15.48 13.99 13.72 35.77 66.33 66.65 66.73 61.93 21.44 20.72 20.49 19.68 26.25 18.59 18.24 0.035613 0.139419 0.117652 0.137131 0.119230 0.084983 0.089271 0.089381 0.081830 0.030741 0.030210 0.031545 0.030113 0.082693 0.036746 0.143106 0.120316 0.136425 0.119341 0.086395 0.090970 0.091086 0.083135 0.031756 0.031229 0.032550 0.031092 0.081511 0.025498 0.123041 0.135701 0.119269 0.087830 0.092703 0.092823 0.084460 0.032803 0.032283 0.033586 0.032103 0.083033 0.026310 0.134297 0.119011 0.089289 0.094468 0.094593 0.085806 0.033886 0.033373 0.034656 0.033146 0.081851 10.54 23.18 31.05 48.71 42.90 31.67 33.31 33.36 30.40 11.74 11.53 11.91 11.72 30.08 is computed to call date. 39 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.055490 0.040159 0.040159 0.066665 0.066686 0.090696 0.090867 0.055443 0.102735 0.029415 0.082693 0.028089 0.028089 0.062807 0.016662 0.029166 0.053554 0.053504 0.077282 0.020956 0.070392 0.082962 0.024575 0.097382 0.063839 0.138208 0.138360 0.050002 0.049042 0.075474 0.073708 0.077610 0.070837 0.071207 0.070837 0.072391 0.075843 0.077270 0.067219 0.097275 0.072761 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 2.94* 2.17* 2.17* 3.73* 3.73* 32.72 32.73 3.22* 37.08 10.93 30.46 3.29* 3.29* 22.59 5.97 4.26* 2.14* 2.51* 3.09* 7.58 25.69 30.43 8.85 35.19 22.97 49.50 49.52 18.17 17.80 27.13 26.49 27.90 25.46 25.59 25.46 26.01 27.27 27.78 24.14 34.94 26.15 Name of Issuer ______________ Federal Home Loan Banks 3133MVT52 3133MVZN6 Federal Home Loan Banks 3133MW2W0 3133MW2X8 3133MW4W8 3133MW7G0 3133MWGF2 3133MWH95 3133MWU90 Federal Home Loan Banks 3133MXEJ4 3133MXWJ4 Federal Home Loan Banks 3133MY6C6 3133MYD95 3133MYGP6 3133MYGY7 3133MYTD9 Federal Home Loan Banks 3133X02D0 3133X05F2 3133X0DG1 3133X0RS0 Federal Home Loan Banks 3133X16J1 3133X1BR7 3133X1D38 3133X1DT1 3133X1LK1 Federal Home Loan Banks 3133X4UM1 3133X4UW9 3133X4V65 3133X4V81 Federal Home Loan Banks 3133X5BL1 3133X5C30 3133X5FD5 3133X5GD4 3133X5GW2 3133X5HB7 3133X5HN1 3133X5JF6 3133X5KQ0 3133X5MR6 3133X5PZ5 3133X5R59 ----------------------------* Called in 2005; reportable OID 40 CUSIP No. _________ Issue Date ________ 02/24/03 02/25/03 02/25/03 02/27/03 02/27/03 03/03/03 03/05/03 02/28/03 03/24/03 04/01/03 04/14/03 04/28/03 04/28/03 05/05/03 04/23/03 05/27/03 08/11/03 08/18/03 08/11/03 09/05/03 09/29/03 09/17/03 09/29/03 10/06/03 10/16/03 03/30/04 03/11/04 03/10/04 03/09/04 04/08/04 04/08/04 03/18/04 04/14/04 04/14/04 04/16/04 04/16/04 04/08/04 03/25/04 04/21/04 04/23/04 04/22/04 Maturity Date _________ 02/24/23* 02/25/28* 02/25/28* 02/27/20* 02/27/20* 03/03/08 03/05/07 02/28/23* 03/24/08 04/01/33 04/14/15 04/28/33* 04/28/33* 05/05/06 01/23/06 05/27/33* 08/11/23* 08/18/23* 08/11/17* 09/05/06 09/29/10 09/12/08 09/29/06 10/06/08 10/16/06 03/30/11 03/11/11 03/10/08 01/23/09 10/08/09 04/08/09 03/18/09 10/14/09 10/14/09 10/16/09 10/16/09 10/08/09 03/25/09 04/21/14 04/23/13 10/22/09 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 28.643 20.207 20.207 36.604 36.484 100.000 100.000 30.066 100.000 14.977 55.287 13.451 13.451 100.000 100.000 14.676 27.823 27.661 43.708 100.000 100.000 84.441 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 0.000 0.000 0.000 0.000 0.000 VARIES VARIES 0.000 VARIES 0.000 0.000 0.000 0.000 VARIES VARIES 0.000 0.000 0.000 0.000 VARIES VARIES 0.000 VARIES VARIES VARIES VARIES VARIES VARIES 1.560 VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES Total OID to 1/1/05 ________ 35.21 25.41 25.41 42.21 42.22 0.090912 0.090977 0.103041 0.030360 0.084761 0.090989 0.090883 0.103151 0.031337 0.086880 0.090925 0.090583 0.103063 0.032344 0.089052 0.090717 0.090072 0.102771 0.033384 0.091278 32.71 32.57 37.08 11.65 32.01 35.18 17.56 48.88 15.96 15.96 0.062768 0.016631 0.062651 0.016509 7.77 .36 15.77 25.88 25.47 37.44 37.76 0.021052 0.071402 0.084381 0.024604 0.097812 0.063815 0.137496 0.137652 0.050494 0.049578 0.075367 0.073580 0.077503 0.070713 0.071087 0.070713 0.072248 0.075741 0.077166 0.067024 0.097032 0.072623 0.021150 0.072193 0.085824 0.024524 0.098076 0.063790 0.136767 0.136925 0.050774 0.049477 0.075258 0.073450 0.077394 0.070587 0.070966 0.070587 0.072104 0.075637 0.077061 0.066826 0.096785 0.072482 0.020775 0.072760 0.087292 0.024333 0.098173 0.063568 0.136020 0.136181 0.050837 0.050149 0.075149 0.073319 0.077284 0.070460 0.070843 0.070460 0.071957 0.075532 0.076954 0.066626 0.096533 0.072340 0.073098 0.088785 0.098098 0.135253 0.135418 0.050681 0.050179 0.075037 0.073186 0.077172 0.070331 0.070718 0.070331 0.071808 0.075425 0.076846 0.066423 0.096277 0.072195 5.09 26.19 31.48 6.54 35.33 18.14 48.96 48.99 18.29 18.01 27.05 26.40 27.82 25.37 25.51 25.37 25.91 27.19 27.70 23.99 34.76 26.05 is computed to call date. SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.074559 0.101245 0.075296 0.052571 0.077120 0.079772 0.080208 0.081708 0.084984 0.080989 0.096691 0.051868 0.096094 0.093651 0.095874 0.102637 0.101046 0.082088 0.074423 0.101064 0.075129 0.054160 0.076926 0.079541 0.079974 0.081500 0.084733 0.080743 0.096379 0.095825 0.096221 0.095659 0.102480 0.100914 0.083128 0.085773 0.130336 0.054927 0.074284 0.100881 0.074959 0.076728 0.079306 0.079736 0.081289 0.084477 0.080494 0.096061 0.095551 0.098862 0.095440 0.102321 0.100779 0.084432 0.087186 0.130103 0.053874 0.179232 0.041656 0.096340 0.092426 0.095594 0.074235 0.054799 0.098336 0.074296 0.105072 0.109725 0.071697 0.095362 0.077021 0.097778 0.041196 0.041504 0.041273 0.074144 0.100694 0.074787 0.076528 0.079068 0.079495 0.081074 0.084218 0.080242 0.095738 0.095272 0.101575 0.095217 0.102158 0.100641 0.085755 0.088623 0.129864 0.052796 0.177845 0.043093 0.099981 0.095845 0.099094 0.076850 0.056665 0.101846 0.076973 0.108785 0.113684 0.074316 0.098822 0.079826 0.100911 0.042648 0.042946 0.042723 0.074002 0.100504 0.074612 0.076325 0.078827 0.079250 0.080857 0.084380 0.079985 0.095409 0.094988 0.104362 0.094991 0.101993 0.100501 0.090084 0.129620 0.051863 0.176413 0.044580 0.103759 0.099391 0.102723 0.079557 0.058596 0.105482 0.079747 0.112629 0.117786 0.077031 0.102407 0.082734 0.104146 0.044151 0.044439 0.044224 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 26.79 36.39 27.05 10.55* 27.70 28.65 28.80 29.35 30.52 29.08 34.72 6.69* 34.48 34.79 34.43 36.91 36.34 29.88 30.17 31.53 9.94 19.00 14.66 33.02 32.20 33.61 25.96 18.86 33.79 25.51 36.12 38.59 25.21 33.34 27.23 33.76 14.19 14.28 14.17 26.69 36.26 26.93 27.56 28.48 28.63 29.19 30.36 28.90 34.49 34.28 36.73 34.27 36.79 36.25 25.65 32.14 46.76 19.20 63.98 15.68 35.56 34.63 36.11 27.82 20.17 36.25 27.39 38.72 41.42 27.08 35.80 29.26 35.96 15.21 15.29 15.18 Name of Issuer ______________ Federal Home Loan Banks CUSIP No. _________ 3133X5SZ2 3133X5VL9 3133X5YM4 3133X5ZP6 3133X63U8 3133X64C7 3133X64S2 3133X64Y9 3133X65D4 3133X6DJ2 3133X6P42 3133X6TT3 3133X8C75 3133X8FZ0 3133X8G22 3133X9GW4 3133X9HG8 3133X9TS9 3133XAD95 3133XBNM3 3133XC6C2 3133XD2X8 3134A12K5 3134A1BU3 3134A1CT5 3134A1DL1 3134A1FK1 3134A1H60 3134A1HH6 3134A1HU7 3134A1JD3 3134A1MX5 3134A1MY3 3134A1MZ0 3134A1NA4 3134A1X39 Issue Date ________ 04/06/04 04/23/04 04/23/04 04/19/04 04/26/04 04/30/04 04/30/04 04/15/04 04/28/04 04/23/04 05/12/04 05/10/04 09/03/04 09/03/04 09/09/04 11/18/04 11/24/04 12/07/04 01/12/05 04/29/05 06/30/05 09/15/05 02/04/98 09/25/96 10/21/96 11/01/96 11/20/96 10/22/97 12/23/96 12/27/96 12/31/96 02/12/97 02/12/97 02/12/97 02/12/97 12/11/97 05/22/98 06/02/98 06/09/98 Maturity Date _________ 04/06/09 04/23/14 10/23/09 04/19/24* 10/26/09 10/30/09 10/30/09 04/15/09 04/28/09 10/23/09 05/12/14 05/10/24* 03/03/10 09/03/13 03/09/10 05/18/10 05/24/10 11/02/06 01/12/07 04/29/15 06/30/20 09/15/10 02/04/28 06/01/16 09/15/16 02/01/16 09/03/19 06/03/24 12/01/15 12/02/19 12/01/14 02/01/14 02/01/20 03/01/16 01/02/19 06/01/15 05/22/28 06/02/28 06/09/28 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 100.000 100.000 100.000 30.389 100.000 100.000 100.000 100.000 100.000 100.000 100.000 27.822 100.000 61.428 100.000 100.000 100.000 94.250 93.670 100.000 100.000 100.000 13.067 23.214 23.550 25.038 20.641 16.813 26.483 19.720 28.804 30.030 19.238 25.716 20.877 33.207 12.511 12.879 12.602 VARIES VARIES VARIES 0.000 VARIES VARIES VARIES VARIES VARIES VARIES VARIES 0.000 VARIES 0.000 VARIES VARIES VARIES 0.000 0.000 VARIES VARIES VARIES 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total OID to 1/1/05 ________ 12.97 Federal Home Loan Banks 11.69 11.05 Federal Home Loan Banks Federal Home Loan Banks 1.97 Federal Home Loan Banks Federal Home Loan Banks Federal Home Loan Banks Federal Home Loan Banks Federal Home Loan Mortgage Corporation 78.13 196.61 191.76 200.25 155.71 104.11 200.16 150.58 214.20 224.98 146.45 194.07 158.35 186.25 72.67 73.12 72.23 0.038924 0.089451 0.085948 0.088959 0.069268 0.051248 0.091673 0.069218 0.098022 0.102216 0.066733 0.088802 0.071701 0.091799 0.038438 0.038763 0.038520 0.040267 0.092832 0.089128 0.092217 0.071709 0.052994 0.094946 0.071712 0.101485 0.105904 0.069170 0.092024 0.074313 0.094741 0.039793 0.040110 0.039873 Federal Home Loan Mortgage Corporation 3134A2EX2 3134A2FE3 3134A2FR4 ----------------------------* Called in 2005; reportable OID is computed to call date. 41 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ Name of Issuer ______________ Federal Home Loan Mortgage Corporation Federal Home Loan Mortgage Corporation Federal National Mortgage Association Federal National Mortgage Association Federal National Mortgage Association Federal National Mortgage Corporation Federal National Mortgage Association Federal National Mortgage Association 42 CUSIP No. _________ Issue Date ________ Maturity Date _________ Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ Total OID to 1/1/05 ________ 3134A2G77 3134A2GC6 3134A2GJ1 3134A2HF8 3134A2HG6 3134A2NQ7 3134A2QA9 3134A2QP6 3134A2UL0 3134A3D29 3134A3ZJ8 3134A3ZU3 31359MEL3 31364CJD1 31364KF21 31364KM80 31364KM98 31364KSS0 3136F0L67 3136F0PV8 3136F0W73 3136F0W81 3136F12V1 3136F1DL1 3136F1EQ9 3136F1KN9 3136F1MG2 12/28/98 06/05/98 06/12/98 06/30/98 06/30/98 07/30/98 09/08/98 09/18/98 11/02/98 09/09/99 09/14/99 08/02/99 01/29/99 08/13/96 12/21/00 01/18/01 01/18/01 08/17/00 09/28/01 06/21/01 10/19/01 10/19/01 06/21/02 12/20/01 12/27/01 01/29/02 02/08/02 12/20/02 12/20/02 12/24/02 12/24/02 09/04/02 09/19/02 11/15/28 06/05/28 06/12/28 11/24/14 12/11/25 08/15/14 09/08/28 09/18/28 11/02/28* 08/15/27 09/14/29 12/14/29 06/01/17 08/11/06 12/28/07 06/14/05 12/13/05 08/17/12 09/15/06 06/13/06 10/11/06 10/11/06 06/15/07 12/15/06 03/17/31 02/01/09 01/31/07 12/30/32 12/28/07 12/30/09 12/28/07 09/15/07 09/14/07 20.230 12.804 12.712 38.078 19.896 37.992 14.152 14.078 13.162 14.928 12.656 15.469 34.790 97.000 78.513 78.720 76.438 60.070 79.592 77.295 80.002 80.002 80.050 78.270 16.751 87.729 78.566 19.252 84.684 76.570 85.056 85.596 84.258 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 6.830 0.000 0.000 0.000 2.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 76.70 72.84 72.36 177.68 92.74 179.75 72.08 71.55 68.05 65.07 55.77 61.09 141.41 23.62 0.041715 0.038698 0.038617 0.092115 0.048213 0.093064 0.038507 0.038451 0.037707 0.040186 0.034781 0.037299 0.079000 0.010291 0.074285 0.148801 0.146076 0.079739 0.117850 0.134713 0.115112 0.115112 0.112178 0.125246 0.034122 0.045635 0.120647 0.033249 0.083947 0.088213 0.082097 0.080295 0.086822 0.042845 0.040047 0.039968 0.094866 0.049652 0.095914 0.039783 0.039728 0.044006 0.041442 0.041366 0.097700 0.051134 0.098851 0.041101 0.041047 0.045199 0.042887 0.042813 0.100619 0.052661 0.101878 0.042462 0.042411 0.046424 0.044381 0.044310 0.103625 0.054233 0.104998 0.043869 0.043819 15.33 14.25 14.20 33.86 17.67 34.80 14.39 14.34 4.56* 15.10 13.01 13.68 29.00 3.88 0.048316 26.73 24.25 50.69 29.96 43.51 49.26 42.33 42.33 0.122656 0.038560 0.017064 0.132919 0.037106 0.089692 0.095187 0.087575 0.074434 0.092996 40.92 45.75 12.70 15.67 44.87 12.14 30.48 32.06 29.80 28.34 31.85 16.17 15.26 15.21 35.92 18.75 36.97 15.35 15.31 0.041577 0.036000 0.038463 0.081307 0.010665 0.074444 0.150133 0.082515 0.120591 0.138244 0.117721 0.117721 0.114710 0.128361 0.035181 0.045506 0.123605 0.034174 0.085348 0.089907 0.083433 0.078870 0.088326 0.043017 0.037262 0.039663 0.083681 0.011052 0.061678 0.044507 0.038568 0.040901 0.086125 0.011453 0.061847 0.046048 0.039920 0.042177 0.088640 16.17 13.93 14.54 30.71 2.50 22.19 188.54 184.93 109.42 128.71 154.81 123.45 123.45 95.67 125.71 33.90 118.52 22.69 58.88 61.16 57.33 68.79 0.085388 0.123395 0.141866 0.120389 0.120389 0.117300 0.131554 0.036274 0.040711 0.126634 0.035125 0.086772 0.091634 0.084792 0.077419 0.089856 0.088362 0.126265 0.123117 0.123117 0.119948 0.134826 0.037399 0.040586 0.129738 0.036102 0.088220 0.093394 0.086172 0.075940 0.091413 0.091438 32.09 31.86 22.98 34.20 34.20 42.79 45.84 13.50 11.09 47.10 12.82 31.51 33.31 30.78 27.29 32.96 3136F2B31 3136F2B49 3136F2C63 3136F2C71 3136F2FZ6 3136F2KY3 ----------------------------* Called in 2005; reportable OID is computed to call date. SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ Name of Issuer ______________ Federal National Mortgage Association Federal National Mortgage Association CUSIP No. _________ Issue Date ________ Maturity Date _________ Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ Total OID to 1/1/05 ________ 3136F2NT1 3136F2W20 3136F3LA2 3136F3QM1 3136F3ZC3 3136F4R55 3136F4WV2 3136F5NZ0 3136F5XH9 3136F66E4 3136F6G86 3136F6GP8 3136F6GQ6 3136F6GT0 317492AE6 317492AF3 317928AA7 356905208 360395DF1 36239YAA0 36804PAC0 36804PAD8 36804PAE6 36962FTF3 370334AT1 370334AU8 37042FCD8 37042FCK2 37042FDA3 37042FDC9 37042FMH8 370442AT2 379352AM9 379352AN7 10/15/02 01/30/03 04/04/03 04/28/03 06/09/03 01/07/04 12/15/03 04/01/04 05/04/04 05/13/05 02/24/05 10/05/04 10/05/04 10/05/04 04/12/04 04/12/04 08/22/01 03/06/96 06/13/05 02/06/02 10/25/04 10/25/04 10/25/04 04/14/94 10/28/02 10/28/02 12/12/96 12/19/96 01/16/97 01/16/97 09/30/97 03/20/96 06/23/00 06/23/00 10/05/07 01/22/08 10/03/33 04/22/08 12/15/33 12/15/34 12/15/09 04/01/07 05/04/07 02/15/09 02/15/15 12/30/05 12/29/06 12/28/07 04/15/34 04/15/34 11/15/09 03/31/26 12/01/07 02/17/07 06/15/11 06/15/11 06/15/11 04/01/08 10/28/22 10/28/22 12/15/06 12/15/06 01/15/07 01/15/12 09/15/07 03/15/36 06/23/20 06/23/20 85.661 84.961 20.285 85.266 23.674 18.268 99.125 93.380 90.900 98.144 63.549 97.190 93.900 90.250 100.000 100.000 76.270 100.000 103.900 100.000 95.703 95.703 95.703 99.800 67.165 67.165 51.935 51.453 50.115 34.258 52.157 19.874 49.960 49.960 0.000 0.000 0.000 0.000 0.000 0.000 3.000 0.000 0.000 3.600 0.000 0.000 0.000 0.000 VARIES VARIES 7.500 9.000 VARIES VARIES 6.273 6.273 6.273 VARIES VARIES VARIES 0.000 0.000 0.000 0.000 0.000 VARIES 0.000 0.000 61.06 55.12 19.37 46.96 0.079369 0.081765 0.032297 0.080075 0.033964 0.029767 0.009719 0.060244 0.082243 0.080614 0.083115 0.033152 0.081366 0.034780 0.030596 0.009883 0.060936 0.083561 0.012825 0.081146 0.063646 0.075546 0.082104 0.216193 0.216193 0.264501 0.245902 0.123339 0.194562 0.015039 0.015039 0.015039 0.205850 0.148159 0.148159 0.167560 0.170049 0.170099 0.122519 0.156732 0.090869 0.057774 0.057774 0.081879 0.084487 0.034031 0.082678 0.035616 0.031448 0.010049 0.061635 0.084901 0.012961 0.082918 0.076617 0.083417 0.222117 0.222117 0.269016 0.247253 0.125799 0.193600 0.015573 0.015573 0.015573 0.205131 0.153145 0.153145 0.173135 0.175801 0.176079 0.126974 0.161939 0.094539 0.058785 0.058785 0.083163 0.085881 0.034933 0.084011 0.036471 0.032324 0.084467 0.087299 0.035858 0.085365 0.037348 0.033224 29.01 30.11 11.93 29.24 12.40 10.89 3.53 21.94 30.00 2.94 25.15 22.72 27.01 29.33 77.69 77.69 94.86 90.00 24.49 69.92 5.34 5.34 5.34 74.10 53.09 53.09 59.53 60.40 62.15 44.79 56.60 32.84 20.64 20.64 29.93 31.11 12.57 30.19 13.00 11.51 1.65 22.44 30.97 4.79 30.72 27.62 30.28 82.02 82.02 98.16 90.00 45.62 69.25 5.72 5.72 5.72 73.58 56.72 56.72 60.60 61.55 66.59 48.10 60.43 35.55 21.36 21.36 Federal National Mortgage Association Federal National Mortgage Association Federal National Mortgage Association 10.16 16.14 19.26 0.062343 0.086261 0.013229 0.084824 0.077704 0.084752 0.228259 0.228259 0.273811 0.245902 0.128487 0.192604 0.016125 0.016125 0.016125 0.204387 0.158298 0.158298 0.178896 0.181746 0.182269 0.131591 0.167318 0.098358 0.059814 0.059814 0.063059 0.087644 0.013503 0.086773 5.38 6.36 6.90 Financial Federal Corp The Finova Group Inc. Fremont General Financing I Community College District No. 534, IL Gabelli Asset Management GATX Financial Corp. 0.062917 0.074489 0.080811 0.210479 0.210479 0.260250 0.247253 0.086108 0.234628 0.234628 0.278903 0.247253 0.120637 0.191574 0.016697 0.016697 0.016697 0.203616 0.163625 0.163625 .95 .95 .95 0.194602 0.014524 0.014524 0.014524 0.206543 0.143336 0.143336 General Electric Capital Corporation General Mills, Inc. General Motors Acceptance Corporation 360.53 363.53 367.47 262.29 316.46 84.88 84.88 General Motors Corp. Global Marine, Inc. 0.162164 0.164486 0.164322 0.118221 0.151693 0.087341 0.056780 0.056780 0.188677 0.136375 0.172877 0.102331 0.060861 0.060861 43 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.392922 0.392922 0.392922 0.392922 0.392922 0.392922 0.375513 0.375513 0.110103 0.178509 0.285558 0.293854 0.303065 0.322754 0.179076 0.183862 0.258131 0.270749 0.232592 0.242465 0.227396 0.227984 0.225104 0.201853 0.186194 0.192175 0.175486 0.180679 0.178519 0.177879 0.184760 0.191257 0.176021 0.219445 0.191633 0.190596 0.193247 0.199526 0.207672 0.207729 0.205923 0.188437 0.159215 0.393211 0.393211 0.393211 0.393211 0.393211 0.393211 0.416648 0.416648 0.112167 0.183508 0.304605 0.314707 0.335162 0.184111 0.189047 0.266662 0.280459 0.240151 0.250625 0.234088 0.235451 0.231665 0.205306 0.191429 0.195183 0.178156 0.184304 0.182067 0.181325 0.189111 0.196803 0.178366 0.226796 0.195733 0.195521 0.197550 0.204151 0.212730 0.212375 0.209624 0.191769 0.163335 0.393519 0.393519 0.393519 0.393519 0.393519 0.393519 0.416648 0.416648 0.114270 0.188646 0.315768 0.326807 0.348093 0.194389 0.393850 0.393850 0.393850 0.393850 0.393850 0.393850 0.462289 0.462289 0.116413 0.193928 0.327360 0.339382 0.361567 0.199894 0.394205 0.394205 0.394205 0.394205 0.394205 0.394205 0.462289 0.462289 0.118595 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 141.59 141.59 141.59 141.59 141.59 141.59 145.06 145.06 40.31 66.74 47.40 111.40 113.55 119.34 54.63 67.81 78.97 84.60 87.69 91.50 84.81 84.09 82.71 74.48 68.63 70.44 64.12 66.33 65.75 65.26 67.76 70.44 64.58 82.57 70.70 70.93 71.56 73.72 76.53 76.38 75.27 69.64 59.09 141.83 141.83 141.83 141.83 141.83 141.83 160.95 160.95 41.84 39.43 119.73 122.45 128.73 71.70 Name of Issuer ______________ Globe Holdings, Inc. Globix Corporation Goldman Sachs Group,Inc. 44 CUSIP No. _________ 379432AA5 379432AB3 379432AC1 379432AD9 379432AE7 379432AF4 37957FAD3 37957FAE1 38141G310 38141G534 38141GAG9 38141GAJ3 38141GAM6 38141GAP9 38141GAR5 38141GAS3 38141GAT1 38141GAU8 38141GAX2 38141GAY0 38141GBB9 38141GBC7 38141GBD5 38141GBF0 38141GBG8 38141GBH6 38141GBJ2 38141GBK9 38141GBL7 38141GBN3 38141GBP8 38141GBQ6 38141GBV5 38141GBW3 38141GBX1 38141GBY9 38141GBZ6 38141GCA0 38141GCB8 38141GCC6 38141GCD4 38141GCE2 38141GCH5 Issue Date ________ 08/06/98 08/06/98 08/06/98 08/06/98 08/06/98 08/06/98 04/23/02 04/23/02 04/21/03 01/28/02 12/17/99 01/13/00 03/22/00 05/25/00 06/08/01 07/25/01 11/01/00 11/07/00 01/12/01 01/16/01 02/23/01 05/17/01 05/24/01 07/12/01 08/29/01 09/04/01 10/05/01 10/05/01 10/16/01 10/30/01 11/09/01 11/09/01 01/15/02 02/01/02 01/22/02 02/08/02 02/12/02 03/08/02 04/08/02 04/10/02 04/29/02 07/03/02 08/27/02 Maturity Date _________ 08/01/09 08/01/09 08/01/09 08/01/09 08/01/09 08/01/09 05/01/08 05/01/08 04/18/08 07/25/06 06/17/05 01/13/07 03/22/07 05/25/07 11/01/05 10/26/07 11/01/05 11/07/05 01/12/08 01/16/08 02/23/08 05/17/08 05/24/08 07/12/08 10/29/06 09/04/08 10/05/08 10/05/08 09/04/08 10/05/08 11/09/08 11/09/08 01/15/09 02/01/12 09/04/08 02/08/09 02/12/09 03/08/09 04/08/12 04/10/12 04/29/12 07/03/12 08/27/09 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 49.672 49.672 49.672 49.672 49.672 49.672 100.000 100.000 100.000 100.000 99.500 100.000 99.000 99.000 91.445 90.813 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 101.920 100.000 100.000 100.000 100.000 102.800 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES 0.000 0.000 0.000 0.500 0.250 1.000 VARIES VARIES 0.750 0.250 0.250 0.250 1.000 0.000 1.000 3.500 0.000 3.500 3.000 2.000 VARIES 2.000 1.250 0.000 3.500 0.000 2.000 1.000 2.000 2.000 2.000 2.500 3.500 3.000 0.000 Total OID to 1/1/05 ________ 0.339398 0.352452 0.375607 0.205568 0.247963 0.259069 0.241005 0.243162 0.238444 0.208873 0.196811 0.198286 0.180903 0.188035 0.185717 0.184868 0.193588 0.202511 0.180780 0.234394 0.199955 0.200595 0.201987 0.208924 0.217956 0.217177 0.213452 0.195206 0.167561 0.256038 0.267805 0.248153 0.251126 0.245449 0.212558 0.202344 0.201487 0.183730 0.191873 0.189472 0.188510 0.198195 0.208384 0.183266 0.242246 0.204305 0.205823 0.206563 0.213851 0.223356 0.222141 0.217409 0.198753 0.171897 0.264382 0.276844 0.255541 0.259350 0.252686 0.216364 0.204789 0.186639 0.195823 0.193335 0.192255 0.202936 0.214427 0.185825 0.250361 0.208787 0.211209 0.211282 0.218937 0.228936 0.227272 0.221502 0.202411 0.176345 93.49 97.77 89.91 89.68 87.63 77.12 59.65 72.72 66.13 69.05 68.43 67.84 71.01 74.58 66.37 88.19 73.80 74.67 74.83 77.23 80.35 79.90 78.05 72.20 62.19 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.165613 0.168238 0.124372 0.140557 0.154182 0.153293 0.151174 0.154329 0.149440 0.118191 0.137752 0.120316 0.128428 0.120112 0.147758 0.148371 0.140577 0.142303 0.112575 0.133932 0.115359 0.127778 0.168305 0.170670 0.126400 0.143565 0.155589 0.156882 0.154992 0.158303 0.151679 0.119202 0.140941 0.121102 0.131070 0.122604 0.151496 0.152139 0.143324 0.144793 0.114794 0.137063 0.117568 0.129439 0.131389 0.126389 0.129167 0.137860 0.109605 0.101494 0.088657 0.105507 0.141701 0.094322 0.111825 0.112924 0.110886 0.111429 0.110958 0.174485 0.141336 0.126875 0.126875 0.127382 0.171073 0.173172 0.128471 0.146645 0.162256 0.160564 0.158905 0.162379 0.153975 0.120234 0.144203 0.121904 0.133770 0.125148 0.155329 0.156004 0.146137 0.147346 0.117057 0.140267 0.119822 0.131138 0.133839 0.128000 0.131524 0.118269 0.141124 0.111687 0.103255 0.090010 0.107406 0.143160 0.094972 0.113336 0.115001 0.112629 0.113451 0.112550 0.178855 0.144763 0.128792 0.128792 0.128871 0.173919 0.175746 0.130586 0.149798 0.163737 0.164341 0.162917 0.166561 0.156331 0.121288 0.147542 0.122724 0.136528 0.127745 0.159259 0.159966 0.149019 0.149961 0.119364 0.143545 0.122122 0.132877 0.136348 0.129649 0.133936 0.120008 0.144466 0.113809 0.105046 0.091382 0.109339 0.144656 0.095632 0.114877 0.117119 0.114405 0.115512 0.113605 0.182224 0.148273 0.130753 0.130752 0.130190 0.176844 0.178394 0.132745 0.153026 0.170753 0.168216 0.167031 0.170850 0.158747 0.122364 0.150957 0.123561 0.139347 0.130395 0.163288 0.164029 0.151971 0.152642 0.121717 0.146901 0.124469 0.134655 0.138916 0.131334 0.136404 0.123116 0.147887 0.115972 0.106869 0.111307 0.146189 0.096303 0.116448 0.119279 0.116216 0.117613 0.114159 0.185693 0.151869 0.132757 0.132757 0.131585 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 60.68 61.31 45.39 51.99 57.53 56.73 56.01 56.86 54.52 42.84 50.36 43.49 46.77 44.56 54.96 55.21 51.80 52.30 41.31 48.89 42.26 46.43 46.40 40.16 23.51 14.67 49.54 39.69 36.25 32.04 37.77 51.14 33.99 40.24 40.63 39.88 40.07 39.94 62.40 50.41 45.94 45.94 45.99 62.70 63.13 46.89 54.25 60.54 59.43 58.87 59.83 56.19 43.58 52.72 44.07 48.71 46.43 57.77 58.05 53.86 54.17 42.95 51.21 43.90 47.66 49.50 46.83 47.79 44.09 51.91 41.21 37.52 20.41 39.14 52.21 34.46 41.34 42.14 41.15 41.54 40.87 65.27 52.89 47.35 47.34 46.93 Name of Issuer ______________ Goldman Sachs Group,Inc. CUSIP No. _________ 38141GCJ1 38141GCK8 38141GCL6 38141GCT9 38141GCV4 38141GCW2 38141GCX0 38141GCZ5 38141GDC5 38141GDD3 38141GDF8 38141GDG6 38141GDH4 38141GDJ0 38141GDL5 38141GDM3 38141GDN1 38141GDP6 38141GDR2 38141GDS0 38141GDT8 38141GDW1 38141GDY7 38141GEB6 38141GEC4 38141GED2 38143U457 38143U648 38143U739 38143U804 38143U812 38143UAC5 38143UAD3 38143UAF8 38143UAG6 38143UAH4 38143UAJ0 38143UAK7 38143UAL5 38143UAM3 38143UAN1 38143UAP6 38143UAQ4 Issue Date ________ 09/16/02 10/28/02 10/30/02 02/11/03 02/28/03 02/27/03 03/05/03 04/21/03 04/21/03 05/09/03 05/30/03 06/11/03 06/20/03 07/08/03 08/07/03 08/04/03 08/25/03 08/28/03 01/21/04 04/13/04 04/16/04 11/23/04 01/11/05 02/15/05 06/29/05 08/30/05 04/16/04 02/05/04 12/24/03 08/15/03 11/28/03 02/18/04 03/09/04 04/08/04 04/08/04 04/12/04 04/12/04 09/21/04 05/20/04 06/11/04 07/22/04 07/23/04 09/10/04 Maturity Date _________ 09/16/12 10/28/12 10/30/07 02/11/10 02/28/13 02/27/13 03/05/13 04/18/13 04/21/13 05/09/10 05/30/13 06/11/13 06/20/13 07/08/10 08/07/11 08/04/10 08/25/10 08/28/10 04/06/10 06/13/11 04/16/09 11/23/11 01/11/12 02/15/12 06/29/12 08/30/08 10/16/11 02/05/09 12/24/07 08/15/06 11/29/07 02/18/14 03/09/09 04/08/09 04/08/09 04/12/09 04/12/09 09/21/09 05/20/14 06/11/09 07/22/09 07/23/09 09/10/11 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 2.500 3.000 1.000 0.500 0.000 0.500 0.000 0.000 2.250 2.500 0.000 3.000 0.250 0.000 0.000 0.000 1.000 1.500 0.000 0.000 0.250 2.000 1.000 2.000 1.000 0.250 0.000 0.000 0.000 0.000 0.000 3.000 2.000 1.250 0.250 0.750 0.250 VARIES VARIES 0.000 1.500 1.500 VARIES Total OID to 1/1/05 ________ Goldman Sachs Group,Inc. 0.134671 0.107561 0.099763 0.087326 0.103641 0.140278 0.093684 0.110343 0.110887 0.109177 0.109446 0.108885 0.170241 0.137989 0.125000 0.125000 0.126950 45 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.112500 0.132500 0.123625 0.109166 0.126389 0.112222 0.134667 0.114216 0.135329 0.126292 0.111191 0.128316 0.113928 0.137387 0.128333 0.140000 0.138889 0.129167 0.364569 0.139986 0.139986 0.278739 0.278739 0.252747 0.252747 0.253738 0.031232 0.031232 0.031232 0.031232 0.031232 0.115966 0.138225 0.128381 0.112753 0.130287 0.115668 0.140162 0.130014 0.142828 0.142014 0.134444 0.132170 0.364568 0.140536 0.140536 0.285312 0.285312 0.258767 0.258767 0.259798 0.033808 0.033808 0.033808 0.033808 0.033808 0.117752 0.141191 0.129877 0.113838 0.132304 0.117444 0.142993 0.131734 0.145727 0.145217 0.137698 0.135243 0.364567 0.141100 0.141100 0.292195 0.292195 0.265042 0.265042 0.266116 0.036597 0.036597 0.036597 0.036597 0.036597 0.119574 0.144227 0.130823 0.114454 0.134366 0.119255 0.145882 0.133494 0.148699 0.148500 0.141030 0.138387 0.364566 0.141677 0.141677 0.299401 0.299401 0.271585 0.271585 0.272702 0.039616 0.039616 0.039616 0.039616 0.039616 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 41.22 48.84 45.47 40.00 46.17 40.76 49.06 42.47 40.20 36.08 17.88 38.32 131.25 50.45 50.45 100.19 100.19 91.87 91.87 92.27 10.89 10.89 10.89 10.89 10.89 88.90 17.12* 17.12* 17.12* 17.12* 17.12* 17.12* 77.48 77.48 77.48 108.09 32.28 15.69 61.94 42.50 50.96 46.73 40.94 47.60 42.02 51.06 47.63 52.56 52.21 49.86 48.84 131.24 50.85 50.85 105.02 105.02 96.37 96.37 96.81 12.77 12.77 12.77 12.77 12.77 Name of Issuer ______________ Goldman Sachs Group,Inc. Goldman Sachs Group,Inc. Great Lakes Carbon Corp. Great Plains Energy,Inc. Grey Global Group, Inc. Griffon Corporation Guitar Center, Inc. H & E Equipment Services HCA-Hospital Corporation of America HMP Equity Holdings Corp HM Publishing Corp. HSBC Finance Corporation John Hancock Life Insurance Company Harrisburg, PA 46 CUSIP No. _________ 38143UAR2 38143UAS0 38143UAT8 38143UAU5 38143UAX9 38143UAY7 38143UAZ4 38143UBA8 38143UBB6 38143UBC4 38143UBF7 38143YAA1 390559AC6 391164605 391164AA8 39787MAA6 39787MAB4 398433AA0 398433AB8 402040AC3 404085AD4 404085AE2 404085AF9 404085AG7 404085AH5 404120AA5 40425KAA6 40425KAB4 40425KAC2 40425KAD0 40425KAE8 40425KAF5 40425LAA4 40425LAB2 40425LAC0 40429C409 Issue Date ________ 09/01/04 09/10/04 09/20/04 09/28/04 10/08/04 12/15/04 12/15/04 02/02/05 03/16/05 04/13/05 08/18/05 03/07/05 05/22/98 06/14/04 06/14/04 10/28/03 10/28/03 07/18/03 07/18/03 06/13/03 06/17/02 06/17/02 06/17/02 06/17/02 06/17/02 04/01/91 05/09/03 05/09/03 05/09/03 05/09/03 05/09/03 05/09/03 10/03/03 10/03/03 10/03/03 10/30/02 10/29/02 12/28/95 12/28/95 Maturity Date _________ 09/01/09 09/10/12 09/20/11 09/28/09 10/08/11 12/15/09 12/15/09 02/02/12 03/16/12 04/13/12 08/18/11 03/07/11 05/15/09 02/16/09 02/16/09 10/15/33 10/15/33 07/18/23 07/18/23 07/15/13 06/15/13 06/15/13 06/15/13 06/15/13 06/15/13 07/01/05 05/15/08* 05/15/08* 05/15/08* 05/15/08* 05/15/08* 05/15/08* 10/15/13 10/15/13 10/15/13 02/15/08 04/15/15 04/01/05 04/01/06 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 100.000 100.000 100.000 100.000 100.000 100.000 120.000 100.000 100.000 100.000 100.000 100.000 53.092 100.000 100.000 100.000 100.000 100.000 100.000 100.000 80.016 80.016 80.016 80.016 80.016 101.750 32.580 32.580 32.580 32.580 32.580 32.580 56.960 56.960 56.960 94.200 50.000 55.409 51.318 1.000 0.500 VARIES VARIES 1.500 1.000 0.000 2.000 1.000 0.500 0.000 0.000 VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES 12.500 12.500 12.500 12.500 12.500 17.500 0.000 0.000 0.000 0.000 0.000 0.000 VARIES VARIES VARIES VARIES 0.000 0.000 0.000 Total OID to 1/1/05 ________ 21.03 21.03 21.03 21.03 21.03 0.364570 0.139450 0.139450 0.272460 0.272460 0.246973 0.246973 0.247924 0.028853 0.028853 0.028853 0.028853 0.028853 0.493878 0.300431 0.300431 0.300431 0.300431 0.300431 0.300431 0.204243 0.204243 0.204243 0.296693 0.087369 0.174315 0.166520 145.38 145.38 145.38 145.38 145.38 145.38 0.215986 0.215986 0.215986 0.299470 0.089833 0.172022 0.228404 0.228404 0.228404 0.302399 0.092367 0.177707 0.241536 0.241536 0.241536 0.304121 0.094971 0.255424 0.255424 0.255424 0.304470 0.097650 86.64 86.64 86.64 109.46 34.12 15.99 41013MBT6 414738NL4 414738NM2 ----------------------------* Called in 2005; reportable OID 64.28 430.22 408.88 is computed to call date. SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.157225 0.148266 0.139645 0.131241 0.123819 0.116137 0.108667 0.101695 0.094871 0.088564 0.082579 0.076994 0.071709 0.132327 0.132327 0.100843 0.100843 0.270716 0.270716 0.227916 0.227916 0.040914 0.038143 0.035558 0.033149 0.030904 0.028810 0.026858 0.389311 0.389311 0.389311 0.377700 0.100347 0.100347 0.353967 0.353967 0.353967 0.353967 0.353967 0.353967 0.162468 0.153254 0.144385 0.135729 0.128121 0.120207 0.112497 0.105310 0.098248 0.091734 0.085543 0.079781 0.074304 0.132760 0.132760 0.101376 0.101376 0.278722 0.278722 0.233838 0.233838 0.042375 0.039504 0.036828 0.034333 0.032007 0.029838 0.027817 0.391218 0.391218 0.391218 0.377800 0.102439 0.102439 0.381895 0.381895 0.381895 0.381895 0.381895 0.381895 0.167885 0.158411 0.149286 0.140370 0.132573 0.124420 0.116462 0.109054 0.101745 0.095018 0.088614 0.082669 0.076994 0.133203 0.133203 0.101918 0.101918 0.287057 0.287057 0.239997 0.239997 0.043888 0.040915 0.038143 0.035558 0.033149 0.030903 0.028810 0.386415 0.386415 0.386415 0.377000 0.104603 0.104603 0.412026 0.412026 0.412026 0.412026 0.412026 0.412026 0.173483 0.163740 0.154353 0.145170 0.137179 0.128781 0.120567 0.112930 0.105367 0.098419 0.091795 0.085661 0.079781 0.133657 0.133657 0.102470 0.102470 0.295648 0.295648 0.246403 0.246403 0.045454 0.042375 0.039504 0.036828 0.034333 0.032006 0.029839 0.381287 0.381287 0.381287 0.375500 0.106841 0.106841 0.413852 0.413852 0.413852 0.413852 0.413852 0.413852 0.109157 0.109157 0.415822 0.415822 0.415822 0.415822 0.415822 0.415822 0.179268 0.169249 0.159593 0.150135 0.141945 0.133294 0.124816 0.116944 0.109118 0.101942 0.095090 0.088762 0.082669 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 58.50 55.19 51.99 48.88 46.14 43.29 40.51 37.92 35.38 33.03 30.81 28.73 26.76 47.76 47.76 36.54 36.54 99.39 99.39 83.48 83.48 15.26 14.23 13.26 12.36 11.53 10.74 10.02 140.06 140.06 140.06 135.89 36.70 36.70 137.68 137.68 137.68 137.68 137.68 137.68 62.47 58.96 55.58 52.28 49.40 46.37 43.42 40.67 37.94 35.44 33.06 30.85 28.73 42.04 48.05 23.03 36.86 105.41 105.41 87.94 87.94 16.37 15.26 14.23 13.26 12.36 11.53 10.75 80.22 80.22 80.22 78.90 38.27 38.27 149.00 149.00 149.00 149.00 149.00 149.00 Name of Issuer ______________ Harrisburg, PA CUSIP No. _________ 414738NN0 414738NP5 414738NQ3 414738NR1 414738NS9 414738NT7 414738NU4 414738NV2 414738NW0 414738NX8 414738NY6 414738NZ3 414738PA6 416515203 416515401 416515500 416515AH7 418056AM9 418056AN7 42210PAA0 42210PAB8 434110QH8 434110QJ4 434110QK1 434110QL9 434110QM7 434110QN5 434110QP0 43613PAA1 43613PAB9 43613PAC7 43613PAE3 440327AF1 440327AG9 44043UAA8 44043UAB6 44043UAC4 44043UAD2 44043UAE0 44043UAF7 Issue Date ________ 12/28/95 12/28/95 12/28/95 12/28/95 12/28/95 12/28/95 12/28/95 12/28/95 12/28/95 12/28/95 12/28/95 12/28/95 12/28/95 09/13/02 09/13/02 05/23/03 05/23/03 11/30/01 11/30/01 06/01/04 06/01/04 08/28/03 08/28/03 08/28/03 08/28/03 08/28/03 08/28/03 08/28/03 08/10/99 08/10/99 08/10/99 06/15/01 05/14/02 05/14/02 09/26/00 09/26/00 09/26/00 09/26/00 09/26/00 09/26/00 Maturity Date _________ 04/01/07 04/01/08 04/01/09 04/01/10 04/01/11 04/01/12 04/01/13 04/01/14 04/01/15 04/01/16 04/01/17 04/01/18 04/01/19 11/16/08 11/16/08 08/16/08 08/16/08 12/01/21 12/01/21 06/01/16 06/01/16 04/01/27 04/01/28 04/01/29 04/01/30 04/01/31 04/01/32 04/01/33 08/01/06 08/01/06 08/01/06 08/01/06 05/14/32 05/14/32 10/01/10 10/01/10 10/01/10 10/01/10 10/01/10 10/01/10 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 47.774 44.423 41.259 38.328 35.259 32.621 30.247 27.925 25.992 24.047 22.322 20.535 19.125 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 19.107 17.813 16.606 15.481 14.432 13.454 12.543 100.000 100.000 100.000 103.000 47.500 47.500 43.889 43.889 43.889 43.889 43.889 43.889 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES 0.000 0.000 0.000 0.000 0.000 0.000 0.000 VARIES VARIES VARIES VARIES 1.426 1.426 VARIES VARIES VARIES VARIES VARIES VARIES Total OID to 1/1/05 ________ 385.15 362.35 340.48 319.36 300.01 280.73 262.27 244.87 228.35 212.83 198.30 184.46 171.79 Hartford Financial Services Group, Inc. 0.133532 0.102407 0.304593 0.304593 0.253064 0.253064 0.047077 0.043888 0.040914 0.038143 0.035558 0.033149 0.030904 Hasbro, Inc. Headwaters, Inc. City of Hoboken 18.91 17.63 16.43 15.32 14.28 13.31 12.41 Hollywood Casino Shreveport Horace Mann Educators Corporation Horizon PCS, Inc. 47 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.187500 0.187500 0.187500 0.296693 0.296693 0.187500 0.187500 0.187500 0.299470 0.299470 0.008378 0.008378 0.187500 0.187500 0.187500 0.302399 0.302399 0.008808 0.008808 0.187500 0.187500 0.187500 0.304121 0.304121 0.009270 0.009270 0.187500 0.187500 0.187500 0.304470 0.304470 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 67.50 67.50 67.50 108.09 108.09 1.47 1.47 1.80* 1.80* 139.99 2.57 2.57 2.57 92.50 142.24 142.24 142.24 65.00 122.50 122.50 13.51 68.01 105.17 99.41 93.96 88.81 83.45 78.91 74.43 70.08 66.18 62.52 58.99 55.88 52.86 50.08 47.37 44.91 42.53 67.50 67.50 67.50 109.46 109.46 3.25 3.25 Name of Issuer ______________ Host Marriott Corp. Household Finance Corp. Hynix Semiconductor, Inc IFT Financing I ICON Fitness Corporation Illinois Power Company IBC Capital Finance Insilco Holdings Co. Insignia Financing I Intermedia Communications, Inc. International Bank for Reconstruction 48 CUSIP No. _________ 441079209 441079308 441079407 441815677 441815AQ0 449130AD5 449130AE3 449516202 449516301 451039AB7 452092CK3 452092CL1 452092CM9 453838500 457661AA4 457661AB2 457661AC0 45766X304 458801BA4 458801BB2 Issue Date ________ 12/02/96 12/02/96 05/19/97 10/30/02 10/30/02 07/05/05 07/05/05 11/01/96 11/01/96 11/20/96 12/20/02 12/20/02 12/20/02 12/18/96 08/17/98 08/17/98 08/17/98 11/01/96 02/24/99 02/24/99 03/06/85 03/06/85 03/06/85 03/06/85 03/06/85 03/06/85 03/06/85 03/06/85 03/06/85 03/06/85 03/06/85 03/06/85 03/06/85 03/06/85 03/06/85 03/06/85 03/06/85 03/06/85 03/06/85 Maturity Date _________ 12/02/26 12/02/26 12/02/26 02/15/08 02/15/08 07/01/12 07/01/12 09/03/16* 09/03/16* 11/15/06 12/15/10 12/15/10 12/15/10 12/31/26 08/15/08 08/15/08 08/15/08 09/30/16 03/01/09 03/01/09 02/15/05 08/15/05 02/15/06 08/15/06 02/15/07 08/15/07 02/15/08 08/15/08 02/15/09 08/15/09 02/15/10 08/15/10 02/15/11 08/15/11 02/15/12 08/15/12 02/15/13 08/15/13 02/15/14 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 100.000 100.000 100.000 94.200 94.200 97.000 97.000 100.000 100.000 50.931 97.480 97.480 97.480 100.000 49.411 49.411 49.411 100.000 55.057 55.057 10.357 9.785 9.429 8.912 8.423 7.962 7.690 7.272 6.955 6.732 6.446 6.175 5.992 5.676 5.445 5.159 5.019 4.757 4.634 6.750 6.750 6.750 VARIES VARIES 9.875 9.875 6.500 6.500 VARIES 11.500 11.500 11.500 9.250 VARIES VARIES VARIES 6.500 VARIES VARIES 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 882.92 834.14 787.14 744.00 703.23 664.69 628.69 594.51 562.64 533.26 505.25 478.93 454.95 430.94 409.05 387.55 369.08 349.84 333.61 Total OID to 1/1/05 ________ 4.39 4.38 4.38 0.179558 0.179558 0.388871 0.006816 0.006892 0.006892 0.256944 0.394579 0.394579 0.394579 0.178571 0.340268 0.340268 0.300262 0.283671 0.266087 0.251507 0.237729 0.224696 0.211253 0.199770 0.188490 0.177569 0.167732 0.158512 0.149656 0.141755 0.134146 0.127093 0.120293 0.114023 0.108067 0.388870 0.007185 0.007305 0.007305 0.256944 0.394988 0.394988 0.394988 0.177596 0.340267 0.340267 0.388868 0.007658 0.007744 0.007744 0.256944 0.395425 0.395425 0.395425 0.178571 0.340266 0.340266 0.388867 0.008073 0.008208 0.008208 0.256944 0.395895 0.395895 0.395895 0.177596 0.340266 0.340266 0.008605 0.008701 0.008701 0.256944 0.396398 0.396398 0.396398 0.178571 0.340265 0.340265 122.10 2.89 2.89 2.89 92.50 142.57 142.57 142.57 65.00 122.50 122.50 459056GA9 459056GB7 459056GC5 459056GD3 459056GE1 459056GF8 459056GG6 459056GH4 459056GJ0 459056GK7 459056GL5 459056GM3 459056GN1 459056GP6 459056GQ4 459056GR2 459056GS0 459056GT8 459056GU5 ----------------------------* Called in 2005; reportable OID 0.305236 0.286180 0.270500 0.255682 0.241664 0.227099 0.214755 0.202581 0.190753 0.180144 0.170201 0.160616 0.152136 0.143935 0.136368 0.129010 0.122287 0.115844 0.297836 0.281517 0.266096 0.251507 0.236238 0.223397 0.210683 0.198289 0.187216 0.176842 0.166803 0.157996 0.149445 0.141588 0.133884 0.126907 0.120164 0.302776 0.286191 0.270499 0.253958 0.240153 0.226433 0.213012 0.201069 0.189882 0.179018 0.169566 0.160351 0.151921 0.143587 0.136104 0.128812 0.297848 0.281517 0.264177 0.249817 0.235489 0.221426 0.208963 0.197291 0.185914 0.176098 0.166488 0.157735 0.149012 0.141247 0.133616 13.40 67.47 105.18 99.41 93.32 88.25 83.20 78.26 73.86 69.75 65.75 62.28 58.89 55.79 52.73 49.98 47.29 is computed to call date. SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ Name of Issuer ______________ International Bank for Reconstruction CUSIP No. _________ Issue Date ________ Maturity Date _________ Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ Total OID to 1/1/05 ________ 459056GV3 459056GW1 459056HY6 459056JC2 459056JD0 459056JE8 459056JF5 459056JG3 459056JH1 459056JJ7 459056JK4 459056JL2 459056JM0 459056JN8 45950K209 459884AH5 459902AK8 459902AL6 462213AK5 462213AL3 465823AH5 465823AJ1 465823AK8 465823AL6 465823AM4 465823AN2 46612JAA9 46612JAB7 46620QAC9 46623EBY4 46625HAQ3 46625HAU4 46625HAY6 46625HAZ3 46625HBB5 46625HBG4 46625HBT6 46625HBU3 46625HBW9 03/06/85 03/06/85 01/07/86 01/07/86 01/07/86 01/07/86 01/07/86 01/07/86 01/07/86 01/07/86 01/07/86 01/07/86 01/07/86 01/07/86 12/08/03 11/14/88 01/29/03 01/29/03 03/19/97 03/19/97 03/03/04 03/03/04 12/22/04 03/03/04 03/03/04 12/22/04 10/31/03 10/31/03 12/27/02 11/01/04 11/26/02 03/12/03 09/18/03 10/30/03 12/17/03 03/31/04 06/25/04 09/21/04 09/30/04 08/15/14 02/15/15 02/15/16 02/15/05 02/15/06 02/15/07 02/15/08 02/15/09 02/15/10 02/15/11 02/15/12 02/15/13 02/15/14 02/15/15 12/08/10 11/14/05 01/29/33 01/29/33 05/01/07 05/01/07 03/01/24 03/01/24 12/15/24 03/01/24 03/01/24 12/15/24 11/15/10 11/15/10 12/31/07 11/01/11 11/26/07 03/12/08 09/22/08 10/30/08 01/21/09 03/31/09 07/07/09 09/21/09 09/30/10 4.395 4.349 5.299 13.899 12.535 11.305 10.303 9.297 8.388 7.569 6.915 6.323 5.865 5.604 100.000 26.355 59.291 59.291 47.688 47.688 100.000 100.000 98.500 100.000 100.000 98.500 98.000 98.000 97.410 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES 0.000 0.000 12.000 VARIES 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 316.38 303.17 284.92 848.70 765.43 690.33 622.59 561.77 506.88 457.37 413.46 374.12 339.78 311.15 0.102483 0.097292 0.088471 0.273510 0.246676 0.222472 0.200031 0.180487 0.162858 0.146946 0.132433 0.119465 0.107833 0.097528 0.113824 0.109858 0.104220 0.094434 0.264053 0.238145 0.214072 0.193156 0.174289 0.157261 0.141695 0.127789 0.115293 0.104176 0.116066 0.209031 0.148604 0.148604 0.416650 0.416650 0.205268 0.205268 0.160263 0.205268 0.205268 0.160263 0.007850 0.007850 0.648243 0.122173 0.110652 0.095067 0.111789 0.111118 0.110243 0.096472 0.135305 0.113457 0.116855 0.113955 0.108030 0.097539 0.273513 0.246676 0.221689 0.200028 0.180491 0.162856 0.146701 0.132273 0.119281 0.107678 0.118353 0.122155 0.115722 0.104113 0.126711 0.119952 0.107535 0.264054 0.237250 0.214068 0.193160 0.174287 0.156961 0.141491 0.127533 0.115017 0.120686 0.273513 0.245691 0.221684 0.200033 0.180488 0.162507 0.146455 0.131945 0.118883 0.123064 40.34 38.26 34.63 12.31 96.91 87.40 78.56 70.89 63.96 57.71 52.00 46.89 42.30 38.21 41.48 65.64 54.22 54.22 149.99 149.99 74.25 74.25 57.27 74.25 74.25 57.27 2.83 2.83 229.15 43.99 39.62 34.28 40.29 39.89 39.98 34.74 49.25 40.89 42.08 44.85 42.48 38.18 12.31 96.91 87.07 78.56 70.89 63.96 57.60 51.92 46.79 42.19 43.14 International Finance Corporation International Minerals & Chemicals Corporation International Game Tech Ionica, PLC. Ivax Corporation 670.81 JDS Uniphase Corporation JL French Automotive Castings, Inc. JP Morgan Chase & Co. JP Morgan Chase & Co. 3.29 3.29 0.204323 0.143061 0.143061 0.416651 0.416651 0.199736 0.199736 0.157354 0.199736 0.199736 0.157354 0.007839 0.007839 0.624544 0.122234 0.108674 0.093565 0.109704 0.109056 0.108183 0.094878 0.132166 0.111230 0.114495 0.154363 0.154363 0.416649 0.416649 0.210995 0.210995 0.163374 0.210995 0.210995 0.163374 0.007862 0.007862 0.672946 0.122111 0.112666 0.096594 0.113914 0.113219 0.112342 0.098092 0.138519 0.115728 0.119263 0.160344 0.160344 0.416648 0.416648 0.216921 0.216921 0.166574 0.216921 0.216921 0.166574 0.007873 0.007873 0.698704 0.122385 0.114716 0.098145 0.116079 0.115360 0.114481 0.099740 0.141809 0.118046 0.121721 0.166558 0.166558 0.416646 0.416646 0.223055 0.223055 0.169866 0.223055 0.223055 0.169866 0.007884 0.007884 0.725572 0.122382 0.116804 0.099720 0.118286 0.117541 0.116661 0.101415 0.145178 0.120409 0.124230 58.50 58.50 149.99 149.99 78.47 78.47 59.49 78.47 78.47 59.49 2.83 2.83 246.95 44.03 41.07 35.39 41.83 41.41 41.52 35.91 51.62 42.55 43.83 49 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.114761 0.117132 0.119383 0.137832 0.128218 0.121792 0.127291 0.127804 0.116121 0.129180 0.131705 0.116368 0.014799 0.014799 0.078267 0.095030 0.112079 0.083955 0.079013 0.129660 0.134817 0.129812 0.125578 0.120292 0.114318 0.109084 0.103857 0.098661 0.093520 0.088451 0.200668 0.200668 0.200668 0.119552 0.118367 0.141233 0.131176 0.124461 0.130207 0.130744 0.120555 0.132184 0.132139 0.120209 0.015742 0.015742 0.079324 0.096574 0.114208 0.086705 0.081659 0.132836 0.138457 0.133382 0.129125 0.123750 0.117633 0.112301 0.106973 0.101670 0.096419 0.091238 0.210952 0.210952 0.210952 0.122021 0.117323 0.144737 0.134203 0.127189 0.133191 0.133752 0.121123 0.135258 0.135272 0.124175 0.016745 0.016745 0.124542 0.117262 0.148328 0.137300 0.129977 0.136242 0.136829 0.125761 0.138403 0.138479 0.017813 0.017813 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 42.04 39.36 38.65 35.01 29.63 31.25 27.06 25.83 24.44 18.89 41.22 5.44 5.44 1.96 28.30 34.40 40.61 29.91 28.14 19.53 46.31 48.11 46.32 44.80 42.90 40.77 38.90 37.03 35.17 33.33 31.52 71.08 71.08 71.08 2.63* 2.63* 2.63* 2.63* 2.63* 63.30 63.30 43.79 42.26 52.18 48.31 45.63 47.80 47.80 44.30 48.20 48.88 43.99 6.16 6.16 2.38 35.52 42.16 31.90 30.06 19.93 50.74 48.90 47.36 45.41 43.17 41.23 39.28 37.35 35.43 33.54 78.55 78.55 78.55 Name of Issuer ______________ J.P. Morgan Chase & Co 46625HBZ2 46625HCB4 46625HCF5 46625HCG3 46625HCH1 46625HCJ7 46625HCL2 46625HCN8 46625HCQ1 JP Morgan Chase & Co. 4662A0NW7 Jackson, TN 468826GP1 Jacobs Entertainment 469815AA2 469815AB0 Jersey & Greene Counties 476538CP6 476538CQ4 476538CR2 476538CS0 Josephine County, OR 480890AA0 480890AB8 480890AE2 480890AF9 480890AG7 480890AH5 480890AJ1 480890AK8 480890AL6 480890AM4 480890AN2 480890AP7 480890AQ5 480890AR3 Jostens Holding Corp. 481086AA4 481086AB2 481086AC0 Jostens, Inc. 481088AB8 481088AC6 481088AD4 481088AE2 481088AF9 KI Holdings, Inc. 48247EAA9 48247EAB7 ----------------------------* Called in 2005; reportable OID 50 CUSIP No. _________ Issue Date ________ 10/29/04 01/31/05 03/23/05 03/31/05 04/29/05 04/27/05 05/31/05 05/25/05 06/22/05 08/08/05 07/09/98 02/08/02 02/08/02 06/26/03 06/26/03 06/26/03 06/26/03 10/30/01 10/30/01 10/30/01 10/30/01 10/30/01 10/30/01 10/30/01 10/30/01 10/30/01 10/30/01 10/30/01 10/30/01 10/30/01 10/30/01 12/02/03 12/02/03 12/02/03 05/10/00 05/10/00 05/10/00 05/10/00 05/10/00 11/18/04 11/18/04 Maturity Date _________ 10/29/10 01/29/10 03/22/12 04/02/08 05/01/08 04/27/10 05/31/12 05/24/07 06/22/11 09/03/10 07/01/12 02/01/09 02/01/09 02/01/05 02/01/06 02/01/07 02/01/08 06/01/17 06/01/18 06/01/05 06/01/06 06/01/07 06/01/08 06/01/09 06/01/10 06/01/11 06/01/12 06/01/13 06/01/14 06/01/15 06/01/16 12/01/13 12/01/13 12/01/13 05/01/10* 05/01/10* 05/01/10* 05/01/10* 05/01/10* 11/15/14 11/15/14 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 40.347 96.040 96.040 100.000 100.000 100.000 100.000 36.621 33.518 84.358 80.090 74.256 69.953 65.529 61.462 57.805 54.034 50.411 46.941 43.624 40.464 60.682 60.682 60.682 91.173 91.173 91.173 91.173 91.173 61.808 61.808 0.000 VARIES 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 11.875 11.875 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 VARIES VARIES VARIES 12.750 12.750 12.750 12.750 12.750 VARIES VARIES Total OID to 1/1/05 ________ 0.128185 0.121762 210.99 12.46 12.46 83.06 77.92 136.89 132.87 136.68 131.32 126.63 121.04 114.91 109.42 103.95 98.54 93.21 87.97 26.65 26.65 26.65 26.65 26.65 0.112651 0.013912 0.013912 0.065490 0.077225 0.093511 0.109989 0.081293 0.076452 0.130178 0.126560 0.131273 0.126339 0.122129 0.116931 0.111096 0.105958 0.100833 0.095741 0.090708 0.085751 0.190885 0.190885 0.190885 0.021892 0.021892 0.021892 0.021892 0.021892 0.169538 0.169538 0.098143 0.116378 0.089544 0.084395 0.099738 0.118588 0.092476 0.087222 0.142194 0.137049 0.132773 0.127308 0.121044 0.115614 0.110182 0.104771 0.099408 0.094111 0.221764 0.221764 0.221764 0.146033 0.140818 0.136523 0.130968 0.124554 0.119024 0.113487 0.107966 0.102489 0.097076 0.233129 0.233129 0.233129 0.177769 0.177769 0.186546 0.186546 0.195756 0.195756 0.205422 0.205422 69.68 69.68 is computed to call date. SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.169538 0.252846 0.252846 0.110085 0.117450 0.121986 0.134737 0.132941 0.137010 0.159959 0.159959 0.177769 0.258872 0.258872 0.109538 0.117016 0.121920 0.134321 0.132932 0.136964 0.160044 0.175822 0.077546 0.096656 0.061055 0.078184 0.090487 0.083484 0.066879 0.073573 0.079069 0.097464 0.113739 0.125498 0.080868 0.090681 0.095911 0.098779 0.100050 0.064700 0.167630 0.212300 0.212300 0.212300 0.077369 0.096646 0.061741 0.079224 0.091874 0.082688 0.066388 0.073089 0.078122 0.096599 0.113026 0.124907 0.082080 0.092268 0.097769 0.100853 0.102301 0.066631 0.173018 0.227293 0.227293 0.227293 0.243346 0.243346 0.243346 0.260532 0.260532 0.260532 0.278932 0.278932 0.278932 0.186546 0.265154 0.265154 0.108981 0.116572 0.121853 0.133896 0.132922 0.136917 0.159543 0.175854 0.195756 0.271704 0.271704 0.108414 0.116119 0.121784 0.133461 0.132912 0.136869 0.159028 0.178783 0.205422 0.278532 0.278532 0.107835 0.115657 0.121714 0.133016 0.132902 0.136820 0.158499 0.181803 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 63.30 92.58 92.58 39.43 42.12 43.89 48.35 47.86 49.31 13.28* 57.58 26.73 27.81 34.79 20.27 28.24 32.73 27.41 21.98 26.37 25.92 34.88 40.77 45.04 29.33 32.93 34.86 35.93 36.42 23.64 41.20 79.62 79.62 79.62 91.27 91.27 91.27 69.68 97.14 97.14 39.03 41.80 43.84 48.05 47.85 49.27 57.30 64.73 Name of Issuer ______________ KI Holdings, Inc. Kaydon Corporation Kendall, Kane and Will Counties, IL CUSIP No. _________ 48247EAC5 486587AA6 486587AB4 488764NN7 488764NP2 488764NQ0 488764NR8 488764NS6 488764NT4 49337W407 49337WAE0 502424AE4 504238AW6 504238AX4 504570DA7 504570DB5 504570DC3 504592AL0 504592AM8 504592AN6 504597AQ8 504597AR6 504597AS4 504597AT2 509262CQ2 509262CR0 509262CS8 509262CT6 509262CU3 509262CV1 512503NS8 Issue Date ________ 11/18/04 05/23/03 05/23/03 04/22/03 04/22/03 04/22/03 04/22/03 04/22/03 04/22/03 05/06/02 05/06/02 07/29/05 09/04/03 09/04/03 04/01/04 04/01/04 04/01/04 04/16/03 06/19/03 06/19/03 11/17/03 11/17/03 11/17/03 11/17/03 04/09/03 04/09/03 04/09/03 04/09/03 04/09/03 04/09/03 07/17/98 06/11/04 06/11/04 06/11/04 Maturity Date _________ 11/15/14 05/23/23 05/23/23 10/01/08 10/01/09 10/01/10 10/01/11 10/01/12 10/01/13 05/16/08* 05/16/08 08/01/35 12/30/05 12/30/06 12/01/05 12/01/06 12/01/07 12/01/05 12/01/05 12/01/06 12/01/05 12/01/06 12/01/07 12/01/08 01/01/06 01/01/07 01/01/08 01/01/09 01/01/10 01/01/21 09/01/05 06/15/13 06/15/13 06/15/13 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 61.808 100.000 100.000 105.843 105.260 100.839 106.125 100.093 100.778 100.000 100.000 100.000 101.029 100.029 96.342 103.959 104.125 105.089 103.742 104.790 105.154 105.821 105.602 105.395 92.198 87.867 83.406 78.814 74.126 35.244 63.714 50.460 50.460 50.460 VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES 0.000 VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES 0.000 0.000 0.000 0.000 0.000 0.000 0.000 VARIES VARIES VARIES Total OID to 1/1/05 ________ Keyspan Corporation L-3 Communications Holdings, Inc. LaSalle & DeKalb Counties, Illinois LaSalle County, IL 0.096636 0.075044 0.087179 0.096626 0.074471 0.086685 34.69 24.66 31.27 16.31 0.086183 LaSalle County, IL 0.072599 0.095720 0.112299 0.124303 0.072102 0.094825 0.111557 0.123685 23.87 31.43 40.25 44.60 LaSalle County, IL 0.110801 0.123055 Lake County, IL School District No.187 48.69 54.31 57.21 58.71 59.28 37.74 321.66 0.093882 0.099663 0.102970 0.104602 0.068620 0.095524 0.101593 0.105132 0.106955 0.070668 34.09 36.23 37.46 38.08 25.07 Lakeway Municipal Utility District Language Line Holdings II, Inc. 515860AA2 515860AB0 515860AC8 ----------------------------* Called in 2005; reportable OID is computed to call date. 51 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ Name of Issuer ______________ Language Line Holdings II, Inc. Lee & Ogle Counties, IL Lehman Brothers Holdings, Inc. 52 CUSIP No. _________ Issue Date ________ Maturity Date _________ Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ Total OID to 1/1/05 ________ 515861AA0 515861AB8 515861AC6 523372AC4 523372AD2 523372AE0 523372AF7 523372AG5 523372AH3 523372AT7 523372AU4 523372AV2 523372AW0 523372AX8 524908779 524908CH1 524908CS7 524908CT5 524908CU2 524908CZ1 524908DH0 524908DN7 524908DU1 524908DW7 524908ED8 524908EE6 524908EF3 524908EK2 524908EN6 524908EP1 524908ES5 524908FB1 524908FJ4 524908FL9 524908FN5 524908FP0 524908FR6 524908JE1 524908JJ0 524908JK7 524908LS7 06/11/04 06/11/04 06/11/04 07/02/03 07/02/03 07/02/03 07/02/03 07/02/03 07/02/03 06/09/05 06/09/05 06/09/05 06/09/05 06/09/05 02/05/02 02/24/00 11/14/00 11/14/00 01/05/01 02/26/01 06/01/01 07/03/01 10/02/01 12/26/01 04/30/02 07/02/02 06/19/02 08/05/02 08/05/02 09/27/02 10/02/02 12/11/02 04/29/03 05/01/03 05/08/03 05/13/03 05/27/03 09/10/03 10/09/03 11/06/03 02/11/04 06/15/12 06/15/12 06/15/12 04/01/05 04/01/06 04/01/07 04/01/08 04/01/09 04/01/10 04/01/07 04/01/08 04/01/09 04/01/10 04/01/11 02/05/07 02/24/07 11/14/07 11/14/07 01/05/06 02/27/06 06/01/08 07/03/06 07/02/06 12/26/06 04/30/05 07/02/05 06/19/09 08/05/07 08/05/08 09/27/07 10/02/07 12/11/07 04/29/10 05/01/10 05/08/10 05/13/10 05/27/08 06/10/10 10/09/10 11/06/09 02/11/11 97.432 97.432 97.432 100.286 100.261 100.510 100.396 100.704 101.077 88.783 83.138 77.853 72.903 68.268 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 11.125 11.125 11.125 VARIES VARIES VARIES VARIES VARIES VARIES 0.000 0.000 0.000 0.000 0.000 0.000 0.250 0.250 0.250 0.250 0.250 0.250 0.250 0.000 0.000 0.000 0.000 0.250 0.000 0.000 0.000 0.250 0.625 0.000 0.250 0.250 0.250 0.250 0.000 1.600 0.000 0.750 1.13 1.13 1.13 0.005966 0.005966 0.005966 0.066214 0.076053 0.094237 0.108077 0.118118 0.125514 0.006313 0.006313 0.006313 0.076029 0.094186 0.108045 0.118060 0.125432 0.164518 0.154117 0.144341 0.135176 0.126594 0.185497 0.334126 0.300278 0.300278 0.252285 0.167619 0.242571 0.196681 0.186075 0.194778 0.132853 0.145442 0.157137 0.166004 0.122673 0.089236 0.127541 0.133340 0.132706 0.127804 0.126176 0.089888 0.137042 0.124693 0.125115 0.124332 0.006680 0.006680 0.006680 0.076005 0.094135 0.108012 0.118002 0.125348 0.167935 0.157321 0.147340 0.137988 0.129224 0.190737 0.347459 0.311645 0.311645 0.256616 0.171634 0.250527 0.202217 0.191283 0.200378 0.007068 0.007068 0.007068 0.007479 0.007479 0.007479 0.094083 0.107979 0.117942 0.125263 0.173537 0.162570 0.152257 0.142594 0.133538 0.196126 0.361335 0.323452 0.323452 0.094029 0.107945 0.117881 0.125175 0.179325 0.167995 0.157338 0.147353 0.137995 0.201666 0.375777 0.335717 0.335717 2.22 2.22 2.22 5.96 27.37 33.91 38.90 42.50 45.16 33.54 31.42 29.43 27.56 25.81 67.37 121.30 107.18 107.18 92.81 60.62 86.41 71.78 67.91 69.20 18.07 24.04 51.87 57.01 60.25 44.19 32.12 45.60 47.85 47.62 45.83 45.22 32.22 48.92 44.87 44.86 44.98 2.49 2.49 2.49 6.84 33.87 38.87 42.46 45.09 62.49 58.54 54.83 51.35 48.09 71.23 131.18 115.45 115.45 1.03 9.61 92.17 37.83 35.59 72.17 0.180401 0.321316 0.289335 0.289335 0.240013 0.163702 0.234874 0.191303 0.181009 0.189335 0.151868 0.130057 0.142328 0.153305 0.161758 0.120268 0.088019 0.125275 0.130469 0.129999 0.125289 0.123724 0.088638 0.133988 0.123000 0.122524 0.122143 0.258752 0.207914 0.196637 0.206139 0.267255 0.148628 0.161066 0.170362 0.125127 0.090470 0.129854 0.136273 0.135473 0.130373 0.128680 0.091157 0.140166 0.126422 0.127762 0.126567 0.151886 0.165092 0.174834 0.127629 0.091723 0.132217 0.139271 0.138301 0.132995 0.131237 0.092446 0.143361 0.128189 0.130464 0.128851 0.155220 0.169220 0.179423 0.130182 0.092994 0.134629 0.142335 0.141190 0.135674 0.133847 0.093754 0.146629 0.129994 0.133223 0.131184 54.17 59.90 63.46 45.97 33.02 47.27 49.97 49.62 47.69 47.03 33.14 51.17 46.12 46.78 46.62 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ Name of Issuer ______________ Lehman Brothers Holdings, Inc. Lehman Brothers Holdings, Inc. CUSIP No. _________ Issue Date ________ Maturity Date _________ Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ Total OID to 1/1/05 ________ 524908MJ6 10/06/04 10/15/93 07/07/95 01/16/03 01/30/03 02/18/03 05/21/03 06/12/03 05/23/03 06/12/03 07/03/03 07/17/03 06/24/03 07/16/03 07/30/03 08/07/03 08/27/03 09/25/03 09/30/03 10/30/03 12/17/03 01/13/04 03/16/04 04/08/04 04/08/04 05/13/04 07/07/04 07/29/04 08/20/04 08/26/04 08/30/04 09/15/04 09/15/04 10/25/04 10/27/04 10/25/04 11/01/04 12/07/04 12/06/04 10/06/11 10/15/23 07/07/05 01/16/13* 01/30/13 02/18/08 05/21/15* 06/12/13 05/23/13 06/12/18 07/03/18 07/17/15 06/24/08 01/16/09 07/30/07 08/07/08 08/27/10 09/25/10 09/30/10 10/30/13* 12/17/18 01/13/11 03/16/07 04/08/14 04/08/11 09/16/10 07/07/11 07/29/14 08/20/09 08/26/14 08/30/19* 09/15/14 09/15/14 10/25/11 10/27/14 10/25/11 11/01/14 12/07/16 12/06/11 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 90.250 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 0.250 VARIES VARIES 0.000 0.000 0.000 10.000 VARIES VARIES VARIES VARIES VARIES 0.250 VARIES VARIES VARIES 0.250 0.250 0.250 VARIES VARIES 0.250 VARIES VARIES VARIES 1.000 0.250 VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES 0.122223 0.209056 0.025314 0.152083 0.123704 0.120599 0.137031 0.121651 0.118473 0.143590 0.125350 0.116043 0.083805 0.088674 0.084730 0.107186 0.136434 0.127049 0.124634 0.161797 0.167932 0.124181 0.076831 0.129727 0.113566 0.122652 0.140277 0.148574 0.127677 0.149109 0.189389 0.146292 0.146292 0.127978 0.141407 0.127959 0.137178 0.145238 0.129882 0.124759 0.208858 0.024916 0.128440 0.125155 0.119371 0.115973 0.142610 0.125535 0.116157 0.084920 0.089348 0.085686 0.108173 0.139477 0.129686 0.127170 0.163090 0.168583 0.126748 0.075067 0.126186 0.110308 0.124944 0.143644 0.148558 0.127001 0.148918 0.141242 0.141242 0.124834 0.137925 0.123861 0.135764 0.143951 0.126639 0.127351 0.208654 0.130000 0.208442 0.132707 0.208223 44.89 75.19 4.64 2.28* 46.84 45.53 6.99* 43.92 42.74 52.21 45.10 41.77 30.39 32.22 30.96 39.07 50.43 46.72 45.79 49.10* 61.46 46.04 27.61 46.27 40.42 45.05 52.29 53.46 45.74 53.71 10.98* 51.83 51.83 45.84 50.66 45.51 48.96 51.99 46.68 46.78 75.04 52517PAE1 52517PEV9 52517PTE1 52517PTG6 52517PTP6 52517PUD1 52517PUH2 52517PUK5 52517PUL3 52517PUP4 52517PUR0 52517PUS8 52517PUT6 52517PUW9 52517PUX7 52517PVC2 52517PVE8 52517PVG3 52517PVK4 52517PVN8 52517PVR9 52517PVX6 52517PWB3 52517PWC1 52517PWR8 52517PWX5 52517PWY3 52517PXB2 52517PXD8 52517PXE6 52517PXF3 52517PXG1 52517PXJ5 52517PXK2 52517PXL0 52517PXQ9 52517PXZ9 52517PYC9 ----------------------------* Called in 2005; reportable OID 0.129045 0.125682 0.118365 0.117306 0.142470 0.121583 0.112444 0.086050 0.087095 0.083840 0.105616 0.142592 0.132380 0.129761 0.171134 0.129372 0.075784 0.124628 0.108496 0.127291 0.147095 0.143631 0.122120 0.143799 0.140436 0.140436 0.123644 0.136596 0.121364 0.134315 0.142631 0.124728 0.133987 0.130430 0.116028 0.114800 0.140750 0.121615 0.112417 0.087197 0.087715 0.084766 0.106544 0.145780 0.135133 0.132408 0.171593 0.132053 0.074023 0.121653 0.105737 0.129695 0.150634 0.144150 0.121544 0.144130 0.134969 0.134969 0.121378 0.134072 0.117785 0.134202 0.142729 0.121069 0.134618 0.130980 0.114927 0.116087 0.140551 0.117635 0.108684 0.088361 0.085462 0.082959 0.103982 0.149042 0.137947 0.135112 0.173980 0.134793 0.076276 0.119960 0.104093 0.132156 0.154262 0.140662 0.117584 0.140451 0.133890 0.133890 0.121048 0.133682 0.116072 0.134086 0.142830 0.118670 48.86 47.45 42.71 42.31 51.65 43.67 40.41 31.20 31.63 30.63 38.48 52.71 48.69 47.68 62.59 47.97 27.39 44.55 38.72 46.77 54.84 52.06 43.86 52.12 49.55 49.55 44.54 49.20 43.28 48.32 51.37 44.70 is computed to call date. 53 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ Name of Issuer ______________ Lehman Brothers Holdings Inc. Level 3 Communications Liberty Media Corp. Liberty Media Corp. Lin Television Corp. Lithia Motors, Inc. Lockheed Martin Corp. Loral Cyberstar, Inc. Lowe's Companies, Inc. Lucent Technologies Capital Trust I 549462208 549462307 Lyondell Chemical Co. 552078AS6 552078AT4 Manpower Inc. 56418HAB6 56418HAC4 Marion County, OR 56913RAD0 56913RAE8 ----------------------------* Called in 2005; reportable OID 54 CUSIP No. _________ Issue Date ________ Maturity Date _________ Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ Total OID to 1/1/05 ________ 52517PYF2 52517PYG0 52517PYH8 52517PYJ4 52517PYK1 52517PYL9 52517PYM7 52729NAD2 52729NAE0 52729NAF7 52729NAR1 530715AF8 530715AG6 530715AK7 530715AL5 530715AM3 530715AN1 530715AP6 530715AQ4 530715AR2 530718AB1 530718AF2 532776AD3 532776AE1 532776AF8 536797AA1 536797AB9 539830AN9 539830AP4 543868AC7 548661CD7 12/23/04 12/30/04 01/06/05 12/30/04 12/29/04 12/29/04 01/28/05 12/02/98 12/02/98 12/02/98 02/29/00 11/16/99 11/16/99 02/10/00 02/10/00 01/11/01 01/11/01 03/08/01 03/08/01 03/08/01 03/26/03 03/26/03 06/14/01 06/14/01 06/14/01 05/03/04 05/03/04 08/13/03 08/13/03 12/27/01 02/16/01 03/19/02 03/19/02 12/04/02 12/04/02 08/17/01 08/17/01 03/28/02 03/28/02 06/23/08 12/30/19 01/06/20 12/30/19 12/29/11 12/29/14 01/28/20 12/01/08 12/01/08 12/01/08 03/15/10 11/15/29 11/15/29 02/15/30 02/15/30 01/15/31 01/15/31 03/15/31 03/15/31 03/15/31 03/30/23 03/30/23 01/15/08* 01/15/08* 01/15/08* 05/01/14 05/01/14 08/15/33 08/15/33 07/15/06 02/16/21 03/15/17 03/15/17 12/15/08 12/15/08 08/17/21* 08/17/21* 06/01/05 06/01/06 100.000 100.000 100.000 100.000 100.000 100.000 100.000 59.966 59.966 59.966 53.308 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 98.500 98.500 96.288 96.288 96.288 100.000 100.000 98.500 98.500 71.938 60.841 100.000 100.000 97.750 97.750 55.126 55.126 84.618 79.181 VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES 4.000 4.000 3.750 3.750 3.500 3.500 3.250 3.250 3.250 0.750 0.750 8.000 8.000 8.000 VARIES VARIES VARIES VARIES 10.000 0.000 7.750 7.750 9.500 9.500 0.000 0.000 0.000 0.000 0.110428 0.153834 0.163290 0.131534 0.143295 0.291664 0.291664 0.291664 0.335987 0.330448 0.330448 0.343321 0.343321 0.328095 0.328095 0.372575 0.372575 0.372575 0.164767 0.164767 0.015169 0.015169 0.015169 0.257568 0.257568 0.184800 0.184800 0.195642 0.046090 0.215278 0.215278 0.009509 0.009509 0.050231 0.050231 0.144155 0.144781 17.40 17.40 17.40 61.50 0.108188 0.147325 0.163208 0.157884 0.127994 0.139032 0.164319 0.291664 0.291664 0.291664 0.357613 0.340394 0.340394 0.354597 0.354597 0.339061 0.339061 0.387211 0.387211 0.387211 0.168797 0.168797 0.016096 0.016096 0.016096 0.265565 0.265565 0.191963 0.191963 0.215563 0.046666 0.215278 0.215278 0.009984 0.009984 0.050985 0.050985 0.148884 0.107656 0.140636 0.162290 0.152319 0.126517 0.136993 0.163428 0.291664 0.291664 0.291664 0.357612 0.350791 0.350791 0.366405 0.366405 0.350548 0.350548 0.402607 0.402607 0.402607 0.172941 0.172941 0.107023 0.141069 0.161346 0.152714 0.123605 0.133741 0.162511 0.291663 0.291663 0.291663 0.357610 0.361659 0.361659 0.378769 0.378769 0.362581 0.362581 0.418801 0.418801 0.418801 0.177200 0.177200 0.107510 0.141514 0.160373 0.153120 0.121999 0.131893 0.161566 0.291663 0.291663 0.291663 0.357608 0.373020 0.373020 0.391717 0.391717 0.375186 0.375186 0.435834 0.435834 0.435834 0.181579 0.181579 0.273921 0.273921 0.192998 0.192998 0.237512 0.047249 0.215278 0.215278 0.010484 0.010484 0.282654 0.282654 0.200571 0.200571 0.261697 0.047840 0.215278 0.215278 0.011008 0.011008 0.291779 0.291779 0.199674 0.199674 0.048438 0.215278 0.215278 0.011559 0.011559 39.87 54.20 57.78 57.80 47.35 51.50 54.58 105.00 105.00 105.00 127.14 121.69 121.69 128.76 128.76 123.82 123.82 139.94 139.94 139.94 60.79 60.79 1.19* 1.19* 1.19* 95.15 95.15 69.89 69.89 80.97 16.85 77.50 77.50 3.52 3.52 4.50* 4.50* 21.62 53.11 39.18 50.71 57.92 54.91 45.63 49.39 58.38 105.00 105.00 105.00 128.74 129.26 129.26 137.57 137.57 132.45 132.45 151.38 151.38 151.38 63.81 63.81 101.25 101.25 72.74 72.74 50.43 17.28 77.50 77.50 3.89 3.89 6.31 6.31 58.24 58.24 132.20 132.11 0.153103 22.97 is computed to call date. SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.143935 0.141345 0.134921 0.129258 0.122701 0.115559 0.108403 0.101443 0.095196 0.088926 0.082831 0.077033 0.071684 0.066639 0.037691 0.044824 0.186307 0.186307 0.186307 0.255832 0.255832 0.255832 0.113055 0.113055 0.026112 0.026112 0.368254 0.368254 0.368254 0.368254 0.368254 0.071881 0.099066 0.103350 0.122907 0.132398 0.260552 0.218288 0.218288 0.218288 0.088331 0.148259 0.145817 0.139285 0.133574 0.126897 0.119568 0.112202 0.105023 0.098628 0.092176 0.085879 0.079848 0.074322 0.069108 0.039380 0.046888 0.197299 0.197299 0.197299 0.266196 0.266196 0.266196 0.117648 0.117648 0.027284 0.027284 0.368731 0.368731 0.368731 0.368731 0.368731 0.072836 0.100661 0.105215 0.125426 0.135279 0.270566 0.223650 0.223650 0.223650 0.089662 0.152713 0.150431 0.143790 0.138034 0.131236 0.123717 0.116134 0.108730 0.102183 0.095544 0.089039 0.082766 0.077056 0.071668 0.041145 0.049048 0.209136 0.209136 0.209136 0.276978 0.276978 0.276978 0.122427 0.122427 0.029462 0.029462 0.369240 0.369240 0.369240 0.369240 0.369240 0.092261 0.100534 0.117535 0.126375 0.281038 0.229192 0.229192 0.229192 0.157301 0.155191 0.148440 0.142644 0.135723 0.128009 0.120204 0.112567 0.105866 0.099036 0.092315 0.085791 0.079892 0.074323 0.042990 0.051307 0.221684 0.221684 0.221684 0.288198 0.288198 0.288198 0.127401 0.127401 0.030785 0.030785 0.369782 0.369782 0.369782 0.369782 0.369782 0.090883 0.100469 0.116955 0.125740 0.291989 0.234921 0.234921 0.234921 0.162026 0.160101 0.153241 0.147407 0.140364 0.132450 0.124417 0.116540 0.109682 0.102655 0.095712 0.088926 0.082831 0.077076 0.044917 0.053670 0.234985 0.234985 0.234985 0.299872 0.299872 0.299872 0.132577 0.132577 0.033242 0.033242 0.370361 0.370361 0.370361 0.370361 0.370361 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 52.86 51.96 49.62 47.57 45.18 42.57 39.94 37.38 35.10 32.80 30.55 28.41 26.44 24.59 14.34 16.70 72.15 72.15 72.15 95.09 95.09 95.09 43.04 43.04 9.95 9.95 132.73 132.73 132.73 132.73 132.73 23.89 35.75 37.46 44.54 48.00 96.15 80.70 80.70 80.70 29.39 56.08 55.30 52.88 50.80 48.33 45.57 42.79 40.07 37.67 35.24 32.84 30.53 28.42 26.44 15.66 18.28 81.06 81.06 81.06 102.95 102.95 102.95 46.60 46.60 11.23 11.23 133.11 133.11 133.11 133.11 133.11 30.20 36.18 42.17 45.34 103.75 84.78 84.78 84.78 Name of Issuer ______________ Marion County, OR CUSIP No. _________ 56913RAF5 56913RAG3 56913RAH1 56913RAJ7 56913RAK4 56913RAL2 56913RAM0 56913RAN8 56913RAP3 56913RAQ1 56913RAR9 56913RAS7 56913RAT5 56913RAU2 570535AD6 570535AE4 57143VAA7 57143VAB5 57143VAC3 571903AA1 571903AB9 571903AC7 574599AW6 574599BB1 576817AA8 576817AB6 579472AA9 579472AB7 579472AC5 579472AD3 579472AE1 581156AV8 581156AW6 581156AX4 581156AY2 581156AZ9 584690AB7 585055AA4 585055AB2 585055AD8 586362DH5 Issue Date ________ 03/28/02 03/28/02 03/28/02 03/28/02 03/28/02 03/28/02 03/28/02 03/28/02 03/28/02 03/28/02 03/28/02 03/28/02 03/28/02 03/28/02 05/23/02 05/23/02 08/18/04 08/18/04 08/18/04 05/08/01 05/08/01 05/08/01 07/20/01 07/20/01 07/09/01 07/09/01 03/06/97 03/06/97 03/06/97 03/06/97 03/06/97 03/11/04 03/11/04 03/11/04 03/11/04 03/11/04 08/14/03 09/11/01 09/11/01 09/11/01 06/10/04 Maturity Date _________ 06/01/07 06/01/08 06/01/09 06/01/10 06/01/11 06/01/12 06/01/13 06/01/14 06/01/15 06/01/16 06/01/17 06/01/18 06/01/19 06/01/20 08/15/07 05/15/08 08/15/14 08/15/14 08/15/14 05/08/21 05/08/21 05/08/21 07/20/31 07/20/31 05/01/08 05/01/08 04/15/07 04/15/07 04/15/07 04/15/07 04/15/07 12/01/05 12/01/06 12/01/07 12/01/08 12/01/09 06/04/33 09/15/21 09/15/21 09/15/21 12/01/05 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 73.606 68.057 63.326 58.440 53.951 49.948 46.303 42.967 39.329 36.142 33.393 31.307 28.898 26.649 92.756 90.005 55.894 55.894 55.894 86.095 86.095 86.095 39.445 39.445 93.500 93.500 50.991 50.991 50.991 50.991 50.991 95.554 108.179 100.444 104.812 106.159 93.000 100.000 100.000 100.000 104.007 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 7.200 7.000 VARIES VARIES VARIES 0.000 0.000 0.000 VARIES VARIES 11.000 11.000 VARIES VARIES VARIES VARIES VARIES 0.000 VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES 0.000 Total OID to 1/1/05 ________ 130.70 127.75 121.70 116.24 110.09 103.53 97.02 90.73 84.96 79.25 73.76 68.65 63.84 59.30 32.02 37.10 Markel Corporation Marquee Holdings, Inc. Marriott International Incorporated Masco Corporation Matria Healthcare, Inc. McCaw International LTD. 26.65 26.65 McHenry County, Illinois 20.57 0.100402 0.116363 0.125092 0.303441 0.240842 0.240842 0.240842 Medicis Pharmaceutical Corporation Medtronic, Inc. Cass & Sangamon Counties, Illinois 55 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ Name of Issuer ______________ Cass & Sangamon Counties, Illinois The Mens Wearhouse, Inc. Mercury Interactive Corp Merisant Worldwide, Inc. Merrill Lynch & Co.,Inc. Merrill Lynch & Co.,Inc. Merrill Lynch & Co.,Inc. Merrill Lynch & Co.,Inc. Merrill Lynch & Co.,Inc. 56 CUSIP No. _________ Issue Date ________ Maturity Date _________ Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ Total OID to 1/1/05 ________ 586362DJ1 586362DK8 587118AB6 587118AC4 589405AC3 589405AD1 58985CAA8 590188249 590188256 590188264 590188272 590188280 590188298 590188A40 590188A65 590188A73 590188JA7 590188P44 590188P51 590188V70 590188V88 590188V96 590188W20 590188W38 590188W79 59018FBA9 59018FBD3 59018SB94 59018SRZ9 59018SZT4 59018YDJ7 59018YKD2 59018YNR8 59021J109 59021J141 59021J208 59021J307 59021J315 59021J471 59021J489 59021J513 59021J521 06/10/04 06/10/04 10/21/03 10/21/03 04/29/03 04/29/03 11/12/03 09/13/00 08/04/00 08/04/00 06/29/00 03/30/00 03/03/00 07/26/00 05/23/01 03/13/02 02/09/98 09/30/03 10/03/03 07/30/04 08/31/04 09/27/04 10/29/04 11/30/04 12/30/04 05/16/03 12/30/03 03/20/98 02/25/97 02/09/98 01/12/01 06/27/01 10/03/02 10/06/00 06/03/03 11/20/00 04/30/01 06/03/03 09/04/02 08/07/02 06/28/02 05/31/02 12/01/06 12/01/07 10/15/23 10/15/23 05/01/08 05/01/08 05/15/14 09/13/07 08/03/07 08/03/07 06/29/07 03/30/07 03/05/07 07/26/05 05/23/31 03/13/32 02/02/05 09/30/08 10/03/08 07/30/07 08/31/07 09/27/07 10/29/07 11/30/07 01/02/14 05/17/10 12/30/06 03/20/28 02/25/27 02/02/05 01/07/08 06/27/08 04/03/06 10/05/07 06/03/10 11/20/07 06/27/07 09/03/08 09/04/09 08/07/09 06/29/09 06/01/09 104.830 105.112 100.000 100.000 98.000 98.000 55.131 100.000 100.000 100.000 100.000 100.000 100.000 100.000 51.108 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 12.154 9.506 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 VARIES VARIES VARIES VARIES 0.000 0.000 VARIES 0.000 0.000 0.000 0.000 0.000 0.000 2.000 VARIES VARIES 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.250 0.000 0.000 0.000 0.000 0.250 0.250 1.500 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 6.64 6.64 74.19 80.93 0.107775 0.120546 0.233083 0.233083 0.011065 0.011065 0.211490 0.264205 0.275783 0.275783 0.300892 0.289220 0.249673 0.249705 0.107571 0.182700 0.245961 0.097656 0.104261 0.087697 0.070697 0.069911 0.069972 0.087928 0.128589 0.118509 0.066854 0.038109 0.038044 0.240611 0.217752 0.212446 0.099046 0.258190 0.102561 0.263323 0.202717 0.087719 0.152737 0.161898 0.175605 0.192049 0.109735 0.122988 0.238935 0.238935 0.011088 0.011088 0.224443 0.269261 0.290934 0.290934 0.310876 0.300039 0.258017 0.261172 0.110870 0.187919 0.099316 0.106148 0.089081 0.070791 0.070791 0.070854 0.089320 0.128622 0.120759 0.067640 0.039471 0.039566 0.224448 0.218838 0.100030 0.265906 0.104358 0.272745 0.208696 0.089052 0.156543 0.166151 0.180448 0.197779 0.103091 0.115943 0.245020 0.245020 0.011110 0.011110 0.238190 0.283585 0.296990 0.296990 0.324731 0.311263 0.266639 0.114270 0.193287 0.101004 0.108070 0.090488 0.072488 0.071682 0.071746 0.090733 0.131599 0.123053 0.068435 0.040882 0.041148 0.231356 0.225428 0.101031 0.276870 0.106187 0.282503 0.214852 0.090406 0.160443 0.170516 0.185426 0.203680 0.102086 0.115112 0.251348 0.251348 0.011132 0.011132 0.252779 0.289012 0.313306 0.313306 0.335506 0.322906 0.275550 0.117774 0.198809 0.102720 0.110027 0.091916 0.072584 0.072584 0.072650 0.092169 0.134645 0.125394 0.069239 0.042344 0.042794 0.238484 0.232223 0.285144 0.108048 0.292611 0.221189 0.091781 0.164441 0.174996 0.190541 0.209758 0.114265 0.257930 0.257930 0.011155 0.011155 0.268261 0.304388 0.319828 0.319828 0.350458 0.334985 0.284759 0.121385 0.204488 0.104466 0.112019 0.093367 0.074323 0.073498 0.073565 0.093628 0.137761 0.127783 0.043858 0.044506 0.245838 0.239230 0.296901 0.109941 0.303080 0.227713 0.093176 0.168538 0.179593 0.195796 0.216017 39.01 43.70 85.87 85.87 3.99 3.99 79.70 99.50 106.61 106.61 111.72 108.07 93.35 53.51 39.57 67.85 7.62 35.76 38.21 32.24 25.68 25.49 25.46 31.99 46.84 43.27 24.21 14.24 14.36 7.70 81.96 77.68 36.01 97.30 37.35 97.28 74.10 32.14 56.57 60.29 64.11 70.52 33.84 41.54 90.33 90.33 4.01 4.01 89.76 106.80 114.80 114.80 120.58 116.31 99.70 42.04 71.79 36.99 39.60 33.27 26.34 26.14 26.10 33.01 49.03 44.93 24.71 15.28 15.53 87.09 82.43 9.29 104.33 38.67 104.36 78.54 33.12 59.43 63.50 67.69 74.79 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.198669 0.198669 0.204111 0.204111 0.182277 0.180285 0.182442 0.194587 0.204774 0.204774 0.210532 0.210532 0.187473 0.185254 0.188628 0.199724 0.132219 0.100821 0.069173 0.070187 0.103191 0.110075 0.112993 0.112222 0.109444 0.110593 0.106893 0.112288 0.090464 0.118644 0.103352 0.050956 0.126035 0.130425 0.113055 0.105750 0.121950 0.115819 0.117161 0.211067 0.211067 0.217155 0.217155 0.192817 0.190360 0.192898 0.205020 0.132324 0.102646 0.070030 0.071070 0.103168 0.110055 0.115246 0.115731 0.110674 0.110583 0.108841 0.114513 0.091903 0.121126 0.105203 0.051415 0.128719 0.133294 0.115247 0.107692 0.124468 0.118097 0.119582 0.217554 0.217554 0.223986 0.223986 0.198314 0.195607 0.199438 0.210479 0.132300 0.104505 0.224240 0.224240 0.231032 0.231032 0.203968 0.200998 0.203953 0.216107 0.132276 0.106397 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 73.33 73.33 75.82 75.82 68.29 66.72 69.02 71.32 38.75 36.62 25.02 25.42 37.13 39.63 40.55 40.77 39.62 39.81 38.83 40.69 32.70 43.02 37.22 18.35 44.92 47.28 40.80 38.31 43.91 41.83 42.55 30.81 59.42* 3.25 150.36 120.00 108.33 54.70 77.90 77.90 80.67 80.67 72.24 70.45 72.98 75.16 47.63 37.96 2.03 .28 37.14 39.61 42.19 42.40 39.62 39.80 40.26 42.32 33.75 44.84 38.57 18.69 46.85 49.38 42.40 39.73 45.74 43.49 44.32 Name of Issuer ______________ Merrill Lynch & Co., Inc CUSIP No. _________ 59021J588 59021J596 59021J679 59021J695 59021J794 59021J877 59021J885 59021JAA7 59021S695 59021S778 59021S794 59021S836 59021S851 59021S877 59021W159 59021W183 59021W217 59021W225 59021W290 59021W308 59021W324 59021W464 59021W555 59021W571 59021W613 59021W654 59021W704 59021W712 59021W795 59021W845 59021W860 59021WAA8 59156RAF5 591695AE1 593048BN0 Issue Date ________ 05/03/02 05/03/02 03/28/02 03/28/02 01/16/02 09/28/01 08/31/01 05/28/02 03/08/05 02/04/05 12/10/04 11/30/04 11/05/04 11/30/04 09/29/04 11/01/04 08/31/04 08/31/04 08/04/04 07/02/03 08/02/04 05/14/04 07/30/04 03/01/04 03/30/04 12/26/03 08/05/03 12/08/03 01/30/04 09/30/03 09/03/03 07/15/04 04/04/00 09/30/99 03/30/01 06/20/96 05/25/99 05/31/01 06/17/93 Maturity Date _________ 05/04/09 05/04/09 03/30/09 03/30/09 01/16/09 09/29/08 08/29/08 05/28/09 03/08/10 02/04/10 01/02/08 01/30/06 01/05/06 11/30/09 09/29/09 04/30/12 08/31/11 08/31/09 08/04/09 07/02/10 08/01/08 02/14/12 07/29/11 03/28/11 03/21/07 12/27/10 08/05/10 03/08/11 01/31/11 09/30/10 09/03/08 07/15/11 05/15/05 09/30/07* 12/30/19 06/01/06 06/01/09 06/15/21 12/01/08 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 99.520 77.427 89.000 43.193 55.731 100.000 34.265 0.000 0.000 0.000 0.000 0.000 0.000 0.000 1.000 VARIES 3.800 0.000 0.000 0.000 VARIES VARIES 0.000 0.000 3.940 VARIES 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 VARIES VARIES 8.125 VARIES VARIES 2.500 0.000 Total OID to 1/1/05 ________ Merrill Lynch & Co.,Inc. Merrill Lynch & Co.,Inc. Metlife, Inc. Metromedia International Group, Inc. United Mexican States Microcell Telecommunications 0.100598 0.068888 0.069894 0.103102 0.110096 0.110796 0.111279 0.110674 0.110604 0.104980 0.110117 0.089048 0.116226 0.101534 0.050501 0.123407 0.127618 0.110904 0.103844 0.119483 0.113586 0.114789 0.229943 0.272648 0.008828 0.416271 0.333323 0.295212 0.148446 0.103176 0.110034 0.117545 0.116712 0.109444 0.110573 0.110825 0.116783 0.093364 0.123660 0.107087 0.051879 0.131460 0.136225 0.117483 0.109668 0.127037 0.120419 0.122053 0.103152 0.110013 0.119889 0.120361 0.110674 0.110562 0.112845 0.119098 0.094849 0.126247 0.109004 0.052346 0.134259 0.139221 0.119761 0.111681 0.129660 0.122787 0.124575 9.87 0.270392 0.009242 0.418356 0.333322 0.304855 0.153679 0.009675 0.420600 0.333322 0.314911 0.159097 0.010129 0.010604 3.57 63.09 120.00 115.60 58.63 59501TAG1 59501TAL0 Mirant Corporation 604675AA6 Mississippi Home Corp. 60535JAD8 ----------------------------* Called in 2005; reportable OID 419.72 0.333321 0.325396 0.164706 0.333320 0.336329 0.170513 is computed to call date. 57 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.135385 0.085431 0.038968 0.037169 0.037593 0.037607 0.038217 0.038601 0.245209 0.186270 0.236168 0.273660 0.253743 0.272106 0.262785 0.243560 0.243560 0.203674 0.192111 0.194689 0.199265 0.202730 0.179880 0.187133 0.163663 0.164498 0.143172 0.159478 0.176839 0.140462 0.105146 0.107878 0.140715 0.136759 0.113896 0.138167 0.117224 0.121245 0.102879 0.096391 0.100084 0.155772 0.139784 0.088474 0.040474 0.038702 0.039121 0.039135 0.039737 0.039952 0.144327 0.091626 0.042039 0.040298 0.040711 0.040725 0.041316 0.041350 0.149017 0.094890 0.043664 0.041961 0.042366 0.042380 0.042958 0.042797 0.153859 0.098270 0.045352 0.043691 0.044088 0.044101 0.044295 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 49.80 31.96 14.53 13.87 13.95 13.85 14.03 14.14 33.59 67.80 86.79 103.12 58.99 101.09 99.08 90.65 90.65 76.20 71.03 71.90 73.11 74.41 65.50 68.29 59.64 59.97 52.13 58.18 64.56 51.77 38.98 39.19 51.98 50.19 41.67 50.71 42.62 44.29 37.47 34.99 36.69 56.64 53.09 34.28 15.68 15.03 15.11 15.00 15.17 15.15 Name of Issuer ______________ Mississippi Home Corp. Mississippi Home Corp. J.P. Morgan & Co., Inc. Morgan Stanley Dean Witter & Co. 58 CUSIP No. _________ 60535JAH9 60535MCB3 61688AAF5 61688AAG3 61688AAH1 61688AAJ7 61688AAK4 61688AAW8 617446232 617446DD8 617446DJ5 617446DM8 617446DN6 617446DP1 617446DZ9 617446GC7 617446GD5 617446GF0 617446GJ2 617446GK9 617446GN3 617446GQ6 617446GR4 617446GT0 617446GU7 617446GV5 617446GX1 617446GY9 617446HH5 617446HP7 617446HV4 617446HX0 617446HZ5 617446JB6 617446JC4 617446JE0 617446JF7 617446JG5 617446JH3 617446JJ9 617446JL4 617446JP5 Issue Date ________ 07/22/93 07/21/93 02/26/97 04/24/97 05/21/97 06/18/97 07/01/97 06/30/98 05/20/99 12/30/98 05/19/99 08/06/99 08/17/99 10/19/99 07/19/00 11/17/00 11/17/00 01/24/01 04/02/01 04/03/01 05/02/01 05/30/01 08/21/01 08/16/01 09/27/01 10/05/01 11/08/01 12/11/01 08/05/02 02/14/03 03/12/03 03/18/03 04/28/03 04/23/03 04/25/03 04/30/03 05/28/03 05/06/03 05/21/03 07/10/03 08/08/03 11/25/03 Maturity Date _________ 06/01/09 09/15/16 04/15/27 04/24/27 05/15/27 06/18/27 07/01/27 06/30/28 05/18/05 12/30/05 05/30/06 08/06/06 08/17/05 10/19/06 07/30/07 11/30/07 11/30/07 01/30/08 03/30/08 04/15/08 05/30/08 05/30/08 12/30/08 12/30/08 12/30/08 12/30/09 12/30/08 12/30/09 12/15/09 03/30/10 03/31/08 06/30/08 09/15/10 04/30/10 04/30/08 04/30/10 12/30/10 05/15/10 05/30/10 06/30/08 03/23/07 12/30/10 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 36.262 19.775 10.165 8.845 9.170 9.169 9.644 12.693 100.000 86.996 98.259 98.266 88.745 98.266 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 92.281 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.250 0.250 0.250 0.250 0.500 0.250 0.250 0.250 1.250 0.250 0.250 0.000 0.000 0.000 1.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.250 0.000 0.000 0.000 1.500 Total OID to 1/1/05 ________ 391.34 242.99 82.75 76.23 76.51 75.42 76.62 71.62 0.191439 0.243465 0.283348 0.262903 0.281698 0.271970 0.250259 0.250259 0.209579 0.197244 0.200112 0.204917 0.208588 0.183939 0.192204 0.167616 0.168644 0.146382 0.163707 0.181087 0.143755 0.106464 0.109842 0.144056 0.139901 0.116100 0.141375 0.119548 0.123598 0.104686 0.097984 0.101819 0.158839 0.250988 0.293378 0.291628 0.281485 0.259983 0.259983 0.215660 0.202526 0.205692 0.210735 0.214621 0.188111 0.197419 0.171670 0.172894 0.149663 0.168047 0.185455 0.147125 0.108987 0.111842 0.147475 0.143115 0.118346 0.144657 0.121918 0.125999 0.106524 0.099604 0.103583 0.161988 0.303764 0.301908 0.291342 0.267149 0.267149 0.221924 0.207960 0.211432 0.216723 0.220834 0.192399 0.202779 0.175826 0.177251 0.153018 0.172503 0.189948 0.150575 0.110353 0.113878 0.150976 0.146403 0.120635 0.148015 0.124335 0.128450 0.108395 0.101251 0.105378 0.165222 37.40 64.95 85.84 106.14 96.77 96.77 80.69 74.89 75.97 77.32 78.77 68.50 72.05 62.56 63.03 54.49 61.31 67.72 54.22 40.40 40.63 54.47 52.52 43.30 53.10 44.33 46.03 38.80 36.16 37.97 58.90 0.301553 0.277545 0.277545 0.228376 0.213550 0.217338 0.222888 0.227234 0.196808 0.208291 0.180087 0.181718 0.156448 0.177076 0.194569 0.154105 0.112968 0.115952 0.154560 0.149766 0.122969 0.151452 0.126800 0.130951 0.110298 0.102925 0.107205 0.168543 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.120395 0.119663 0.115411 0.116988 0.117580 0.121638 0.105893 0.121008 0.102906 0.122500 0.125306 0.121769 0.121824 0.117203 0.119231 0.118873 0.124013 0.107096 0.123016 0.104653 0.124419 0.127813 0.134642 0.139486 0.147072 0.140242 0.138796 0.150829 0.160304 0.150028 0.151287 0.160935 0.150554 0.157660 0.160127 0.120111 0.120542 0.125783 0.126684 0.131459 0.132244 0.143587 0.117619 0.107084 0.102638 0.115416 0.125958 0.109006 0.123172 0.124024 0.119032 0.121520 0.120193 0.126439 0.108323 0.125059 0.106431 0.126373 0.130375 0.134661 0.142620 0.150579 0.143418 0.141927 0.154489 0.164352 0.153621 0.154902 0.167861 0.154101 0.161519 0.165104 0.121542 0.123102 0.127781 0.129499 0.134499 0.134974 0.147094 0.119721 0.109069 0.104467 0.117623 0.128592 0.109054 0.122915 0.116561 0.129020 0.126178 0.121642 0.124604 0.126263 0.120899 0.123856 0.121541 0.128915 0.109572 0.127138 0.108242 0.128364 0.132996 0.137925 0.145824 0.154169 0.146666 0.145129 0.158237 0.168502 0.157300 0.158604 0.169422 0.157730 0.165474 0.168380 0.123003 0.125716 0.129824 0.132376 0.137609 0.137765 0.150687 0.121864 0.111091 0.106328 0.119875 0.131284 0.111193 0.125559 0.119007 0.130517 0.128370 0.123957 0.126067 0.128543 0.122803 0.126241 0.122918 0.131442 0.110844 0.129254 0.110086 0.130393 0.135675 0.141268 0.149100 0.157845 0.149988 0.148403 0.162076 0.172757 0.161067 0.162394 0.176712 0.161446 0.169525 0.173614 0.124494 0.128386 0.131912 0.135317 0.140790 0.140618 0.154367 0.124051 0.113151 0.108222 0.122172 0.134036 0.113375 0.128337 0.121504 0.135014 0.132039 0.126322 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 43.59 43.47 42.42 43.20 42.72 44.94 38.34 44.11 37.68 44.74 45.57 16.29 50.60 52.44 49.93 49.98 54.31 57.01 53.81 53.83 59.51 53.58 56.09 58.88 43.25 43.25 45.29 45.62 47.70 47.13 51.08 41.98 38.56 36.90 41.43 44.89 19.74 18.93 18.53 15.61 15.77 21.85 44.60 45.06 43.76 44.88 43.68 46.72 39.22 45.59 38.97 46.16 47.41 49.86 52.90 54.97 52.22 52.26 56.98 59.92 56.42 56.44 62.65 56.14 58.87 61.92 44.29 45.11 46.74 47.67 49.93 49.10 53.61 43.49 40.00 38.23 43.03 46.78 40.41 45.59 43.19 47.44 47.18 44.21 Name of Issuer ______________ Morgan Stanley CUSIP No. _________ 617446JQ3 617446MD8 617446MF3 617446MG1 617446MH9 617446MJ5 617446MK2 617446ML0 617446MM8 617446MQ9 617446SX8 617446YM5 61744Y132 61744Y140 61744Y173 61744Y181 61744Y199 61744Y231 61744Y249 61744Y264 61744Y280 61744Y322 61744Y348 61744Y363 61746S190 61746S273 61746S422 61746S539 61746S646 61746S703 61746S778 61746S877 61746SAA7 61746SAC3 61746SAW9 61746SBD0 61746SBF5 61746SBG3 61746SBH1 61746SBJ7 61746Y155 61746Y288 Issue Date ________ 12/26/03 12/22/03 01/28/04 01/21/04 02/25/04 02/17/04 03/29/04 03/22/04 03/24/04 04/08/04 12/06/04 08/30/05 07/29/02 03/27/03 01/28/03 12/17/02 11/26/02 10/28/02 10/16/02 09/26/02 08/27/02 06/26/02 06/11/02 05/10/02 01/27/04 10/26/04 09/28/04 08/27/04 07/28/04 02/25/04 04/28/04 03/29/04 03/10/04 04/05/04 10/12/04 11/30/04 06/30/05 07/27/05 07/22/05 08/30/05 08/29/05 06/28/05 Maturity Date _________ 12/30/10 12/30/08 01/30/11 07/30/11 04/30/11 07/30/11 06/30/11 05/15/10 04/01/09 04/15/09 12/30/11 09/01/14 07/30/09 06/15/10 12/30/09 03/30/09 03/30/09 12/30/08 10/30/09 06/30/09 02/28/09 12/30/08 12/30/08 08/30/08 03/30/11 10/30/11 09/30/12 03/30/11 01/30/11 12/30/11 12/30/11 12/30/11 03/31/09 04/15/09 10/30/09 12/30/11 01/04/07 07/22/08 01/22/07 08/31/08 08/30/10 06/30/11 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 100.000 115.000 100.000 100.000 100.000 102.625 100.000 121.125 100.000 115.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 2.000 0.000 1.000 0.300 2.000 0.300 1.500 0.250 0.250 0.750 0.500 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 1.875 0.000 1.300 0.000 0.000 0.400 0.000 0.500 0.000 0.000 0.250 0.250 0.000 0.000 0.000 0.000 0.000 0.500 Total OID to 1/1/05 ________ Morgan Stanley Dean Witter & Co. Morgan Stanley 0.136421 0.143646 0.137136 0.135734 0.147257 0.156356 0.146520 0.147756 0.159453 0.147090 0.153892 0.157011 0.118709 0.118035 0.123828 0.123931 0.128488 0.129575 0.140164 0.115560 0.105135 0.100842 0.113253 0.123381 Morgan Stanley 0.119351 0.125471 0.119376 59 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.118099 0.126716 0.129406 0.122673 0.107684 0.123012 0.131206 0.112185 0.135333 0.147109 0.173743 0.129498 0.148641 0.140203 0.140203 23.50 23.50 23.50 0.048705 0.048705 0.048705 0.421013 0.112639 0.104502 0.096860 0.089777 0.066259 0.061413 0.056922 0.052760 0.048902 0.045325 0.042011 0.038939 0.036091 0.033452 0.031005 0.361108 0.046090 0.046090 0.118573 0.126754 0.129437 0.122778 0.109470 0.125735 0.134305 0.114328 0.136907 0.148930 0.177282 0.132336 0.152376 0.143629 0.143629 0.051284 0.051284 0.051284 0.421524 0.116987 0.108546 0.100609 0.093251 0.068823 0.063790 0.059125 0.054802 0.050794 0.047080 0.043637 0.040446 0.037488 0.034747 0.032205 0.361107 0.046666 0.046666 0.103638 0.103638 0.026166 0.026166 0.121094 0.129011 0.132258 0.125490 0.111592 0.128518 0.137477 0.116511 0.141629 0.150799 0.180926 0.135237 0.156204 0.147139 0.147139 0.054001 0.054001 0.054001 0.123668 0.131320 0.135145 0.128261 0.113755 0.131363 0.140723 0.118736 0.143276 0.152717 0.184679 0.138201 0.160128 0.150735 0.150735 0.056861 0.056861 0.056861 0.126297 0.133682 0.138099 0.131093 0.115960 0.134271 0.144047 0.121003 0.148217 0.154686 0.188545 0.141230 0.164151 0.154418 0.154418 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 25.48 31.07 35.59 38.02 36.40 44.78 47.80 40.84 49.76 53.62 63.19 47.14 54.19 51.10 51.10 18.00 18.00 18.00 140.71 41.60 38.60 35.77 33.16 24.47 22.68 21.02 19.49 18.06 16.74 15.52 14.38 13.33 12.35 11.45 130.00 16.87 16.87 29.89 29.89 9.43 9.43 44.06 47.14 48.66 46.35 40.57 46.78 50.08 42.42 52.08 54.99 65.82 49.22 56.95 53.62 53.62 19.96 19.96 19.96 Name of Issuer ______________ Morgan Stanley Morgan Stanley Morton's Restaurant Group, Inc. Mrs. Fields Holding Company, Inc. Multnomah County, OR Muzak Holdings Finance Nabors Industries, Inc. Nash Finch Company Neenah Foundry Company 60 CUSIP No. _________ 61746Y361 61746Y478 61746Y593 61746Y650 61746Y759 61746Y858 61746YAB2 61748A114 61748A122 61748A742 61748A775 61748A874 61748AAA4 61748AAC0 61748AAD8 619429AA1 619429AB9 619429AC7 62472FAC9 625506HH6 625506HJ2 625506HK9 625506HL7 625506HN3 625506HP8 625506HQ6 625506HR4 625506HS2 625506HT0 625506HU7 625506HV5 625506HW3 625506HX1 625506HY9 62844VAC5 629568AE6 629568AF3 631158AC6 631158AD4 640071AK2 640071AN6 Issue Date ________ 05/26/05 04/27/05 03/29/05 02/24/05 01/26/05 12/28/04 12/30/04 06/24/03 08/22/03 06/01/04 11/25/03 07/29/03 09/24/03 04/30/04 04/30/04 07/07/03 07/07/03 07/07/03 08/24/98 12/08/99 12/08/99 12/08/99 12/08/99 12/08/99 12/08/99 12/08/99 12/08/99 12/08/99 12/08/99 12/08/99 12/08/99 12/08/99 12/08/99 12/08/99 03/18/99 02/05/01 02/05/01 03/15/05 03/15/05 09/30/03 09/30/03 Maturity Date _________ 12/30/08 10/30/10 09/30/08 09/01/10 06/30/08 12/30/11 12/30/12 06/15/10 08/30/09 03/30/12 12/30/10 12/30/09 12/30/10 12/30/11 12/30/11 07/01/10 07/01/10 07/01/10 12/01/05 06/01/13 06/01/14 06/01/15 06/01/16 06/01/20 06/01/21 06/01/22 06/01/23 06/01/24 06/01/25 06/01/26 06/01/27 06/01/28 06/01/29 06/01/30 03/15/10 02/05/21 02/05/21 03/15/35 03/15/35 09/30/10 09/30/10 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 85.000 85.000 85.000 50.853 36.019 33.298 30.863 28.606 21.112 19.568 18.137 16.811 15.582 14.442 13.386 12.407 11.500 10.659 9.879 53.328 60.841 60.841 46.611 46.611 91.536 91.536 0.000 1.000 0.300 0.000 0.000 0.000 0.000 0.000 0.000 2.800 2.000 0.000 0.000 0.000 0.000 7.500 7.500 7.500 VARIES 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 VARIES 0.000 0.000 VARIES VARIES 11.000 11.000 Total OID to 1/1/05 ________ 168.46 156.21 144.79 134.20 99.05 91.80 85.09 78.87 73.10 67.75 62.80 58.21 53.95 50.01 46.35 62.00 62.00 10.30 10.30 0.024584 0.024584 0.121503 0.112747 0.104502 0.096860 0.071487 0.066259 0.061413 0.056922 0.052760 0.048901 0.045326 0.042011 0.038939 0.036091 0.033451 0.361107 0.047249 0.047249 0.105972 0.105972 0.027850 0.027850 0.126193 0.117110 0.108546 0.100609 0.074253 0.068823 0.063790 0.059125 0.054802 0.050794 0.047080 0.043637 0.040446 0.037488 0.034746 0.361107 0.047840 0.047840 0.108399 0.108399 0.029642 0.029642 0.131064 0.121642 0.112747 0.104502 0.077127 0.071487 0.066259 0.061414 0.056923 0.052760 0.048902 0.045325 0.042011 0.038939 0.036091 0.361107 0.048438 0.048438 0.110923 0.110923 0.031550 0.031550 44.87 41.64 38.60 35.77 26.40 24.47 22.68 21.02 19.49 18.06 16.74 15.52 14.38 13.33 12.35 130.00 17.29 17.29 39.11 39.11 10.69 10.69 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.070009 0.186275 0.176249 0.165729 0.155874 0.146294 0.136974 0.128075 0.119448 0.111387 0.103636 0.096313 0.089464 0.083086 0.077123 0.071574 0.066417 0.061626 0.057175 0.053041 0.049200 0.045633 0.042321 0.080751 0.210842 0.198641 0.185401 0.172536 0.160511 0.148790 0.333005 0.333005 0.333005 0.333098 0.015761 0.015761 0.214526 0.214526 0.214526 0.071672 0.073374 0.075117 0.076901 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 25.97 8.20 66.28 62.35 58.67 55.09 51.60 48.27 45.03 42.01 39.09 36.33 33.75 31.35 29.10 27.01 25.07 23.26 21.58 20.02 18.57 17.22 15.97 29.31 28.25 73.70 68.81 64.06 59.62 55.28 121.21 121.21 121.21 121.25 1.42* 1.42* 81.68 81.68 81.68 27.22 Name of Issuer ______________ Network Associates, Inc. New Jersey Economic Development Authority CUSIP No. _________ 640938AA4 645913AH7 645913AJ3 645913AK0 645913AL8 645913AM6 645913AN4 645913AP9 645913AQ7 645913AR5 645913AS3 645913AT1 645913AU8 645913AV6 645913AW4 645913AX2 645913AY0 645913AZ7 645913BA1 645913BB9 645913BC7 645913BD5 645913BE3 647536AC5 649653ME9 649653MG4 649654NK2 649654NL0 649655LL9 649655LN5 65332AAA7 65332AAB5 65332AAC3 65333HAQ6 65334YAA3 65334YAB1 Issue Date ________ 02/13/98 06/30/97 06/30/97 06/30/97 06/30/97 06/30/97 06/30/97 06/30/97 06/30/97 06/30/97 06/30/97 06/30/97 06/30/97 06/30/97 06/30/97 06/30/97 06/30/97 06/30/97 06/30/97 06/30/97 06/30/97 06/30/97 06/30/97 04/11/03 05/27/93 05/27/93 05/27/93 05/27/93 05/27/93 05/27/93 03/12/98 03/12/98 03/12/98 11/17/99 03/16/01 03/16/01 03/27/03 03/27/03 03/27/03 Maturity Date _________ 02/13/18 02/15/05 02/15/06 02/15/07 02/15/08 02/15/09 02/15/10 02/15/11 02/15/12 02/15/13 02/15/14 02/15/15 02/15/16 02/15/17 02/15/18 02/15/19 02/15/20 02/15/21 02/15/22 02/15/23 02/15/24 02/15/25 02/15/26 12/31/07 05/15/05 05/15/06 05/15/07 05/15/08 05/15/09 05/15/10 04/15/08 04/15/08 04/15/08 12/01/09 04/01/08* 04/01/08* 04/01/13 04/01/13 04/01/13 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 39.106 59.440 55.059 51.069 47.236 43.647 40.322 37.204 34.381 31.673 29.262 27.085 25.082 23.177 21.450 19.886 18.435 17.088 15.838 14.678 13.601 12.602 11.676 86.094 39.612 35.938 32.768 29.863 27.086 24.595 54.915 54.915 54.915 55.257 96.012 96.012 57.442 57.442 57.442 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 VARIES VARIES VARIES VARIES 12.000 12.000 VARIES VARIES VARIES Total OID to 1/1/05 ________ 149.20 397.40 374.82 351.71 329.96 308.94 288.66 269.36 250.85 233.48 217.00 201.54 187.11 173.64 161.10 149.48 138.69 128.67 119.36 110.71 102.67 95.21 88.29 48.37 575.63 538.12 499.82 463.12 428.57 395.55 New Millennium Homes The City of New York The City of New York The City of New York Nextel International 0.182452 0.171615 0.161473 0.151604 0.141990 0.132807 0.123888 0.115561 0.107538 0.099949 0.092847 0.086239 0.080056 0.074297 0.068946 0.063974 0.059355 0.055064 0.051078 0.047376 0.043938 0.082042 0.206636 0.192956 0.179644 0.167212 0.155069 0.331180 0.331180 0.331180 0.331277 0.188873 0.177711 0.167273 0.157107 0.147190 0.137714 0.128493 0.119891 0.111586 0.103722 0.096359 0.089511 0.083099 0.077124 0.071571 0.066411 0.061618 0.057164 0.053028 0.049185 0.045618 0.083354 0.214953 0.200819 0.187045 0.174193 0.161613 0.332993 0.332993 0.332993 0.333097 0.184023 0.173281 0.162809 0.152580 0.142802 0.133269 0.124383 0.115787 0.107637 0.100004 0.092908 0.086259 0.080058 0.074296 0.068941 0.063967 0.059345 0.055052 0.051064 0.047361 0.084686 0.190559 0.179505 0.168718 0.158168 0.148078 0.138223 0.129044 0.120146 0.111700 0.103786 0.096433 0.089539 0.083104 0.077124 0.071568 0.066405 0.061609 0.057153 0.053015 0.049172 0.086040 8.31 66.86 62.96 59.16 55.45 51.90 48.44 45.21 42.09 39.13 36.36 33.78 31.36 29.11 27.01 25.06 23.26 21.58 20.02 18.57 17.22 30.25 28.80 74.54 69.45 64.70 60.05 121.21 121.21 121.21 121.25 Nextlink Communications Nexstar Finance, Inc. Nexstar Finance Holdings, Inc. 0.209002 0.194751 0.181465 0.168433 0.331167 0.331167 0.331167 0.331277 0.217518 0.202775 0.189041 0.175541 0.332979 0.332979 0.332979 0.333096 17.16 17.16 65335BAD6 65335BAE4 65335BAF1 ----------------------------* Called in 2005; reportable OID 0.226727 0.226727 0.226727 0.239622 0.239622 0.239622 0.253250 0.253250 0.253250 0.267653 0.267653 0.267653 91.24 91.24 91.24 is computed to call date. 61 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.034698 0.211806 0.211806 0.017161 0.058126 0.024919 0.011308 0.016852 0.021563 0.014572 0.014572 0.014572 0.014572 0.132438 0.072130 0.086393 0.234873 0.234873 0.234873 0.217925 0.217925 0.136890 0.136890 0.138196 0.138196 0.138196 0.022288 0.129269 0.119696 0.110544 0.139623 0.102052 0.094160 0.086867 0.123520 0.117650 0.108954 0.100405 0.093501 0.086443 0.080121 0.036138 0.211806 0.211806 0.018104 0.062316 0.024695 0.011704 0.017446 0.022329 0.015623 0.015623 0.015623 0.015623 0.129960 0.071807 0.086163 0.242754 0.242754 0.242754 0.228951 0.228951 0.140039 0.140039 0.138860 0.138860 0.138860 0.134523 0.124597 0.115081 0.145270 0.106251 0.098039 0.090454 0.128084 0.122256 0.113219 0.104260 0.097175 0.089793 0.083233 0.037637 0.211806 0.211806 0.019100 0.066807 0.024740 0.012113 0.018061 0.023121 0.016750 0.016750 0.016750 0.016750 0.127353 0.085929 0.250900 0.250900 0.250900 0.232756 0.232756 0.143260 0.143260 0.139540 0.139540 0.139540 0.139991 0.129699 0.119805 0.151145 0.110622 0.102078 0.094190 0.132817 0.127042 0.117651 0.108263 0.100994 0.093272 0.086466 0.039199 0.211806 0.211806 0.020151 0.071622 0.024512 0.012538 0.018698 0.023942 0.017959 0.017959 0.017959 0.017959 0.125005 0.085691 0.259319 0.259319 0.259319 0.244533 0.244533 0.146555 0.146555 0.139497 0.139497 0.145680 0.135009 0.124722 0.157258 0.115174 0.106283 0.098079 0.137725 0.132015 0.122257 0.112420 0.104963 0.096886 0.089825 0.040825 0.211806 0.211806 0.021259 0.076784 0.024549 0.012976 0.019357 0.024792 0.019254 0.019254 0.019254 0.019254 0.122527 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 13.06 76.25 76.25 6.64 22.46 9.04 4.21 6.28 8.04 5.60 5.60 5.60 5.60 46.99 23.74 31.05 88.28 88.28 88.28 83.82 83.82 49.95 49.95 43.77* 50.05 50.05 1.65* 48.77 45.17 41.72 52.66 38.52 35.55 32.80 46.40 44.31 41.03 37.78 35.22 32.54 30.17 14.17 76.25 76.25 7.39 25.82 8.97 4.51 6.73 8.62 6.44 6.44 6.44 6.44 45.19 28.31 94.30 94.30 94.30 89.53 89.53 52.27 52.27 50.11 50.11 52.81 48.95 45.22 57.01 41.76 38.54 35.56 49.90 47.85 44.31 40.74 38.04 35.11 32.55 Name of Issuer ______________ NorAm Energy Corporation Northwest Airlines, Inc. 655419AC3 667280AD3 667280AE1 667280AF8 Northwest Airlines, Inc. 667281AQ2 NOVA Gas Transmission 66978QAD3 Novi, Michigan 670012ZJ5 670012ZK2 670012ZL0 O'Sullivan Industries 67104RAA2 67104RAB0 67104RAC8 67104RAD6 Ocean Star 2004 PLC 675067AF9 Lee and DeKalb Counties 676865AB4 676865AC2 Omnicom Group, Inc. 681919AH9 681919AJ5 681919AK2 681919AL0 681919AM8 681919AN6 681919AP1 Oneok, Inc. 682680202 682680400 682680AP8 Onyx Acceptance Corp. 682914AA4 Orange County, CA 68428LAV6 68428LAW4 68428LAX2 68428LAY0 68428LAZ7 68428LBA1 68428LBB9 68428LBT0 68428LBU7 68428LBV5 68428LBW3 68428LBX1 68428LBY9 68428LBZ6 ----------------------------* Called in 2005; reportable OID 62 CUSIP No. _________ Issue Date ________ 06/17/96 11/04/03 11/04/03 01/29/04 12/12/03 10/17/95 10/11/95 10/11/95 10/11/95 11/30/99 11/30/99 11/30/99 11/30/99 10/07/04 06/05/03 06/05/03 02/07/01 02/07/01 02/07/01 03/06/02 03/06/02 06/10/03 06/10/03 01/28/03 01/28/03 01/28/03 04/17/00 06/12/96 06/12/96 06/12/96 06/12/96 06/12/96 06/12/96 06/12/96 03/03/97 04/01/97 04/01/97 01/17/97 04/01/97 01/17/97 01/17/97 Maturity Date _________ 03/15/12 11/15/23 11/15/23 02/01/09 04/01/09 10/17/25 10/01/07 10/01/08 10/01/09 10/15/09 10/15/09 10/15/09 10/15/09 11/13/10 12/01/05 12/01/06 02/07/31 02/07/31 02/07/31 07/31/32 07/31/32 06/15/33 06/15/33 02/16/08* 02/16/08 02/16/08 06/15/06* 09/01/11 09/01/12 09/01/13 09/01/10 09/01/14 09/01/15 09/01/16 09/01/11 09/01/12 09/01/13 09/01/14 09/01/15 09/01/16 09/01/17 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 80.000 100.000 100.000 96.227 85.817 100.000 95.988 93.268 90.349 94.546 94.546 94.546 94.546 100.000 102.155 101.805 100.000 100.000 100.000 102.250 102.250 100.000 100.000 100.000 100.000 100.000 96.000 29.734 27.201 25.020 32.377 23.005 21.183 19.464 34.929 30.602 28.339 26.499 24.175 22.492 20.762 6.000 7.625 7.625 10.000 10.500 VARIES 6.500 6.250 6.000 13.375 13.375 13.375 13.375 VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES 12.500 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total OID to 1/1/05 ________ 77.22 5.53 20.65 27.81 41.35 52.81 19.04 19.04 19.04 19.04 0.268020 0.268020 0.268020 0.248596 0.248596 0.149926 0.149926 0.138711 0.138711 0.151601 0.140537 0.129841 0.163618 0.119913 0.110662 0.102130 0.142814 0.137183 0.127043 0.116737 0.109088 0.100640 0.093315 27.49 290.66 268.56 247.85 314.39 228.65 210.89 194.42 267.24 249.06 230.65 217.75 197.74 187.03 173.23 is computed to call date. SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.074236 0.068792 0.063727 0.059065 0.190345 0.173384 0.162629 0.152651 0.143050 0.133523 0.055960 0.073684 0.085493 0.090900 0.096260 0.097413 0.097282 0.095439 0.092876 0.089843 0.086712 0.083023 0.078965 0.074928 0.070850 0.066808 0.062887 0.059128 0.055581 0.074255 0.082213 0.089132 0.095670 0.097875 0.098672 0.098233 0.095889 0.093156 0.090076 0.086490 0.082798 0.078916 0.077123 0.071464 0.066205 0.061360 0.197355 0.179616 0.168524 0.158245 0.148349 0.138503 0.074703 0.086922 0.092593 0.098268 0.099591 0.099593 0.097807 0.095269 0.092238 0.089115 0.085394 0.081268 0.077161 0.073001 0.068863 0.064843 0.060979 0.057324 0.080123 0.074240 0.068781 0.063743 0.186072 0.174632 0.164044 0.153845 0.143669 0.075735 0.088375 0.094316 0.100319 0.101818 0.101960 0.100234 0.097723 0.094697 0.091585 0.087832 0.083638 0.079461 0.075217 0.070981 0.066860 0.062888 0.059122 0.083240 0.077124 0.071456 0.066219 0.192761 0.180961 0.170055 0.159544 0.149027 0.086478 0.080121 0.074236 0.068792 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 27.95 25.90 23.99 22.24 46.94 65.06 61.05 57.33 53.75 50.18 10.02 26.71 31.04 33.03 35.02 35.47 35.44 34.79 33.87 32.78 31.65 30.32 28.85 27.38 25.90 24.42 23.00 21.62 20.33 13.29 29.83 32.37 34.78 35.61 35.93 35.79 34.96 33.98 32.87 31.57 30.23 28.83 30.17 27.95 25.90 24.00 45.86 65.55 61.61 57.80 54.00 13.56 32.08 34.27 36.50 37.07 37.15 36.54 35.64 34.55 33.43 32.08 30.55 29.04 27.49 25.95 24.45 23.00 21.62 Name of Issuer ______________ Orange County, CA CUSIP No. _________ 68428LCA0 68428LCB8 68428LCC6 68428LCD4 68428LCE2 68428LCF9 68428LCG7 68428LCH5 68428LCJ1 68428LCK8 68583RAB8 68583RAC6 68583RAD4 68583RAE2 68583RAF9 68583RAG7 68583RAH5 68583RAJ1 68583RAK8 68583RAL6 68583RAM4 68583RAN2 68583RAP7 68583RAQ5 68583RAR3 68583RAS1 68583RAT9 68583RAU6 68583RAV4 686053AC3 686053AD1 686053AE9 686053AF6 686053AG4 686053AH2 686053AJ8 686053AK5 686053AL3 686053AM1 686053AN9 686053AP4 686053AQ2 Issue Date ________ 01/17/97 01/17/97 01/17/97 01/17/97 03/31/97 01/17/97 01/17/97 01/17/97 01/17/97 01/17/97 04/23/03 04/23/03 04/23/03 04/23/03 04/23/03 04/23/03 04/23/03 04/23/03 04/23/03 04/23/03 04/23/03 04/23/03 04/23/03 04/23/03 04/23/03 04/23/03 04/23/03 04/23/03 04/23/03 10/31/02 10/31/02 10/31/02 10/31/02 10/31/02 10/31/02 10/31/02 10/31/02 10/31/02 10/31/02 10/31/02 10/31/02 10/31/02 Maturity Date _________ 09/01/18 09/01/19 09/01/20 09/01/21 09/01/05 09/01/06 09/01/07 09/01/08 09/01/09 09/01/10 06/30/05 06/30/06 06/30/07 06/30/08 06/30/09 06/30/10 06/30/11 06/30/12 06/30/13 06/30/14 06/30/15 06/30/16 06/30/17 06/30/18 06/30/19 06/30/20 06/30/21 06/30/22 06/30/23 06/30/05 06/30/06 06/30/07 06/30/08 06/30/09 06/30/10 06/30/11 06/30/12 06/30/13 06/30/14 06/30/15 06/30/16 06/30/17 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 19.198 17.826 16.480 15.306 54.381 50.677 46.931 43.315 39.915 36.871 95.669 91.623 87.036 82.583 77.449 72.765 68.075 63.740 59.557 55.504 51.363 47.583 44.239 40.975 37.976 35.297 32.815 30.636 28.748 93.073 89.333 85.050 80.119 75.501 70.827 66.180 62.040 57.955 53.950 50.233 46.574 43.110 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total OID to 1/1/05 ________ 160.45 148.74 137.74 127.71 409.25 382.31 357.86 334.99 313.07 291.73 33.29 43.50 50.17 53.13 56.00 56.49 56.25 55.06 53.48 51.64 49.73 47.53 45.15 42.78 40.41 38.07 35.81 33.66 31.64 55.98 61.67 66.51 70.98 72.33 72.65 72.08 70.20 68.04 65.64 62.91 60.10 57.18 0.187520 0.176287 0.165455 0.154585 Oregon Community College 0.089853 0.096072 0.102412 0.104095 0.104383 0.102721 0.100240 0.097222 0.094122 0.090341 0.086076 0.081830 0.077501 0.073164 0.068940 0.064857 0.060976 0.091355 0.097861 0.104549 0.106423 0.106863 0.105269 0.102823 0.099813 0.096730 0.092921 0.088586 0.084269 0.079854 0.075414 0.071085 0.066887 0.062888 Oregon School Boards Association 0.083487 0.090692 0.097559 0.099960 0.100917 0.100600 0.098286 0.095568 0.092489 0.088872 0.085146 0.081212 0.084780 0.092279 0.099485 0.102088 0.103212 0.103024 0.100743 0.098043 0.094968 0.091321 0.087559 0.083576 0.093894 0.101450 0.104263 0.105560 0.105507 0.103261 0.100582 0.097513 0.093836 0.090041 0.086007 0.095536 0.103453 0.106483 0.107961 0.108049 0.105842 0.103187 0.100126 0.096421 0.092594 0.088510 15.18 33.51 36.17 37.15 37.58 37.54 36.73 35.76 34.65 33.33 31.97 30.53 63 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ Name of Issuer ______________ Oregon School Boards Association Orion Network Sys, Inc. PF.NET Communications PMA Capital Corporation PPL Capital Funding Park n' View, Inc. Paterson, City of 64 CUSIP No. _________ Issue Date ________ Maturity Date _________ Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ Total OID to 1/1/05 ________ 686053AR0 686053AS8 686053AT6 686053BU2 686053BV0 686053BW8 686053BX6 686053BY4 686053BZ1 686053CA5 686053CB3 686053CC1 686053CD9 686053CE7 686053CF4 686053CG2 686053CH0 686053CJ6 686053CK3 686053CL1 686053CM9 686053CN7 68628KAD6 69333SAA9 69333SAB7 69333SAC5 693419AA1 69352FAA3 700592AB4 7031302A1 7031302B9 7031302C7 703130Y81 703130Y99 703130Z23 703130Z31 703130Z49 703130Z56 703130Z64 703130Z72 703130Z80 703130Z98 10/31/02 10/31/02 10/31/02 04/21/03 04/21/03 04/21/03 04/21/03 04/21/03 04/21/03 04/21/03 04/21/03 04/21/03 04/21/03 04/21/03 04/21/03 04/21/03 04/21/03 04/21/03 04/21/03 04/21/03 04/21/03 04/21/03 01/31/97 05/10/00 05/10/00 05/10/00 10/21/02 05/09/01 05/27/98 04/11/03 04/11/03 04/11/03 04/11/03 04/11/03 04/11/03 04/11/03 04/11/03 04/11/03 04/11/03 04/11/03 04/11/03 04/11/03 06/30/18 06/30/19 06/30/20 06/30/05 06/30/06 06/30/07 06/30/08 06/30/09 06/30/10 06/30/11 06/30/12 06/30/13 06/30/14 06/30/15 06/30/16 06/30/17 06/30/18 06/30/19 06/30/20 06/30/21 06/30/22 06/30/23 01/15/07 05/15/10 05/15/10 05/15/10 09/30/22 05/18/06 05/15/08 04/01/15 04/01/16 04/01/17 04/01/05 04/01/06 04/01/07 04/01/08 04/01/09 04/01/10 04/01/11 04/01/12 04/01/13 04/01/14 40.030 37.212 34.591 95.669 91.623 87.036 82.583 77.449 72.765 68.075 63.740 59.557 55.504 51.363 47.583 44.239 40.975 37.976 35.297 32.815 30.636 28.748 53.923 76.400 76.400 76.400 100.000 100.543 93.800 51.501 47.811 44.317 95.571 91.771 87.261 82.728 77.835 72.826 68.193 63.812 59.701 55.492 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 VARIES 13.750 13.750 13.750 VARIES VARIES 13.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 54.15 51.14 48.20 33.32 43.57 50.27 53.25 56.13 56.64 56.40 55.22 53.63 51.79 49.88 47.67 45.29 42.92 40.54 38.19 35.93 33.76 31.74 60.33 60.33 60.33 31.22 51.65 49.27 46.82 38.58 46.85 53.15 56.20 58.38 59.39 58.86 57.53 55.69 53.81 0.074838 0.070760 0.066763 0.055819 0.073560 0.085387 0.090814 0.096189 0.097355 0.097235 0.095402 0.092847 0.089820 0.086695 0.083010 0.078956 0.074921 0.070847 0.066806 0.062887 0.059129 0.055583 0.351228 0.054692 0.054692 0.054692 0.221517 0.207955 0.020300 0.087235 0.083325 0.079268 0.063434 0.077405 0.088209 0.093578 0.097511 0.099499 0.098805 0.096743 0.093773 0.090751 0.077057 0.072889 0.068799 0.074575 0.086813 0.092503 0.098194 0.099530 0.099544 0.097767 0.095237 0.092213 0.089096 0.085379 0.081258 0.077154 0.072997 0.068860 0.064843 0.060979 0.057326 0.351482 0.059922 0.059922 0.059922 0.224240 0.204045 0.021740 0.089686 0.085729 0.081610 0.078531 0.089735 0.095380 0.099578 0.101787 0.101205 0.099195 0.096230 0.093219 0.079342 0.075083 0.070897 0.075604 0.088263 0.094224 0.100241 0.101754 0.101908 0.100192 0.097689 0.094670 0.091564 0.087817 0.083626 0.079453 0.075212 0.070977 0.066859 0.062888 0.059123 0.351753 0.065653 0.065653 0.065653 0.229577 0.206879 0.023281 0.092206 0.088202 0.084022 0.079674 0.091288 0.097216 0.101689 0.104128 0.103665 0.101710 0.098751 0.095755 0.081694 0.077343 0.073060 0.084116 0.079671 0.075288 0.089736 0.095976 0.102331 0.104028 0.104327 0.102676 0.100204 0.097193 0.094100 0.090324 0.086064 0.081820 0.077494 0.073160 0.068938 0.064856 0.060976 0.352040 0.071931 0.071931 0.071931 0.232559 0.024932 0.094797 0.090746 0.086504 0.091235 0.097761 0.104464 0.106353 0.106805 0.105222 0.102784 0.099783 0.096706 0.092902 0.088572 0.084258 0.079846 0.075409 0.071082 0.066886 0.062888 0.352346 0.078811 0.078811 0.078811 0.238258 0.026700 0.097461 0.093364 0.089061 0.092867 0.099087 0.103845 0.106523 0.106184 0.104288 0.101338 0.098359 0.094473 0.100994 0.106047 0.108973 0.108764 0.106932 0.103993 0.101035 27.35 25.86 24.41 9.99 26.67 31.00 33.00 34.99 35.44 35.42 34.78 33.86 32.77 31.65 30.31 28.84 27.38 25.90 24.42 23.00 21.62 20.33 126.57 21.13 21.13 21.13 82.10 75.14 7.70 32.29 30.87 29.39 5.71 28.27 32.31 34.34 35.85 36.65 36.44 35.72 34.65 33.56 28.99 27.44 25.92 13.53 32.04 34.24 36.47 37.05 37.13 36.52 35.63 34.54 33.42 32.07 30.55 29.03 27.49 25.95 24.45 23.00 21.62 126.78 25.37 25.37 25.37 85.15 28.34 8.84 34.13 32.68 31.15 7.17 33.43 35.67 37.39 38.35 38.23 37.55 36.49 35.42 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.005254 0.005254 0.005536 0.005536 0.102485 0.099082 0.095468 0.094416 0.112000 0.146340 0.150158 0.471571 0.150861 0.150861 0.053227 0.113968 0.107561 0.101388 0.095449 0.089707 0.084135 0.078858 0.073909 0.069240 0.064855 0.060740 0.056875 0.049859 0.046663 0.209672 0.209665 0.209672 0.007472 0.007472 0.198689 0.193303 0.186773 0.180453 0.172640 0.215286 0.005834 0.005834 0.104328 0.100898 0.097245 0.104161 0.137051 0.140816 0.476704 0.155961 0.155961 0.055007 0.117591 0.111014 0.104672 0.098570 0.092662 0.086915 0.081468 0.076363 0.071542 0.067012 0.062763 0.058772 0.051524 0.048224 0.210647 0.210641 0.210647 0.007915 0.007915 0.006148 0.006148 0.106805 0.103339 0.099637 0.102768 0.136029 0.139867 0.482315 0.161272 0.161272 0.056847 0.121330 0.114577 0.108063 0.101793 0.095715 0.089788 0.084165 0.078898 0.073920 0.069240 0.064853 0.060731 0.053245 0.049837 0.006478 0.006478 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 1.95 1.95 13.94 13.48 12.98 30.94 39.78 51.90 53.25 170.39 54.04 54.04 19.12 40.94 38.64 36.42 34.28 32.22 30.22 28.32 26.55 24.87 23.29 21.82 20.43 17.91 16.76 75.57 75.57 75.57 2.69 2.69 11.92 47.29 70.01 67.64 65.36 62.55 62.11 2.17 2.17 38.00 36.76 35.44 34.12 49.09 50.47 174.39 57.76 57.76 20.42 43.58 41.16 38.82 36.56 34.38 32.25 30.23 28.34 26.55 24.87 23.29 21.81 19.12 17.90 9.48 75.66 75.66 3.02 3.02 Name of Issuer ______________ Penton Media, Inc. City of Peoria, IL School District #150 CUSIP No. _________ 709668AA5 709668AB3 713040FA6 713040FB4 713040FC2 713165ED6 713165EE4 713165EG9 713165EH7 71646DAE2 71646DAJ1 71646DAK8 71781LAP4 71781LAQ2 71781LAR0 71781LAS8 71781LAT6 71781LAU3 71781LAV1 71781LAW9 71781LAX7 71781LAY5 71781LAZ2 71781LBA6 71781LBB4 71781LBC2 71781LBD0 71902E406 71902E505 71902EAA7 722299AD6 722299AH7 7252085V0 7252085W8 7252085X6 7252085Y4 7252085Z1 7252086B3 728117AA0 Issue Date ________ 06/28/01 06/28/01 08/15/05 08/15/05 08/15/05 06/30/04 06/01/04 06/01/04 06/01/04 07/23/99 02/09/04 02/09/04 02/03/99 02/03/99 02/03/99 02/03/99 02/03/99 02/03/99 02/03/99 02/03/99 02/03/99 02/03/99 02/03/99 02/03/99 02/03/99 02/03/99 02/03/99 12/20/02 12/20/02 12/20/02 10/01/97 10/01/97 03/14/97 03/14/97 03/14/97 03/14/97 03/14/97 03/14/97 03/15/05 Maturity Date _________ 06/15/11 06/15/11 01/01/11 01/01/12 01/01/13 12/01/05 12/01/06 12/01/08 12/01/09 08/01/08 04/30/14 04/30/14 04/15/24 04/15/12 04/15/13 04/15/14 04/15/15 04/15/16 04/15/17 04/15/18 04/15/19 04/15/20 04/15/21 04/15/22 04/15/23 04/15/25 04/15/26 02/16/08 02/16/08 02/16/08 10/01/27 10/01/27 03/01/05 09/01/05 03/01/06 09/01/06 03/01/07 03/01/24 03/15/25 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 97.749 97.749 77.688 73.711 69.865 104.992 106.585 107.011 108.053 36.636 93.312 100.000 19.046 43.760 40.766 37.933 35.256 32.784 30.618 28.637 26.727 24.985 23.403 21.872 20.437 17.878 16.697 100.000 100.000 100.000 92.750 92.750 61.808 59.733 57.478 55.533 53.656 47.086 100.000 10.375 10.375 0.000 0.000 0.000 0.000 VARIES VARIES VARIES VARIES 5.000 5.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 VARIES VARIES VARIES 10.875 10.875 0.000 0.000 0.000 0.000 0.000 VARIES VARIES Total OID to 1/1/05 ________ 5.44 5.44 Peoria County, IL 0.092954 0.109993 0.142981 0.146658 0.466878 0.145961 0.145961 0.051504 0.110456 0.104216 0.098206 0.092427 0.086846 0.081444 0.076332 0.071534 0.067012 0.062769 0.058783 0.055039 0.048248 0.045153 0.208731 0.208725 0.208731 0.007054 0.007054 0.198693 0.192017 0.186766 0.180457 0.174351 0.166481 0.134982 0.138896 0.488452 0.166802 0.166802 0.058748 0.125188 0.118254 0.111564 0.105121 0.098869 0.092755 0.086950 0.081517 0.076378 0.071542 0.067012 0.062757 0.055023 0.051504 Petro Stopping Centers Holdings, LP Philadelphia Authority 90.63 196.11 184.73 173.79 163.30 153.23 143.62 134.57 126.04 118.04 110.57 103.52 96.90 84.92 79.45 The Phoenix Companies, Inc. 0.210586 0.210593 0.008384 0.008384 0.209464 0.209470 0.008880 0.008880 Pindo Deli Finance Mauritius Limited Pittsburgh, PA Playboy Enterprises,Inc. 0.200068 0.193310 0.186769 0.179028 0.220399 0.200076 0.193306 0.185652 0.225711 0.200071 0.192521 0.231228 12.00 47.61 70.01 67.26 81.45 65 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.215286 0.262609 0.262609 0.262609 0.026070 0.026070 0.121451 0.113214 0.105534 0.098376 0.091855 0.085583 0.079739 0.074307 0.069199 0.064443 0.060013 0.255330 0.255330 0.046666 0.260080 0.058959 0.351078 0.281911 0.018287 0.172968 0.128557 0.050760 0.046804 0.037688 0.227946 0.189175 0.189175 0.208885 0.005246 0.017900 0.326377 0.257123 0.257123 0.422909 0.180556 0.220399 0.277208 0.277208 0.277208 0.027440 0.027440 0.125792 0.117261 0.109306 0.101893 0.095162 0.088664 0.082610 0.077000 0.071707 0.066779 0.062189 0.262139 0.262139 0.047249 0.266719 0.060138 0.364274 0.291673 0.019059 0.172139 0.127693 0.051538 0.047418 0.038064 0.235536 0.193801 0.193801 0.208146 0.005574 0.019064 0.326376 0.265031 0.265031 0.440943 0.180556 0.225711 0.292619 0.292619 0.292619 0.028881 0.028881 0.130288 0.121452 0.113213 0.105535 0.098587 0.091855 0.085583 0.079791 0.074307 0.069199 0.064443 0.269229 0.269229 0.047840 0.273648 0.061341 0.378196 0.301899 0.019863 0.171284 0.126794 0.052327 0.048041 0.038445 0.240773 0.198583 0.198583 0.005922 0.020303 0.326375 0.273284 0.273284 0.459862 0.180556 0.231228 0.308886 0.308886 0.308886 0.030397 0.030397 0.134945 0.125793 0.117260 0.109308 0.102136 0.095162 0.088664 0.082683 0.077000 0.071707 0.066779 0.276612 0.276612 0.048438 0.280880 0.062568 0.392883 0.312610 0.020701 0.125921 0.053129 0.048671 0.038830 0.248884 0.203527 0.203527 0.006292 0.021623 0.281899 0.281899 0.479710 0.180556 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 62.11 92.50 92.50 92.50 9.23 9.23 44.13 41.14 38.34 35.74 33.38 31.10 28.97 27.00 25.15 23.42 21.81 91.36 91.36 16.89 92.50 21.33 125.32 101.83 6.49 62.34 46.38 18.25 16.83 13.57 82.71 67.84 67.84 75.26 1.85 6.38 117.50 92.84 92.84 152.89 65.00 81.45 103.08 103.08 103.08 10.23 10.23 47.34 44.13 41.14 38.35 35.82 33.38 31.10 29.00 27.00 25.15 23.42 96.31 96.31 17.31 97.28 22.20 134.96 109.06 7.05 53.90 45.75 18.82 17.28 13.85 87.36 71.21 71.21 27.89 2.09 7.24 68.54 98.68 98.68 166.25 65.00 Name of Issuer ______________ Playboy Enterprises,Inc. Pliant Corporation Pope & Talbot, Inc. Presidio Independent School District Pride International Inc. Pride International Inc. Proassurance Corporation Providian Financial Corporation Providian Corporation Prudential Financial PURE Mortgages 2004 QBE Funding Trust II QBE Funding Trust QBE Funding Trust III Quest Diagnostics, Inc. Quicksilver Resources RC Trust I R.J.Tower Corporation RSL Communications, PLC Radio Unica Corporation Regal Beloit Corporation Reliant Energy, Inc. Restaurant Company 66 CUSIP No. _________ 728117AB8 729136AG6 729136AH4 729136AJ0 732827AC4 732827AD2 741020DW8 741020DX6 741020DY4 741020DZ1 741020EA5 741020EB3 741020EC1 741020ED9 741020EE7 741020EF4 741020EG2 74153QAC6 74153QAD4 741932AE7 74267CAA4 74406AAB8 74406AAC6 74406AAD4 74406QAM9 744320AA0 74622TAF6 747271AA2 74729CAA6 74729LAA6 74834LAF7 74837RAA2 74837RAB0 749387403 74962JAD1 74972EAH1 750408AC0 758750AA1 758750AB9 75952J207 761253AB9 Issue Date ________ 03/15/05 02/17/04 02/17/04 02/17/04 07/30/02 07/30/02 05/14/98 05/14/98 05/14/98 05/14/98 05/14/98 05/14/98 05/14/98 05/14/98 05/14/98 05/14/98 05/14/98 03/28/03 03/28/03 01/16/01 07/07/03 02/15/01 05/27/03 03/19/04 05/08/95 12/18/01 12/10/04 09/10/02 04/15/02 09/24/04 11/26/01 11/01/04 11/01/04 05/09/01 06/13/03 11/09/98 07/27/98 04/05/04 04/05/04 09/21/99 05/18/98 Maturity Date _________ 03/15/25 06/15/09 06/15/09 06/15/09 06/01/13 06/01/13 02/15/12 02/15/13 02/15/14 02/15/15 02/15/16 02/15/17 02/15/18 02/15/19 02/15/20 02/15/21 02/15/22 05/15/33 05/15/33 01/16/21 06/30/23 02/15/21 05/15/08 03/15/16 06/02/25 11/15/06 11/30/09 04/15/22 04/15/22 09/24/24 11/30/21 11/01/24 11/01/24 05/15/06 06/01/13 11/01/08 08/01/06 03/15/24 03/15/24 09/15/29 05/15/08 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 100.000 73.627 73.627 73.627 86.415 86.415 38.054 35.472 33.066 30.822 28.486 26.541 24.728 22.810 21.242 19.782 18.422 100.000 100.000 60.841 97.250 45.289 100.000 100.000 62.648 100.000 100.000 55.100 59.358 67.165 99.000 98.500 98.500 100.000 97.205 94.489 63.256 100.000 100.000 100.000 57.907 VARIES VARIES VARIES VARIES 8.375 8.375 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 VARIES VARIES 0.000 VARIES 0.000 4.000 VARIES 5.000 VARIES VARIES 0.000 0.000 0.000 VARIES VARIES VARIES VARIES 12.000 12.000 VARIES VARIES VARIES 2.000 6.500 Total OID to 1/1/05 ________ 18.82 18.82 225.89 210.57 196.29 182.97 170.56 158.92 148.07 137.75 128.28 119.46 111.25 0.248779 0.248779 0.248779 0.024770 0.024770 0.117259 0.109306 0.101892 0.094981 0.088664 0.082610 0.076969 0.071707 0.066779 0.062189 0.057914 0.248791 0.248791 0.046090 0.253719 0.057803 0.338570 0.272592 0.017547 0.173772 0.129391 0.049994 0.046198 0.037314 0.223075 0.184699 0.184699 0.209596 0.004937 0.016808 0.326377 0.249547 0.249547 0.405718 0.180556 62.88 75.20 41.42 40.10 43.50 3.62 2.47 25.63 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.011595 0.011595 0.011595 0.019571 0.057343 0.057343 0.057343 0.138813 0.098426 0.078176 0.254250 0.253603 0.195039 0.186693 0.186693 0.181967 0.181967 0.175849 0.175849 0.183254 0.183254 0.184708 0.184708 0.183475 0.173792 0.173860 0.140052 0.140052 0.153339 0.147838 0.106414 0.134756 0.138915 0.083934 0.103169 0.116260 0.310449 0.310449 0.012233 0.012233 0.012233 0.020457 0.058131 0.058131 0.058131 0.143282 0.101256 0.079472 0.012906 0.012906 0.012906 0.021384 0.058930 0.058930 0.058930 0.147895 0.013616 0.013616 0.013616 0.059741 0.059741 0.059741 0.152657 0.014365 0.014365 0.014365 0.060562 0.060562 0.060562 0.157571 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 4.33 4.33 4.33 7.23 21.04 21.04 21.04 52.01 20.95* 28.81 15.20 22.37 43.11 74.61 69.82 69.82 68.08 68.08 65.48 65.48 67.95 67.95 67.80 67.80 70.12 64.92 64.95 51.64 51.64 58.33 54.92 38.88 49.20 49.76 27.92 37.41 42.21 114.76 114.76 4.82 4.82 4.82 3.51 21.63 21.63 21.63 55.42 Name of Issuer ______________ Rhodia, SA CUSIP No. _________ 762397AK3 762397AL1 762397AM9 763165AC1 771196AG7 771196AH5 771196AJ1 774285UV0 775109AE1 776696AA4 78008EAC1 784186AA6 784186AB4 784186AP3 784186AQ1 784186AR9 784186AS7 784186AT5 784186AU2 784186AV0 784186AW8 784186AX6 784186AY4 784186AZ1 784186BA5 784186BB3 784186BC1 784186BD9 784186BE7 784186BF4 784186BG2 78422XBL6 78422XBU6 78442FCY2 788448HA9 788448HB7 788448HC5 Issue Date ________ 05/17/04 05/17/04 05/17/04 02/14/97 01/19/00 01/19/00 01/19/00 07/02/98 11/26/93 12/29/03 08/31/05 10/15/99 12/20/99 01/31/01 02/28/01 02/28/01 03/30/01 03/30/01 04/30/01 04/30/01 05/31/01 05/31/01 06/29/01 06/29/01 07/31/01 08/31/01 08/31/01 11/02/01 11/02/01 01/31/02 03/15/02 10/31/02 02/28/03 10/01/04 11/03/04 11/03/04 11/03/04 Maturity Date _________ 06/01/10 06/01/10 06/01/10 06/15/06 01/19/15 01/19/15 01/19/15 08/15/08 11/26/05* 01/15/34 02/26/10 03/30/05 06/20/05 01/31/06 02/28/06 02/28/06 03/31/06 03/31/06 04/28/06 04/28/06 05/31/06 05/31/06 06/30/06 06/30/06 07/31/06 08/31/06 08/31/07 11/02/06 11/02/06 01/31/07 03/15/07 10/31/08 02/29/08 10/01/14 12/01/05 12/01/06 12/01/07 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 96.743 96.743 96.743 95.000 66.386 66.386 66.386 52.654 67.814 39.502 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 101.759 103.698 104.904 10.250 10.250 10.250 8.250 0.000 0.000 0.000 0.000 2.000 1.482 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 1.250 VARIES 0.000 VARIES VARIES VARIES VARIES Total OID to 1/1/05 ________ 2.48 2.48 2.48 39.26 96.11 96.11 96.11 268.41 289.36 Richardson Electronics Roche Holdings, Inc. Rockwell ISD, TX Rogers Communications, Inc. Roper Industries, Inc. Royal Bank of Canada SG Holdings, Inc. 0.080813 0.125588 0.082200 0.128364 0.083636 0.131266 29.81 46.42 SG Structured Products SLM Corporation St. Clair County, IL 0.204084 0.188768 0.188768 0.185932 0.185932 0.179545 0.179545 0.187278 0.187278 0.186715 0.186715 0.191835 0.175546 0.175617 0.140829 0.140829 0.159769 0.148887 0.108313 0.135508 0.138222 0.085178 0.105011 0.118572 0.317984 0.317984 0.206642 0.197246 0.197246 0.192076 0.192076 0.185340 0.185340 0.193498 0.193498 0.195053 0.195053 0.194089 0.183245 0.183320 0.146344 0.146344 0.161084 0.154956 0.110246 0.139356 0.137510 0.101029 0.114108 0.325896 0.325896 0.202933 0.185094 0.185172 0.147157 0.147157 0.167839 0.156055 0.112213 0.140161 0.137573 0.100129 0.113228 0.334203 0.334203 0.193294 0.169221 0.162416 0.114216 0.144170 0.137637 6.20 11.44 11.44 17.09 17.09 21.68 21.68 29.02 29.02 35.11 35.11 42.55 44.69 68.48 44.78 44.78 61.27 57.57 40.28 50.90 49.53 33.18 40.87 120.62 120.62 0.112331 0.342925 0.342925 St. Mary Land & Exploration Company 792228AA6 03/12/02 03/15/22 100.000 792228AB4 03/12/02 03/15/22 100.000 ----------------------------* Called in 2005; reportable OID is computed to call date. 67 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ Name of Issuer ______________ St. Mary Land & Exploration Company Salomon Smith Barney Holdings, Inc. Salomon Smith Barney Holdings, Inc. Salomon, Inc. Salt Holdings Corp. San Luis Obispo County Schaumburg Park Dist, IL Sea Containers Ltd Selective Insurance Group, Inc. Christian and Macon Counties, IL Silicon Graphics, Inc. Sinclair Broadcast Group, Inc. 68 CUSIP No. _________ Issue Date ________ Maturity Date _________ Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ Total OID to 1/1/05 ________ 792228AC2 79548GBA4 79549B818 79549B826 79549GZN9 79549GZS8 795559AA1 795559AB9 795559AC7 795559AD5 795559AE3 798703AQ7 798703AR5 798703AS3 798703AT1 798703AU8 798703AV6 798703AW4 798703AX2 798703AY0 798703AZ7 798703BA1 798703BB9 798703BC7 806356LU3 811371AN3 816300AA5 816300AB3 821510AJ3 821510AK0 821510AL8 821510AM6 821510AN4 827056AB8 829226AS8 829226AU3 829226AV1 03/12/02 02/28/03 07/31/98 03/04/98 03/01/96 04/04/96 12/20/02 12/20/02 12/20/02 05/22/03 05/22/03 07/02/03 07/02/03 07/02/03 07/02/03 07/02/03 07/02/03 07/02/03 07/02/03 07/02/03 07/02/03 07/02/03 07/02/03 07/02/03 05/25/04 05/04/04 09/24/02 09/24/02 04/01/03 04/01/03 04/01/03 04/01/03 04/01/03 11/02/93 05/20/03 05/20/03 06/15/05 03/15/22 02/28/18 08/01/05 09/06/05 03/01/16 04/04/16 12/15/12 12/15/12 12/15/12 06/01/13 06/01/13 09/01/18 09/01/19 09/01/20 09/01/21 09/01/22 09/01/23 09/01/24 09/01/25 09/01/26 09/01/27 09/01/28 09/01/29 09/01/30 12/01/05 05/15/12 09/24/32 09/24/32 12/01/05 12/01/06 12/01/07 12/01/08 12/01/09 11/02/13 07/15/18 07/15/18 09/15/12 100.000 41.198 100.000 100.000 47.900 44.500 53.995 53.995 53.995 55.677 55.677 45.439 42.462 39.603 37.061 34.700 32.578 30.563 28.774 27.018 25.534 24.132 22.806 21.553 100.363 97.369 38.012 38.012 103.693 103.939 104.240 104.513 104.283 43.977 100.000 100.000 81.000 VARIES 0.000 0.000 0.000 VARIES VARIES VARIES VARIES VARIES VARIES VARIES 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 10.500 1.615 1.615 VARIES VARIES VARIES VARIES VARIES 0.000 VARIES VARIES 6.000 47.52 0.310449 0.075869 0.239748 0.256019 0.186498 0.203276 0.244436 0.244436 0.244436 0.221682 0.221682 0.070668 0.067368 0.064075 0.060778 0.057562 0.054454 0.051471 0.048640 0.045928 0.043406 0.041022 0.038768 0.036639 0.078218 0.006242 0.073151 0.073151 0.076447 0.089937 0.104773 0.113951 0.125503 0.079652 0.270264 0.270264 0.317984 0.077276 0.251201 0.263951 0.193489 0.211674 0.260018 0.260018 0.260018 0.234982 0.234982 0.072530 0.069177 0.065828 0.062462 0.059173 0.055989 0.052933 0.050026 0.047244 0.044649 0.042197 0.039879 0.037688 0.079300 0.006586 0.074085 0.074085 0.075902 0.089448 0.104301 0.113511 0.125120 0.081305 0.276499 0.276499 0.051809 0.325896 0.080487 0.334203 0.081980 0.342925 0.085387 114.76 28.12 52.90 64.15 70.11 76.18 91.32 91.32 91.32 83.02 83.02 26.23 25.02 23.81 22.59 21.40 20.25 19.15 18.10 17.09 16.15 15.27 14.43 13.63 26.01 2.34 26.69 26.69 25.13 32.26 37.60 40.92 45.09 29.17 100.54 100.54 10.29 120.62 29.84 36.87 35.13 33.39 31.66 29.98 28.35 26.79 25.31 23.90 22.59 21.35 20.17 19.06 1.42 0.200743 0.220420 0.276593 0.276593 0.276593 0.249080 0.249080 0.074441 0.071034 0.067628 0.064192 0.060830 0.057568 0.054436 0.051452 0.048598 0.045928 0.043406 0.041022 0.038768 0.006948 0.075049 0.075049 0.294225 0.294225 0.294225 0.264024 0.264024 0.076403 0.072941 0.069477 0.065970 0.062533 0.059192 0.055982 0.052918 0.049990 0.047244 0.044649 0.042197 0.039879 0.007330 0.076046 0.076046 0.312981 0.312981 0.312981 0.279864 0.279864 0.078416 0.074899 0.071377 0.067797 0.064284 0.060861 0.057572 0.054427 0.051422 0.048598 0.045928 0.043406 0.041021 0.007733 0.077075 0.077075 12.04 20.50 103.33 103.33 103.33 93.28 93.28 27.63 26.38 25.13 23.86 22.62 21.41 20.25 19.14 18.08 17.09 16.15 15.27 14.43 2.61 27.39 27.39 255.89 0.088952 0.103819 0.113063 0.124728 0.082992 0.283023 0.283023 0.053068 0.088447 0.103329 0.112606 0.124328 0.084714 0.289848 0.289848 0.055644 0.102831 0.112140 0.123920 0.086472 0.296989 0.296989 0.058346 29.26 37.26 40.59 44.81 30.39 105.44 105.44 20.13 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.050023 0.210255 0.180523 0.381936 0.319316 0.021103 0.021103 0.211490 0.211490 0.097195 0.319441 0.319441 0.319431 0.319431 0.405744 0.405744 0.291661 0.017455 0.037486 0.118865 0.118865 0.118865 0.086559 0.222189 0.222189 -0.011733 0.050023 0.022226 0.022226 0.022226 0.022226 0.077652 0.085873 0.091675 0.094872 0.097363 0.095946 0.094294 0.091807 0.089045 0.050711 0.213561 0.182886 0.381936 0.319163 0.019847 0.019847 0.224443 0.224443 0.097193 0.319440 0.319440 0.319430 0.319430 0.430089 0.430089 0.291661 0.018306 0.042572 0.121565 0.121565 0.121565 0.090367 0.224144 0.081180 0.224144 0.135602 0.050711 0.023808 0.023808 0.023808 0.023808 0.078785 0.087315 0.093398 0.096817 0.099539 0.098182 0.096590 0.094125 0.091378 0.051408 0.216990 0.179265 0.381935 0.319003 0.018282 0.018282 0.238190 0.238190 0.097192 0.319440 0.319440 0.319429 0.319429 0.455895 0.455895 0.291661 0.019199 0.048347 0.124327 0.124327 0.124327 0.094343 0.224843 0.224843 0.218080 0.051408 0.025503 0.025503 0.025503 0.025503 0.079935 0.088782 0.095154 0.098801 0.101764 0.100469 0.098942 0.096502 0.093772 0.052115 0.220546 0.181565 0.381934 0.318834 0.016374 0.016374 0.252779 0.252779 0.319440 0.319440 0.319428 0.319428 0.483248 0.483248 0.291660 0.020135 0.054906 0.127151 0.127151 0.127151 0.098495 0.224236 0.224236 0.052115 0.027318 0.027318 0.027318 0.027318 0.090274 0.096943 0.100827 0.104038 0.102810 0.101351 0.098938 0.096228 0.052832 0.224235 0.381934 0.318656 0.014079 0.014079 0.268261 0.268261 0.319440 0.319440 0.319427 0.319427 0.512243 0.512243 0.291660 0.021117 0.062355 0.130040 0.130040 0.130040 0.102828 0.223606 0.223606 0.052832 0.029262 0.029262 0.029262 0.029262 0.091790 0.098765 0.102893 0.106363 0.105206 0.103819 0.101436 0.098749 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 18.21 77.09 66.15 137.50 114.90 6.95 6.95 79.70 79.70 4.28 115.00 115.00 114.99 114.99 152.76 152.76 105.00 6.59 15.11 43.50 43.50 43.50 33.14 80.70 8.20 80.70 43.82 18.18 8.48 8.48 8.48 8.48 28.36 31.44 33.63 34.86 35.84 35.35 34.78 33.89 32.90 18.71 79.63 41.29 137.50 114.78 5.61 5.61 89.76 89.76 4.27 115.00 115.00 114.99 114.99 171.64 171.64 105.00 7.25 19.48 45.49 45.49 45.49 36.12 80.67 80.67 18.69 9.73 9.73 9.73 9.73 7.19 32.50 34.90 36.30 37.46 37.02 36.49 35.62 34.65 Name of Issuer ______________ Solectron Corporation Sovereign Bancorp, Inc. Sprint Capital Corp. Steel Heddle Group, Inc. Sunsource, Inc. TVN Entertainment Corp. Tabletop Holdings, Inc. Telemundo Group, Inc. Telemundo Holdings, Inc. CUSIP No. _________ 834182AK3 846048205 852060AK8 858123AB8 867948AA9 87307RAB3 87307RAD9 87336NAA9 87336NAB7 87943MAF5 87944FAA0 87944FAB8 87944FAC6 87944FAD4 879571AA5 879571AB3 879946AE1 880779AJ2 883672AC1 88579YAA9 88579YAB7 88579YAC5 887315AZ2 892335209 892335308 892335AJ9 89233PSP2 893830AA7 894172AD7 894172AE5 894172AF2 894172AG0 895130H96 895130J29 895130J37 895130J45 895130J52 895130J60 895130J78 895130J86 895130J94 Issue Date ________ 05/08/00 02/26/04 08/10/01 05/26/98 09/30/97 07/29/98 07/29/98 11/12/03 11/12/03 02/26/96 08/12/98 08/12/98 08/10/01 08/10/01 11/15/03 11/15/03 10/29/97 03/09/99 04/27/99 11/21/02 11/21/02 11/21/02 01/17/96 05/28/02 05/06/05 05/28/02 10/01/04 05/24/00 11/14/00 11/14/00 11/14/00 11/14/00 03/13/03 03/13/03 03/13/03 03/13/03 03/13/03 03/13/03 03/13/03 03/13/03 03/13/03 Maturity Date _________ 05/08/20 03/01/34 08/17/06 06/01/09 09/30/27 08/01/08 08/01/08 05/15/14 05/15/14 02/15/06 08/15/08 08/15/08 08/15/08 08/15/08 05/15/09 05/15/09 11/01/07 04/01/08 04/27/14 11/21/32 11/21/32 11/21/32 01/15/36 08/16/07 08/15/05 08/16/07 10/01/09 05/24/20 05/01/09 05/01/09 05/01/09 05/01/09 04/01/06 04/01/07 04/01/08 04/01/09 04/01/10 04/01/11 04/01/12 04/01/13 04/01/14 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 57.912 100.000 100.000 51.337 110.000 92.930 92.930 55.131 55.131 91.270 57.120 57.120 79.837 79.837 100.000 100.000 59.915 94.802 45.454 86.087 86.087 86.087 17.038 96.460 99.180 96.460 100.000 57.912 92.822 92.822 92.822 92.822 91.538 87.375 82.851 78.228 73.222 69.016 64.697 60.578 56.464 0.000 VARIES VARIES VARIES 11.600 14.000 14.000 VARIES VARIES VARIES VARIES VARIES VARIES VARIES 12.000 12.000 VARIES 8.875 12.000 VARIES VARIES VARIES VARIES VARIES 0.000 VARIES 1.220 0.000 12.750 12.750 12.750 12.750 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total OID to 1/1/05 ________ 78.39 Telex Communications Holdings, Inc. Telesystem International Wireless, Inc. Terex Corporation Thermwood Corporation 3M Company 28.07 39.86 Time Warner Inc. Toys R Us, Inc. Toyota Motor Credit Corp TransOcean SedcoForex TravelCenters of America Trenton, City of 77.59 24.96 24.96 24.96 24.96 49.06 54.05 57.51 59.34 60.71 59.73 58.60 56.97 55.16 69 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.085795 0.059175 0.055772 0.055772 0.055772 0.017614 0.026225 0.016051 0.016051 0.181827 0.181827 0.016051 0.181827 0.138011 0.173163 0.165292 0.134658 0.112768 0.108557 0.132513 0.097477 0.114743 0.116061 0.107042 0.113298 0.093013 0.080374 0.090636 0.115681 0.118411 0.112145 0.126030 0.100773 0.097077 0.113746 0.105193 0.137873 0.112146 0.110377 0.088116 0.061001 0.060497 0.060497 0.060497 0.018672 0.027848 0.017075 0.017075 0.187281 0.187281 0.017075 0.187281 0.141081 0.177881 0.169615 0.137590 0.114891 0.110529 0.135436 0.099103 0.116977 0.118346 0.108996 0.115478 0.094497 0.081038 0.092069 0.117995 0.120832 0.114336 0.128798 0.102567 0.098744 0.116006 0.107165 0.141213 0.114408 0.112568 0.090500 0.062883 0.065621 0.065621 0.065621 0.092947 0.064823 0.095462 0.066822 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 31.73 21.97 21.22 21.22 21.22 2.47* 3.68* 2.30* 2.30* 25.63* 25.63* 2.30* 25.63* 42.23 63.77 60.56 45.50 41.21 39.53 48.73 35.86 42.22 42.58 39.22 41.42 33.82 29.33 33.39 42.74 43.62 41.43 46.71 37.23 35.74 41.50 38.93 50.45 41.44 40.50 33.47 23.34 9.84 9.84 9.84 Name of Issuer ______________ Trenton, City of Tri-Union Development Trump Atlantic City Funding II Trump Atlantic City Funding III Trump Casino Holdings 89816PAB7 89816RAA5 89816RAB3 89816RAC1 89816RAD9 89816RAE7 89816RAF4 UBS AG 90261KBA7 90261KBB5 90261KBF6 90261KBJ8 90261KBV1 90261KBY5 90261KBZ2 90261KCK4 90261KCN8 90261KCZ1 90261KDA5 90261KDE7 90261KDH0 90261KDL1 90261KDY3 90261KED8 90261KEV8 90261KFE5 90261KFS4 90261KGC8 90261KGT1 90261KHK9 90261KHL7 90261KHS2 90261KHW3 90261KJA9 ----------------------------* Called in 2005; reportable OID 70 CUSIP No. _________ 895130K27 895130K35 895728AA1 895728AB9 895728AC7 89816NAC0 Issue Date ________ 03/13/03 03/13/03 06/18/01 06/18/01 06/18/01 12/10/97 12/10/97 03/25/03 03/25/03 03/25/03 03/25/03 03/25/03 03/25/03 04/30/02 04/30/02 05/29/02 06/06/02 10/31/02 11/29/02 12/24/02 01/30/03 02/27/03 03/31/03 04/07/03 04/30/03 05/30/03 05/30/03 06/30/03 07/31/03 08/27/03 09/30/03 10/31/03 12/31/03 01/30/04 02/27/04 03/31/04 05/28/04 07/30/04 09/30/04 Maturity Date _________ 04/01/15 04/01/22 06/01/06 06/01/06 06/01/06 05/01/06* 05/01/06* 03/15/10* 03/15/10* 09/15/10* 09/15/10* 03/15/10* 09/15/10* 11/03/05 04/30/09 05/29/09 12/05/05 11/07/07 12/07/07 10/07/11 02/07/08 09/08/10 04/08/10 10/07/09 05/07/10 06/07/10 08/29/08 07/08/10 08/06/10 09/08/09 07/30/09 01/31/12 01/08/09 02/06/09 05/31/11 01/03/12 05/31/11 08/07/09 10/07/10 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 52.558 31.423 88.800 88.800 88.800 96.073 94.200 94.832 94.832 100.000 100.000 94.832 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 0.000 0.000 12.500 12.500 12.500 11.250 11.250 11.625 11.625 11.625 11.625 11.625 11.625 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total OID to 1/1/05 ________ 53.07 36.37 30.23 44.52 9.24 9.24 9.24 0.182728 0.174050 0.117054 0.112537 0.138424 0.100757 0.119255 0.120676 0.110985 0.117701 0.096005 0.082624 0.093523 0.120355 0.123302 0.116571 0.131626 0.104394 0.100439 0.118311 0.109175 0.144633 0.116715 0.114803 0.187708 0.178602 0.119257 0.114581 0.141478 0.102438 0.121577 0.123051 0.113010 0.119966 0.097536 0.083307 0.095001 0.122762 0.125822 0.118849 0.134516 0.106253 0.102163 0.120662 0.111222 0.148136 0.119069 0.117082 0.192822 0.183272 0.121502 0.116663 0.144600 0.104147 0.123944 0.125474 0.115073 0.122275 0.099093 0.084936 0.096502 0.125217 0.128395 0.121172 0.137469 0.108145 0.103917 0.123060 0.113308 0.151724 0.121471 0.119406 67.29 63.77 42.78 40.98 50.90 37.06 43.88 44.27 40.66 43.03 34.91 30.15 34.45 44.47 45.42 43.07 48.79 38.57 36.97 43.16 40.41 52.92 43.13 42.13 is computed to call date. SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.112693 0.125982 0.111559 0.094172 0.127410 0.102885 0.102497 0.115279 0.103338 0.122770 0.131666 0.114137 0.095769 0.130299 0.104769 0.104378 0.117671 0.105250 0.122831 0.133296 0.123337 0.122213 0.119865 0.126097 0.098347 0.098629 0.102993 0.025727 0.104677 0.101722 0.104964 0.104254 0.109870 0.111467 0.113163 0.116921 0.394120 0.106971 0.113009 0.097392 0.133254 0.106709 0.106304 0.120113 0.107208 0.125545 0.136455 0.126076 0.124902 0.122172 0.125299 0.100058 0.115642 0.136276 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 41.00 31.41 38.31 25.02 22.42 20.87 18.71 19.04 20.64 18.13 11.49 42.35 46.88 29.50 28.56 28.26 6.12 26.34 22.55 22.12 19.56 17.81 17.01 17.13 14.10 141.73 37.80 13.14* 1.48* 1.48* 1.48* .27 59.31 54.54 49.48 45.57 41.51 37.89 41.54 20.31 47.62 31.36 33.85 42.81 38.03 45.54 48.95 45.71 44.99 44.00 45.24 23.62 12.43 14.52 9.54 30.82 20.47 34.57 24.54 31.92 30.16 37.41 35.40 52.81 39.52 Name of Issuer ______________ UBS AG CUSIP No. _________ 90261KJE1 90261KJV3 90261KJW1 90261KKR0 90261KKU3 90261KKW9 90261KLD0 90261KLE8 90261KLN8 90261KLP3 90261KLS7 90261XAE2 90261XAG7 90261XAH5 90261XAJ1 90261XAL6 90261XAN2 90261XAP7 90261XAQ5 90261XAT9 90261XAU6 90261XAY8 90261XAZ5 90261XBA9 90261XBF8 902745AC2 903290AD6 910734AE2 911365AC8 911365AD6 911365AE4 913017AR0 Issue Date ________ 10/29/04 01/31/05 02/28/05 04/29/05 05/23/05 06/30/05 06/30/05 07/26/05 07/25/05 08/04/05 09/27/05 09/27/02 12/22/04 02/28/05 03/07/05 03/22/05 04/27/05 04/20/05 05/19/05 05/27/05 06/23/05 07/18/05 07/28/05 07/28/05 08/30/05 05/14/96 03/03/94 02/05/98 12/24/02 12/24/02 12/24/02 11/13/89 08/14/91 08/14/91 08/14/91 08/14/91 08/14/91 08/14/91 Maturity Date _________ 11/07/12 07/31/06 05/31/11 10/27/06 11/22/06 12/30/11 12/29/06 07/30/10 04/29/11 08/04/08 09/27/07 09/28/09 12/22/14 08/28/06 05/07/06 05/22/06 04/27/35 10/20/06 07/19/06 11/27/06 08/23/06 10/18/06 09/28/06 11/28/06 10/30/06 05/15/06 03/03/09 02/15/08* 04/15/08* 04/15/08* 04/15/08* 11/15/19 02/15/10 02/15/11 02/15/12 02/15/13 02/15/14 02/15/15 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 12.879 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 50.816 51.298 59.069 97.045 97.045 97.045 98.974 19.000 17.000 16.000 14.000 13.000 12.000 2.810 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 VARIES 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 VARIES 0.000 VARIES 10.750 10.750 10.750 8.875 0.000 0.000 0.000 0.000 0.000 0.000 Total OID to 1/1/05 ________ 0.122605 0.128319 0.139689 0.128875 0.127649 0.124522 0.124615 UBS AG 0.115382 0.131772 0.096389 0.100555 0.117602 0.128968 0.096665 0.096947 0.101162 0.024863 0.102193 0.101109 0.103053 0.103610 0.108805 0.110731 0.111666 0.116112 0.393776 0.104617 0.026621 0.106051 0.103574 0.106911 0.106198 0.112022 0.113689 0.115437 0.119364 0.027546 UIH Australia/Pacific, Inc. USF&G Corporation United International Holdings, Inc. United Rentals, Inc. 317.61 0.393455 0.102315 0.298595 0.014251 0.014251 0.014251 0.000734 0.155650 0.143046 0.129883 0.119465 0.108881 0.099407 0.109378 0.111839 United Technologies Corp University of North Carolina Chapel Hill 9.26 9.26 9.26 2.20 441.56 403.47 369.19 335.94 307.41 281.33 0.000755 0.162794 0.149694 0.135819 0.125054 0.113931 0.103994 0.000802 0.170266 0.156651 0.142027 0.130904 0.119214 0.108792 0.000824 0.178081 0.163932 0.148518 0.137027 0.124743 0.113812 0.000875 0.186255 0.171550 0.155306 0.143437 0.130528 0.119063 .30 64.88 59.73 54.10 49.93 45.45 41.47 914713KR2 914713KS0 914713KT8 914713KU5 914713KV3 914713KW1 ----------------------------* Called in 2005; reportable OID is computed to call date. 71 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.015009 0.008069 0.044385 0.066827 0.123842 0.113242 0.037111 0.041898 0.030059 0.027030 0.061917 0.037207 0.113750 0.195898 0.110222 0.129308 0.146094 0.154685 0.159931 0.169489 0.175888 0.179913 0.183350 0.147117 0.277778 0.147117 0.147117 0.329854 0.259698 0.259698 0.258343 0.258343 0.166246 0.166247 0.219853 0.219853 0.193918 0.016803 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 1.35 3.04 16.85 25.10 47.66 43.38 14.19 15.81 11.20 10.53 24.00 14.29 42.82 73.47 39.95 46.95 53.13 56.27 58.22 61.74 64.11 65.59 66.86 54.78 100.00 54.78 54.78 118.75 96.66 96.66 42.37* 42.37* 61.46 61.46 80.50 80.50 71.68 2.54* Name of Issuer ______________ Upshur County, WV Uruguay, Republic Valhi, Inc. Vermilion & Edgar Counties, Illinois Verizon Global Funding Corporation Veritas Capital Trust Verizon Global Funding Corporation 92344GAN6 92344GAP1 VoiceStream Wireless 92861LAD0 WCI Communities, Inc. 92923CAJ3 92923CAK0 WMG Holdings Corp. 92930MAA1 92930MAB9 92930MAE3 92930MAF0 Walter Industries, Inc. 93317QAB1 93317QAC9 Watson Pharmaceuticals 942683AB9 WebMD Corporation 94769MAA3 ----------------------------* Called in 2005; reportable OID 72 CUSIP No. _________ 916734AC0 916734AD8 917288AK8 917288AL6 917288AM4 917288AN2 917288AT9 917288AU6 917288AV4 917288AX0 917288AY8 917288AZ5 917288BA9 918905AC4 923439CK7 923439CL5 923439CM3 923439CN1 923439CP6 923439CQ4 923439CR2 923439CS0 923439CT8 92343VAA2 92343W300 Issue Date ________ 12/30/93 12/30/93 03/20/02 05/29/03 05/29/03 05/29/03 05/29/03 05/29/03 05/29/03 05/29/03 05/29/03 05/29/03 05/29/03 10/20/92 07/07/04 07/07/04 07/07/04 07/07/04 07/07/04 07/07/04 07/07/04 07/07/04 07/07/04 05/15/01 12/22/97 05/15/01 05/15/01 11/09/99 08/05/03 08/05/03 12/23/04 12/23/04 12/23/04 12/23/04 04/20/04 04/20/04 03/07/03 04/01/02 Maturity Date _________ 04/01/05 04/01/10 03/25/09 11/18/08 07/02/09 01/02/10 03/25/14 05/04/14 06/22/15 01/20/17 02/15/11 03/15/15 01/15/33 10/20/07 12/01/06 12/01/07 12/01/08 12/01/09 12/01/10 12/01/11 12/01/12 12/01/13 12/01/14 05/15/21 01/01/28 05/15/21 05/15/21 11/15/09 08/05/23 08/05/23 12/15/15* 12/15/15* 12/15/14 12/15/14 05/01/24 05/01/24 03/15/23 04/01/07* Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 96.024 96.023 87.661 85.000 68.000 68.000 76.000 73.000 76.000 73.000 76.500 71.500 100.000 25.759 102.850 102.860 102.103 103.843 103.260 103.596 102.910 103.470 103.682 55.126 100.000 55.126 55.126 56.061 100.000 100.000 98.000 98.000 63.002 63.002 100.000 100.000 100.000 97.000 8.250 8.750 7.875 7.875 2.145 2.036 7.875 7.250 8.750 7.625 7.250 7.500 7.875 0.000 VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES 0.000 10.000 0.000 0.000 VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES VARIES 3.250 Total OID to 1/1/05 ________ 38.41 20.28 38.83 34.54 67.59 62.00 19.52 21.76 15.21 14.51 32.94 19.60 518.72 0.008441 0.046692 0.070724 0.129478 0.118038 0.039314 0.044347 0.031966 0.028600 0.065634 0.039458 0.117345 0.204959 0.112317 0.132183 0.149782 0.158747 0.164295 0.174368 0.181173 0.185410 0.189044 0.150125 0.277778 0.150125 0.150125 0.329854 0.266312 0.266312 0.008830 0.049120 0.074847 0.135371 0.123037 0.041647 0.046938 0.033993 0.030262 0.069574 0.041845 0.121112 0.214438 0.106692 0.125395 0.141992 0.149786 0.155136 0.164274 0.170593 0.174399 0.177704 0.158316 0.277778 0.158316 0.158316 0.329853 0.273221 0.273221 0.009238 0.051673 0.079211 0.141532 0.128247 0.044119 0.049681 0.036150 0.032019 0.073750 0.044376 0.123773 0.224356 0.106133 0.124941 0.141720 0.149342 0.154821 0.163966 0.170377 0.174168 0.177486 0.161554 0.277778 0.161554 0.161554 0.329853 0.280437 0.280437 0.009664 0.054359 0.083829 0.147974 0.133678 0.046738 0.052585 0.038443 0.033879 0.078178 0.047060 0.126552 0.234732 3.33 18.65 28.12 52.10 47.14 15.93 17.71 12.67 11.79 26.97 16.07 44.98 80.42 35.11 45.03 51.05 53.82 55.77 59.06 61.36 62.73 63.92 58.95 100.00 58.95 58.95 118.75 101.81 101.81 0.124476 0.141441 0.148887 0.154498 0.163648 0.170155 0.173930 0.177261 0.170368 0.170368 0.170368 0.329852 0.287975 0.287975 15.79 0.173792 0.173792 0.224335 0.224335 0.198635 0.017132 0.182046 0.182047 0.228992 0.228992 0.203507 0.190693 0.190694 0.233829 0.233829 0.208189 0.199751 0.199751 0.238853 0.238853 0.213023 67.38 67.38 83.90 83.90 75.11 is computed to call date. SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.236664 0.236664 0.244187 0.244187 0.188892 0.188892 0.176139 0.167425 0.158804 0.259534 0.106064 0.106028 0.113605 0.115517 0.088415 0.101377 0.082789 0.089724 0.134915 0.151252 0.144221 0.126309 0.092849 0.127516 0.097277 0.181492 0.171516 0.073088 0.240566 0.240566 0.089709 0.083181 0.409711 0.409711 0.020316 0.363570 0.019216 0.019216 0.127905 0.120121 0.252011 0.252011 0.188913 0.188913 0.260148 0.260148 0.192385 0.192385 0.268611 0.268611 0.195975 0.195975 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 86.80 86.80 22.86 22.86 39.21 60.79 57.67 92.32 38.51 38.50 40.84 41.44 31.93 36.79 29.65 32.21 48.41 54.35 51.90 45.87 33.32 45.54 34.71 65.93 62.32 8.15 26.42 86.09 86.09 32.10 29.77 144.57 144.57 7.24 126.26* 6.92 6.92 46.58 43.75 92.45 92.45 69.48 69.48 Name of Issuer ______________ WebMD Corporation CUSIP No. _________ 94769MAD7 94769MAE5 94769MAF2 94769MAG0 948679DC6 948679DD4 948679DE2 948774AH7 949746ET4 949746EU1 949746EV9 949746FB2 949746FG1 949746FL0 949746FN6 949746FU0 949746FV8 949746FW6 949746HZ7 949746JA0 949746JH5 949746JK8 962757LH1 964559JB5 964559JC3 964559JR0 966837AC0 96808BAA5 96808BAB3 Issue Date ________ 06/25/03 06/25/03 08/30/05 08/30/05 12/16/97 12/16/97 12/16/97 06/18/02 12/19/02 12/23/02 03/05/03 05/05/03 08/29/03 12/29/03 06/04/04 04/30/04 04/29/04 05/25/04 07/07/04 07/09/04 11/05/04 12/07/04 12/28/04 03/20/97 03/20/97 03/20/97 03/02/98 05/25/04 05/25/04 11/19/97 11/19/97 04/10/00 04/10/00 10/30/02 01/28/03 04/09/03 04/09/03 12/28/95 12/28/95 Maturity Date _________ 06/15/23 06/15/23 09/01/25 09/01/25 08/15/05 08/15/06 08/15/07 04/01/08 01/04/08 01/04/08 04/15/09 05/05/10 08/25/09 01/08/10 06/05/06 05/05/11 04/29/14 10/25/12 10/07/11 01/20/10 11/05/07 12/07/11 12/30/06 02/15/06 02/15/07 02/15/05 03/02/18 05/15/34 05/15/34 11/01/16 11/01/17 04/15/10 04/15/10 11/01/10 12/31/09* 04/01/08 04/01/08 02/01/11 02/01/12 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 97.250 97.250 100.000 100.000 61.021 56.735 52.647 78.200 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 92.911 54.197 50.112 58.502 37.243 100.000 100.000 23.888 22.150 48.990 48.990 92.793 67.310 96.550 96.550 35.767 33.049 VARIES VARIES VARIES VARIES 0.000 0.000 0.000 VARIES 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.250 2.350 2.900 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 VARIES VARIES 0.000 0.000 VARIES VARIES 12.000 VARIES 0.000 0.000 0.000 0.000 Total OID to 1/1/05 ________ Weimer Independent School District 350.58 332.07 313.87 Weirton Steel Corp. Wells Fargo & Company Dupage County, Illinois White Settlement ISD Whole Foods Market, Inc. Wild Oats Markets, Inc. Will County, IL School District 122 .29 383.83 361.37 406.83 149.45 0.170554 0.162038 0.153620 0.247421 0.104212 0.104177 0.111498 0.113333 0.087090 0.099623 0.081608 0.088342 0.132007 0.149032 0.142635 0.123565 0.091347 0.124717 0.095510 0.175356 0.165637 0.185249 0.071306 0.234612 0.234612 0.086384 0.080097 0.381572 0.381572 0.019031 0.339777 0.019148 0.019148 0.123622 0.116059 0.172991 0.164163 0.259321 0.107948 0.107912 0.115751 0.117742 0.089760 0.103162 0.083988 0.091128 0.137890 0.153530 0.145846 0.129115 0.094376 0.130379 0.099076 0.187844 0.177604 0.074915 0.246767 0.246767 0.093163 0.086383 0.409711 0.409711 0.021687 0.019284 0.019284 0.132336 0.124325 0.178742 0.169702 0.259097 0.109866 0.109829 0.117939 0.120011 0.091126 0.104978 0.092555 0.140934 0.155869 0.147513 0.131983 0.095927 0.133306 0.100909 0.183909 0.076788 0.253223 0.253223 0.096750 0.089709 0.409710 0.409710 0.023151 0.019352 0.019352 0.136922 0.128676 0.175429 0.258863 0.111818 0.111780 0.120167 0.122323 0.092512 0.106826 0.094003 0.144049 0.158270 0.149223 0.134914 0.097505 0.136298 0.190436 0.078708 0.259945 0.259945 0.100474 0.093163 0.409709 0.409709 0.024714 0.019420 0.019420 0.141665 0.133179 39.79 61.63 93.27 39.89 39.88 42.40 43.05 32.91 38.10 12.93 33.22 50.57 56.00 53.09 47.93 34.43 47.61 35.90 8.27 66.82 27.76 90.60 90.60 34.62 32.10 147.50 147.50 8.25 6.97 6.97 49.87 46.87 968852FG3 968852FH1 Winstar Communications 975515AY3 975515AZ0 Wynn Las Vegas, LLC 983130AA3 XM Satellite Radio, Inc. 98375YAG1 Yahoo, Inc. 984332AA4 984332AB2 York County, PA 986812LW3 986812LX1 ----------------------------* Called in 2005; reportable OID 170.18 157.80 12.83 11.84 11.84 303.12 283.83 is computed to call date. 73 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.108604 0.101647 0.094872 0.088539 0.082580 0.076994 0.071709 0.066786 0.062201 0.057932 0.053954 0.050251 0.213489 0.213489 0.450418 0.450418 0.112426 0.105255 0.098249 0.091704 0.085544 0.079781 0.074304 0.069204 0.064453 0.060029 0.055907 0.052070 0.212030 0.212030 0.487433 0.487433 0.116383 0.108991 0.101747 0.094982 0.088615 0.082669 0.076994 0.071709 0.066786 0.062201 0.057931 0.053955 0.217677 0.217677 0.510429 0.510429 0.130369 0.333322 0.012906 0.361016 0.106251 0.064678 0.072079 0.388882 0.445352 0.047418 0.267027 0.309026 0.009378 0.088979 0.228397 0.326211 0.086857 0.257722 0.120480 0.112860 0.105369 0.098378 0.091796 0.085662 0.079781 0.074304 0.069204 0.064453 0.060028 0.055908 0.216304 0.216304 0.124720 0.116866 0.109120 0.101895 0.095091 0.088762 0.082669 0.076994 0.071709 0.066786 0.062201 0.057932 0.222185 0.222185 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 40.95 38.34 35.79 33.41 31.17 29.07 27.08 25.22 23.49 21.87 20.37 18.97 78.04 78.04 179.62 179.62 18.12 120.00 4.33 107.52 29.42 37.32 23.06 25.67 140.00 157.28 16.83 87.87 111.25 3.25 11.78* 31.43 77.09 118.74 30.75 88.83 22.69 43.89 41.11 38.39 35.84 33.45 31.21 29.07 27.08 25.22 23.49 21.87 20.37 79.62 79.62 Name of Issuer ______________ York County, PA Zenith National Insurance Corp. Ziff Davis Media Inc. Goldman Sachs Group,Inc. Microcell Telecommunications Rhodia, SA Danka Business Systems Deutsche Bank AG Dolphin Telecom, PLC NII Holdings, Inc. QBE Funding Trust Advanced Accessory Holdings Corporation Alaris Medical, Inc. Alaska Communcations Systems Holdings, Inc. Anixter International U01173AA8 U03525AA7 U03525AB5 ASG Consolidated LLC U04402AA8 Avalon Cable, LLC U05225AA2 Bank of America Corp. U0662KBL4 Buffets Holdings, Inc. U08940AA3 Big City Radio, Inc. U0897TAA7 ----------------------------* Called in 2005; reportable OID 74 CUSIP No. _________ 986812LY9 986812LZ6 986812MA0 986812MB8 986812MC6 986812MD4 986812ME2 986812MF9 986812MG7 986812MH5 986812MJ1 986812MK8 989390AG4 989390AH2 98951UAD8 98951UAE6 9FI546712 C55185AE9 F7813KAH4 G2652NAB5 G2737TCL7 G2737TFA8 G2737TFB6 G2737TFC4 G28058AD0 G6520PAA3 G7303WAA9 U00730AA6 U01143AA1 Issue Date ________ 12/28/95 12/28/95 12/28/95 12/28/95 12/28/95 12/28/95 12/28/95 12/28/95 12/28/95 12/28/95 12/28/95 12/28/95 03/30/03 03/30/03 08/12/02 08/12/02 08/12/05 05/25/99 05/17/04 06/29/01 11/27/02 12/20/02 03/10/03 03/10/03 05/18/99 11/12/02 04/15/02 02/04/04 07/28/98 08/26/03 06/28/00 07/07/03 10/19/04 12/10/98 03/18/02 05/18/04 03/17/98 Maturity Date _________ 02/01/13 02/01/14 02/01/15 02/01/16 02/01/17 02/01/18 02/01/19 02/01/20 02/01/21 02/01/22 02/01/23 02/01/24 03/30/23 03/30/23 08/12/09 08/12/09 08/03/09 06/01/09 06/01/10 04/01/08 11/27/05 12/20/07 03/13/06 09/12/06 05/15/09 11/01/09 04/15/22 12/15/11 08/01/08 08/15/11 06/28/20* 07/07/33 11/01/11 12/01/08 01/04/17 01/31/11 03/15/05 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 30.649 28.302 26.297 24.378 22.586 20.780 19.353 18.025 16.787 15.635 14.561 13.562 100.000 100.000 100.000 100.000 100.000 55.731 96.743 28.000 100.000 100.000 100.000 100.000 50.892 55.746 59.358 57.128 58.144 96.687 25.257 38.016 63.700 56.332 38.300 56.873 72.055 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 VARIES VARIES VARIES VARIES 0.000 VARIES 10.250 10.000 0.000 0.000 0.000 0.000 VARIES VARIES 0.000 VARIES VARIES 9.875 0.000 VARIES VARIES VARIES 0.000 VARIES VARIES 3.89 91.92 Total OID to 1/1/05 ________ 265.20 247.65 230.98 215.32 200.60 186.61 173.80 161.87 150.76 140.41 130.77 121.79 0.133275 0.333321 0.013616 0.440740 0.108085 0.072959 0.388882 0.453501 0.048041 0.284710 0.309026 0.009870 0.092227 0.241527 0.324427 0.089720 0.275602 0.136403 0.333320 0.014365 0.538070 0.109950 48.35 120.00 4.82 160.25 38.62 4.66 18.25 140.00 162.82 17.28 99.90 111.25 3.60 33.77 86.21 118.74 32.81 101.59 2.48 43.50 0.333323 0.011595 0.242222 0.089487 0.102676 0.063276 0.070351 0.388883 0.431146 0.046198 0.234888 0.309026 0.008466 0.066198 0.082822 0.204237 0.326214 0.081402 0.225367 0.310760 0.333322 0.012233 0.295712 0.090845 0.104448 0.063973 0.071210 0.388883 0.437921 0.046804 0.250442 0.309026 0.008910 0.085845 0.215979 0.324430 0.084085 0.241002 0.388881 0.462439 0.048671 0.303564 0.309025 0.010388 0.095593 0.255413 0.326208 0.092677 0.294722 75.92 is computed to call date. SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ Name of Issuer ______________ Chukchansi Economic Development Authority Crown Castle International Covad Communications Crum & Forster Holdings Corporation Dayton Superior Corporation CUSIP No. _________ Issue Date ________ Maturity Date _________ Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ Total OID to 1/1/05 ________ U17133AA4 U2159JAB6 U22015AB4 U22859AA7 U23993AA3 U23993AB1 U23993AC9 U24432AB9 U24922AA1 U24975AB7 U24975AC5 U2539PAC1 U26851AA0 U31334AB8 U31430AA6 U33975AA8 U3697RAA7 U39022AA3 U43337AA9 U43337AB7 U43338AA7 U4378HAA3 U4493DAA2 U4493DAB0 U45855AE0 U46754AA2 U47995AA0 U49400AA9 U51303AA0 10/08/02 08/03/99 03/11/98 06/05/03 06/16/00 06/16/00 03/15/03 06/17/02 11/18/97 11/10/03 02/11/04 02/19/98 07/24/98 08/24/99 02/18/98 08/06/98 10/25/04 05/22/98 05/09/03 05/09/03 10/03/03 08/10/99 02/12/98 04/27/98 02/24/99 02/08/02 12/02/03 11/18/04 06/11/04 06/11/04 12/02/98 02/29/00 01/11/01 06/15/09 08/01/11* 03/15/08 06/15/13 06/15/09 06/15/09 09/15/08 06/15/13 11/15/07 11/15/13 11/15/13 03/01/08 07/01/08 08/15/07 02/15/08 08/01/09 06/15/11 05/15/09 05/15/08 05/15/08 10/15/13 08/01/06 02/15/08 05/01/08 03/01/09 02/01/09 12/01/13 11/15/14 06/15/13 06/15/12 12/01/08 03/15/10 01/15/31 91.476 57.889 50.666 96.985 95.575 95.575 98.088 80.016 54.595 64.314 69.384 50.100 59.989 95.304 55.565 49.672 95.703 53.092 32.580 32.580 56.960 100.000 61.341 61.691 55.057 96.040 60.682 61.808 50.460 97.432 59.966 53.308 100.000 14.500 VARIES VARIES 10.375 13.000 13.000 10.750 12.500 VARIES VARIES VARIES VARIES VARIES 9.375 VARIES VARIES 6.273 VARIES 0.000 0.000 VARIES VARIES VARIES VARIES VARIES 11.875 VARIES VARIES VARIES 11.125 VARIES VARIES 3.500 19.13 0.029212 0.312498 0.378230 0.031645 0.312498 0.372423 0.005967 0.013995 0.013995 0.009009 0.031232 0.347213 0.183705 0.178906 0.367534 0.295104 0.018955 0.336802 0.393211 0.015039 0.364569 0.335953 0.335953 0.215986 0.391218 0.276244 0.268341 0.340267 0.014799 0.200668 0.177769 0.227293 0.006313 0.291664 0.357613 0.339061 0.034281 0.037137 0.040231 11.04 58.44* 137.07 2.10 4.99 4.99 3.26 10.89 125.00 65.45 63.79 132.38 106.24 6.92 121.25 141.59 5.34 131.25 118.01 118.01 77.48 140.06 100.00 98.75 122.50 5.44 71.08 63.30 79.62 2.22 105.00 127.14 123.82 12.95 0.378987 0.006291 0.015048 0.015048 0.009514 0.033808 0.347212 0.191971 0.186392 0.368673 0.295103 0.019926 0.336802 0.393519 0.015573 0.364568 0.375675 0.375675 0.228404 0.386415 0.271740 0.272789 0.340266 0.015742 0.210952 0.186546 0.243346 0.006680 0.291664 0.357612 0.350548 0.373220 0.006633 0.016004 0.016004 0.010048 0.036597 0.347212 0.200610 0.194191 0.369888 0.295101 0.020947 0.336802 0.393850 0.016125 0.364567 0.420094 0.420094 0.241536 0.381287 0.276244 0.268341 0.340266 0.016745 0.221764 0.195756 0.260532 0.007068 0.291663 0.357610 0.362581 0.379853 0.006994 0.017208 0.017208 0.010612 0.039616 0.347211 0.209637 0.202317 0.371186 0.022021 0.336802 0.394205 0.016697 0.364566 0.469765 0.469765 0.255424 137.36 2.34 5.70 5.70 3.64 12.77 125.00 71.48 69.24 133.24 106.24 7.64 121.25 141.83 5.72 131.24 147.57 147.57 86.64 80.22 100.00 98.75 122.50 6.16 78.55 69.68 91.27 2.49 105.00 128.74 132.45 2.89 15.86 15.86 5.04 21.03 0.005659 0.013159 0.013159 0.008530 0.028853 0.347214 0.175794 0.171720 0.366468 0.295106 0.018030 0.336803 0.392922 0.014524 0.364570 0.300431 0.300431 0.204243 0.389311 0.271740 0.272789 0.340268 0.013912 0.190885 0.169538 0.212300 H & E Equipment Services Details Capital Corp. Dex Media, Inc. DIVA Systems Corporation E. Spire Communications Fedders North America Focal Communications Globe Holdings, Inc. GATX Financial Corp. Great Lakes Acquisition HMP Equity Holdings Corp HM Publishing Corp. Hollywood Casino Shreveport ICG Services, Inc. Intermedia Communications, Inc. Jacobs Entertainment Jostens Holding Corp. KI Holdings, Inc. Language Line Holdings II, Inc. Language Line Holdings II, Inc. Level 3 Communications 27.27 .95 145.38 145.38 0.271741 0.272788 0.340265 0.017813 0.233129 0.205422 0.278932 0.007479 0.291663 0.357608 0.375186 12.46 U51304AA8 U52782AB2 U52782AE6 Liberty Media Corp. U52892AD5 ----------------------------* Called in 2005; reportable OID 1.13 0.005966 0.291664 0.335987 0.328095 is computed to call date. 75 SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.015169 0.009509 0.368254 0.186307 0.026112 0.048705 0.361108 0.276384 0.015761 0.214526 0.333005 0.333098 0.234873 0.014572 0.005254 0.466878 0.248779 0.024770 0.057343 0.221682 0.211490 0.270264 0.381936 0.319431 0.347204 0.022226 0.354158 0.017614 0.026225 0.016051 0.181827 0.015934 0.014251 0.329854 0.258343 0.016096 0.009984 0.368731 0.197299 0.027284 0.051284 0.361107 0.276384 0.016776 0.226727 0.331180 0.331277 0.242754 0.015623 0.005536 0.471571 0.262609 0.026070 0.058131 0.234982 0.224443 0.276499 0.381936 0.319430 0.347203 0.023808 0.354158 0.018672 0.027848 0.017075 0.187281 0.016701 0.015071 0.329854 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 1.19* 3.52 132.73 72.15 9.95 18.00 130.00 99.50 6.05 81.68 121.21 121.25 88.28 5.60 1.95 170.39 92.50 9.23 21.04 83.02 79.70 100.54 137.50 114.99 124.99 8.48 127.50 2.47* 3.68* 2.30* 25.63* 5.95 5.41 118.75 42.37* Name of Issuer ______________ Lin Television Corp. Lyondell Chemical Co. McCaw International LTD Marquee Holdings, Inc. Matria Healthcare, Inc. Morton's Restaurant Group, Inc. Muzak Holdings Finance Nextel Communications Nexstar Finance, Inc. Nexstar Finance Holdings, Inc. Nextel International Nextlink Communications Omnicom Group, Inc. O'Sullivan Industries Penton Media, Inc. Petro Stopping Centers Pliant Corporation Pope & Talbot, Inc. Roche Holdings, Inc. Compass Minerals International, Inc. Tabletop Holdings, Inc. Sinclair Broadcast Group, Inc. Steel Heddle Group, Inc. Telemundo Holdings, Inc. Thermadyne Holdings TravelCenters of America Tritel PCS, Inc. Trump Atlantic City Funding II Trump Atlantic City Funding III Trump Casino Holdings U89686AA4 U89688AA0 U89688AB8 Vail Resorts, Inc. U90984AB8 United Rentals, Inc. U91139AB8 VoiceStream Wireless U92709AB7 WMG Holdings Corp. U97137AA8 ----------------------------* Called in 2005; reportable OID 76 CUSIP No. _________ U53546AB0 U55193AB9 U56707AA7 U57131AA9 U57614AA4 U61945AA6 U62340AA9 U64977AB4 U6497AAA9 U6497BAC3 U64982AA6 U6500EAE8 U68191AF9 U68328AA8 U7100RAA9 U71660AB7 U7263LAC1 U7316MAA0 U75000AE6 U79616AB1 U81965AA0 U82751AE5 U85799AA9 U8795AAA4 U88342AA5 U89398AA6 U89678AA1 U89685AA6 Issue Date ________ 06/14/01 12/04/02 03/06/97 08/18/04 07/09/01 07/07/03 03/18/99 02/11/98 03/16/01 03/27/03 03/12/98 11/17/99 02/07/01 11/30/99 06/28/01 07/23/99 02/17/04 07/30/02 01/19/00 05/22/03 11/12/03 05/20/03 05/26/98 08/10/01 05/22/98 11/14/00 05/11/99 12/10/97 12/10/97 03/25/03 03/25/03 11/21/01 12/24/02 11/09/99 12/23/04 Maturity Date _________ 01/15/08* 12/15/08 04/15/07 08/15/14 05/01/08 07/01/10 03/15/10 02/15/08 04/01/08 04/01/13 04/15/08 12/01/09 02/07/31 10/15/09 06/15/11 08/01/08 06/15/09 06/01/13 01/19/15 06/01/13 05/15/14 07/15/18 06/01/09 08/15/08 06/01/08 05/01/09 05/15/09 05/01/06* 05/01/06* 03/15/10* 09/15/10* 05/15/09 04/15/08 11/15/09 12/15/15* Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 96.288 97.750 50.991 55.894 93.500 85.000 53.328 61.471 96.012 57.442 54.915 55.257 100.000 94.546 97.749 36.636 73.627 86.415 66.386 55.677 55.131 100.000 51.337 79.837 54.374 92.822 53.828 96.073 94.200 94.832 100.000 95.404 97.045 56.061 98.000 8.000 9.500 VARIES VARIES 11.000 7.500 VARIES VARIES 12.000 VARIES VARIES VARIES VARIES 13.375 10.375 VARIES VARIES 8.375 0.000 VARIES VARIES VARIES VARIES VARIES VARIES 12.750 VARIES 11.250 11.250 11.625 11.625 8.750 10.750 VARIES VARIES Total OID to 1/1/05 ________ 17.40 6.31 26.65 23.50 0.010484 0.369240 0.209136 0.029462 0.054001 0.361107 0.276384 0.017856 0.239622 0.332993 0.333097 0.250900 0.016750 0.005834 0.476704 0.277208 0.027440 0.058930 0.249080 0.238190 0.283023 0.381935 0.319429 0.347202 0.025503 0.354157 0.011008 0.369782 0.221684 0.030785 0.056861 0.361107 0.276383 0.019006 0.253250 0.331167 0.331277 0.259319 0.017959 0.006148 0.482315 0.292619 0.028881 0.059741 0.264024 0.252779 0.289848 0.381934 0.319428 0.347201 0.027318 0.354157 0.011559 0.370361 0.234985 0.033242 3.89 133.11 81.06 11.23 19.96 130.00 99.50 6.85 91.24 121.21 121.25 94.30 6.44 2.17 174.39 103.08 10.23 21.63 93.28 89.76 105.44 137.50 114.99 124.99 9.73 127.50 17.16 0.361107 0.276383 0.020230 0.267653 0.332979 0.333096 0.268020 0.019254 0.006478 0.488452 0.308886 0.030397 0.060562 0.279864 0.268261 0.296989 0.381934 0.319427 0.347199 0.029262 0.354156 19.04 5.44 18.82 96.11 24.96 30.23 44.52 9.24 15.31 9.26 0.017505 0.015938 0.329853 0.018348 0.016855 0.329853 0.019231 0.017825 0.329852 6.53 6.05 118.75 is computed to call date. SECTION I-B Daily OID Per $1,000 of Maturity Value for Each Accrual Period --------------------------------------------------2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd Period Period 2006 1st Period Period ________ ________ ________ ________ ________ 0.166247 0.173792 0.008378 0.182047 0.008808 0.190694 0.009270 0.199751 OID per $1,000 of Maturity Value for Calendar Year -------------2005 2006 ______ ______ 61.46 1.47 67.38 3.25 Name of Issuer ______________ WMG Holdings Corp. Hynix Semiconductor, Inc CUSIP No. _________ U97137AC4 Y3817WAK5 Issue Date ________ 12/23/04 07/05/05 Maturity Date _________ 12/15/14 07/01/12 Issue Price Annual (Percent of Stated Principal Interest Amount) Rate __________ ________ 63.002 97.000 VARIES 9.875 Total OID to 1/1/05 ________ 77 SECTION 1-C Inflation Indexed Debt Instruments 78 Name of Issuer ______________ U.S.Treasury U.S.Treasury U.S.Treasury U.S.Treasury U.S.Treasury U.S.Treasury U.S.Treasury U.S.Treasury U.S.Treasury U.S.Treasury U.S.Treasury U.S.Treasury U.S.Treasury U.S.Treasury U.S.Treasury U.S.Treasury U.S.Treasury CUSIP No. _________ 9128272M3 9128273T7 912810FD5 9128274Y5 912810FH6 9128275W8 9128276R8 912810FQ6 9128277J5 912828AF7 912828BD1 912828BW9 912810FR4 912828CP3 912828CZ1 912828DH0 912828EA4 Issue Date ________ 01/15/97 01/15/98 04/15/98 01/15/99 04/15/99 01/18/00 01/15/01 10/15/01 01/15/02 07/15/02 07/15/03 01/15/04 07/15/04 07/15/04 10/15/04 01/15/05 07/15/05 Maturity Date _________ 01/15/07 01/15/08 04/15/28 01/15/09 04/15/29 01/15/10 01/15/11 04/15/32 01/15/12 07/15/12 07/15/13 01/15/14 01/15/25 07/15/14 04/15/10 01/15/15 07/15/15 Inflation-Adj Principal on Issue Date ___________ 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 100.000 Stated Interest Rate ________ 3.375% 3.625% 3.625% 3.875% 3.875% 4.250% 3.500% 3.375% 3.375% 3.000% 1.875% 2.000% 2.375% 2.000% 0.875% 1.625% 1.875% Total OID to 1/1/05 _________ 203.87 181.64 180.29 164.03 161.24 134.60 96.83 75.50 75.11 61.73 39.39 33.15 12.75 12.75 7.68 2005 1st Period ________ 0.020360 0.019967 0.018628 0.019670 0.018327 0.019173 0.018534 0.016974 0.018167 0.017941 0.017564 0.017458 0.017113 0.017113 0.015903 2005 2nd Period ________ 0.124300 0.121900 0.156707 0.120082 0.154178 0.117052 0.113151 0.142793 0.110909 0.109530 0.107225 0.106581 0.104476 0.104476 0.133790 0.103137 2005 3rd Period ________ 0.174141 0.170779 0.265414 0.168233 0.261130 0.163988 0.158523 0.241848 0.155381 0.153449 0.150220 0.149318 0.146369 0.146369 0.226599 0.144492 0.141845 Calendar Year 2005 _____________ 52.39 51.38 51.32 50.61 50.49 49.33 47.69 46.76 46.74 46.16 45.19 44.92 44.03 44.03 43.81 43.23 24.11 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 2005). Strips Maturing From Through --------------01/01/05 03/31/05 04/01/05 06/30/05 07/01/05 09/30/05 10/01/05 12/31/05 01/01/06 03/31/06 04/01/06 06/30/06 07/01/06 09/30/06 10/01/06 12/31/06 01/01/07 03/31/07 04/01/07 06/30/07 07/01/07 09/30/07 10/01/07 12/31/07 01/01/08 03/31/08 04/01/08 06/30/08 07/01/08 09/30/08 10/01/08 12/31/08 01/01/09 03/31/09 04/01/09 06/30/09 07/01/09 09/30/09 10/01/09 12/31/09 01/01/10 03/31/10 04/01/10 06/30/10 07/01/10 09/30/10 10/01/10 12/31/10 01/01/11 03/31/11 04/01/11 06/30/11 07/01/11 09/30/11 10/01/11 12/31/11 01/01/12 03/31/12 04/01/12 06/30/12 07/01/12 09/30/12 10/01/12 12/31/12 01/01/13 03/31/13 04/01/13 06/30/13 07/01/13 09/30/13 10/01/13 12/31/13 01/01/14 03/31/14 04/01/14 06/30/14 07/01/14 09/30/14 10/01/14 12/31/14 01/01/15 03/31/15 04/01/15 06/30/15 07/01/15 09/30/15 10/01/15 12/31/15 01/01/16 03/31/16 04/01/16 06/30/16 07/01/16 09/30/16 10/01/16 12/31/16 Strips Maturing From Through --------------01/01/17 03/31/17 04/01/17 06/30/17 07/01/17 09/30/17 10/01/17 12/31/17 01/01/18 03/31/18 04/01/18 06/30/18 07/01/18 09/30/18 10/01/18 12/31/18 01/01/19 03/31/19 04/01/19 06/30/19 07/01/19 09/30/19 10/01/19 12/31/19 01/01/20 03/31/20 04/01/20 06/30/20 07/01/20 09/30/20 10/01/20 12/31/20 01/01/21 03/31/21 04/01/21 06/30/21 07/01/21 09/30/21 10/01/21 12/31/21 01/01/22 03/31/22 04/01/22 06/30/22 07/01/22 09/30/22 10/01/22 12/31/22 01/01/23 03/31/23 04/01/23 06/30/23 07/01/23 09/30/23 10/01/23 12/31/23 01/01/24 03/31/24 04/01/24 06/30/24 07/01/24 09/30/24 10/01/24 12/31/24 01/01/25 03/31/25 04/01/25 06/30/25 07/01/25 09/30/25 10/01/25 12/31/25 01/01/26 03/31/26 04/01/26 06/30/26 07/01/26 09/30/26 10/01/26 12/31/26 01/01/27 03/31/27 04/01/27 06/30/27 07/01/27 09/30/27 10/01/27 12/31/27 01/01/28 03/31/28 04/01/28 06/30/28 07/01/28 09/30/28 10/01/28 12/31/28 OID per $1000 --------5.46 12.78 19.65 26.95 27.54 28.19 28.74 29.25 29.48 29.61 29.72 29.83 30.02 30.10 30.27 30.41 30.55 30.60 30.71 30.81 30.83 30.83 30.83 30.82 30.79 30.76 30.66 30.61 30.49 30.36 30.23 30.10 29.90 29.75 29.55 29.34 29.13 28.97 28.76 28.54 28.28 28.06 27.84 27.62 27.40 27.17 26.95 26.72 OID per $1000 --------26.49 26.26 26.03 25.80 25.53 25.29 25.06 24.82 24.59 24.32 24.08 23.84 23.58 23.34 23.08 22.83 22.58 22.33 22.08 21.83 21.58 21.32 21.08 20.83 20.58 20.33 20.08 19.83 19.59 19.35 19.11 18.87 18.63 18.39 18.16 17.93 17.70 17.48 17.25 17.04 16.82 16.61 16.40 16.19 15.99 15.79 15.59 15.41 79 (continued) Strips Maturing From Through --------------01/01/29 03/31/29 04/01/29 06/30/29 07/01/29 09/30/29 10/01/29 12/31/29 01/01/30 03/31/30 04/01/30 06/30/30 07/01/30 09/30/30 10/01/30 12/31/30 01/01/31 03/31/31 04/01/31 06/30/31 07/01/31 09/30/31 10/01/31 12/31/31 01/01/32 03/31/32 04/01/32 06/30/32 07/01/32 09/30/32 10/01/32 12/31/32 01/01/33 03/31/33 04/01/33 06/30/33 07/01/33 09/30/33 10/01/33 12/31/33 01/01/34 03/31/34 04/01/34 06/30/34 07/01/34 09/30/34 10/01/34 12/31/34 01/01/35 03/31/35 04/01/35 06/30/35 07/01/35 09/30/35 10/01/35 12/31/35 01/01/36 03/31/36 04/01/36 06/30/36 07/01/36 09/30/36 10/01/36 12/31/36 01/01/37 03/31/37 04/01/37 06/30/37 OID per $1000 --------15.22 15.02 14.84 14.65 14.47 14.29 14.11 13.94 13.78 13.61 13.44 13.28 13.11 12.95 12.79 12.63 12.48 12.35 12.20 12.05 11.90 11.75 11.61 11.47 11.33 11.19 11.05 10.92 10.79 10.65 10.52 10.39 10.27 10.14 Strips Maturing From Through --------------07/01/37 09/30/37 10/01/37 12/31/37 01/01/38 03/31/38 04/01/38 06/30/38 07/01/38 09/30/38 10/01/38 12/31/38 01/01/39 03/31/39 04/01/39 06/30/39 07/01/39 09/30/39 10/01/39 12/31/39 01/01/40 03/31/40 04/01/40 06/30/40 07/01/40 09/30/40 10/01/40 12/31/40 01/01/41 03/31/41 04/01/41 06/30/41 07/01/41 09/30/41 10/01/41 12/31/41 01/01/42 03/31/42 04/01/42 06/30/42 07/01/42 09/30/42 10/01/42 12/31/42 01/01/43 03/31/43 04/01/43 06/30/43 07/01/43 09/30/43 10/01/43 12/31/43 01/01/44 03/31/44 04/01/44 06/30/44 07/01/44 09/30/44 10/01/44 12/31/44 01/01/45 03/31/45 04/01/45 06/30/45 07/01/45 09/30/45 10/01/45 12/31/45 OID per $1000 --------10.02 9.90 9.78 9.66 9.54 9.42 9.31 9.20 9.09 8.97 8.87 8.76 8.65 8.55 8.44 8.34 8.24 8.14 8.04 7.94 7.85 7.75 7.66 7.56 7.47 7.38 7.29 7.21 7.12 7.03 6.95 6.86 6.78 6.70 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 2005, 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." 80 Section III-A Short Term U.S. Treasury Bills Issued at a Discount and Maturing January 2005 - April 2006 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------8.24 8.24 0.88 8.34 8.77 8.77 8.42 0.20 8.72 8.85 8.97 9.40 0.82 9.30 9.46 9.86 10.07 9.89 1.06 0.30 10.07 10.32 10.82 11.37 11.53 11.90 12.02 12.04 1.13 12.26 12.47 12.95 12.95 13.15 1.24 13.33 13.20 13.71 13.71 13.96 14.41 14.79 14.84 0.58 15.17 15.35 CUSIP Number --------912795RU7 RV5 912795TG6 912795RW3 RX1 RY9 RZ6 912795TH4 912795SA0 SB8 SC6 SD4 912795TJ0 912795SE2 SF9 SG7 SH5 SJ1 912795TK7 TL5 912795SK8 SL6 SM4 SN2 SP7 SQ5 SR3 SS1 912795TM3 912795ST9 SU6 SV4 912795VF5 VG3 912795TN1 912795VH1 VJ7 VK4 VL2 VM0 VN8 VP3 VQ1 912795TP6 912795VR9 VS7 Maturity Date -------01/06/05 01/13/05 01/18/05 01/20/05 01/27/05 02/03/05 02/10/05 02/14/05 02/17/05 02/24/05 03/03/05 03/10/05 03/15/05 03/17/05 03/24/05 03/31/05 04/07/05 04/14/05 04/15/05 04/18/05 04/21/05 04/28/05 05/05/05 05/12/05 05/19/05 05/26/05 06/02/05 06/09/05 06/15/05 06/16/05 06/23/05 06/30/05 07/07/05 07/14/05 07/15/05 07/21/05 07/28/05 08/04/05 08/11/05 08/18/05 08/25/05 09/01/05 09/08/05 09/14/05 09/15/05 09/22/05 Issue Date -------07/08/04 07/15/04 01/03/05 07/22/04 07/29/04 08/05/04 08/12/04 02/11/05 08/16/04 08/26/04 09/02/04 09/09/04 03/03/05 09/16/04 09/23/04 09/30/04 10/07/04 10/14/04 04/01/05 04/14/05 10/21/04 10/28/04 11/04/04 11/12/04 11/18/04 11/26/04 12/02/04 12/09/04 06/01/05 12/16/04 12/23/04 12/30/04 01/06/05 01/13/05 07/01/05 01/20/05 01/27/05 02/03/05 02/10/05 02/17/05 02/24/05 03/03/05 03/10/05 09/08/05 03/17/05 03/24/05 Issue Price (% of Principal Amount) --------------99.176 99.176 99.912 99.166 99.123 99.123 99.158 99.980 99.128 99.115 99.103 99.060 99.918 99.070 99.054 99.014 98.993 99.011 99.894 99.970 98.993 98.968 98.918 98.863 98.847 98.810 98.798 98.796 99.887 98.774 98.753 98.705 98.705 98.685 99.876 98.667 98.680 98.629 98.629 98.604 98.559 98.521 98.516 99.942 98.483 98.465 81 Section III-A (continued) Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------15.63 15.35 15.50 1.07 15.37 15.63 15.60 15.53 15.53 15.81 15.58 15.47 15.78 16.06 16.28 CUSIP Number --------VT5 VU2 VV0 912795TQ4 912795VW8 VX6 VY4 VZ1 912795WA5 WB3 WC1 WD9 WE7 WF4 WG2 Maturity Date -------09/29/05 10/06/05 10/13/05 10/17/05 10/20/05 10/27/05 11/03/05 11/10/05 11/17/05 11/25/05 12/01/05 12/08/05 12/15/05 12/22/05 12/29/05 Issue Date -------03/31/05 04/07/05 04/14/05 10/06/05 04/21/05 04/28/05 05/05/05 05/12/05 05/19/05 05/26/05 06/02/05 06/09/05 06/16/05 06/23/05 06/30/05 Issue Price (% of Principal Amount) --------------98.437 98.465 98.450 99.893 98.463 98.437 98.440 98.422 98.447 98.419 98.442 98.453 98.422 98.394 98.372 CUSIP Number --------912795WH0 WJ6 WK3 WL1 WM9 WN7 WP2 WQ0 WR8 WS6 WT4 WU1 WV9 WW7 WX5 Maturity Date -------01/05/06 01/12/06 01/19/06 01/26/06 02/02/06 02/09/06 02/16/06 02/23/06 03/02/06 03/09/06 03/16/06 03/23/06 03/30/06 04/06/06 04/13/06 Issue Date -------07/07/05 07/14/05 07/21/05 07/28/05 08/04/05 08/11/05 08/18/05 08/25/05 09/01/05 09/08/05 09/15/05 09/22/05 09/29/05 10/06/05 10/13/05 Issue Price (% of Principal Amount) --------------98.319 98.303 98.271 98.210 98.180 98.139 98.126 98.134 98.126 98.195 98.144 98.121 98.106 98.043 98.003 Discount to be Reported as 2006 Interest(Per $1,000 Maturity Value) ------------------16.81 16.97 17.29 17.90 18.20 18.61 18.74 18.66 18.74 18.05 18.56 18.79 18.94 19.57 19.97 82 Section III-B STUDENT LOAN MARKETING ASSOCIATION Short-Term Obligations Issued at a Discount and Maturing in 2005 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------- CUSIP Number --------- Maturity Date -------- Issue Date -------- Issue Price (% of Principal Amount) --------------- No Short-Term Discount Obligations Maturing in 2005 83 Section III-C FEDERAL HOME LOAN BANKS Short-Term Obligations Issued at a Discount and Maturing in 2005 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------12.80 11.79 10.00 11.97 11.47 11.41 11.50 11.93 11.54 12.00 11.63 11.67 11.71 11.67 12.40 12.43 12.47 12.50 12.50 12.40 11.34 12.47 12.48 12.47 11.60 11.57 11.57 9.90 11.60 11.70 11.83 11.83 11.90 11.60 10.88 11.46 12.01 12.00 11.30 10.92 9.40 11.08 10.90 11.20 11.01 11.14 11.17 CUSIP Number --------313385AC0 AD8 AE6 AF3 AG1 AK2 AL0 AM8 AN6 AP1 AT3 AU0 AV8 AW6 AZ9 313385BA3 BB1 BC9 BD7 BG0 BH8 BJ4 BK1 BL9 BP0 BQ8 BR6 BS4 BT2 BW5 BX3 BY1 BZ8 313385CA2 CE4 CF1 CG9 CH7 CL8 CM6 CN4 CP9 CQ7 CT1 CU8 CV6 CW4 Maturity Date -------01/03/05 01/04/05 01/05/05 01/06/05 01/07/05 01/10/05 01/11/05 01/12/05 01/13/05 01/14/05 01/18/05 01/19/05 01/20/05 01/21/05 01/24/05 01/25/05 01/26/05 01/27/05 01/28/05 01/31/05 02/01/05 02/02/05 02/03/05 02/04/05 02/07/05 02/08/05 02/09/05 02/10/05 02/11/05 02/14/05 02/15/05 02/16/05 02/17/05 02/18/05 02/22/05 02/23/05 02/24/05 02/25/05 02/28/05 03/01/05 03/02/05 03/03/05 03/04/05 03/07/05 03/08/05 03/09/05 03/10/05 Issue Date -------01/09/04 01/12/04 05/10/04 01/13/04 01/14/04 01/28/04 01/23/04 01/20/04 01/21/04 01/20/04 01/26/04 01/26/04 01/28/04 01/28/04 01/30/04 02/02/04 02/02/04 02/02/04 02/03/04 02/09/04 02/18/04 02/09/04 02/09/04 02/11/04 02/13/04 02/18/04 02/19/04 04/01/04 02/17/04 02/23/04 02/23/04 02/24/04 02/23/04 02/24/04 04/07/04 03/02/04 03/03/04 03/02/04 03/05/04 03/18/04 09/01/04 03/08/04 03/09/04 03/12/04 03/16/04 03/16/04 03/16/04 Issue Price (% of Principal Amount) --------------98.720 98.821 99.000 98.803 98.853 98.859 98.850 98.807 98.846 98.800 98.837 98.833 98.829 98.833 98.760 98.757 98.753 98.750 98.750 98.760 98.866 98.753 98.752 98.753 98.840 98.843 98.843 99.010 98.840 98.830 98.817 98.817 98.810 98.840 98.912 98.854 98.799 98.800 98.870 98.908 99.060 98.892 98.910 98.880 98.899 98.886 98.883 84 Section III-C (continued) CUSIP Number --------CX2 313385DA1 DB9 DC7 DD5 DE3 DH6 DJ2 DK9 DL7 DM5 DQ6 DR4 DS2 DT0 DU7 DX1 DY9 DZ6 313385EA0 EB8 EE2 EF9 EG7 EH5 EJ1 EM4 EN2 EP7 EQ5 ER3 EU6 EV4 EW2 EX0 EY8 313385FB7 FC5 FD3 FE1 FF8 FJ0 FK7 FL5 FM3 FN1 FR2 Maturity Date -------03/11/05 03/14/05 03/15/05 03/16/05 03/17/05 03/18/05 03/21/05 03/22/05 03/23/05 03/24/05 03/25/05 03/28/05 03/29/05 03/30/05 03/31/05 04/01/05 04/04/05 04/05/05 04/06/05 04/07/05 04/08/05 04/11/05 04/12/05 04/13/05 04/14/05 04/15/05 04/18/05 04/19/05 04/20/05 04/21/05 04/22/05 04/25/05 04/26/05 04/27/05 04/28/05 04/29/05 05/02/05 05/03/05 05/04/05 05/05/05 05/06/05 05/09/05 05/10/05 05/11/05 05/12/05 05/13/05 05/16/05 Issue Date -------03/17/04 03/19/04 03/22/04 03/22/04 03/22/04 03/24/04 03/29/04 03/29/04 03/30/04 03/29/04 03/24/05 04/02/04 08/31/04 06/08/04 04/05/04 04/06/04 04/12/04 07/07/04 04/16/04 04/16/04 04/14/04 04/16/04 07/09/04 04/26/04 04/20/04 04/20/04 04/26/04 04/30/04 05/21/04 04/26/04 04/27/04 04/30/04 05/06/04 07/16/04 05/05/04 05/05/04 11/04/04 05/11/04 08/09/04 05/10/04 05/14/04 05/14/04 05/17/04 11/15/04 05/18/04 05/19/04 08/12/04 Issue Price (% of Principal Amount) --------------98.883 98.873 98.876 98.873 98.870 98.893 98.889 98.813 98.817 98.846 99.993 98.734 98.892 98.574 98.690 98.690 98.820 98.587 98.619 98.616 98.614 98.620 98.553 98.533 98.624 98.620 98.498 98.466 98.376 98.480 98.480 98.440 98.442 98.512 98.429 98.424 98.906 98.215 98.638 98.200 98.178 98.170 98.180 98.859 98.225 98.225 98.500 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------11.17 11.27 11.24 11.27 11.30 11.07 11.11 11.87 11.83 11.54 0.07 12.66 11.08 14.26 13.10 13.10 11.80 14.13 13.81 13.84 13.86 13.80 14.47 14.67 13.76 13.80 15.02 15.34 16.24 15.20 15.20 15.60 15.58 14.88 15.71 15.76 10.94 17.85 13.62 18.00 18.22 18.30 18.20 11.41 17.75 17.75 15.00 85 Section III-C (continued) CUSIP Number --------FS0 FT8 FU5 FV3 FY7 FZ4 313385GA8 GB6 GC4 GG5 GH3 GJ9 GK6 GN0 GP5 GQ3 GR1 GS9 GV2 GW0 GX8 GY6 GZ3 313385HC3 HD1 HE9 HF6 HG4 HK5 HL3 HM1 HN9 HP4 HT6 HU3 HV1 HW9 HZ2 313385JA5 JB3 JC1 JD9 JG2 JH0 JJ6 JK3 JL1 Maturity Date -------05/17/05 05/18/05 05/19/05 05/20/05 05/23/05 05/24/05 05/25/05 05/26/05 05/27/05 05/31/05 06/01/05 06/02/05 06/03/05 06/06/05 06/07/05 06/08/05 06/09/05 06/10/05 06/13/05 06/14/05 06/15/05 06/16/05 06/17/05 06/20/05 06/21/05 06/22/05 06/23/05 06/24/05 06/27/05 06/28/05 06/29/05 06/30/05 07/01/05 07/05/05 07/06/05 07/07/05 07/08/05 07/11/05 07/12/05 07/13/05 07/14/05 07/15/05 07/18/05 07/19/05 07/20/05 07/21/05 07/22/05 Issue Date -------07/07/04 07/07/04 05/24/04 05/26/04 05/28/04 06/04/04 08/19/04 06/04/04 06/02/04 06/17/04 06/08/04 06/10/04 06/08/04 06/17/04 06/24/04 12/10/04 06/17/04 06/16/04 06/18/04 06/23/04 07/01/04 06/21/04 06/23/04 06/25/04 07/01/04 06/28/04 09/23/04 06/29/04 07/02/04 07/06/04 07/07/04 09/16/04 07/08/04 07/14/04 10/01/04 07/13/04 07/15/04 07/19/04 07/19/04 07/20/04 07/20/04 07/20/04 07/23/04 01/13/05 09/09/04 07/26/04 07/27/04 Issue Price (% of Principal Amount) --------------98.343 98.338 98.120 98.155 98.160 98.063 98.559 98.161 98.145 97.922 98.011 97.899 98.000 97.925 97.951 98.770 97.868 97.896 97.841 97.844 97.906 97.880 97.866 97.850 97.850 97.826 98.445 97.810 98.000 97.987 97.967 98.374 97.971 97.983 98.340 97.966 97.943 97.957 97.951 97.951 97.946 97.920 97.880 98.608 98.186 97.840 97.810 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------16.57 16.62 18.80 18.45 18.40 19.37 14.41 18.39 18.55 20.78 19.89 21.01 20.00 20.75 20.49 12.30 21.32 21.04 21.59 21.56 20.94 21.20 21.34 21.50 21.50 21.74 15.55 21.90 20.00 20.13 20.33 16.26 20.29 20.17 16.60 20.34 20.57 20.43 20.49 20.49 20.54 20.80 21.20 13.92 18.14 21.60 21.90 86 Section III-C (continued) CUSIP Number --------JP2 JQ0 JR8 JS6 JT4 JW7 JX5 JY3 JZ0 313385KA3 KD7 KE5 KF2 KG0 KH8 KL9 KM7 KN5 KP0 KQ8 KT2 KU9 KV7 KW5 KX3 313385LA2 LB0 LC8 LD6 LE4 LJ3 LK0 LL8 LM6 LQ7 LR5 LS3 LT1 LU8 LX2 LY0 LZ7 313385MA1 MB9 ME3 MF0 MG8 Maturity Date -------07/25/05 07/26/05 07/27/05 07/28/05 07/29/05 08/01/05 08/02/05 08/03/05 08/04/05 08/05/05 08/08/05 08/09/05 08/10/05 08/11/05 08/12/05 08/15/05 08/16/05 08/17/05 08/18/05 08/19/05 08/22/05 08/23/05 08/24/05 08/25/05 08/26/05 08/29/05 08/30/05 08/31/05 09/01/05 09/02/05 09/06/05 09/07/05 09/08/05 09/09/05 09/12/05 09/13/05 09/14/05 09/15/05 09/16/05 09/19/05 09/20/05 09/21/05 09/22/05 09/23/05 09/26/05 09/27/05 09/28/05 Issue Date -------07/30/04 10/19/04 10/08/04 09/30/04 08/05/04 08/06/04 02/01/05 08/18/04 08/09/04 08/10/04 08/13/04 08/16/04 08/17/04 08/17/04 08/18/04 08/23/04 09/01/04 08/26/04 08/23/04 08/24/04 08/27/04 08/31/04 09/01/04 08/30/04 08/31/04 09/03/04 09/08/04 09/09/04 09/08/04 09/07/04 09/15/04 10/12/04 09/13/04 09/14/04 09/22/04 12/10/04 12/09/04 09/21/04 09/22/04 09/24/04 09/27/04 03/08/05 09/28/04 09/29/04 10/04/04 03/31/05 10/08/04 Issue Price (% of Principal Amount) --------------97.768 98.336 98.216 98.219 97.862 98.040 98.610 98.056 98.000 97.980 97.960 97.961 97.961 97.956 97.986 98.001 98.013 97.923 97.930 97.930 97.900 97.937 97.937 97.880 97.920 97.920 97.844 97.874 97.862 97.820 97.874 97.993 97.850 97.850 97.880 97.992 97.985 97.866 97.876 97.820 97.782 98.386 97.776 97.766 97.759 98.405 97.732 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------22.32 16.64 17.84 17.81 21.38 19.60 13.90 19.44 20.00 20.20 20.40 20.39 20.39 20.44 20.14 19.99 19.87 20.77 20.70 20.70 21.00 20.63 20.63 21.20 20.80 20.80 21.56 21.26 21.38 21.80 21.26 20.07 21.50 21.50 21.20 20.08 20.15 21.34 21.24 21.80 22.18 16.14 22.24 22.34 22.41 15.95 22.68 87 Section III-C (continued) CUSIP Number --------MH6 MJ2 MM5 MN3 MP8 MQ6 MR4 MV5 MW3 MX1 MY9 313385NB8 NC6 ND4 NE2 NF9 NJ1 NK8 NL6 NM4 NN2 NR3 NS1 NT9 NU6 NV4 NY8 NZ5 313385PA8 PB6 PF7 PG5 PH3 PJ9 PK6 PN0 PP5 PQ3 PS9 PV2 PW0 PX8 PY6 PZ3 313385QC3 QD1 QE9 Maturity Date -------09/29/05 09/30/05 10/03/05 10/04/05 10/05/05 10/06/05 10/07/05 10/11/05 10/12/05 10/13/05 10/14/05 10/17/05 10/18/05 10/19/05 10/20/05 10/21/05 10/24/05 10/25/05 10/26/05 10/27/05 10/28/05 10/31/05 11/01/05 11/02/05 11/03/05 11/04/05 11/07/05 11/08/05 11/09/05 11/10/05 11/14/05 11/15/05 11/16/05 11/17/05 11/18/05 11/21/05 11/22/05 11/23/05 11/25/05 11/28/05 11/29/05 11/30/05 12/01/05 12/02/05 12/05/05 12/06/05 12/07/05 Issue Date -------03/30/05 10/06/04 01/05/05 11/22/04 04/04/05 01/06/05 10/12/04 01/04/05 10/25/04 10/18/04 10/20/04 10/22/04 12/21/04 01/19/05 01/19/05 10/27/04 10/29/04 11/04/04 11/03/04 11/01/04 11/05/04 11/09/04 11/08/04 11/08/04 11/08/04 11/09/04 05/05/05 11/17/04 12/02/04 11/16/04 11/19/04 12/01/04 11/22/04 11/22/04 11/23/04 12/01/04 02/18/05 11/29/04 12/01/04 12/03/04 12/07/04 12/16/04 12/09/04 12/07/04 12/13/04 12/20/04 06/03/05 Issue Price (% of Principal Amount) --------------98.378 97.706 97.907 97.718 98.400 97.862 97.760 97.838 97.829 97.791 97.774 97.740 97.676 97.808 97.800 97.746 97.700 97.683 97.660 97.670 97.531 97.607 97.464 97.457 97.450 97.450 98.342 97.439 97.416 97.408 97.380 97.363 97.387 97.370 97.300 97.308 97.669 97.278 97.278 97.300 97.342 97.363 97.342 97.310 97.313 97.260 98.312 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------16.22 22.94 20.93 22.82 16.00 21.38 22.40 21.62 21.71 22.09 22.26 22.60 23.24 21.92 22.00 22.54 23.00 23.17 23.40 23.30 24.69 23.93 25.36 25.43 25.50 25.50 16.58 25.61 25.84 25.92 26.20 26.37 26.13 26.30 27.00 26.92 23.31 27.22 27.22 27.00 26.58 26.37 26.58 26.90 26.87 27.40 16.88 88 Section III-C (continued) CUSIP Number --------QF6 QG4 QK5 QL3 QM1 QN9 QP4 QS8 QT6 QU3 QV1 QW9 313385RA6 RB4 RC2 RD0 Maturity Date -------12/08/05 12/09/05 12/12/05 12/13/05 12/14/05 12/15/05 12/16/05 12/19/05 12/20/05 12/21/05 12/22/05 12/23/05 12/27/05 12/28/05 12/29/05 12/30/05 Issue Date -------06/01/05 03/11/05 12/17/04 05/19/05 06/01/05 12/20/04 12/23/04 01/05/05 03/16/05 12/27/04 12/27/04 12/28/04 01/06/05 01/05/05 01/03/05 01/05/05 Issue Price (% of Principal Amount) --------------98.279 97.573 97.250 98.093 98.214 97.190 97.186 97.177 97.481 97.178 97.170 97.160 97.121 97.104 97.140 97.089 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------17.21 24.27 27.50 19.07 17.86 28.10 28.14 28.23 25.19 28.22 28.30 28.40 28.79 28.96 28.60 29.11 89 Section III-D FEDERAL NATIONAL MORTGAGE ASSOCIATION Short-Term Obligations Issued at a Discount and Maturing in 2005 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------9.75 8.46 9.25 11.46 12.07 9.41 10.34 8.75 9.21 9.50 9.11 9.62 9.29 7.36 10.31 7.51 9.43 10.46 10.39 9.40 9.65 10.79 6.62 12.96 10.53 6.93 9.15 11.24 10.67 10.87 13.19 11.79 7.06 12.48 11.90 11.34 12.02 12.02 13.18 11.18 9.36 12.97 11.52 13.02 13.75 9.94 CUSIP Number --------313589AC7 AD5 AE3 AF0 AG8 AK9 AL7 AM5 AN3 AP8 AT0 AU7 AV5 AW3 AZ6 313589BA0 BB8 BC6 BD4 BG7 BH5 BJ1 BK8 BL6 BP7 BQ5 BR3 BS1 BT9 BW2 BX0 BY8 BZ5 313589CA9 CE1 CF8 CG6 CH4 CL5 CM3 CN1 CP6 CQ4 CT8 CU5 CV3 Maturity Date -------01/03/05 01/04/05 01/05/05 01/06/05 01/07/05 01/10/05 01/11/05 01/12/05 01/13/05 01/14/05 01/18/05 01/19/05 01/20/05 01/21/05 01/24/05 01/25/05 01/26/05 01/27/05 01/28/05 01/31/05 02/01/05 02/02/05 02/03/05 02/04/05 02/07/05 02/08/05 02/09/05 02/10/05 02/11/05 02/14/05 02/15/05 02/16/05 02/17/05 02/18/05 02/22/05 02/23/05 02/24/05 02/25/05 02/28/05 03/01/05 03/02/05 03/03/05 03/04/05 03/07/05 03/08/05 03/09/05 Issue Date -------03/01/04 04/02/04 04/07/04 02/11/04 01/14/04 03/08/04 05/11/04 07/14/04 03/12/04 03/09/04 03/23/04 04/19/04 03/22/04 08/26/04 04/22/04 08/27/04 07/28/04 04/23/04 04/28/04 07/30/04 03/25/04 04/02/04 10/05/04 02/11/04 04/12/04 10/05/04 08/11/04 04/14/04 04/12/04 04/19/04 06/14/04 04/21/04 10/13/04 05/20/04 04/22/04 07/06/04 04/23/04 04/22/04 05/11/04 03/16/04 09/01/04 06/03/04 03/10/04 07/02/04 05/12/04 09/08/04 Issue Price (% of Principal Amount) --------------99.025 99.154 99.075 98.854 98.793 99.059 98.966 99.125 99.079 99.050 99.089 99.038 99.071 99.264 98.969 99.249 99.057 98.954 98.961 99.060 99.035 98.921 99.338 98.704 98.947 99.307 99.085 98.876 98.933 98.913 98.681 98.821 99.294 98.752 98.810 98.866 98.798 98.798 98.682 98.882 99.064 98.703 98.848 98.698 98.625 99.006 90 Section III-D (continued) CUSIP Number --------CW1 CX9 313589DA8 DB6 DC4 DD2 DE0 DH3 DJ9 DK6 DL4 DM2 DQ3 DR1 DS9 DT7 DU4 DX8 DY6 DZ3 313589EA7 EB5 EE9 EF6 EG4 EH2 EJ8 EM1 EN9 EP4 EQ2 ER0 EU3 EV1 EW9 EX7 EY5 313589FB4 FC2 FD0 FE8 FF5 FJ7 FK4 FL2 FM0 Maturity Date -------03/10/05 03/11/05 03/14/05 03/15/05 03/16/05 03/17/05 03/18/05 03/21/05 03/22/05 03/23/05 03/24/05 03/25/05 03/28/05 03/29/05 03/30/05 03/31/05 04/01/05 04/04/05 04/05/05 04/06/05 04/07/05 04/08/05 04/11/05 04/12/05 04/13/05 04/14/05 04/15/05 04/18/05 04/19/05 04/20/05 04/21/05 04/22/05 04/25/05 04/26/05 04/27/05 04/28/05 04/29/05 05/02/05 05/03/05 05/04/05 05/05/05 05/06/05 05/09/05 05/10/05 05/11/05 05/12/05 Issue Date -------05/06/04 03/31/04 11/10/04 04/14/04 05/17/04 04/20/04 03/24/04 07/23/04 08/26/04 05/20/04 08/20/04 03/31/04 04/02/04 05/11/04 07/28/04 06/29/04 04/07/04 08/03/04 11/29/04 08/26/04 06/02/04 06/10/04 09/08/04 06/14/04 09/15/04 11/12/04 06/14/04 12/07/04 12/27/04 08/24/04 11/23/04 08/20/04 08/25/04 12/14/04 08/24/04 05/03/04 05/05/04 06/03/04 10/05/04 11/03/04 08/11/04 09/02/04 09/07/04 08/12/04 08/11/04 08/16/04 Issue Price (% of Principal Amount) --------------98.708 98.888 99.235 98.753 98.636 98.731 98.833 98.721 98.896 98.533 98.896 98.843 98.630 98.479 98.653 98.510 98.679 98.685 99.189 98.804 98.489 98.322 98.794 98.238 98.857 99.031 98.221 99.127 99.228 98.712 99.015 98.714 98.684 99.099 98.674 98.390 98.375 98.252 98.758 98.857 98.598 98.668 98.604 98.525 98.521 98.543 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------12.92 11.12 7.65 12.47 13.64 12.69 11.67 12.79 11.04 14.67 11.04 11.57 13.70 15.21 13.47 14.90 13.21 13.15 8.11 11.96 15.11 16.78 12.06 17.62 11.43 9.69 17.79 8.73 7.72 12.88 9.85 12.86 13.16 9.01 13.26 16.10 16.25 17.48 12.42 11.43 14.02 13.32 13.96 14.75 14.79 14.57 91 Section III-D (continued) CUSIP Number --------FN8 FR9 FS7 FT5 FU2 FV0 FY4 FZ1 313589GA5 GB3 GC1 GG2 GH0 GJ6 GK3 GN7 GP2 GQ0 GR8 GS6 GV9 GW7 GX5 GY3 GZ0 313589HC0 HD8 HE6 HF3 HG1 HK2 HL0 HM8 HN6 HP1 HT3 HU0 HV8 HW6 HZ9 313589JA2 JB0 JC8 JD6 JG9 JH7 Maturity Date -------05/13/05 05/16/05 05/17/05 05/18/05 05/19/05 05/20/05 05/23/05 05/24/05 05/25/05 05/26/05 05/27/05 05/31/05 06/01/05 06/02/05 06/03/05 06/06/05 06/07/05 06/08/05 06/09/05 06/10/05 06/13/05 06/14/05 06/15/05 06/16/05 06/17/05 06/20/05 06/21/05 06/22/05 06/23/05 06/24/05 06/27/05 06/28/05 06/29/05 06/30/05 07/01/05 07/05/05 07/06/05 07/07/05 07/08/05 07/11/05 07/12/05 07/13/05 07/14/05 07/15/05 07/18/05 07/19/05 Issue Date -------06/15/04 07/16/04 07/28/04 06/10/04 10/21/04 05/26/04 07/12/04 08/25/04 10/22/04 08/24/04 06/02/04 08/27/04 07/29/04 11/03/04 07/30/04 09/07/04 09/03/04 10/07/04 09/15/04 09/09/04 08/11/04 09/17/04 09/01/04 09/15/04 09/02/04 08/24/04 08/25/04 08/23/04 10/22/04 06/30/04 08/27/04 08/25/04 10/01/04 07/30/04 07/28/04 10/05/04 12/08/04 09/02/04 11/02/04 09/08/04 09/07/04 11/15/04 09/20/04 09/10/04 11/19/04 12/15/04 Issue Price (% of Principal Amount) --------------98.063 98.328 98.283 98.000 98.781 98.155 98.294 98.489 98.734 98.472 98.026 98.453 98.167 98.687 98.212 98.406 98.423 98.516 98.480 98.425 98.292 98.477 98.429 98.440 98.416 98.300 98.300 98.300 98.536 97.716 98.269 98.260 98.351 97.971 97.953 98.309 98.542 98.272 98.436 98.156 98.152 98.367 98.845 98.229 98.300 98.440 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------19.37 16.72 17.17 20.00 12.19 18.45 17.06 15.11 12.66 15.28 19.74 15.47 18.33 13.13 17.88 15.94 15.77 14.84 15.20 15.75 17.08 15.23 15.71 15.60 15.84 17.00 17.00 17.00 14.64 22.84 17.31 17.40 16.49 20.29 20.47 16.91 14.58 17.28 15.64 18.44 18.48 16.33 11.55 17.71 17.00 15.60 92 Section III-D (continued) CUSIP Number --------JJ3 JK0 JL8 JP9 JQ7 JR5 JS3 JT1 JW4 JX2 JY0 JZ7 313589KA0 KD4 KE2 KF9 KG7 KH5 KL6 KM4 KN2 KP7 KQ5 KT9 KU6 KV4 KW2 KX0 313589LA9 LB7 LC5 LD3 LE1 LJ0 LK7 LL5 LM3 LQ4 LR2 LS0 LT8 LU5 LX9 LY7 LZ4 313589MA8 Maturity Date -------07/20/05 07/21/05 07/22/05 07/25/05 07/26/05 07/27/05 07/28/05 07/29/05 08/01/05 08/02/05 08/03/05 08/04/05 08/05/05 08/08/05 08/09/05 08/10/05 08/11/05 08/12/05 08/15/05 08/16/05 08/17/05 08/18/05 08/19/05 08/22/05 08/23/05 08/24/05 08/25/05 08/26/05 08/29/05 08/30/05 08/31/05 09/01/05 09/02/05 09/06/05 09/07/05 09/08/05 09/09/05 09/12/05 09/13/05 09/14/05 09/15/05 09/16/05 09/19/05 09/20/05 09/21/05 09/22/05 Issue Date -------10/01/04 02/17/05 07/28/04 11/18/04 12/15/04 11/17/04 10/29/04 11/22/04 10/14/04 11/18/04 02/02/05 04/07/05 11/05/04 11/18/04 01/12/05 12/28/04 03/23/05 11/15/04 10/12/04 03/07/05 11/24/04 01/20/05 08/25/04 09/24/04 12/08/04 11/23/04 12/23/04 12/02/04 10/29/04 01/24/05 11/19/04 09/29/04 09/15/04 10/29/04 11/05/04 09/13/04 12/08/04 11/16/04 01/25/05 11/17/04 12/08/04 09/22/04 11/23/04 11/26/04 11/17/04 01/20/05 Issue Price (% of Principal Amount) --------------98.207 98.794 97.696 98.264 98.383 98.250 98.308 98.250 98.270 98.201 98.567 99.008 98.180 98.152 98.392 98.319 98.798 98.133 98.192 98.664 98.131 98.373 97.878 97.897 98.151 98.021 98.169 98.064 98.092 98.311 97.950 97.894 97.908 98.024 97.918 97.820 98.022 97.842 98.184 97.851 97.971 97.806 97.800 97.815 97.801 98.047 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------17.93 12.06 23.04 17.36 16.17 17.50 16.92 17.50 17.30 17.99 14.33 9.92 18.20 18.48 16.08 16.81 12.02 18.67 18.08 13.36 18.69 16.27 21.22 21.03 18.49 19.79 18.31 19.36 19.08 16.89 20.50 21.06 20.92 19.76 20.82 21.80 19.78 21.58 18.16 21.49 20.29 21.94 22.00 21.85 21.99 19.53 93 Section III-D (continued) CUSIP Number --------MB6 ME0 MF7 MG5 MH3 MJ9 MM2 MN0 MP5 MQ3 MR1 MV2 MW0 MX8 MY6 313589NB5 NC3 ND1 NE9 NF6 NJ8 NK5 NL3 NM1 NN9 NR0 NS8 NT6 NU3 NV1 NY5 NZ2 313589PA5 PB3 PF4 PG2 PH0 PJ6 PK3 PN7 PP2 PQ0 PS6 PV9 PW7 PX5 Maturity Date -------09/23/05 09/26/05 09/27/05 09/28/05 09/29/05 09/30/05 10/03/05 10/04/05 10/05/05 10/06/05 10/07/05 10/11/05 10/12/05 10/13/05 10/14/05 10/17/05 10/18/05 10/19/05 10/20/05 10/21/05 10/24/05 10/25/05 10/26/05 10/27/05 10/28/05 10/31/05 11/01/05 11/02/05 11/03/05 11/04/05 11/07/05 11/08/05 11/09/05 11/10/05 11/14/05 11/15/05 11/16/05 11/17/05 11/18/05 11/21/05 11/22/05 11/23/05 11/25/05 11/28/05 11/29/05 11/30/05 Issue Date -------01/04/05 12/01/04 11/19/04 11/23/04 11/23/04 10/14/04 11/19/04 11/22/04 12/09/04 12/08/04 10/15/04 12/01/04 01/24/05 11/17/04 10/20/04 12/01/04 12/09/04 01/20/05 11/17/04 10/29/04 12/07/04 01/24/05 02/03/05 02/04/05 12/08/04 01/04/05 12/13/04 01/13/05 02/28/05 11/09/04 12/14/04 02/18/05 03/18/05 11/17/04 01/11/05 01/05/05 01/21/05 02/08/05 01/13/05 01/05/05 01/13/05 01/06/05 01/21/05 01/05/05 01/24/05 01/11/05 Issue Price (% of Principal Amount) --------------98.006 97.799 97.721 97.717 97.709 97.874 97.659 97.665 97.817 97.794 97.818 97.671 97.927 97.617 99.091 97.618 97.696 97.809 97.557 97.689 97.637 97.808 97.828 97.836 97.615 97.667 97.560 97.623 97.858 97.470 97.494 97.765 97.889 97.330 97.510 97.540 97.583 97.658 97.494 97.413 97.435 97.405 97.493 97.348 97.485 97.362 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------19.94 22.01 22.79 22.83 22.91 21.26 23.41 23.35 21.83 22.06 21.82 23.29 20.73 23.83 9.09 23.82 23.04 21.91 24.43 23.11 23.63 21.92 21.72 21.64 23.85 23.33 24.40 23.77 21.42 25.30 25.06 22.35 21.11 26.70 24.90 24.60 24.17 23.42 25.06 25.87 25.65 25.95 25.07 26.52 25.15 26.38 94 Section III-D (continued) CUSIP Number --------PY3 PZ0 313589QC0 QD8 QE6 QF3 QG1 QK2 QL0 QM8 QN6 QP1 QS5 QT3 QU0 QV8 QW6 313589RA3 RB1 RC9 RD7 Maturity Date -------12/01/05 12/02/05 12/05/05 12/06/05 12/07/05 12/08/05 12/09/05 12/12/05 12/13/05 12/14/05 12/15/05 12/16/05 12/19/05 12/20/05 12/21/05 12/22/05 12/23/05 12/27/05 12/28/05 12/29/05 12/30/05 Issue Date -------12/06/04 05/18/05 01/07/05 03/02/05 01/06/05 03/03/05 12/15/04 01/07/05 01/25/05 02/28/05 01/18/05 01/12/05 01/06/05 02/16/05 03/23/05 02/14/05 01/18/05 01/10/05 01/13/05 01/11/05 01/07/05 Issue Price (% of Principal Amount) --------------97.270 98.202 97.298 97.536 97.301 97.527 97.198 97.250 97.370 97.447 97.251 97.212 97.161 97.373 97.414 97.365 97.166 97.114 97.101 97.106 97.094 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------27.30 17.98 27.02 24.64 26.99 24.73 28.02 27.50 26.30 25.53 27.49 27.88 28.39 26.27 25.86 26.35 28.34 28.86 28.99 28.94 29.06 95 Section III-E FEDERAL FARM CREDIT BANKS Consolidated Systemwide Discount Notes Short-Term Obligations Issued at a Discount and Maturing in 2005 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------1.45 2.01 13.77 4.75 10.15 12.20 8.35 8.74 12.27 11.20 12.20 5.63 10.45 3.76 1.73 10.86 2.66 1.87 12.70 5.11 9.20 8.09 1.72 6.82 6.16 3.75 5.86 2.17 8.85 2.19 12.27 2.07 1.90 6.69 1.79 4.69 1.80 12.94 9.75 5.70 1.87 4.94 13.65 3.64 5.77 1.89 CUSIP Number --------313313AC2 AD0 AE8 AF5 AG3 AK4 AL2 AM0 AN8 AP3 AT5 AU2 AV0 AW8 AZ1 313313BA5 BB3 BC1 BD9 BG2 BH0 BJ6 BK3 BL1 BP2 BQ0 BR8 BS6 BT4 BW7 BX5 BY3 BZ0 313313CA4 CE6 CF3 CG1 CH9 CL0 CM8 CN6 CP1 CQ9 CT3 CU0 CV8 Maturity Date -------01/03/05 01/04/05 01/05/05 01/06/05 01/07/05 01/10/05 01/11/05 01/12/05 01/13/05 01/14/05 01/18/05 01/19/05 01/20/05 01/21/05 01/24/05 01/25/05 01/26/05 01/27/05 01/28/05 01/31/05 02/01/05 02/02/05 02/03/05 02/04/05 02/07/05 02/08/05 02/09/05 02/10/05 02/11/05 02/14/05 02/15/05 02/16/05 02/17/05 02/18/05 02/22/05 02/23/05 02/24/05 02/25/05 02/28/05 03/01/05 03/02/05 03/03/05 03/04/05 03/07/05 03/08/05 03/09/05 Issue Date -------12/10/04 12/01/04 01/06/04 10/07/04 02/27/04 01/16/04 07/27/04 07/12/04 01/14/04 02/13/04 01/27/04 10/06/04 04/30/04 11/19/04 12/27/04 06/30/04 12/14/04 12/28/04 02/03/04 11/01/04 08/02/04 08/25/04 01/06/05 10/01/04 10/18/04 12/10/04 10/27/04 01/06/05 08/18/04 01/10/05 02/19/04 01/14/05 01/18/05 10/20/04 01/25/05 12/09/04 01/27/05 05/27/04 08/18/04 12/01/04 02/02/05 12/14/04 06/30/04 01/10/05 12/08/04 02/09/05 Issue Price (% of Principal Amount) --------------99.855 99.799 98.623 99.525 98.985 98.780 99.165 99.126 98.773 98.880 98.780 99.437 98.955 99.624 99.827 98.914 99.734 99.813 98.730 99.489 99.080 99.191 99.828 99.318 99.384 99.625 99.414 99.783 99.115 99.781 98.773 99.793 99.810 99.331 99.821 99.531 99.820 98.706 99.025 99.430 99.813 99.506 98.635 99.636 99.423 99.811 96 Section III-E (continued) CUSIP Number --------CW6 CX4 313313DA3 DB1 DC9 DD7 DE5 DH8 DJ4 DK1 DL9 DQ8 DR6 DS4 DT2 DU9 DX3 DY1 DZ8 313313EA2 EB0 EE4 EF1 EG9 EH7 EJ3 EM6 EN4 EP9 EQ7 ER5 EU8 EV6 EW4 EX2 EY0 313313FB9 FC7 FD5 FE3 FF0 FJ2 FK9 FL7 FM5 FN3 Maturity Date -------03/10/05 03/11/05 03/14/05 03/15/05 03/16/05 03/17/05 03/18/05 03/21/05 03/22/05 03/23/05 03/24/05 03/28/05 03/29/05 03/30/05 03/31/05 04/01/05 04/04/05 04/05/05 04/06/05 04/07/05 04/08/05 04/11/05 04/12/05 04/13/05 04/14/05 04/15/05 04/18/05 04/19/05 04/20/05 04/21/05 04/22/05 04/25/05 04/26/05 04/27/05 04/28/05 04/29/05 05/02/05 05/03/05 05/04/05 05/05/05 05/06/05 05/09/05 05/10/05 05/11/05 05/12/05 05/13/05 Issue Date -------10/28/04 01/06/05 01/14/05 03/16/04 03/18/04 03/29/04 06/21/04 02/22/05 12/22/04 12/23/04 10/21/04 12/28/04 10/27/04 12/30/04 12/31/04 12/02/04 01/04/05 04/05/04 02/09/05 04/28/04 01/07/05 01/10/05 02/15/05 03/09/05 03/10/05 04/15/04 10/19/04 01/19/05 10/15/04 01/27/05 04/22/04 03/28/05 03/22/05 03/30/05 03/31/05 01/28/05 03/21/05 04/01/05 02/09/05 02/03/05 03/11/05 11/09/04 01/25/05 10/27/04 02/17/05 04/22/05 Issue Price (% of Principal Amount) --------------99.235 99.584 99.612 98.817 98.820 98.833 98.523 99.817 99.405 99.403 99.132 99.398 99.137 99.395 99.400 99.217 99.393 98.611 99.613 98.509 99.386 99.381 99.608 99.748 99.745 98.520 98.944 99.375 98.920 99.414 98.449 99.790 99.739 99.790 99.792 99.350 99.683 99.762 99.391 99.343 99.582 98.824 99.250 98.835 99.386 99.839 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------7.65 4.16 3.88 11.83 11.80 11.67 14.77 1.83 5.95 5.97 8.68 6.02 8.63 6.05 6.00 7.83 6.07 13.89 3.87 14.91 6.14 6.19 3.92 2.52 2.55 14.80 10.56 6.25 10.80 5.86 15.51 2.10 2.61 2.10 2.08 6.50 3.17 2.38 6.09 6.57 4.18 11.76 7.50 11.65 6.14 1.61 97 Section III-E (continued) CUSIP Number --------FR4 FS2 FT0 FU7 FV5 FY9 FZ6 313313GA0 GB8 GC6 GG7 GH5 GJ1 GK8 GN2 GP7 GQ5 GR3 GS1 GV4 GW2 GX0 GY8 GZ5 313313HC5 HD3 HE1 HF8 HG6 HK7 HL5 HM3 HN1 HP6 HT8 HU5 HV3 HW1 HZ4 313313JA7 JB5 JC3 JD1 JG4 JH2 JJ8 Maturity Date -------05/16/05 05/17/05 05/18/05 05/19/05 05/20/05 05/23/05 05/24/05 05/25/05 05/26/05 05/27/05 05/31/05 06/01/05 06/02/05 06/03/05 06/06/05 06/07/05 06/08/05 06/09/05 06/10/05 06/13/05 06/14/05 06/15/05 06/16/05 06/17/05 06/20/05 06/21/05 06/22/05 06/23/05 06/24/05 06/27/05 06/28/05 06/29/05 06/30/05 07/01/05 07/05/05 07/06/05 07/07/05 07/08/05 07/11/05 07/12/05 07/13/05 07/14/05 07/15/05 07/18/05 07/19/05 07/20/05 Issue Date -------09/13/04 04/15/05 05/18/04 02/22/05 10/20/04 05/02/05 03/29/05 04/15/05 02/24/05 11/30/04 02/17/05 03/01/05 04/15/05 04/15/05 04/08/05 02/01/05 03/08/05 03/30/05 03/11/05 04/15/05 04/12/05 12/16/04 03/16/05 06/17/04 04/15/05 05/24/05 05/31/05 03/23/05 03/24/05 01/10/05 04/05/05 12/31/04 12/30/04 04/05/05 10/04/04 06/06/05 07/12/04 05/06/05 01/31/05 06/14/05 06/15/05 10/28/04 07/29/04 07/20/04 04/26/05 06/30/05 Issue Price (% of Principal Amount) --------------98.612 99.756 98.124 99.362 98.752 99.831 99.563 99.693 99.315 98.764 99.245 99.292 99.629 99.620 99.543 99.073 99.287 99.442 99.285 99.535 99.501 98.748 99.267 97.709 99.476 99.771 99.819 99.249 99.251 98.759 99.319 98.685 98.670 99.292 98.310 99.751 97.930 99.486 98.748 99.765 99.760 98.374 97.777 97.883 99.305 99.824 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------13.88 2.44 18.76 6.38 12.48 1.69 4.37 3.07 6.85 12.36 7.55 7.08 3.71 3.80 4.57 9.27 7.13 5.58 7.15 4.65 4.99 12.52 7.33 22.91 5.24 2.29 1.81 7.51 7.49 12.41 6.81 13.15 13.30 7.08 16.90 2.49 20.70 5.14 12.52 2.35 2.40 16.26 22.23 21.17 6.95 1.76 98 Section III-E (continued) CUSIP Number --------JK5 JL3 JP4 JQ2 JR0 JS8 JT6 JW9 JX7 JY5 JZ2 313313KA5 KD9 KE7 KF4 KG2 KH0 KL1 KM9 KN7 KP2 KQ0 KT4 KU1 KV9 KW7 KX5 313313LA4 LB2 LC0 LD8 LE6 LJ5 LK2 LL0 LM8 LQ9 LR7 LS5 LT3 LU0 LX4 LY2 LZ9 313313MA3 MB1 Maturity Date -------07/21/05 07/22/05 07/25/05 07/26/05 07/27/05 07/28/05 07/29/05 08/01/05 08/02/05 08/03/05 08/04/05 08/05/05 08/08/05 08/09/05 08/10/05 08/11/05 08/12/05 08/15/05 08/16/05 08/17/05 08/18/05 08/19/05 08/22/05 08/23/05 08/24/05 08/25/05 08/26/05 08/29/05 08/30/05 08/31/05 09/01/05 09/02/05 09/06/05 09/07/05 09/08/05 09/09/05 09/12/05 09/13/05 09/14/05 09/15/05 09/16/05 09/19/05 09/20/05 09/21/05 09/22/05 09/23/05 Issue Date -------10/21/04 06/24/05 11/29/04 10/26/04 01/19/05 06/28/05 01/28/05 02/01/05 07/05/05 10/27/04 07/07/05 10/29/04 07/11/05 07/12/05 07/13/05 05/04/05 07/22/05 07/25/05 08/16/04 07/26/05 05/20/05 10/20/04 07/18/05 05/31/05 07/28/05 07/27/05 10/22/04 07/25/05 10/26/04 02/28/05 06/01/05 08/02/05 05/05/05 02/03/05 02/17/05 06/10/05 02/28/05 04/12/05 06/14/05 09/15/04 06/16/05 02/22/05 04/19/05 08/31/05 02/24/05 06/23/05 Issue Price (% of Principal Amount) --------------98.354 99.753 98.314 98.324 98.567 99.733 98.584 98.602 99.751 98.273 99.753 98.211 99.752 99.752 99.753 99.164 99.813 99.812 97.871 99.802 99.225 98.140 99.687 99.267 99.753 99.735 98.075 99.680 98.084 98.482 99.195 99.712 98.939 98.278 98.348 99.189 98.372 98.661 99.177 97.810 99.172 98.270 98.678 99.801 98.262 99.159 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------16.46 2.47 16.86 16.76 14.33 2.67 14.16 13.98 2.49 17.27 2.47 17.89 2.48 2.48 2.47 8.36 1.87 1.88 21.29 1.98 7.75 18.60 3.13 7.33 2.47 2.65 19.25 3.20 19.16 15.18 8.05 2.88 10.61 17.22 16.52 8.11 16.28 13.39 8.23 21.90 8.28 17.30 13.22 1.99 17.38 8.41 99 Section III-E (continued) CUSIP Number --------ME5 MF2 MG0 MH8 MJ4 MM7 MN5 MP0 MQ8 MR6 MW5 MY1 313313NB0 NF1 NK0 NL8 NN4 NR5 NS3 NT1 NU8 NV6 NY0 NZ7 313313PB8 PH5 PJ1 PK8 PN2 PP7 PQ5 PV4 PW2 PX0 PY8 313313QC5 QD3 QE1 QF8 QG6 QK7 QL5 QM3 QN1 QP6 QS0 Maturity Date -------09/26/05 09/27/05 09/28/05 09/29/05 09/30/05 10/03/05 10/04/05 10/05/05 10/06/05 10/07/05 10/12/05 10/14/05 10/17/05 10/21/05 10/25/05 10/26/05 10/28/05 10/31/05 11/01/05 11/02/05 11/03/05 11/04/05 11/07/05 11/08/05 11/10/05 11/16/05 11/17/05 11/18/05 11/21/05 11/22/05 11/23/05 11/28/05 11/29/05 11/30/05 12/01/05 12/05/05 12/06/05 12/07/05 12/08/05 12/09/05 12/12/05 12/13/05 12/14/05 12/15/05 12/16/05 12/19/05 Issue Date -------06/24/05 04/26/05 06/28/05 06/29/05 04/04/05 02/28/05 09/06/05 04/07/05 09/01/05 05/06/05 04/13/05 02/18/05 10/18/04 07/22/05 08/02/05 02/23/05 02/25/05 11/01/04 12/28/04 11/03/04 02/17/05 02/03/05 02/16/05 05/24/05 08/11/05 04/14/05 02/24/05 11/19/04 02/22/05 04/22/05 08/25/05 02/28/05 08/02/05 05/04/05 01/21/05 06/06/05 06/07/05 02/03/05 05/23/05 05/20/05 06/15/05 05/20/05 04/13/05 02/07/05 12/31/04 05/24/05 Issue Price (% of Principal Amount) --------------99.141 98.661 99.152 99.149 98.419 98.162 99.730 98.401 99.662 98.640 98.382 98.017 97.715 99.125 99.183 97.938 97.911 97.594 97.579 97.533 97.820 97.740 97.815 98.465 99.095 98.050 97.717 97.300 97.665 98.086 99.085 97.619 98.820 98.098 97.427 98.317 98.317 97.433 98.154 98.122 98.290 98.085 97.734 97.408 97.219 98.061 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------8.59 13.39 8.48 8.51 15.81 18.38 2.70 15.99 3.38 13.60 16.18 19.83 22.85 8.75 8.17 20.62 20.89 24.06 24.21 24.67 21.80 22.60 21.85 15.35 9.05 19.50 22.83 27.00 23.35 19.14 9.15 23.81 11.80 19.02 25.73 16.83 16.83 25.67 18.46 18.78 17.10 19.15 22.66 25.92 27.81 19.39 100 Section III-E (continued) CUSIP Number --------QU5 QW1 313313RC4 Maturity Date -------12/21/05 12/23/05 12/29/05 Issue Date -------12/21/04 06/24/05 06/29/05 Issue Price (% of Principal Amount) --------------97.100 98.266 98.236 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------29.00 17.34 17.64 101 Section III-F FEDERAL HOME LOAN MORTGAGE CORPORATION Short-Term Obligations Issued at a Discount and Maturing in 2005 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------11.70 9.28 13.31 11.96 11.42 9.15 12.34 3.91 7.44 12.38 10.57 9.78 9.48 9.23 10.79 9.30 7.66 7.83 12.37 9.45 11.17 7.45 4.63 11.08 11.17 13.25 4.34 3.31 8.15 10.10 9.25 0.07 11.76 8.41 9.45 12.27 8.22 12.71 10.51 12.86 10.32 7.17 11.07 14.57 11.73 0.07 CUSIP Number --------313397AC5 AD3 AE1 AF8 AG6 AK7 AL5 AM3 AN1 AP6 AT8 AU5 AV3 AW1 AZ4 313397BA8 BB6 BC4 BD2 BG5 BH3 BJ9 BK6 BL4 BP5 BQ3 BR1 BS9 BT7 BW0 BX8 BY6 BZ3 313397CA7 CE9 CF6 CG4 CH2 CL3 CM1 CN9 CP4 CQ2 CT6 CU3 CV1 Maturity Date -------01/03/05 01/04/05 01/05/05 01/06/05 01/07/05 01/10/05 01/11/05 01/12/05 01/13/05 01/14/05 01/18/05 01/19/05 01/20/05 01/21/05 01/24/05 01/25/05 01/26/05 01/27/05 01/28/05 01/31/05 02/01/05 02/02/05 02/03/05 02/04/05 02/07/05 02/08/05 02/09/05 02/10/05 02/11/05 02/14/05 02/15/05 02/16/05 02/17/05 02/18/05 02/22/05 02/23/05 02/24/05 02/25/05 02/28/05 03/01/05 03/02/05 03/03/05 03/04/05 03/07/05 03/08/05 03/09/05 Issue Date -------01/12/04 04/16/04 01/08/04 02/02/04 01/29/04 03/11/04 01/13/04 11/04/04 08/12/04 01/29/04 02/25/04 03/05/04 03/10/04 03/22/04 02/27/04 07/27/04 08/24/04 08/19/04 01/29/04 03/25/04 07/01/04 09/10/04 11/18/04 07/01/04 04/15/04 02/10/04 12/01/04 12/20/04 09/08/04 04/01/04 08/17/04 02/15/05 02/18/04 09/10/04 08/24/04 02/24/04 09/22/04 06/04/04 04/02/04 06/25/04 08/11/04 10/28/04 08/04/04 06/15/04 03/09/04 03/08/05 Issue Price (% of Principal Amount) --------------98.830 99.072 98.669 98.804 98.858 99.085 98.766 99.609 99.256 98.762 98.943 99.022 99.052 99.077 98.921 99.070 99.234 99.217 98.763 99.055 98.883 99.255 99.537 98.892 98.883 98.675 99.566 99.669 99.185 98.990 99.075 99.993 98.824 99.159 99.055 98.773 99.178 98.729 98.949 98.714 98.968 99.283 98.893 98.543 98.827 99.993 102 Section III-F (continued) CUSIP Number --------CW9 CX7 313397DA6 DB4 DC2 DD0 DE8 DH1 DJ7 DK4 DL2 DM0 DQ1 DR9 DS7 DT5 3128X3QQ9 313397DU2 DX6 DY4 DZ1 EA5 EB3 EE7 EF4 EG2 EH0 EJ6 EM9 EN7 EP2 EQ0 ER8 EU1 EV9 EW7 EX5 EY3 313397FB2 FC0 FD8 FE6 FF3 FJ5 FK2 FL0 FM8 Maturity Date -------03/10/05 03/11/05 03/14/05 03/15/05 03/16/05 03/17/05 03/18/05 03/21/05 03/22/05 03/23/05 03/24/05 03/25/05 03/28/05 03/29/05 03/30/05 03/31/05 03/31/05 04/01/05 04/04/05 04/05/05 04/06/05 04/07/05 04/08/05 04/11/05 04/12/05 04/13/05 04/14/05 04/15/05 04/18/05 04/19/05 04/20/05 04/21/05 04/22/05 04/25/05 04/26/05 04/27/05 04/28/05 04/29/05 05/02/05 05/03/05 05/04/05 05/05/05 05/06/05 05/09/05 05/10/05 05/11/05 05/12/05 Issue Date -------03/31/04 03/30/04 05/17/04 07/23/04 11/17/04 01/05/05 03/31/04 06/01/04 08/26/04 07/20/04 11/17/04 05/19/04 07/28/04 09/28/04 08/16/04 06/25/04 07/02/04 10/01/04 08/02/04 04/06/04 04/05/05 04/19/04 04/19/04 04/23/04 08/06/04 12/07/04 04/21/04 04/19/04 05/27/04 10/19/04 02/09/05 09/28/04 07/20/04 09/17/04 10/26/04 12/03/04 12/03/04 09/21/04 07/07/04 05/04/04 09/20/04 07/16/04 09/24/04 05/27/04 11/09/04 03/02/05 03/02/05 Issue Price (% of Principal Amount) --------------98.872 98.885 98.637 98.760 99.260 99.531 98.846 98.616 98.896 98.736 99.206 98.536 98.650 98.959 98.820 98.481 98.474 98.969 98.693 98.615 99.993 98.647 98.643 98.559 98.651 99.167 98.598 98.576 98.370 98.928 99.504 98.833 98.551 98.796 98.923 99.049 99.031 98.796 98.389 98.322 98.744 98.391 98.724 98.236 98.807 99.479 99.471 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------11.28 11.15 13.63 12.40 7.40 4.69 11.54 13.84 11.04 12.64 7.94 14.64 13.50 10.41 11.80 15.19 15.27 10.31 13.07 13.85 0.07 13.53 13.57 14.41 13.49 8.33 14.02 14.24 16.30 10.72 4.96 11.67 14.49 12.04 10.77 9.51 9.69 12.04 16.11 16.78 12.56 16.09 12.76 17.64 11.93 5.21 5.29 103 Section III-F (continued) CUSIP Number --------FN6 FR7 FS5 FT3 FU0 FV8 FY2 FZ9 313397GA3 GB1 GC9 GG0 GH8 GJ4 GK1 GN5 GP0 GQ8 GR6 GS4 GV7 GW5 GX3 GY1 GZ8 313397HC8 HD6 HE4 HF1 HG9 HK0 HL8 HM6 HN4 3128X3QR7 313397HP9 HT1 HU8 HV6 HW4 HZ7 JA0 JB8 JC6 JD4 JG7 JH5 Maturity Date -------05/13/05 05/16/05 05/17/05 05/18/05 05/19/05 05/20/05 05/23/05 05/24/05 05/25/05 05/26/05 05/27/05 05/31/05 06/01/05 06/02/05 06/03/05 06/06/05 06/07/05 06/08/05 06/09/05 06/10/05 06/13/05 06/14/05 06/15/05 06/16/05 06/17/05 06/20/05 06/21/05 06/22/05 06/23/05 06/24/05 06/27/05 06/28/05 06/29/05 06/30/05 06/30/05 07/01/05 07/05/05 07/06/05 07/07/05 07/08/05 07/11/05 07/12/05 07/13/05 07/14/05 07/15/05 07/18/05 07/19/05 Issue Date -------08/05/04 08/18/04 11/16/04 07/12/04 01/20/05 12/08/04 07/28/04 11/23/04 07/28/04 10/07/04 09/27/04 06/01/04 07/01/04 01/21/05 06/10/04 10/08/04 12/07/04 08/04/04 07/14/04 01/05/05 11/18/04 12/14/04 07/28/04 05/17/05 01/12/05 07/08/04 10/07/04 01/19/05 04/13/05 01/12/05 08/04/04 06/29/04 10/14/04 07/16/04 07/02/04 07/30/04 11/16/04 11/15/04 02/23/05 11/15/04 10/08/04 01/11/05 02/24/05 12/10/04 07/22/04 08/18/04 01/18/05 Issue Price (% of Principal Amount) --------------98.436 98.547 98.771 98.312 99.150 98.886 98.214 98.746 98.202 98.601 98.588 98.018 97.971 99.039 97.882 98.554 98.736 98.238 98.121 98.869 98.614 98.696 98.050 99.756 98.852 98.034 98.422 98.854 99.438 98.791 98.065 97.644 98.481 97.984 97.749 97.937 98.441 98.427 98.954 98.414 98.313 98.615 98.907 98.476 97.882 98.126 98.600 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------15.64 14.53 12.29 16.88 8.50 11.14 17.86 12.54 17.98 13.99 14.12 19.82 20.29 9.61 21.18 14.46 12.64 17.62 18.79 11.31 13.86 13.04 19.50 2.44 11.48 19.66 15.78 11.46 5.62 12.09 19.35 23.56 15.19 20.16 22.51 20.63 15.59 15.73 10.46 15.86 16.87 13.85 10.93 15.24 21.18 18.74 14.00 104 Section III-F (continued) CUSIP Number --------JJ1 JK8 JL6 JP7 JQ5 JR3 JS1 JT9 JW2 JX0 JY8 JZ5 313397KA8 KD2 KE0 KF7 KG5 KH3 KL4 KM2 KN0 KP5 KQ3 KT7 KU4 KV2 KW0 KX8 313397LA7 LB5 LC3 LD1 LE9 LJ8 LK5 LL3 LM1 LQ2 LR0 LS8 LT6 LU3 LX7 LY5 LZ2 313397MA6 Maturity Date -------07/20/05 07/21/05 07/22/05 07/25/05 07/26/05 07/27/05 07/28/05 07/29/05 08/01/05 08/02/05 08/03/05 08/04/05 08/05/05 08/08/05 08/09/05 08/10/05 08/11/05 08/12/05 08/15/05 08/16/05 08/17/05 08/18/05 08/19/05 08/22/05 08/23/05 08/24/05 08/25/05 08/26/05 08/29/05 08/30/05 08/31/05 09/01/05 09/02/05 09/06/05 09/07/05 09/08/05 09/09/05 09/12/05 09/13/05 09/14/05 09/15/05 09/16/05 09/19/05 09/20/05 09/21/05 09/22/05 Issue Date -------03/23/05 03/23/05 03/10/05 11/16/04 07/27/04 05/10/05 05/16/05 10/21/04 03/02/05 02/01/05 04/13/05 03/15/05 08/05/04 09/10/04 02/08/05 09/17/04 01/13/05 09/16/04 08/31/04 02/15/05 04/29/05 03/16/05 10/04/04 01/10/05 08/24/04 01/21/05 04/27/05 11/19/04 09/09/04 11/24/04 09/30/04 12/09/04 12/10/04 01/11/05 01/18/05 01/12/05 01/27/05 12/30/04 03/15/05 12/30/04 12/10/04 11/15/04 11/12/04 09/21/04 01/03/05 04/26/05 Issue Price (% of Principal Amount) --------------99.008 99.000 98.913 98.243 97.695 99.357 99.390 98.314 98.754 98.574 99.070 98.817 97.780 98.015 98.564 98.074 98.384 98.057 97.985 98.554 99.071 98.687 97.997 98.276 97.806 98.328 98.980 98.032 97.866 97.977 97.925 98.079 98.086 98.156 98.170 98.128 98.225 98.044 98.428 98.029 97.985 97.857 97.823 97.786 98.006 98.721 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------9.92 10.00 10.87 17.57 23.05 6.43 6.10 16.86 12.46 14.26 9.30 11.83 22.20 19.85 14.36 19.26 16.16 19.43 20.15 14.46 9.29 13.13 20.03 17.24 21.94 16.72 10.20 19.68 21.34 20.23 20.75 19.21 19.14 18.44 18.30 18.72 17.75 19.56 15.72 19.71 20.15 21.43 21.77 22.14 19.94 12.79 105 Section III-F (continued) CUSIP Number --------MB4 ME8 MF5 MG3 MH1 MJ7 3128X4KW0 313397MM0 MN8 MP3 MQ1 MR9 MV0 MW8 MX6 MY4 NB3 NC1 ND9 NE7 NF4 NJ6 NK3 NL1 NM9 NN7 NR8 NS6 3128X4LB5 313397NT4 NU1 NV9 NY3 NZ0 313397PA3 PB1 PF2 PG0 PH8 PJ4 PK1 PN5 PP0 PQ8 PS4 PV7 PW5 Maturity Date -------09/23/05 09/26/05 09/27/05 09/28/05 09/29/05 09/30/05 10/01/05 10/03/05 10/04/05 10/05/05 10/06/05 10/07/05 10/11/05 10/12/05 10/13/05 10/14/05 10/17/05 10/18/05 10/19/05 10/20/05 10/21/05 10/24/05 10/25/05 10/26/05 10/27/05 10/28/05 10/31/05 11/01/05 11/01/05 11/02/05 11/03/05 11/04/05 11/07/05 11/08/05 11/09/05 11/10/05 11/14/05 11/15/05 11/16/05 11/17/05 11/18/05 11/21/05 11/22/05 11/23/05 11/25/05 11/28/05 11/29/05 Issue Date -------10/29/04 11/23/04 02/15/05 12/29/04 11/17/04 10/26/04 09/20/05 10/13/04 04/05/05 02/03/05 10/07/04 01/11/05 01/11/05 02/08/05 11/03/04 01/11/05 11/23/04 10/19/04 11/24/04 01/20/05 03/22/05 11/18/04 11/18/04 12/16/04 11/18/04 11/18/04 11/22/04 12/22/04 09/20/05 12/06/04 01/05/05 12/15/04 06/17/05 05/10/05 07/12/05 12/14/04 01/13/05 11/16/04 01/13/05 09/22/05 06/07/05 03/10/05 05/24/05 12/09/04 03/11/05 12/01/04 05/31/05 Issue Price (% of Principal Amount) --------------97.889 97.740 98.164 97.899 97.744 97.910 99.870 97.791 98.382 98.021 97.634 97.870 97.831 97.998 97.716 97.807 97.558 97.654 97.560 97.808 98.101 97.544 97.537 97.619 97.523 97.516 97.457 97.549 99.585 97.545 97.576 97.525 98.673 98.337 98.850 97.462 97.518 97.260 97.501 99.434 98.506 97.724 98.322 97.392 97.698 97.265 98.296 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------21.11 22.60 18.36 21.01 22.56 20.90 1.30 22.09 16.18 19.79 23.66 21.30 21.69 20.02 22.84 21.93 24.42 23.46 24.40 21.92 18.99 24.56 24.63 23.81 24.77 24.84 25.43 24.51 4.15 24.55 24.24 24.75 13.27 16.63 11.50 25.38 24.82 27.40 24.99 5.66 14.94 22.76 16.78 26.08 23.02 27.35 17.04 106 Section III-F (continued) CUSIP Number --------PX3 PY1 3128X4FS5 313397PZ8 QC8 QD6 QE4 QF1 QG9 QK0 QL8 QM6 QN4 QP9 QS3 QT1 QU8 QV6 QW4 313397RA1 RB9 RC7 RD5 Maturity Date -------11/30/05 12/01/05 12/01/05 12/02/05 12/05/05 12/06/05 12/07/05 12/08/05 12/09/05 12/12/05 12/13/05 12/14/05 12/15/05 12/16/05 12/19/05 12/20/05 12/21/05 12/22/05 12/23/05 12/27/05 12/28/05 12/29/05 12/30/05 Issue Date -------12/08/04 06/23/05 08/04/05 03/31/05 01/12/05 04/26/05 01/18/05 05/23/05 04/27/05 12/23/04 12/14/04 01/12/05 04/14/05 12/27/04 12/23/04 12/30/04 07/12/05 04/08/05 12/30/04 01/04/05 01/04/05 07/19/05 01/05/05 Issue Price (% of Principal Amount) --------------97.303 98.484 98.824 97.731 97.302 97.990 97.326 98.159 97.941 97.198 97.159 97.223 97.775 97.198 97.132 97.160 98.398 97.606 97.136 97.144 97.136 98.370 97.128 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------26.97 15.16 11.76 22.69 26.98 20.10 26.74 18.41 20.59 28.02 28.41 27.77 22.25 28.02 28.68 28.40 16.02 23.94 28.64 28.56 28.64 16.30 28.72 107 Section III-G FEDERAL AGRICULTURAL MORTGAGE CORPORATION Short-Term Obligations Issued at a Discount and Maturing in 2005 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------5.12 2.05 0.06 4.98 1.76 4.82 5.55 0.06 4.90 12.77 5.19 5.14 5.14 5.11 3.22 2.22 0.06 5.14 5.19 0.20 0.07 5.30 1.76 1.05 2.14 1.81 0.07 1.48 5.69 1.98 3.53 0.07 0.07 0.07 5.92 5.74 5.85 2.09 8.37 0.07 5.82 1.42 0.07 1.84 0.07 0.07 0.07 CUSIP Number --------31315LAC2 AD0 AE8 AF5 AG3 AK4 AL2 AM0 AN8 AP3 AT5 AU2 AV0 AW8 AZ1 31315LBA5 BB3 BC1 BD9 BG2 BH0 BJ6 BK3 BL1 BP2 BQ0 BR8 BS6 BT4 BW7 BX5 BY3 BZ0 31315LCA4 CE6 CF3 CG1 CH9 CL0 CM8 CN6 CP1 CQ9 CT3 CU0 CV8 CW6 Maturity Date -------01/03/05 01/04/05 01/05/05 01/06/05 01/07/05 01/10/05 01/11/05 01/12/05 01/13/05 01/14/05 01/18/05 01/19/05 01/20/05 01/21/05 01/24/05 01/25/05 01/26/05 01/27/05 01/28/05 01/31/05 02/01/05 02/02/05 02/03/05 02/04/05 02/07/05 02/08/05 02/09/05 02/10/05 02/11/05 02/14/05 02/15/05 02/16/05 02/17/05 02/18/05 02/22/05 02/23/05 02/24/05 02/25/05 02/28/05 03/01/05 03/02/05 03/03/05 03/04/05 03/07/05 03/08/05 03/09/05 03/10/05 Issue Date -------09/29/04 12/01/04 01/04/05 10/06/04 12/10/04 10/13/04 09/29/04 01/11/05 10/15/04 01/15/04 10/18/04 10/19/04 10/20/04 10/20/04 12/02/04 12/21/04 01/25/05 10/28/04 10/27/04 01/28/05 01/31/05 11/02/04 01/06/05 01/18/05 01/04/05 01/10/05 02/08/05 01/18/05 11/09/04 01/14/05 12/22/04 02/15/05 02/16/05 02/17/05 11/18/04 11/24/04 11/22/04 01/24/05 10/04/04 02/28/05 12/02/04 02/10/05 03/03/05 02/08/05 03/07/05 03/08/05 03/09/05 Issue Price (% of Principal Amount) --------------99.488 99.795 99.994 99.502 99.824 99.518 99.445 99.994 99.510 98.723 99.481 99.486 99.486 99.489 99.678 99.778 99.994 99.486 99.481 99.980 99.993 99.470 99.824 99.895 99.786 99.819 99.993 99.852 99.431 99.802 99.647 99.993 99.993 99.993 99.408 99.426 99.415 99.791 99.163 99.993 99.418 99.858 99.993 99.816 99.993 99.993 99.993 108 Section III-G (continued) CUSIP Number --------CX4 31315LDA3 DB1 DC9 DD7 DE5 DH8 DJ4 DK1 DL9 DQ8 DR6 DS4 DT2 DU9 DX3 DY1 DZ8 31315LEA2 EB0 EE4 EF1 EG9 EH7 EJ3 EM6 EN4 EP9 EQ7 ER5 EU8 EV6 EW4 EX2 EY0 31315LFB9 FC7 FD5 FE3 FF0 FJ2 FK9 FL7 FM5 FN3 FR4 FS2 Maturity Date -------03/11/05 03/14/05 03/15/05 03/16/05 03/17/05 03/18/05 03/21/05 03/22/05 03/23/05 03/24/05 03/28/05 03/29/05 03/30/05 03/31/05 04/01/05 04/04/05 04/05/05 04/06/05 04/07/05 04/08/05 04/11/05 04/12/05 04/13/05 04/14/05 04/15/05 04/18/05 04/19/05 04/20/05 04/21/05 04/22/05 04/25/05 04/26/05 04/27/05 04/28/05 04/29/05 05/02/05 05/03/05 05/04/05 05/05/05 05/06/05 05/09/05 05/10/05 05/11/05 05/12/05 05/13/05 05/16/05 05/17/05 Issue Date -------02/03/05 12/13/04 02/14/05 03/15/05 12/15/04 02/11/05 03/18/05 02/22/05 02/10/05 02/23/05 03/24/05 12/27/04 12/29/04 12/28/04 02/28/05 04/01/05 04/04/05 12/28/04 04/06/05 01/06/05 01/06/05 01/11/05 01/11/05 01/11/05 01/11/05 04/15/05 01/19/05 04/18/05 04/20/05 04/21/05 01/21/05 01/27/05 01/27/05 03/03/05 03/23/05 02/01/05 04/04/05 05/03/05 05/04/05 05/05/05 05/02/05 05/09/05 02/11/05 02/11/05 04/15/05 02/25/05 05/16/05 Issue Price (% of Principal Amount) --------------99.757 99.396 99.803 99.993 99.387 99.762 99.978 99.807 99.721 99.798 99.971 99.366 99.373 99.359 99.774 99.977 99.993 99.315 99.993 99.364 99.343 99.360 99.351 99.344 99.337 99.977 99.355 99.985 99.993 99.993 99.326 99.357 99.350 99.588 99.718 99.348 99.782 99.992 99.992 99.992 99.944 99.992 99.347 99.340 99.784 99.389 99.992 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------2.43 6.04 1.97 0.07 6.13 2.38 0.22 1.93 2.79 2.02 0.29 6.34 6.27 6.41 2.26 0.23 0.07 6.85 0.07 6.36 6.57 6.40 6.49 6.56 6.63 0.23 6.45 0.15 0.07 0.07 6.74 6.43 6.50 4.12 2.82 6.52 2.18 0.08 0.08 0.08 0.56 0.08 6.53 6.60 2.16 6.11 0.08 109 Section III-G (continued) CUSIP Number --------FT0 FU7 FV5 FY9 FZ6 31315LGA0 GB8 GC6 GG7 GH5 GJ1 GK8 GN2 GP7 GQ5 GR3 GS1 GV4 GW2 GX0 GY8 GZ5 31315LHC5 HD3 HE1 HF8 HG6 HK7 HL5 HM3 HN1 HP6 HT8 HU5 HV3 HW1 HZ4 31315LJA7 JB5 JC3 JD1 JG4 JH2 JJ8 JK5 JL3 JP4 Maturity Date -------05/18/05 05/19/05 05/20/05 05/23/05 05/24/05 05/25/05 05/26/05 05/27/05 05/31/05 06/01/05 06/02/05 06/03/05 06/06/05 06/07/05 06/08/05 06/09/05 06/10/05 06/13/05 06/14/05 06/15/05 06/16/05 06/17/05 06/20/05 06/21/05 06/22/05 06/23/05 06/24/05 06/27/05 06/28/05 06/29/05 06/30/05 07/01/05 07/05/05 07/06/05 07/07/05 07/08/05 07/11/05 07/12/05 07/13/05 07/14/05 07/15/05 07/18/05 07/19/05 07/20/05 07/21/05 07/22/05 07/25/05 Issue Date -------03/02/05 02/22/05 02/24/05 03/02/05 04/14/05 04/15/05 02/22/05 03/02/05 03/03/05 02/23/05 06/01/05 06/02/05 06/03/05 06/06/05 03/08/05 06/08/05 05/10/05 06/10/05 06/13/05 03/14/05 03/03/05 03/17/05 06/17/05 06/20/05 05/24/05 06/22/05 03/29/05 03/29/05 06/27/05 03/30/05 03/30/05 06/01/05 07/01/05 04/06/05 07/06/05 07/07/05 05/24/05 04/13/05 04/15/05 06/13/05 05/31/05 06/17/05 04/19/05 04/26/05 06/22/05 06/16/05 04/26/05 Issue Price (% of Principal Amount) --------------99.405 99.348 99.353 99.367 99.693 99.690 99.295 99.329 99.303 99.251 99.992 99.992 99.975 99.992 99.277 99.992 99.749 99.976 99.992 99.259 99.172 99.259 99.976 99.992 99.760 99.992 99.281 99.256 99.992 99.248 99.240 99.751 99.964 99.251 99.991 99.991 99.599 99.255 99.263 99.739 99.623 99.733 99.257 99.288 99.745 99.690 99.245 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------5.95 6.52 6.47 6.33 3.07 3.10 7.05 6.71 6.97 7.49 0.08 0.08 0.25 0.08 7.23 0.08 2.51 0.24 0.08 7.41 8.28 7.41 0.24 0.08 2.40 0.08 7.19 7.44 0.08 7.52 7.60 2.49 0.36 7.49 0.09 0.09 4.01 7.45 7.37 2.61 3.77 2.67 7.43 7.12 2.55 3.10 7.55 110 Section III-G (continued) CUSIP Number --------JQ2 JR0 JS8 JT6 JW9 JX7 JY5 JZ2 31315LKA5 KD9 KE7 KF4 KG2 KH0 KL1 KM9 KN7 KP2 KQ0 KT4 KU1 KV9 KW7 KX5 31315LLA4 LB2 LC0 LD8 LE6 LJ5 LK2 LL0 LM8 LQ9 LR7 LS5 LT3 LU0 LX4 LZ9 31315LMA3 MB1 ME5 MF2 MH8 MJ4 MP0 Maturity Date -------07/26/05 07/27/05 07/28/05 07/29/05 08/01/05 08/02/05 08/03/05 08/04/05 08/05/05 08/08/05 08/09/05 08/10/05 08/11/05 08/12/05 08/15/05 08/16/05 08/17/05 08/18/05 08/19/05 08/22/05 08/23/05 08/24/05 08/25/05 08/26/05 08/29/05 08/30/05 08/31/05 09/01/05 09/02/05 09/06/05 09/07/05 09/08/05 09/09/05 09/12/05 09/13/05 09/14/05 09/15/05 09/16/05 09/19/05 09/21/05 09/22/05 09/23/05 09/26/05 09/27/05 09/29/05 09/30/05 10/05/05 Issue Date -------03/31/05 07/22/05 04/27/05 04/27/05 04/27/05 05/02/05 04/27/05 07/05/05 05/04/05 08/05/05 08/08/05 08/09/05 08/10/05 08/11/05 05/12/05 07/12/05 05/17/05 07/11/05 08/18/05 05/20/05 08/22/05 07/29/05 05/27/05 07/27/05 06/03/05 08/29/05 05/31/05 06/27/05 05/31/05 08/08/05 09/06/05 06/08/05 09/08/05 08/15/05 09/12/05 08/15/05 08/16/05 06/15/05 06/17/05 08/31/05 08/17/05 08/17/05 06/24/05 06/27/05 07/01/05 06/29/05 04/28/05 Issue Price (% of Principal Amount) --------------99.015 99.956 99.227 99.219 99.192 99.221 99.172 99.733 99.215 99.972 99.991 99.991 99.991 99.991 99.187 99.689 99.203 99.660 99.990 99.188 99.991 99.760 99.210 99.723 99.234 99.990 99.187 99.406 99.170 99.723 99.990 99.182 99.990 99.735 99.990 99.716 99.716 99.153 99.145 99.799 99.659 99.649 99.129 99.146 99.159 99.131 98.600 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------9.85 0.44 7.73 7.81 8.08 7.79 8.28 2.67 7.85 0.28 0.09 0.09 0.09 0.09 8.13 3.11 7.97 3.40 0.10 8.12 0.09 2.40 7.90 2.77 7.66 0.10 8.13 5.94 8.30 2.77 0.10 8.18 0.10 2.65 0.10 2.84 2.84 8.47 8.55 2.01 3.41 3.51 8.71 8.54 8.41 8.69 14.00 111 Section III-G (continued) CUSIP Number --------MQ8 MV7 MW5 MX3 31315LND6 NE4 NJ3 NN4 NT1 31315LPB8 PF9 PG7 PP7 PV4 PX0 31315LQD3 QG6 QN1 Maturity Date -------10/06/05 10/11/05 10/12/05 10/13/05 10/19/05 10/20/05 10/24/05 10/28/05 11/02/05 11/10/05 11/14/05 11/15/05 11/22/05 11/28/05 11/30/05 12/06/05 12/09/05 12/15/05 Issue Date -------07/06/05 04/14/05 04/13/05 07/12/05 09/07/05 07/19/05 09/07/05 07/26/05 08/02/05 08/16/05 08/04/05 08/17/05 08/22/05 11/30/04 08/31/05 09/09/05 01/26/05 12/29/04 Issue Price (% of Principal Amount) --------------99.131 98.373 98.354 99.120 99.593 99.106 99.544 99.089 99.090 99.139 98.986 99.094 99.070 97.167 99.071 99.116 97.394 97.182 Discount to be Reported as 2005 Interest(Per $1,000 Maturity Value) ------------------8.69 16.27 16.46 8.80 4.07 8.94 4.56 9.11 9.10 8.61 10.14 9.06 9.30 28.33 9.29 8.84 26.06 28.18 112
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