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   08/15/84   08/01/05       7.675      0.000      856.01     0.317176                             67.24                     
                             019087BA2   08/15/84   08/01/07       6.113      0.000      670.42     0.247201    0.279194   0.315326      94.68     106.93          
                             019087BB0   08/03/84   08/01/09       6.136      0.000      539.12     0.185297    0.207187   0.231663      70.94      79.32          
Corning, Inc.                219327AC7   03/12/82   03/15/07*     48.034      7.000      473.83     0.057721                              9.35*                    
Empire Incorporated          291737AB0   06/07/83   12/31/07      59.000      9.000      261.53     0.107195    0.123887   0.143179      42.60      49.23          
Federal National                                                                                                                                                   
  Mortgage Association       313586QR3   07/05/84   07/05/14       3.625      0.000      313.79     0.106017    0.118413   0.132258      40.93      45.71          
                             313586RC5   10/09/84   10/09/19       3.200      0.000      202.18     0.064764    0.071457   0.078841      24.20      26.70          
Fruit of the Loom, Inc.      359416AH7   03/18/81   03/15/11      52.750      7.000      374.84     0.043135    0.043135                 15.74      15.74          
General Foods Corp.          369856AF6   06/23/81   06/15/11      51.624      7.000      379.66     0.044183    0.044183                 16.13      16.13          
General Motors                                                                                                                                                     
  Acceptance Corporation     370424CF8   04/01/81   04/01/11      44.510      6.000      439.38     0.050643    0.050643                 18.48      18.48          
Honeywell Intl, Inc.         438516AG1   08/15/84   08/01/05       7.675      0.000      856.01     0.317176                             67.24                     
                             438516AH9   08/15/84   08/01/07       6.113      0.000      670.42     0.247201    0.279194   0.315326      94.68     106.93          
                             438516AJ5   08/03/84   08/01/09       6.136      0.000      539.12     0.185297    0.207187   0.231663      70.94      79.32          
ITT Corporation              450679BP9   05/06/81   05/01/11      41.890      6.500      458.48     0.053059    0.053059                 19.37      19.37          
ITT Corporation              450680AM5   05/06/81   05/01/11      41.890      6.500      458.48     0.053059    0.053059                 19.37      19.37          
ITT Corporation              460470AM9   07/01/81   07/01/11      50.218      7.500      390.05     0.045434    0.045434                 16.58      16.58          
Kerr-McGee Corp.             492386AD9   11/17/81   11/01/11      49.950      7.000      386.37     0.045745    0.045745                 16.70      16.70          
Pepsico Capital                                                                                                                                                    
  Resources                  713440AU9   04/14/82   04/01/05       5.311      0.000      936.73     0.112886                             10.16                     
                             713440AV7   04/14/82   04/01/06       4.780      0.000      902.70     0.108786    0.108786                 39.71       9.79          
                             713440AW5   04/14/82   04/01/07       4.310      0.000      870.84     0.104946    0.104946                 38.31      38.31          
                             713440AX3   04/14/82   04/01/08       3.894      0.000      840.88     0.101335    0.101335                 36.99      36.99          
                             713440AY1   04/14/82   04/01/09       3.525      0.000      812.82     0.097954    0.097954                 35.75      35.75          
                             713440AZ8   04/14/82   04/01/10       3.196      0.000      786.45     0.094776    0.094776                 34.59      34.59          
                             713440BA2   04/14/82   04/01/11       2.904      0.000      761.61     0.091782    0.091782                 33.50      33.50          
                             713440BB0   04/14/82   04/01/12       2.643      0.000      738.12     0.088951    0.088951                 32.47      32.47          
Rapid-American Corp.         753329AZ4   03/01/84   03/01/05       5.832      0.000      921.22     0.346760                             20.46                     
                             753329BA8   03/01/84   03/01/06       5.094      0.000      804.62     0.302869    0.346757                123.98      20.46          
                             753329BB6   03/01/84   03/01/07       4.449      0.000      702.78     0.264540    0.302874   0.346763     108.29     123.98          
Student Loan Marketing                                                                                                                                             
  Association                863871AL3   08/15/84   05/15/14       3.900      0.000      321.28     0.108916    0.121461   0.135451      41.50      46.28          
                             863871AM1   10/03/84   10/03/22       2.734      0.000      158.89     0.049479    0.054395   0.059799      18.50      20.34          
-----------------------------                                                                                                                                      
*  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                   


SECTION I-A                                                                                                                                                       
                                                                                                                                             OID per               
                                                                                                         Daily OID per $1,000               $1,000 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          
______________               _________   ________   ________   ___________   _______   _________    ________    ________   ________      ______     ______         
                                                                                                                                                                   
Tennessee Gas Pipeline                                                                                                                                             
  formerly Tenneco, Inc.     880451AJ8   12/15/81   12/15/11      40.783      6.000      454.87     0.054831    0.054831                 19.74      19.74          
Transamerica Financial                                                                                                                                             
  Corp.                      893502AM6   08/18/82   09/01/07       3.816      0.000      859.50     0.105177    0.105177                 38.39      38.39          
                             893502AN4   08/18/82   03/01/10       2.753      0.000      790.20     0.096696    0.096696                 35.29      35.29          
                             893502AP9   08/18/82   09/01/12       1.986      0.000      730.01     0.089331    0.089331                 32.61      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.                                                                                                                                       
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 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   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
ABN Amro Bank N.V.         00079FBH4  07/16/03  01/16/14    100.000      0.000              0.119431   0.121896   0.124411   0.126979  0.129599     44.26    46.11     
                           00079FBM3  08/13/03  11/13/13    100.000      0.000              0.126373   0.129098   0.131882   0.134726  0.137632     46.25    48.27     
                           00079FBR2  09/10/03  09/10/13    100.000      0.000              0.146533   0.150211   0.153981   0.157846  0.161808     54.24    57.00     
                           00079FBX9  10/08/03  10/08/13    100.000      0.000              0.150826   0.154717   0.158709   0.162803  0.167004     55.65    58.56     
                           00079FCY6  03/10/04  12/10/13    100.000      0.000              0.137553   0.140840   0.144206   0.147652  0.151180     50.25    52.68     
                           00079FDB5  03/24/04  12/24/13    100.000      0.000              0.137553   0.140840   0.144206   0.147652  0.151180     50.16    52.58     
                           00079FED0  06/23/04  12/23/09    100.000      0.000              0.114778   0.117102   0.119473   0.121893  0.124361     41.78    43.48     
                           00079FEK4  07/21/04  01/21/10    100.000      0.000              0.113057   0.115358   0.117706   0.120101  0.122545     41.86    43.58     
                           00079FEN8  08/04/04  02/04/10    100.000      0.000              0.110002   0.112180   0.114401   0.116667  0.118977     40.64    42.26     
                           00079FHN5  01/13/05  01/13/20    100.000     VARIES                         0.131945   0.129997   0.128002  0.128062     45.59    46.11     
                           00079FHT2  01/21/05  01/21/20    100.000     VARIES                         0.131802   0.130184   0.128527  0.126832     44.55    46.03     
                           00079FHV7  01/28/05  01/28/20    100.000     VARIES                         0.129648   0.128136   0.126588  0.125005     42.94    45.37     
                           00079FJD5  02/15/05  02/15/20    100.000     VARIES                         0.128819   0.127298   0.125741  0.124148     40.50    45.12     
                           00079FLN0  07/20/05  04/20/09    100.000      0.000                         0.109683   0.110766   0.112953  0.115183     17.74    40.58     
ADT Operations, Inc.       000945AC9  07/06/95  07/06/10     38.309      0.000    319.71    0.123007   0.127004   0.131132   0.135394  0.139794     46.42    49.49     
AMR Corporation            001765AZ9  09/23/03  09/23/23     98.000      4.250              0.010460   0.010706   0.010958   0.011216  0.011479      3.86     4.04     
                           001765BA3  09/23/03  09/23/23     98.000      4.250              0.010460   0.010706   0.010958   0.011216  0.011479      3.86     4.04     
                           001765BB1  02/13/04  02/15/24     98.500      4.500              0.007638   0.007823   0.008012   0.008206  0.008405      2.83     2.97     
APP Finance VI                                                                                                                                                         
  Mauritius Limited        00202NAA3  11/18/97  11/18/12     20.424      0.000    229.95    0.129481   0.136522   0.143945   0.151772  0.160025     48.50    53.92     
ASG Consolidated LLC       00210VAA5  10/19/04  11/01/11     63.700     VARIES              0.204237   0.215979   0.228397   0.241527  0.255413     77.09    86.21     
                           00210VAB3  10/19/04  11/01/11     63.700     VARIES              0.204237   0.215979   0.228397   0.241527  0.255413     77.09    86.21     
Adams & Hancok Counties                                                                                                                                                
  Illinois                 005495AX4  05/24/05  12/01/06    103.908     VARIES              0.108797   0.108877   0.110929   0.113019               23.69    36.98     
                           005495AY2  05/24/05  12/01/07    106.710     VARIES              0.120284   0.120379   0.122822   0.125314  0.115720     26.19    44.45     
Community Unit School                                                                                                                                                  
  District No. 1           005770BQ4  06/03/03  02/01/07    104.499     VARIES              0.095340   0.094799   0.094250   0.093692  0.093124     34.06    33.66     
                           005770BR2  06/03/03  02/01/08    103.613     VARIES              0.107876   0.107500   0.107116   0.106725  0.106327     38.65    38.37     
Adelphia Communications                                                                                                                                                
  Corporation              006848BK0  10/25/01  11/01/06     97.161     10.250     16.23    0.016847   0.017774   0.018752   0.019783                6.35     5.81     
Advanced Accessory                                                                                                                                                     
  Holdings Corporation     007506AA6  02/04/04  12/15/11     57.128     VARIES              0.234888   0.250442   0.267027   0.284710  0.303564     87.87    99.90     
                           007506AB4  02/04/04  12/15/11     57.128     VARIES              0.234888   0.250442   0.267027   0.284710  0.303564     87.87    99.90     
                           007506AC2  02/04/04  12/15/11     57.128     VARIES              0.234888   0.250442   0.267027   0.284710  0.303564     87.87    99.90     
Advanta Bank Corporation   00761HAR2  02/25/03  02/21/06     98.000     VARIES              0.019075   0.019131   0.019196                           6.89      .96     
Advanced Medical Optics    00763MAD0  06/24/03  04/15/23    100.000     VARIES              0.237171   0.241572   0.248860   0.253669  0.261518     88.28    92.70     
                           00763MAE8  06/24/03  04/15/23    100.000     VARIES              0.237171   0.241572   0.248860   0.253669  0.261518     88.28    92.70     
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Advanced Medical Optics    00763MAF5  06/22/04  07/15/24    100.000     VARIES              0.217075   0.222824   0.228797   0.235003  0.241450     81.13    85.58     
                           00763MAG3  06/22/04  07/15/24    100.000     VARIES              0.217075   0.222824   0.228797   0.235003  0.241450     81.13    85.58     
                           00763MAH1  07/18/05  07/01/25    100.000     VARIES                         0.191668   0.196463   0.201923               31.24    71.71     
                           00763MAJ7  07/18/05  07/01/25    100.000     VARIES                         0.191668   0.196463   0.201923               31.24    71.71     
Agilent Technologies       00846UAA9  11/27/01  12/01/21    100.000     VARIES              0.290038   0.299081   0.308520   0.318372  0.326224    106.60   113.37     
                           00846UAB7  11/27/01  12/01/21    100.000     VARIES              0.290038   0.299081   0.308520   0.318372  0.326224    106.60   113.37     
Aladdin Gaming Holdings    010714AC7  02/26/98  03/01/10     45.168     VARIES              0.392211   0.387244   0.395222   0.390429  0.398704    142.61   143.80     
Alameda, CA                010781AQ5  03/14/02  02/01/12     97.458      7.625      5.33    0.005815   0.006048   0.006290   0.006541  0.006803      2.21     2.39     
                           010781AW2  03/14/02  02/01/10     97.388      7.500      7.51    0.008183   0.008508   0.008846   0.009198  0.009564      3.10     3.36     
Alamosa Delaware, Inc.     011588AF7  11/10/03  07/31/09     81.789     VARIES              0.296552   0.314332   0.333178   0.333169  0.333159    115.49   119.94     
Alamosa Delaware, Inc.     011593AA8  02/08/00  02/15/10*    53.456     VARIES              0.335998   0.357627                                     39.82*             
Alaris Medical, Inc.       011637AC9  07/28/98  08/01/08     58.144     VARIES              0.309026   0.309026   0.309026   0.309026  0.309025    111.25   111.25     
Alaska Communications                                                                                                                                                  
  Systems Holdings, Inc.   011679AD9  08/26/03  08/15/11     96.687      9.875      3.89    0.008466   0.008910   0.009378   0.009870  0.010388      3.25     3.60     
                           011679AE7  08/26/03  08/15/11     96.687      9.875      3.89    0.008466   0.008910   0.009378   0.009870  0.010388      3.25     3.60     
                           011679AF4  08/26/03  08/15/11     96.687      9.875      3.89    0.008466   0.008910   0.009378   0.009870  0.010388      3.25     3.60     
Alestra S.De R.L.De C.V.   01446PAG9  11/17/03  06/30/10     83.687      8.000              0.077132   0.080777   0.084702   0.086029  0.090386     28.83    31.17     
Algoma Steel, Inc.         01566MAA3  07/12/95  07/15/05     90.154     12.375     89.07    0.045415   0.048651                                      9.39              
Allergan, Inc.             018490AD4  11/06/02  11/06/22     77.941      0.000     21.19    0.027745   0.027919   0.028093   0.028269  0.028446     10.04    10.16     
                           018490AE2  11/06/02  11/06/22     77.941      0.000     21.19    0.027745   0.027919   0.028093   0.028269  0.028446     10.04    10.16     
Alliant Energy Resources   018803205  02/15/00  02/15/30    100.000     VARIES              0.319946   0.331947   0.344522   0.357700  0.371510    120.68   130.07     
                           018803304  02/15/00  02/15/30    100.000     VARIES              0.319946   0.331947   0.344522   0.357700  0.371510    120.68   130.07     
                           018803403  02/15/00  02/15/30    100.000     VARIES              0.319946   0.331947   0.344522   0.357700  0.371510    120.68   130.07     
Alliant Techsystems Inc    018804AG9  02/19/04  02/15/24    100.000     VARIES              0.172897   0.175852   0.178898   0.182038  0.185273     63.59    65.84     
                           018804AH7  02/19/04  02/15/24    100.000     VARIES              0.172897   0.175852   0.178898   0.182038  0.185273     63.59    65.84     
                           018804AJ3  08/13/04  08/15/24    100.000     VARIES              0.193814   0.197667   0.201655   0.205782  0.210053     71.53    74.48     
                           018804AK0  08/13/04  08/15/24    100.000     VARIES              0.193814   0.197667   0.201655   0.205782  0.210053     71.53    74.48     
Alltel Corporation         020039798  05/06/02  05/17/07    100.000     VARIES              0.203401   0.203364   0.202213   0.201022  0.199788     73.17    72.48     
                           020039822  05/06/02  05/17/07*   100.000     VARIES              0.203401                                                 9.36*             
                           020039DF7  05/06/02  05/17/07    100.000     VARIES              0.203401   0.203364   0.202213   0.201022  0.199788     73.17    72.48     
Alpharma, Inc.             020813AC5  06/02/99  06/01/06    100.000      3.000              0.156163   0.161533   0.167087                          57.51    25.06     
                           020813AD3  06/02/99  06/01/06    100.000      3.000              0.156163   0.161533   0.167087                          57.51    25.06     
                           020813AE1  06/02/99  06/01/06    100.000      3.000              0.156163   0.161533   0.167087                          57.51    25.06     
Alza Corporation           022615AC2  07/14/94  07/14/14     35.471      0.000    255.37    0.086855   0.089135   0.091474   0.093876  0.096340     32.45    34.18     
American Axle &                                                                                                                                                        
  Manufacturing HLDG,Inc   024061AA1  02/11/04  02/15/24    100.000      2.000              0.128828   0.130505   0.132220   0.133975  0.135770     47.14    48.40     
                           024061AB9  02/11/04  02/15/24    100.000      2.000              0.128828   0.130505   0.132220   0.133975  0.135770     47.14    48.40     
American Commercial                                                                                                                                                    
  Lines LLC                025198AE2  05/29/02  01/01/08     92.250     11.250     29.13    0.037916   0.040430   0.043109   0.045967               14.10    16.03     
                           025198AF9  05/29/02  07/01/08     53.606     VARIES              0.649936   0.728447   0.816442   0.915067              248.11   311.67     
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
American Electric Power                                                                                                                                                
  Company, Inc.            025537200  06/11/02  08/16/07*   100.000     VARIES              0.190254   0.191268                                     31.51*             
                           025537AC5  06/11/02  08/16/07    100.000     VARIES              0.190254   0.191268   0.191199   0.190010  0.188781     68.80    68.29     
American Skiing Company    029654AG5  01/15/97  07/15/06     97.279     12.000     20.44    0.010839   0.011516   0.012235   0.013000                4.26     2.51     
American Towers, Inc.      03027RAA1  02/01/03  08/01/08     45.465      0.000    143.93    0.232636   0.249918   0.268484   0.288428  0.309855     92.24   106.45     
                           03027RAB9  02/01/03  08/01/08     45.465      0.000    143.93    0.232636   0.249918   0.268484   0.288428  0.309855     92.24   106.45     
                           03027RAC7  02/01/03  08/01/08     45.465      0.000    143.93    0.232636   0.249918   0.268484   0.288428  0.309855     92.24   106.45     
                           03027RAD5  02/01/03  08/01/08     45.465      0.000    143.93    0.232636   0.249918   0.268484   0.288428  0.309855     92.24   106.45     
AmerUs Group Co.           03072M405  05/28/03  05/16/08    100.000     VARIES              0.179725   0.180585   0.181473   0.182389  0.181188     64.93    65.48     
                           03072M504  05/28/03  05/16/08    100.000     VARIES              0.179725   0.180585   0.181473   0.182389  0.181188     64.93    65.48     
                           03072MAC2  03/06/02  03/06/32    100.000     VARIES              0.327994   0.338270   0.352275   0.363754  0.379021    122.72   131.96     
                           03072MAD0  03/06/02  03/06/32    100.000     VARIES              0.327994   0.338270   0.352275   0.363754  0.379021    122.72   131.96     
                           03072MAE8  03/06/02  03/06/32    100.000     VARIES              0.327994   0.338270   0.352275   0.363754  0.379021    122.72   131.96     
                           03072MAF5  03/06/02  03/06/32    100.000     VARIES              0.327994   0.338270   0.352275   0.363754  0.379021    122.72   131.96     
Amgen Inc.                 031162AC4  03/01/02  03/01/32     71.423     VARIES              0.128338   0.090634   0.092661   0.094734  0.096852     35.13    34.23     
                           031162AD2  03/01/02  03/01/32     71.423     VARIES              0.128338   0.090634   0.092661   0.094734  0.096852     35.13    34.23     
                           031162AE0  03/01/02  03/01/32     71.423     VARIES              0.128338   0.090634   0.092661   0.094734  0.096852     35.13    34.23     
                           031162AK6  03/01/05  03/01/32     72.947     VARIES                         0.090636   0.092663   0.094735  0.096854     27.43    34.23     
                           031162AL4  03/01/05  03/01/32     72.947     VARIES                         0.090636   0.092663   0.094735  0.096854     27.43    34.23     
Anadarko Petroleum Corp.   032511AQ0  03/13/01  03/13/21    100.000      0.000              0.246514   0.255118   0.264021   0.273236  0.282771     92.18    98.73     
                           032511AR8  03/13/01  03/13/21    100.000      0.000              0.246514   0.255118   0.264021   0.273236  0.282771     92.18    98.73     
Anixter International      035290AA3  06/28/00  06/28/20*    25.257      0.000     91.92    0.066198                                                11.78*             
                           035290AB1  06/28/00  06/28/20*    25.257      0.000     91.92    0.066198                                                11.78*             
                           035290AC9  06/28/00  06/28/20*    25.257      0.000     91.92    0.066198                                                11.78*             
                           035290AD7  07/07/03  07/07/33     38.016     VARIES              0.082822   0.085845   0.088979   0.092227  0.095593     31.43    33.77     
                           035290AE5  07/07/03  07/07/33     38.016     VARIES              0.082822   0.085845   0.088979   0.092227  0.095593     31.43    33.77     
                           035290AF2  07/07/03  07/07/33     38.016     VARIES              0.082822   0.085845   0.088979   0.092227  0.095593     31.43    33.77     
                           035290AG0  07/07/03  07/07/33     38.016     VARIES              0.082822   0.085845   0.088979   0.092227  0.095593     31.43    33.77     
Anthem, Inc.               03674BAA2  11/02/01  11/15/06    100.000     VARIES              0.199459   0.194892   0.196739   0.192122               71.83    61.71     
Anthony Crane Cap. Corp.   036778AC2  07/31/03  02/01/08      3.000     VARIES              0.328490   0.376727   0.470113   0.650905  1.000915    148.18   281.40     
Aon Corporation            037389AQ6  11/07/02  11/15/12    100.000     VARIES              0.283380   0.291848   0.300702   0.309959  0.319637    104.34   110.79     
                           037389AT0  11/07/02  11/15/12    100.000     VARIES              0.283380   0.291848   0.300702   0.309959  0.319637    104.34   110.79     
Arch Escrow Corporation    039384AC6  04/09/99  04/15/08     95.091     13.750     23.73    0.016908   0.018155   0.019495   0.020932  0.022476      6.51     7.50     
Republic of Argentina      040114AZ3  12/04/98  12/04/05     97.750     11.000     18.44    0.011834   0.012513                                      4.06              
                           040114BD1  03/01/99  03/01/29     75.576      8.875              0.025196   0.025195   0.025194   0.025193  0.025192      9.07     9.07     
                           040114GA2  06/15/00  06/15/15     91.700     11.750     11.41    0.009399   0.010012   0.010663   0.011358  0.012097      3.51     3.99     
                           040114GB0  07/21/00  07/21/30     80.144     10.250      3.58    0.002841   0.003023   0.003218   0.003425  0.003645      1.12     1.26     
                           040114GF1  06/19/01  12/19/08     77.800     VARIES              0.248570   0.249578   0.250667   0.209336  0.167844     89.69    81.81     
                           040114GG9  06/19/01  06/19/18     75.375      0.000              0.513503   0.548908   0.593220                         194.94   100.25     
                           040114GH7  06/19/01  06/19/31     75.250      0.000              0.482441   0.514259   0.554217                         182.85    93.66     
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Arlington Sport Facility                                                                                                                                               
  Development Authority    04184EAA7  02/17/93  12/31/08     28.800      0.000    442.88    0.162360   0.168853   0.175606   0.182629  0.189933     59.63    64.50     
Armor Holdings, Inc.       042260AC3  10/29/04  11/01/24     99.000     VARIES              0.192624   0.197423   0.202390   0.207531  0.212852     70.79    74.41     
Armstrong County                                                                                                                                                       
  Industrial Development   04233KAB2  07/29/99  08/20/34      6.955      0.000     35.51    0.021996   0.022849   0.023734   0.024654  0.025609      8.30     8.96     
ATMEL Corporation          049513AB0  04/21/98  04/21/18     33.785      0.000    148.01    0.073443   0.075463   0.077538   0.079670  0.081861     27.09    28.60     
                           049513AC8  04/21/98  04/21/18     33.785      0.000    148.01    0.073443   0.075463   0.077538   0.079670  0.081861     27.09    28.60     
Aubrey Independent                                                                                                                                                     
  School District          050195GZ3  08/07/03  02/15/06     93.203      0.000     37.16    0.074861   0.075913   0.076979                          27.43     3.39     
                           050195HA7  08/07/03  02/15/07     88.833      0.000     42.84    0.086579   0.088046   0.089539   0.091056  0.092600     31.83    32.92     
                           050195HB5  08/07/03  02/15/08     84.421      0.000     45.48    0.092103   0.093844   0.095617   0.097424  0.099266     33.95    35.24     
                           050195HC3  08/07/03  02/15/09     79.705      0.000     47.22    0.095824   0.097812   0.099842   0.101914  0.104028     35.40    36.89     
                           050195HD1  08/07/03  02/15/10     74.664      0.000     48.37    0.098356   0.100583   0.102862   0.105192  0.107574     36.42    38.09     
Avalon Cable, LLC          053402AB9  12/10/98  12/01/08*    56.332     VARIES              0.205581                                                14.80*             
Avnet, Inc.                053807AL7  03/05/04  03/15/34    100.000     VARIES              0.225680   0.232379   0.239341   0.246578  0.254100     83.90    89.03     
Azusa, California                                                                                                                                                      
  Redevelopment Agency     05502MAB9  06/16/92  12/01/12     16.502      0.000    333.04    0.123630   0.129195   0.135011   0.141089  0.147440     45.85    50.07     
BGLS, Inc.                 055432AD0  05/14/01  03/31/06     80.884     10.000    128.39    0.127417   0.137457   0.148288                          49.58    13.20     
Bank of America Corp.      060505AT1  10/29/02  03/01/07     94.733      0.000              0.101302   0.103128   0.104987   0.106879  0.108806     37.24    38.59     
Bank of America Corp.      06050MAC1  09/07/99  09/07/06    100.000      0.250              0.279275   0.289011   0.299094   0.309539              104.55    75.46     
                           06050MAW7  11/10/00  11/10/07    110.000      0.250              0.318513   0.330586   0.343128   0.356155  0.369687    118.09   127.23     
                           06050MBU0  03/27/02  03/28/05    100.000      0.000              0.158756                                                13.81              
                           06050MBV8  06/28/02  07/02/07    100.000      0.000              0.145315   0.148773   0.152313   0.155938  0.159648     54.19    56.80     
                           06050MBY2  11/27/02  11/29/07    100.000      0.000              0.120148   0.122548   0.124996   0.127493  0.130040     43.84    45.61     
                           06050MCB1  02/20/03  02/20/08    100.000      0.000              0.107041   0.108995   0.110984   0.113009  0.115072     39.40    40.85     
                           06050MCH8  04/25/03  04/29/08    100.000      0.000              0.103750   0.105587   0.107457   0.109360  0.111297     37.91    39.27     
                           06050MCK1  05/30/03  06/03/08    100.000      0.000              0.083985   0.085201   0.086434   0.087685  0.088955     30.52    31.41     
                           06050MCM7  06/04/03  06/04/07    100.000      0.000              0.069095   0.069925   0.070764   0.071613  0.072472     25.07    25.67     
                           06050MCN5  05/29/03  05/29/08    100.000      0.000              0.087139   0.088447   0.089773   0.091120  0.092487     31.69    32.65     
                           06050MCP0  06/25/03  06/25/10    100.000      0.000              0.103956   0.105801   0.107679   0.109591  0.111536     37.78    39.13     
                           06050MCQ8  07/25/03  07/29/08    100.000      0.000              0.099415   0.101133   0.102881   0.104659  0.106468     36.63    37.90     
                           06050MCS4  11/12/03  11/13/08    100.000      0.000              0.113843   0.116087   0.118374   0.120707  0.123085     41.60    43.26     
                           06050MCU9  11/28/03  11/28/08    100.000      0.000              0.095726   0.097322   0.098944   0.100593  0.102270     34.85    36.03     
                           06050MCV7  12/19/03  12/23/08    100.000      0.000              0.104763   0.106667   0.108607   0.110582  0.112592     38.09    39.49     
                           06050MCY1  01/30/04  02/03/09    100.000      0.000              0.098932   0.100663   0.102424   0.104216  0.106040     36.44    37.73     
                           06050MDA2  03/02/04  03/04/09    100.000      0.000              0.099205   0.100946   0.102717   0.104519  0.106353     36.44    37.73     
                           06050MDC8  03/25/04  03/27/09    100.000      0.000              0.093556   0.095106   0.096681   0.098282  0.099910     34.25    35.40     
                           06050MDE4  05/28/04  06/01/10    100.000      0.000              0.136375   0.139643   0.142990   0.146416  0.149925     49.88    52.30     
                           06050MDG9  06/09/04  06/09/08     99.000     11.000              0.095287   0.091502   0.093149   0.094826  0.096533     33.57    33.91     
                           06050MDH7  06/25/04  06/28/10    100.000      0.000              0.134104   0.137265   0.140501   0.143813  0.147204     48.87    51.20     
                           06050MDJ3  06/24/04  06/24/10    100.000      0.000              0.134329   0.137502   0.140750   0.144075  0.147478     48.97    51.32     
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Bank of America Corp.      06050MDK0  06/28/04  06/28/08     99.000     11.000              0.102033   0.098115   0.100004   0.101929  0.103891     36.02    36.36     
                           06050MDM6  07/30/04  08/02/10    100.000      0.000              0.126913   0.129811   0.132776   0.135808  0.138910     47.08    49.26     
                           06050MDN4  08/26/04  08/28/09    100.000      0.000              0.119003   0.121551   0.124154   0.126813  0.129529     43.93    45.84     
                           06050MDR5  09/23/04  09/25/09    100.000      0.000              0.106766   0.108818   0.110909   0.113040  0.115212     39.20    40.72     
                           06050MED5  11/15/04  11/13/09    100.000      0.000              0.110110   0.112268   0.114493   0.116763  0.119077     40.24    41.85     
                           06050MEF0  11/29/04  11/29/10    100.000      0.000              0.110022   0.112200   0.114422   0.116688  0.118999     40.14    41.75     
                           06050MEG8  12/27/04  06/28/10    100.000      0.000              0.113416   0.115731   0.118093   0.120504  0.122964     41.26    42.96     
                           06050MEH6  12/28/04  12/28/10    100.000      1.000              0.118204   0.120128   0.122093   0.124100  0.126150     42.91    44.33     
                           06050MEK9  01/27/05  01/28/11    100.000      0.000              0.120091   0.120107   0.122703   0.125356  0.128066     40.51    45.47     
                           06050MEL7  01/28/05  01/28/11    100.000      1.000                         0.121284   0.123326   0.125412  0.127543     40.70    45.42     
                           06050MEM5  01/26/05  01/26/10    100.000      0.250                         0.112918   0.115072   0.117270  0.119512     38.16    42.51     
                           06050MEP8  02/24/05  02/24/10    100.000      1.250                         0.119711   0.121543   0.123414  0.125325     36.98    44.57     
                           06050MER4  03/24/05  03/27/09    100.000      0.000              0.124715   0.124763   0.127563   0.130427  0.133355     34.82    46.98     
                           06050MEU7  04/28/05  04/30/09    100.000      1.750              0.121384   0.121402   0.122992   0.124617  0.126278     29.60    44.77     
                           06050MEZ6  07/29/05  07/29/11    100.000      1.500                                    0.126709   0.128649  0.130633     19.26    46.56     
                           06050MFA0  08/25/05  08/25/10    100.000      1.250                                    0.125294   0.127337  0.129425     15.79    45.99     
                           06050MFB8  08/26/05  08/28/09    100.000      0.000                         0.122272   0.122302   0.124994  0.127745     15.29    45.18     
Baxter International,Inc   071813406  12/17/02  02/16/08    100.000     VARIES              0.123470   0.123985   0.124511                          44.68     5.60     
                           071813604  12/17/02  02/16/08    100.000     VARIES              0.123470   0.123985   0.124511   0.124463  0.123830     44.68    44.72     
                           071813AQ2  05/21/01  06/01/21    100.000      1.250              0.201250   0.206329   0.211563   0.216956  0.222514     73.67    77.46     
                           071813AR0  05/21/01  06/01/21    100.000      1.250              0.201250   0.206329   0.211563   0.216956  0.222514     73.67    77.46     
                           071813AV1  12/17/02  02/16/08    100.000     VARIES              0.123470   0.123985   0.124511   0.124463  0.123830     44.68    44.72     
Bayerische Landesbank      072738503  06/05/03  06/06/06    100.000      0.000              0.049851   0.050287   0.050727                          18.05     7.86     
Bayerische Landesbank      0727G0AA8  05/31/02  05/28/10    100.000      0.000              0.167556   0.171992   0.176545   0.181219  0.186017     61.42    64.71     
                           0727G0BF6  02/26/04  02/27/06    100.000      0.000              0.052994   0.053495   0.054000                          19.29     3.02     
                           0727G0BM1  04/05/04  10/05/06    100.000      0.000              0.059224   0.059849   0.060480   0.061118               21.54    16.69     
                           0727G0CE8  11/10/04  05/10/06    100.000      0.000              0.080549   0.081717   0.082901                          29.33    10.69     
                           0727G0CJ7  11/26/04  02/26/09    100.000      0.000              0.107846   0.108893   0.111007   0.113162  0.115359     39.41    40.89     
                           0727G0CL2  01/04/05  09/20/06    100.000      0.000              0.089720   0.090332   0.091791   0.093273               32.35    24.04     
                           0727G0CQ1  02/15/05  11/01/06    100.000      0.000              0.093258   0.093919   0.095495   0.097099               29.72    28.94     
                           0727G0CR9  02/23/05  02/23/07    100.000      0.000                         0.099358   0.101135   0.102944  0.104785     30.83    37.20     
                           0727G0DH0  05/16/05  11/16/06    100.000      0.000                         0.107624   0.109709   0.111834               24.31    34.94     
                           0727G0DM9  06/15/05  12/16/06    100.000      0.000              0.097424   0.097434   0.099143   0.100882               19.12    34.52     
                           0727G0DQ0  07/13/05  07/13/07    100.000      0.000                                    0.103344   0.105267  0.107225     17.36    38.20     
Bear Stearns Co., Inc.     073928G23  08/31/04  07/01/19     51.530      1.000      6.98    0.058831   0.060587   0.062395   0.064258               21.50    22.80     
                           073928JS3  06/03/99  06/30/11     46.328      0.000    197.74    0.118854   0.122701   0.126673   0.130774  0.135007     43.49    46.35     
                           073928WN9  02/27/02  08/15/13     49.000      0.000     94.92    0.098088   0.102864   0.104384   0.109467  0.111084     37.54    39.95     
Beaver County Industrial                                                                                                                                               
  Development Authority    07487TAB9  04/29/99  11/20/24     17.103      0.000     82.10    0.049037   0.050761   0.052545   0.054392  0.056304     18.11    19.40     
BellSouth                                                                                                                                                              
  Telecommunications       079867AS6  12/13/95  12/15/95     25.235     VARIES              0.088068   0.091084   0.094204   0.097430  0.100767     32.35    34.60     
Bond & Fayette County,IL   097850CD1  04/01/03  12/01/05    104.977     VARIES              0.076623   0.075894                                     25.15              
                           097850CE9  04/01/03  12/01/06    105.312     VARIES              0.091898   0.091233   0.090557   0.089870               32.92    29.76     
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 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   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Bond & Fayette County,IL   097850CF6  04/01/03  12/01/07    105.533     VARIES              0.102727   0.102132   0.101527   0.100911  0.100283     36.84    36.40     
                           097850CG4  04/01/03  12/01/08    105.035     VARIES              0.111484   0.111008   0.110522   0.110028  0.109523     40.02    39.67     
Brill Media Company        109492AC2  12/30/97  12/15/07     89.963     VARIES              0.131847   0.131634   0.132900   0.132747  0.134089     48.10    48.50     
                           109492AH1  12/30/97  12/15/07     92.200     VARIES              0.131479   0.133092   0.132600   0.134283  0.133865     48.30    48.73     
Budget Group Capital                                                                                                                                                   
  Trust                    119001204  06/19/98  06/15/28*   100.000      6.250              0.176099                                                29.06*             
                           119001303  06/19/98  06/15/28*   100.000      6.250              0.176099                                                29.06*             
Buffets Holdings, Inc.     119881AA8  05/18/04  01/31/11     56.873     VARIES              0.225367   0.241002   0.257722   0.275602  0.294722     88.83   101.59     
                           119881AB6  05/18/04  01/31/11     56.873     VARIES              0.225367   0.241002   0.257722   0.275602  0.294722     88.83   101.59     
Buffets, Inc.              119882AA6  06/28/02  07/15/10     96.181     11.250      8.35    0.010395   0.011019   0.011680   0.012381  0.013124      4.07     4.57     
                           119882AB4  06/28/02  07/15/10     96.181     11.250      8.35    0.010395   0.011019   0.011680   0.012381  0.013124      4.07     4.57     
Bureau and Putnam                                                                                                                                                      
  County, IL               121061CD5  03/18/03  12/01/05    105.386     VARIES              0.083379   0.082562                                     27.37              
                           121061CE3  03/18/03  12/01/06    106.270     VARIES              0.099070   0.098263   0.097443   0.096609               35.47    32.01     
Butler County Industrial                                                                                                                                               
  Development Authority    12359RAQ5  01/15/97  11/01/05     51.150      0.000    427.12    0.199948   0.207714                                     61.38              
                           12359RAR3  01/15/97  05/01/06     49.018      0.000    412.77    0.193570   0.201137   0.208999                          71.97    25.08     
                           12359RAS1  01/15/97  11/01/06     47.084      0.000    397.83    0.186697   0.194014   0.201618   0.209520               69.42    61.91     
                           12359RAT9  01/15/97  05/01/07     45.174      0.000    383.61    0.180213   0.187303   0.194672   0.202330  0.210290     67.02    72.40     
                           12359RAU6  01/15/97  11/01/07     43.373      0.000    369.56    0.173735   0.180588   0.187711   0.195114  0.202810     64.62    69.81     
                           12359RAV4  01/15/97  05/01/08     41.546      0.000    356.35    0.167765   0.174415   0.181330   0.188518  0.195991     62.41    67.45     
                           12359RAW2  01/15/97  11/01/08     39.917      0.000    342.94    0.161507   0.167918   0.174583   0.181512  0.188717     60.08    64.95     
                           12359RAX0  01/15/97  05/01/09     38.166      0.000    330.63    0.155984   0.162215   0.168694   0.175432  0.182439     58.04    62.77     
                           12359RAY8  01/15/97  11/01/09     36.700      0.000    317.93    0.149993   0.155984   0.162215   0.168694  0.175432     55.81    60.36     
                           12359RAZ5  01/15/97  05/01/10     35.110      0.000    306.18    0.144649   0.150456   0.156495   0.162778  0.169312     53.83    58.24     
                           12359RBA9  01/15/97  11/01/10     33.621      0.000    294.64    0.139344   0.144959   0.150800   0.156876  0.163197     51.86    56.13     
                           12359RBB7  01/15/97  05/01/11     32.274      0.000    283.30    0.134030   0.139438   0.145063   0.150915  0.157004     49.89    53.99     
Sirius Satellite Radio     125127AA8  11/26/97  12/01/07*    42.106     VARIES              0.446448   0.448941                                    110.51*             
                           125127AB6  11/26/97  12/01/07*    42.106     VARIES              0.446448   0.448941                                    110.51*             
Call-Net Enterprises       130910AE2  07/24/98  08/15/08     64.249     VARIES              0.248312   0.248311   0.248310   0.248309  0.248308     89.39    89.39     
CapitalSource Inc.         14055XAC6  07/07/04  07/15/34    100.000     VARIES              0.228021   0.233384   0.238966   0.244778  0.250828     84.87    89.04     
                           14055XAD4  07/07/04  07/15/34    100.000     VARIES              0.228021   0.233384   0.238966   0.244778  0.250828     84.87    89.04     
Cendant Corporation        151313AG8  05/04/01  05/04/21    100.000      0.000              0.348178   0.358256   0.380947   0.391974  0.416800    130.84   143.15     
                           151313AJ2  07/27/01  08/17/06     99.000     VARIES              0.203169   0.202961   0.202745   0.202521               73.05    45.78     
Centerpoint Energy, Inc.   15189T206  09/21/99  09/15/29    100.000      2.000              0.405718   0.422909   0.440943   0.459862  0.479710    152.89   166.25     
Century Communications                                                                                                                                                 
  Corporation              156503AK0  11/13/97  11/15/17     93.375      8.375     11.92    0.006334   0.006622   0.006924   0.007239  0.007568      2.36     2.58     
                           156503AM6  01/15/98  01/15/08     41.266      0.000    351.61    0.180411   0.191700   0.197108   0.209442  0.215350     70.73    77.28     
                           156503AN4  01/15/98  01/15/08     41.266      0.000    351.61    0.180411   0.191700   0.197108   0.209442  0.215350     70.73    77.28     
CenturyTel, Inc.           156700403  05/06/02  05/15/07*   100.000     VARIES              0.213960                                                 9.41*             
                           156700AD8  05/06/02  05/15/07    100.000     VARIES              0.213960   0.213900   0.212106   0.210245  0.208314     76.93    75.85     
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
CENTURYTEL, INC.           156700AE6  06/26/02  08/01/32    100.000     VARIES              0.272899   0.279221   0.285827   0.292729  0.299941    101.32   106.26     
                           156700AH9  06/26/02  08/01/32    100.000     VARIES              0.272899   0.279221   0.285827   0.292729  0.299941    101.32   106.26     
Chiron Corporation         170040AD1  06/12/01  06/12/31     55.045      0.000              0.119969   0.123114   0.127733   0.131081  0.135999     44.52    47.40     
                           170040AE9  06/12/01  06/12/31     55.045      0.000              0.119969   0.123114   0.127733   0.131081  0.135999     44.52    47.40     
                           170040AF6  07/30/03  08/01/33    100.000      1.625              0.178541   0.182640   0.186864   0.191218  0.195706     66.26    69.38     
                           170040AG4  07/30/03  08/01/33    100.000      1.625              0.178541   0.182640   0.186864   0.191218  0.195706     66.26    69.38     
                           170040AH2  06/22/04  06/30/34    100.000      2.750              0.186326   0.189940   0.193674   0.197530  0.201514     67.74    70.42     
                           170040AJ8  06/22/04  06/30/34    100.000      2.750              0.186326   0.189940   0.193674   0.197530  0.201514     67.74    70.42     
Chubb Corporation          171232309  12/02/02  11/16/07*   100.000     VARIES              0.135407   0.135990                                     30.52*             
                           171232507  06/24/03  08/16/08    100.000     VARIES              0.087111   0.087490   0.087876   0.088267  0.088227     31.53    31.75     
                           171232AG6  12/02/02  11/16/07    100.000     VARIES              0.135407   0.135990   0.135965   0.135317  0.134653     48.88    48.77     
                           171232AK7  06/24/03  08/16/08    100.000     VARIES              0.087111   0.087490   0.087876   0.088267  0.088227     31.53    31.75     
Chukchansi Economic                                                                                                                                                    
  Development Authority    171276AA6  10/08/02  06/15/09     91.476     14.500     19.13    0.029212   0.031645   0.034281   0.037137  0.040231     11.04    12.95     
                           171276AB4  10/08/02  06/15/09     91.476     14.500     19.13    0.029212   0.031645   0.034281   0.037137  0.040231     11.04    12.95     
Citigroup Global Markets                                                                                                                                               
  Holdings, Inc.           173073305  07/31/98  08/01/05    100.000      0.000              0.239748   0.251201                                     52.90              
Citigroup Global Markets                                                                                                                                               
  Holdings, Inc.           17307EBE2  07/01/04  09/07/16     51.400      0.000     14.32    0.079861   0.082072   0.084345   0.086680  0.089080     29.66    31.32     
Citizens Communications                                                                                                                                                
  Company                  17453BAC5  06/19/01  08/17/06     98.920     VARIES              0.222037   0.221049   0.220023   0.218956               79.49    49.53     
Clinton & Wash Counties                                                                                                                                                
  Illinois                 187327AM3  05/13/04  12/01/05    103.864      0.000              0.078335   0.079383                                     26.04              
                           187327AN1  05/13/04  12/01/06    104.780     VARIES              0.097580   0.099187   0.093216   0.092350               35.29    30.61     
                           187327AP6  05/13/04  12/01/07    105.447     VARIES              0.110663   0.112712   0.106086   0.105299  0.104497     40.07    38.00     
                           187327AQ4  05/13/04  12/01/08    105.302     VARIES              0.125866   0.128512   0.121041   0.120374  0.119693     45.64    43.41     
Comcast Corporation        200300507  10/15/99  10/15/29*   100.000      2.000              0.450416   0.471176                                    131.65*             
                           200300606  11/15/99  11/15/29*   100.000      2.000              0.441713   0.461757                                    142.31*             
                           200300BH3  12/19/00  12/19/20     77.941      0.000     40.17    0.028446   0.028623   0.028802   0.028982  0.029163     10.28    10.41     
Compass Minerals                                                                                                                                                       
  International, Inc.      20451NAA9  12/20/02  12/15/12     53.995     VARIES              0.244436   0.260018   0.276593   0.294225  0.312981     91.32   103.33     
Connetics Corporation      208192AC8  03/23/05  03/30/15    100.000      2.000              0.194435   0.194625   0.199492   0.204529  0.209743     54.55    73.66     
                           208192AD6  03/23/05  03/30/15    100.000      2.000              0.194435   0.194625   0.199492   0.204529  0.209743     54.55    73.66     
Conseco, Inc.              208464BG1  08/15/05  09/30/35     99.000      3.500                         0.202820   0.203793   0.207723  0.211798     27.67    74.80     
                           208464BH9  08/15/05  09/30/35     99.000      3.500                         0.202820   0.203793   0.207723  0.211798     27.67    74.80     
Consumers Energy                                                                                                                                                       
  Financing I              210519203  01/01/97  12/31/15*   100.000      8.360              0.232222                                                12.54*             
Convergent Communication   211914AC0  04/02/98  04/01/08     95.696     13.000     22.50    0.014041   0.015010   0.016046   0.017154  0.018338      5.41     6.18     
Cook County, Illinois      213309KR7  04/28/05  12/01/16     52.896      0.000              0.081828   0.082254   0.084545   0.086899  0.089319     20.04    31.00     
                           213309KS5  04/28/05  12/01/17     49.824      0.000              0.077635   0.078036   0.080225   0.082475  0.084788     19.02    29.42     
                           213309KT3  04/28/05  12/01/18     46.339      0.000              0.073875   0.074269   0.076400   0.078593  0.080848     18.10    28.03     
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Cook County, Illinois      213309KU0  04/28/05  12/01/19     43.603      0.000              0.069870   0.070252   0.072279   0.074364  0.076509     17.12    26.52     
                           213309KV8  04/28/05  12/01/20     40.881      0.000              0.066078   0.066441   0.068374   0.070363  0.072411     16.19    25.09     
Cook County, Illinois      213314DE4  09/16/03  12/01/08     79.030      0.000     47.57    0.105931   0.108351   0.110826   0.113358  0.115947     38.72    40.51     
Cook County, Illinois                                                                                                                                                  
  School District #89      214201FV2  09/07/05  12/01/10     78.217      0.000                         0.103172   0.104320   0.106797  0.109332     11.80    38.15     
                           214201FW0  09/07/05  12/01/11     73.907      0.000                         0.100769   0.101931   0.104433  0.106996     11.52    37.30     
                           214201FX8  09/07/05  12/01/12     70.159      0.000                         0.096644   0.097764   0.100188  0.102672     11.05    35.78     
                           214201FY6  09/07/05  12/01/13     66.377      0.000                         0.092904   0.094003   0.096371  0.098799     10.62    34.41     
                           214201FZ3  09/07/05  12/01/14     62.531      0.000                         0.089434   0.090515   0.092845  0.095236     10.23    33.15     
Cook County, Illinois      214471HQ0  12/30/02  12/01/22     21.989      0.000     36.22    0.054778   0.056901   0.059106   0.061396  0.063775     20.23    21.83     
Cook County, Illinois                                                                                                                                                  
  School District #127     214723CV8  09/07/05  12/01/19     46.971      0.000                         0.070183   0.071069   0.072980  0.074943      8.03    26.05     
                           214723CW6  09/07/05  12/01/20     44.082      0.000                         0.066726   0.067577   0.069419  0.071310      7.63    24.77     
                           214723CX4  09/07/05  12/01/21     41.315      0.000                         0.063340   0.064159   0.065930  0.067749      7.25    23.52     
                           214723CY2  09/07/05  12/01/22     38.734      0.000                         0.060028   0.060813   0.062510  0.064254      6.87    22.30     
                           214723CZ9  09/07/05  12/01/23     36.271      0.000                         0.056820   0.057568   0.059192  0.060861      6.50    21.12     
                           214723DA3  09/07/05  12/01/24     33.990      0.000                         0.053716   0.054432   0.055980  0.057572      6.15    19.97     
                           214723DC9  09/07/05  12/01/13     66.537      0.000                         0.092573   0.093663   0.096009  0.098413     10.59    34.28     
Cook County, Illinois      215030CN5  01/08/04  12/01/12     63.060      0.000     32.94    0.096334   0.098862   0.101457   0.104120  0.106853     35.29    37.17     
                           215030CP0  01/08/04  12/01/13     58.732      0.000     31.86    0.093304   0.095846   0.098458   0.101140  0.103896     34.20    36.09     
                           215030CQ8  01/08/04  12/01/14     54.489      0.000     30.66    0.089899   0.092439   0.095050   0.097735  0.100496     32.98    34.86     
                           215030CR6  01/08/04  12/01/15     50.650      0.000     29.27    0.085896   0.088387   0.090950   0.093587  0.096301     31.52    33.38     
Cook County, Illinois      215093EV3  06/17/03  12/01/13     59.669      0.000     47.16    0.089049   0.091275   0.093557   0.095896  0.098293     32.59    34.24     
                           215093EW1  06/17/03  12/01/14     55.539      0.000     45.70    0.086446   0.088694   0.091000   0.093366  0.095793     31.66    33.33     
                           215093EX9  06/17/03  12/01/15     51.495      0.000     44.05    0.083471   0.085725   0.088039   0.090416  0.092857     30.59    32.27     
Cook County, Illinois      215183FW9  12/10/03  12/01/12     60.122      0.000     37.22    0.101486   0.104403   0.107405   0.110493  0.113669     37.24    39.41     
                           215183FX7  12/10/03  12/01/13     55.449      0.000     35.85    0.097898   0.100835   0.103860   0.106976  0.110185     35.95    38.14     
                           215183FY5  12/10/03  12/01/14     51.438      0.000     34.10    0.093218   0.096084   0.099039   0.102084  0.105223     34.25    36.39     
                           215183FZ2  12/10/03  12/01/15     47.578      0.000     32.33    0.088453   0.091239   0.094113   0.097078  0.100136     32.51    34.60     
Cook County, Illinois                                                                                                                                                  
  School District No.155   215219DW3  02/01/01  12/01/05     73.577      0.000    207.78    0.168093   0.173512                                     56.45              
                           215219DX1  02/01/01  12/01/06     68.469      0.000    198.38    0.160963   0.166273   0.171759   0.177425               59.23    57.70     
                           215219DY9  02/01/01  12/01/07     63.741      0.000    187.82    0.152694   0.157808   0.163093   0.168556  0.174201     56.20    60.03     
                           215219DZ6  02/01/01  12/01/08     59.225      0.000    177.43    0.144535   0.149449   0.154529   0.159782  0.165213     53.22    56.90     
                           215219EA0  02/01/01  12/01/09     55.158      0.000    166.62    0.135856   0.140508   0.145320   0.150296  0.155443     50.03    53.51     
                           215219EB8  02/01/01  12/01/10     51.321      0.000    156.30    0.127566   0.131966   0.136518   0.141227  0.146099     46.98    50.28     
                           215219EG7  02/01/01  12/01/14     37.337      0.000    120.22    0.098793   0.102374   0.106085   0.109930  0.113914     36.43    39.12     
                           215219EH5  02/01/01  12/01/15     34.277      0.000    112.08    0.092287   0.095679   0.099194   0.102839  0.106618     34.04    36.59     
                           215219FB7  06/30/03  12/01/07     84.673      0.000     49.32    0.094277   0.096068   0.097893   0.099753  0.101648     34.37    35.69     
                           215219FC5  06/30/03  12/01/08     81.113      0.000     48.51    0.092816   0.094626   0.096471   0.098352  0.100270     33.85    35.18     
                           215219FD3  06/30/03  12/01/09     76.100      0.000     50.29    0.096551   0.098627   0.100747   0.102913  0.105126     35.26    36.79     
                           215219FE1  06/30/03  12/01/10     71.619      0.000     50.15    0.096483   0.098678   0.100922   0.103218  0.105566     35.26    36.88     
                           215219FN1  06/30/03  12/01/18     44.637      0.000     36.55    0.070781   0.072657   0.074582   0.076559  0.078587     25.93    27.33     
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Cook County, Illinois      215219FP6  06/30/03  12/01/19     41.690      0.000     34.80    0.067449   0.069270   0.071140   0.073061  0.075033     24.72    26.07     
                           215219FQ4  06/30/03  12/01/20     39.193      0.000     33.03    0.064040   0.065786   0.067578   0.069420  0.071311     23.47    24.77     
                           215219FR2  06/30/03  12/01/21     36.482      0.000     31.32    0.060787   0.062474   0.064208   0.065989  0.067821     22.29    23.54     
                           215219FS0  06/30/03  12/01/22     33.892      0.000     29.64    0.057569   0.059196   0.060868   0.062587  0.064355     21.12    22.33     
                           215219GA8  06/02/05  12/01/15     59.242      0.000                         0.083104   0.085192   0.087343  0.089548     17.43    31.19     
                           215219GB6  06/02/05  12/01/16     55.669      0.000                         0.079793   0.081841   0.083953  0.086119     16.74    29.97     
                           215219GC4  06/02/05  12/01/17     52.327      0.000                         0.076310   0.078304   0.080360  0.082469     16.01    28.68     
                           215219GD2  06/02/05  12/01/18     49.294      0.000                         0.072707   0.074630   0.076611  0.078645     15.25    27.34     
                           215219GE0  06/02/05  12/01/19     46.448      0.000                         0.069156   0.071000   0.072903  0.074857     14.51    26.02     
                           215219GF7  06/02/05  12/01/20     43.922      0.000                         0.065640   0.067397   0.069210  0.071071     13.77    24.70     
                           215219GG5  06/02/05  12/01/21     41.054      0.000                         0.062379   0.064076   0.065828  0.067629     13.09    23.49     
                           215219GH3  06/02/05  12/01/22     38.699      0.000                         0.059123   0.060740   0.062411  0.064127     12.41    22.27     
                           215219GQ3  06/02/05  12/01/23     36.261      0.000                         0.056002   0.057552   0.059152  0.060797     11.75    21.10     
                           215219GR1  06/02/05  12/01/24     34.002      0.000                         0.052986   0.054465   0.055993  0.057564     11.12    19.98     
Cook County, Illinois      215255EW6  06/30/04  12/01/11     66.619      0.000     18.66    0.105085   0.108000   0.110997   0.114077  0.117242     38.53    40.70     
                           215255EX4  06/30/04  12/01/12     62.198      0.000     17.96    0.101188   0.104082   0.107058   0.110120  0.113269     37.12    39.28     
                           215255EY2  06/30/04  12/01/13     57.985      0.000     17.18    0.096870   0.099712   0.102639   0.105651  0.108752     35.56    37.68     
                           215255EZ9  06/30/04  12/01/14     53.847      0.000     16.39    0.092468   0.095256   0.098128   0.101086  0.104134     33.96    36.04     
                           215255FA3  06/30/04  12/01/15     50.015      0.000     15.56    0.087788   0.090491   0.093278   0.096151  0.099112     32.25    34.27     
Cook County, Illinois      215381HK3  12/31/96  12/01/05     51.854      0.000    416.29    0.193525   0.200781                                     65.17              
                           215381HN7  08/07/03  12/01/06     90.595      0.000     38.60    0.078504   0.079681   0.080876   0.082089               28.54    26.91     
                           215381HP2  08/07/03  12/01/07     86.272      0.000     42.36    0.086474   0.087966   0.089483   0.091026  0.092596     31.49    32.58     
                           215381HQ0  08/07/03  12/01/12     61.760      0.000     46.46    0.096223   0.098744   0.101330   0.103985  0.106709     35.25    37.12     
                           215381HR8  08/07/03  12/01/13     57.537      0.000     44.89    0.093124   0.095652   0.098248   0.100915  0.103655     34.13    36.01     
                           215381HS6  08/07/03  12/01/14     53.466      0.000     43.14    0.089608   0.092121   0.094705   0.097361  0.100092     32.86    34.73     
Cook County, Illinois      215903EV3  06/17/03  12/01/13     59.669      0.000     47.16    0.089049   0.091275   0.093557   0.095896  0.098293     32.59    34.24     
                           215903EW1  06/17/03  12/01/14     55.539      0.000     45.70    0.086446   0.088694   0.091000   0.093366  0.095793     31.66    33.33     
                           215903EX9  06/17/03  12/01/15     51.495      0.000     44.05    0.083471   0.085725   0.088039   0.090416  0.092857     30.59    32.27     
Cooper Cameron Corp.       216640AA0  05/16/01  05/17/21     77.941      0.000     36.01    0.028266   0.028442   0.028620   0.028799  0.028979     10.22    10.35     
Coppell Independent                                                                                                                                                    
  School District          217489SY0  09/25/97  08/15/05     57.892      0.000    379.00    0.182692   0.189131                                     42.08              
                           217489SZ7  09/25/97  08/15/06     53.555      0.000    356.86    0.172552   0.178720   0.185108   0.191724               64.94    42.66     
Corning, Inc.              219350AJ4  11/08/00  11/08/15     74.192      0.000     63.84    0.044634   0.045080   0.045531   0.045986  0.046446     16.20    16.52     
Corvallie, Benton County   2208855A1  03/12/02  01/01/06     82.755      0.000    123.91    0.133153   0.136507                                     48.54              
                           2208855B9  03/12/02  01/01/07     77.493      0.000    124.36    0.134353   0.137966   0.141677   0.145487               49.02    51.69     
                           2208855C7  03/12/02  01/01/08     72.008      0.000    123.81    0.134516   0.138376   0.142346   0.146430               49.12    51.98     
                           2208855D5  03/12/02  01/01/09     67.064      0.000    120.04    0.130868   0.134767   0.138782   0.142917               47.81    50.71     
                           2208855E3  03/12/02  01/01/10     62.052      0.000    116.08    0.127037   0.130981   0.135047   0.139239               46.44    49.37     
                           2208855F0  03/12/02  01/01/11     57.678      0.000    110.51    0.121206   0.125053   0.129023   0.133118               44.33    47.19     
                           2208855G8  03/12/02  01/01/12     53.670      0.000    104.57    0.114876   0.118580   0.122403   0.126350               42.02    44.78     
                           2208855H6  03/12/02  01/01/13     49.793      0.000     98.80    0.108719   0.112284   0.115967   0.119770               39.78    42.43     
                           2208855J2  03/12/02  01/01/14     46.414      0.000     92.85    0.102256   0.105635   0.109126   0.112732               37.42    39.93     
                           2208855K9  03/12/02  01/01/15     43.223      0.000     87.18    0.096078   0.099277   0.102582   0.105998               35.16    37.54     
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Corvallie, Benton County   2208855L7  03/12/02  01/01/16     39.945      0.000     81.87    0.090370   0.093424   0.096582   0.099846               33.08    35.36     
                           2208855M5  03/12/02  01/01/17     37.109      0.000     76.67    0.084691   0.087574   0.090556   0.093639               31.01    33.16     
                           2208855N3  03/12/02  01/01/18     34.442      0.000     71.72    0.079287   0.082007   0.084819   0.087728               29.03    31.06     
                           2208855P8  03/12/02  01/01/19     31.935      0.000     67.02    0.074153   0.076715   0.079365   0.082107               27.16    29.06     
                           2208855Q6  03/12/02  01/01/20     29.582      0.000     62.57    0.069281   0.071692   0.074186   0.076768               25.38    27.17     
                           2208855R4  03/12/02  01/01/21     27.475      0.000     58.39    0.064678   0.066939   0.069278   0.071699               23.69    25.38     
                           2208855S2  03/12/02  01/01/22     25.504      0.000     54.45    0.060345   0.062463   0.064655   0.066924               22.11    23.68     
                           2208855T0  03/12/02  01/01/23     23.613      0.000     50.72    0.056251   0.058236   0.060292   0.062420               20.61    22.09     
Costco Companies, Inc.     22160QAA0  08/19/97  08/19/17     49.960      0.000    145.52    0.061926   0.063010   0.064112   0.065234  0.066376     22.78    23.58     
                           22160QAB8  08/19/97  08/19/17     49.960      0.000    145.52    0.061926   0.063010   0.064112   0.065234  0.066376     22.78    23.58     
                           22160QAC6  08/19/97  08/19/17     49.960      0.000    145.52    0.061926   0.063010   0.064112   0.065234  0.066376     22.78    23.58     
Covad Communications       222814AD7  03/11/98  03/15/08     50.666     VARIES              0.378230   0.372423   0.378987   0.373220  0.379853    137.07   137.36     
                           222814AG0  03/11/98  03/15/08     50.666     VARIES              0.378230   0.372423   0.378987   0.373220  0.379853    137.07   137.36     
                           222814AH8  03/11/98  03/15/08     50.666     VARIES              0.378230   0.372423   0.378987   0.373220  0.379853    137.07   137.36     
Covanta Energy Corp.       22281NAA1  03/10/04  03/15/11*    89.130      8.250      8.97    0.031850   0.033518                                      6.71*             
Cox Communications, Inc.   224044AX5  04/19/00  04/19/20     42.589      0.426              0.156699   0.162512   0.170422   0.176791  0.185443     59.27    64.48     
                           224044BA4  02/23/01  02/23/21     69.503      0.348     48.69    0.036524   0.036935   0.037350   0.037771  0.038196     13.33    13.63     
                           224044BB2  02/23/01  02/23/21     69.503      0.348     48.69    0.036524   0.036935   0.037350   0.037771  0.038196     13.33    13.63     
                           224044BC0  02/23/01  02/23/21     69.503      0.348     48.69    0.036524   0.036935   0.037350   0.037771  0.038196     13.33    13.63     
Crown Castle                                                                                                                                                           
  International            228227AD6  05/17/99  05/15/11*    60.339     VARIES              0.288194   0.288194                                     53.89*             
                           228227AE4  08/03/99  08/01/11*    57.889     VARIES              0.312498   0.312498                                     58.44*             
                           228227AF1  08/03/99  08/01/11*    57.889     VARIES              0.312498   0.312498                                     58.44*             
Crown Packaging                                                                                                                                                        
  Enterprises, Ltd.        228441AC5  08/13/96  08/01/06     32.367     VARIES              0.431552   0.434984   0.438694   0.442701              157.05    92.85     
Crum & Forster Holdings                                                                                                                                                
  Corporation              228800AA6  06/05/03  06/15/13     96.985     10.375      2.89    0.005659   0.005967   0.006291   0.006633  0.006994      2.10     2.34     
                           228800AB4  06/05/03  06/15/13     96.985     10.375      2.89    0.005659   0.005967   0.006291   0.006633  0.006994      2.10     2.34     
                           228800AC2  06/05/03  06/15/13     96.985     10.375      2.89    0.005659   0.005967   0.006291   0.006633  0.006994      2.10     2.34     
Cytyc Corporation          232946AA1  03/22/04  03/15/24    100.000     VARIES              0.191554   0.195910   0.200412   0.205067  0.209879     70.68    73.99     
                           232946AB9  03/22/04  03/15/24    100.000     VARIES              0.191554   0.195910   0.200412   0.205067  0.209879     70.68    73.99     
DST Systems, Inc.          233326AA5  08/12/03  08/15/23    100.000     VARIES              0.243611   0.249030   0.254677   0.260561  0.266692     90.18    94.38     
                           233326AB3  08/12/03  08/15/23    100.000     VARIES              0.243611   0.249030   0.254677   0.260561  0.266692     90.18    94.38     
                           233326AC1  08/12/03  08/15/23    100.000      3.625              0.244812   0.250865   0.257173   0.263745  0.270593     90.90    95.59     
                           233326AD9  08/12/03  08/15/23    100.000      3.625              0.244812   0.250865   0.257173   0.263745  0.270593     90.90    95.59     
DTE Energy Company         233331206  06/25/02  08/16/07*   100.000     VARIES              0.155962   0.156738                                     34.45*             
                           233331AL1  06/25/02  08/16/07    100.000     VARIES              0.155962   0.156738   0.156682   0.155771  0.154836     56.38    55.99     
Danka Business Systems     236277AC3  06/29/01  04/01/08     28.000     10.000              0.242222   0.295712   0.361016   0.440740  0.538070    107.52   160.25     
Dayton Superior                                                                                                                                                        
  Corporation              240028AB6  06/16/00  06/15/09     95.575     13.000     15.85    0.013305   0.014228   0.015215   0.016271  0.017400      4.99     5.70     
                           240028AC4  06/16/00  06/15/09     95.575     13.000     15.85    0.013305   0.014228   0.015215   0.016271  0.017400      4.99     5.70     
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Dayton Superior Corp.      240028AD2  06/16/00  06/15/09     95.575     13.000     15.85    0.013305   0.014228   0.015215   0.016271  0.017400      4.99     5.70     
                           240028AE0  06/16/00  06/15/09     95.575     13.000     15.85    0.013305   0.014228   0.015215   0.016271  0.017400      4.99     5.70     
                           240028AF7  06/16/00  06/15/09     95.575     13.000     15.85    0.013305   0.014228   0.015215   0.016271  0.017400      4.99     5.70     
                           240028AG5  03/15/03  09/15/08     98.088     10.750      5.04    0.008530   0.009009   0.009514   0.010048  0.010612      3.26     3.64     
                           240028AH3  03/15/03  09/15/08     98.088     10.750      5.04    0.008530   0.009009   0.009514   0.010048  0.010612      3.26     3.64     
Delta Air Lines, Inc.      247361YQ5  09/04/03  08/15/08     85.000     10.000     30.81    0.069217   0.074178   0.079495   0.085193  0.091299     27.21    31.25     
                           247361YT9  09/04/03  08/15/08     85.000     10.000     30.81    0.069217   0.074178   0.079495   0.085193  0.091299     27.21    31.25     
                           247361YX0  11/24/04  12/15/07     66.000      8.000      8.38    0.228360   0.256222   0.287484   0.322561  0.361917     88.17   111.00     
Details Capital Corp.      25063TAA5  11/18/97  11/15/07     54.595     VARIES              0.347214   0.347213   0.347212   0.347212  0.347211    125.00   125.00     
Detroit Edison Company     250847712  02/13/96  03/31/26*   100.000      7.625              0.209478                                                12.99*             
Deutsche Bank AG           251525AE1  01/29/03  01/31/08    100.000      0.000              0.097602   0.099233   0.100892   0.102578  0.104292     35.93    37.14     
                           251525AH4  03/31/03  04/02/08    100.000      0.000              0.097994   0.099638   0.101310   0.103010  0.104738     35.87    37.08     
                           251525AJ0  05/27/03  11/29/06    100.000      0.000              0.061511   0.062170   0.062837   0.063510               22.30    20.73     
Deutsche Bank AG           25152AAB6  10/28/04  10/28/11    100.000     VARIES              0.120996   0.120272   0.122835   0.124125  0.126822     44.15    45.33     
                           25152AAC4  11/15/04  11/15/16    100.000     VARIES              0.140096   0.138182   0.136221   0.134209  0.131895     49.91    48.48     
                           25152AAD2  03/22/05  03/22/10    100.000     VARIES                         0.115139   0.115329   0.116038  0.116005     32.14    41.71     
                           25152AAE0  04/26/05  04/26/10    100.000      4.760                         0.132222   0.132222   0.132222  0.132222     32.39    47.60     
                           25152AAF7  06/28/05  06/28/07    100.000      0.000                         0.105661   0.107671   0.109719  0.111805     19.34    39.14     
                           25152AAH3  08/17/05  08/17/07    100.000      0.000                                    0.119274   0.121835  0.124451     15.98    44.09     
Deutsche Bank AG           25152CAA4  03/21/03  03/26/08    100.000      0.000              0.099558   0.101253   0.102977   0.104731  0.106514     36.47    37.72     
                           25152CAB2  04/30/03  11/01/06    100.000      0.000              0.074625   0.075589   0.076566   0.077556               27.15    23.15     
                           25152CAC0  06/25/03  06/27/08    100.000      0.000              0.075665   0.076656   0.077660   0.078677  0.079707     27.43    28.15     
                           25152CAD8  07/02/03  07/07/08    100.000      0.000              0.081342   0.082500   0.083673   0.084864  0.086071     29.90    30.75     
                           25152CAE6  09/02/03  03/06/07    100.000      0.000              0.094630   0.096190   0.097775   0.099386  0.101024     34.71    35.86     
                           25152CAF3  08/05/03  02/07/07    100.000      0.000              0.089646   0.091048   0.092472   0.093919  0.095388     32.93    33.97     
                           25152CAH9  09/17/03  09/19/07    100.000      0.000              0.089547   0.090946   0.092367   0.093810  0.095276     32.78    33.81     
                           25152CAL0  10/03/03  10/07/08    100.000     VARIES              0.089735   0.089923   0.090115   0.090309  0.090506     32.37    32.51     
                           25152CAP1  11/07/03  11/07/06    100.000      0.000              0.081946   0.083121   0.084312   0.085521               29.84    26.02     
                           25152CAQ9  11/14/03  05/08/07    100.000      0.000              0.089612   0.091014   0.092438   0.093885  0.095353     32.66    33.69     
                           25152CAS5  11/14/03  05/08/07    100.000      0.000              0.089612   0.091014   0.092438   0.093885  0.095353     32.66    33.69     
                           25152CAT3  11/14/03  05/08/07    100.000      0.000              0.089612   0.091014   0.092438   0.093885  0.095353     32.66    33.69     
                           25152CAU0  11/28/03  11/24/08    100.000     VARIES              0.098089   0.098254   0.098423   0.098594  0.098768     35.35    35.48     
                           25152CAY2  02/12/04  02/16/07    100.000      0.000              0.075815   0.076836   0.077870   0.078918  0.079980     27.75    28.51     
                           25152CBE5  03/12/04  03/16/07    100.000      0.000              0.065489   0.066251   0.067023   0.067804  0.068594     23.87    24.43     
                           25152CBF2  03/24/04  03/26/07    100.000      0.000              0.065977   0.066751   0.067535   0.068327  0.069129     24.04    24.61     
                           25152CBJ4  04/29/04  05/04/09    100.000     VARIES              0.110241   0.110510   0.110646   0.110786  0.110790     39.76    39.87     
                           25152CBL9  05/24/04  05/26/09    100.000     VARIES              0.121018   0.121252   0.121370   0.121490  0.121492     43.62    43.72     
                           25152CBM7  06/03/04  06/04/09    100.000     VARIES              0.117534   0.117821   0.117967   0.118117  0.118122     42.38    42.50     
                           25152CBN5  06/03/04  06/04/09    100.000      0.000              0.120422   0.122977   0.125587   0.128253  0.130974     43.95    45.84     
                           25152CBP0  06/30/04  07/06/11    100.000     VARIES              0.116827   0.116830   0.116834   0.115811  0.114767     42.06    41.51     
                           25152CBR6  08/04/04  08/08/05    100.000      0.000              0.064457   0.065205                                     14.12              
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Deutsche Bank AG           25152CBW5  09/23/04  09/27/07    100.000      0.000              0.088802   0.090221   0.091663   0.093127  0.094615     32.49    33.54     
                           25152CBX3  09/30/04  10/05/09    100.000     VARIES              0.102238   0.102483   0.102733   0.102860  0.102990     36.89    37.03     
                           25152CCC8  12/22/04  12/24/09    100.000      0.000              0.110178   0.112362   0.114590   0.116862  0.119179     40.09    41.69     
                           25152CCG9  02/03/05  02/03/12    100.000      0.000                         0.120783   0.123409   0.126092  0.128834     40.01    45.71     
                           25152CCM6  02/28/05  03/02/10    100.000      0.000              0.117355   0.115469   0.119876   0.120426  0.125023     35.99    44.48     
                           25152CCN4  02/28/05  03/02/10    100.000      0.000              0.117355   0.115469   0.119876   0.120426  0.125023     35.99    44.48     
                           25152CCQ7  03/03/05  03/03/10    100.000      0.000                         0.119316   0.121879   0.124496  0.127170     35.86    44.97     
                           25152CCS3  04/08/05  04/12/10    100.000      0.000              0.127549   0.127614   0.130544   0.133541  0.136607     33.79    48.01     
                           25152CCU8  04/20/05  04/22/10    100.000      0.000              0.119936   0.119965   0.122555   0.125201  0.127904     30.29    44.97     
                           25152CDF0  07/29/05  08/03/10    100.000      0.000                         0.125803   0.125866   0.128717  0.131631     19.13    46.68     
                           25152CDG8  07/29/05  02/02/09    100.000      0.000                         0.122935   0.122981   0.125703  0.128484     18.69    45.58     
Deutsche Bank Financial    25153EBK6  05/15/00  05/15/07    100.000      1.250              0.284189   0.288994   0.303748   0.308973  0.324839    105.53   112.82     
                           25153EBM2  11/15/00  11/15/07    100.000      0.250              0.245969   0.254129   0.262569   0.271296  0.280321     90.78    96.91     
                           25153EBN0  11/15/00  11/15/05     96.300      0.000              0.237903   0.245998                                     76.16              
                           25153EBP5  01/12/01  01/12/08    100.000      0.250              0.190232   0.198774   0.200987   0.210024  0.212374     72.84    76.97     
                           25153EBR1  02/08/01  02/08/08    100.000      2.750              0.174836   0.180669   0.180694   0.186797  0.186896     65.73    67.96     
Devon Energy               25179MAA1  08/02/98  08/15/08     97.500      4.900              0.238161   0.241962   0.245904   0.249993  0.254234     87.48    90.39     
                           25179MAB9  08/02/98  08/15/08     96.562      4.950              0.234378   0.237986   0.241729   0.245611  0.249637     86.03    88.80     
Dex Media, Inc.            25212EAD2  11/10/03  11/15/13     64.314     VARIES              0.175795   0.183705   0.191972   0.200610  0.209637     65.45    71.48     
                           25212EAE0  11/10/03  11/15/13     64.314     VARIES              0.175795   0.183705   0.191972   0.200610  0.209637     65.45    71.48     
                           25212EAF7  11/10/03  11/15/13     64.314     VARIES              0.175795   0.183705   0.191972   0.200610  0.209637     65.45    71.48     
                           25212EAG5  02/11/04  11/15/13     69.384     VARIES              0.171720   0.178906   0.186392   0.194191  0.202317     63.79    69.24     
DIVA Systems Corporation   255013AA2  05/30/96  05/15/06     52.946     VARIES              0.364241   0.364447   0.364666                         131.18    48.87     
                           255013AB0  05/30/96  05/15/06     52.946     VARIES              0.364241   0.364447   0.364666                         131.18    48.87     
                           255013AC8  05/30/96  05/15/06     52.946     VARIES              0.364241   0.364447   0.364666                         131.18    48.87     
                           255013AD6  05/30/96  05/15/06     52.946     VARIES              0.364241   0.364447   0.364666                         131.18    48.87     
                           255013AL8  02/19/98  03/01/08     50.100     VARIES              0.366468   0.367534   0.368673   0.369888  0.371186    132.38   133.24     
                           255013AM6  02/19/98  03/01/08     50.100     VARIES              0.366468   0.367534   0.368673   0.369888  0.371186    132.38   133.24     
Dolphin Telecom, PLC       256886AE2  05/28/98  06/01/08     57.120     VARIES              0.319440   0.319440   0.319440   0.319440  0.319439    115.00   115.00     
                           256886AH5  05/18/99  05/15/09     50.892     VARIES              0.388883   0.388883   0.388882   0.388882  0.388881    140.00   140.00     
DuPage County, IL SDN99    263417GR2  04/04/02  02/01/11     55.425      0.000    111.64    0.122290   0.126447   0.130746   0.135190  0.139786     46.04    49.22     
Duarte, California                                                                                                                                                     
  Redevelopment Agency     263594AB9  06/16/92  12/01/12     16.484      0.000    333.01    0.123654   0.129224   0.135044   0.141127  0.147484     45.86    50.08     
Duke Capital Corporation   264399551  11/19/01  11/16/06    100.000     VARIES              0.142819   0.142184   0.141533   0.140865               51.24    44.46     
                           264399EJ1  05/07/03  05/15/23    100.000     VARIES              0.178757   0.182681   0.186724   0.190888  0.195177     65.43    68.36     
Duke Capital Corporation   26439RAP1  03/19/01  05/18/06    100.000     VARIES              0.171416   0.168324   0.170802                          61.97    23.40     
Duke Capital Corporation   26439VAA5  11/19/01  11/16/06    100.000     VARIES              0.142819   0.142184   0.141533   0.140865               51.24    44.46     
E. Spire Communications    269153AA0  11/14/95  11/01/05     53.515     VARIES              0.361075   0.361073                                    108.32              
                           269153AB8  03/26/96  04/01/06     53.809     VARIES              0.354155   0.354154   0.354153                         127.50    31.87     
                           269153AD4  11/14/95  11/01/05     53.515     VARIES              0.361075   0.361073                                    108.32              
                           269153AE2  03/26/96  04/01/06     53.809     VARIES              0.354155   0.354154   0.354153                         127.50    31.87     
                           269153AH5  07/24/98  07/01/08     59.989     VARIES              0.295106   0.295104   0.295103   0.295101              106.24   106.24     
                           269153AJ1  07/24/98  07/01/08     59.989     VARIES              0.295106   0.295104   0.295103   0.295101              106.24   106.24     
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
East Orange NJ             274137WT1  04/14/03  04/01/22     29.893      0.000     34.52    0.058974   0.060882   0.062851   0.064884  0.066983     21.92    23.36     
                           274137WU8  04/14/03  04/01/23     27.886      0.000     32.36    0.055294   0.057091   0.058947   0.060862  0.062840     20.56    21.92     
                           274137WV6  04/14/03  04/01/24     26.105      0.000     30.34    0.051850   0.053537   0.055280   0.057079  0.058937     19.28    20.55     
                           274137WW4  04/14/03  04/01/25     24.381      0.000     28.43    0.048588   0.050175   0.051813   0.053505  0.055251     18.07    19.27     
                           274137WX2  04/14/03  04/01/26     22.763      0.000     26.63    0.045514   0.047005   0.048544   0.050134  0.051776     16.93    18.05     
                           274137WY0  04/14/03  04/01/27     21.292      0.000     24.95    0.042645   0.044044   0.045489   0.046981  0.048522     15.86    16.92     
                           274137WZ7  04/14/03  04/01/28     19.913      0.000     23.37    0.039950   0.041262   0.042617   0.044017  0.045463     14.86    15.85     
Edwards Lifesciences                                                                                                                                                   
  Corporation              28176EAA6  05/09/03  05/15/33    100.000     VARIES              0.136790   0.137497   0.138220   0.138961  0.139720     49.44    49.96     
                           28176EAB4  05/09/03  05/15/33    100.000     VARIES              0.136790   0.137497   0.138220   0.138961  0.139720     49.44    49.96     
Eksportfinans ASA          28264QAP9  12/29/04  12/29/06    100.000      0.000              0.092698   0.094245   0.095817   0.097416               33.66    34.59     
                           28264QAQ7  02/22/05  02/22/07    100.000      0.000                         0.101094   0.102934   0.104807  0.106714     31.48    37.88     
                           28264QAV6  07/19/05  07/19/07    100.000      0.000                                    0.110730   0.112937  0.115188     17.94    40.98     
El Paso Corporation        28336L208  06/26/02  08/16/07*   100.000     VARIES              0.199932   0.200968                                     36.13*             
                           28336LAA7  02/28/01  02/28/21     45.289      0.000     74.41    0.057484   0.057678   0.059806   0.060008  0.062222     21.30    22.16     
                           28336LAC3  02/28/01  02/28/21     45.289      0.000     74.41    0.057484   0.057678   0.059806   0.060008  0.062222     21.30    22.16     
                           28336LAG4  06/26/02  08/16/07    100.000     VARIES              0.199932   0.200968   0.200909   0.199717  0.198482     72.29    71.79     
                           28336LAH2  06/26/02  08/16/07    100.000     VARIES              0.199932   0.200968   0.200909   0.199717  0.198482     72.29    71.79     
El Salvador, Republic      283875AE2  08/11/99  08/15/06     92.196      9.500     54.44    0.036516   0.038548   0.040694   0.042959               14.08     9.52     
Electronics for Imaging    284745AA4  06/04/03  06/01/23    100.000     VARIES              0.241333   0.249222   0.257424   0.265950  0.274813     88.78    94.73     
Electronic Data Systems                                                                                                                                                
  Corporation              285661AB0  10/10/01  10/10/21     77.941     VARIES              0.133348   0.136147   0.140536   0.143486  0.148112     49.78    52.46     
                           285661AE4  06/30/03  07/15/23    100.000     VARIES              0.164394   0.166040   0.167733   0.169476  0.171269     60.03    61.28     
                           285661AF1  06/30/03  07/15/23    100.000     VARIES              0.164394   0.166040   0.167733   0.169476  0.171269     60.03    61.28     
                           285661AG9  06/26/01  08/17/06    100.000     VARIES              0.177729   0.177116   0.176484   0.175832               63.71    39.77     
Emmis Communications                                                                                                                                                   
  Corporation              291525AF0  03/27/01  03/15/11     54.760     VARIES              0.289470   0.307561   0.326781   0.347203  0.347202    111.42   123.48     
Emmis Escrow Corporation   291530AA1  03/27/01  03/15/11     54.760     VARIES              0.289470   0.307561   0.326781   0.347203  0.347202    111.42   123.48     
Enron Corporation          293561CC8  02/07/01  02/07/21     65.524      0.000     56.31    0.041647   0.042089   0.042537   0.042989  0.043445     15.20    15.53     
                           293561CD6  02/07/01  02/07/21     65.524      0.000     56.31    0.041647   0.042089   0.042537   0.042989  0.043445     15.20    15.53     
Entergy Gulf States                                                                                                                                                    
  Capital Trust I          29364H200  01/28/97  03/31/46*   100.000      8.750              0.240385                                                16.83*             
Essex County Utilities                                                                                                                                                 
  Authority                296816AY7  03/30/99  04/01/12     60.121      0.000    151.82    0.081849   0.083466   0.085116   0.086797  0.088512     30.05    31.25     
                           296816BH3  03/30/99  04/01/05     69.072      0.000    294.10    0.168614                                                15.18              
                           296816BJ9  03/30/99  04/01/06     64.504      0.000    279.79    0.160830   0.165944   0.171221                          59.75    15.41     
Euronet Worldwide Inc.     298736AC3  12/15/04  12/15/24    100.000     VARIES              0.251450   0.260788   0.270548   0.280750  0.291414     92.51    99.57     
                           298736AD1  12/15/04  12/15/24    100.000     VARIES              0.251450   0.260788   0.270548   0.280750  0.291414     92.51    99.57     
Evergreen Resources,Inc.   299900AA8  12/18/01  12/15/21    100.000     VARIES              0.285740   0.292664   0.299900   0.307461  0.315363    104.34   109.57     
                           299900AB6  12/18/01  12/15/21    100.000     VARIES              0.285740   0.292664   0.299900   0.307461  0.315363    104.34   109.57     
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
First Citizens Bancorp.                                                                                                                                                
  of South Carolina        30244CAC0  03/24/98  03/15/28    100.000      8.250              0.229167   0.229167   0.229167   0.229167  0.229167     82.50    82.50     
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     3128X02Z1  03/28/03  03/28/33     15.782      0.000     18.06    0.030049   0.030988   0.031957   0.032955  0.033985     11.16    11.87     
                           3128X03C1  04/01/03  04/01/33     15.108      0.000     17.63    0.029521   0.030466   0.031441   0.032447  0.033485     10.97    11.68     
                           3128X03L1  04/14/03  04/14/33     13.648      0.000     16.47    0.028269   0.029223   0.030210   0.031229  0.032283     10.50    11.22     
                           3128X04L0  04/21/03  04/21/33     14.464      0.000     16.71    0.028988   0.029937   0.030917   0.031930  0.032976     10.74    11.46     
                           3128X04V8  04/29/03  04/29/33     14.152      0.000     16.32    0.028719   0.029670   0.030653   0.031668  0.032717     10.63    11.35     
                           3128X0AN9  10/03/02  12/30/05     91.510      0.000     57.98    0.074462   0.075488                                     26.92              
                           3128X0AP4  10/03/02  12/30/06     87.710      0.000     63.04    0.081338   0.082604   0.083891   0.085197               29.51    30.35     
                           3128X0AQ2  10/03/02  12/30/07     83.710      0.000     66.24    0.085822   0.087290   0.088783   0.090301  0.091846     31.16    32.24     
                           3128X0AR0  10/03/02  12/30/09     75.410      0.000     68.96    0.089952   0.091722   0.093527   0.095367  0.097243     32.70    34.00     
                           3128X0AS8  10/03/02  01/02/13     63.710      0.000     66.15    0.085005   0.086895   0.088827   0.090803  0.092822     31.63    33.05     
                           3128X0AT6  10/03/02  01/02/22     36.810      0.000     45.53    0.058895   0.060444   0.062034   0.063666  0.065340     22.04    23.22     
                           3128X0AU3  10/03/02  01/02/30     23.710      0.000     29.87    0.038662   0.039697   0.040759   0.041850  0.042970     14.48    15.27     
                           3128X0AV1  10/03/02  04/15/32     21.010      0.000     26.47    0.034784   0.035715   0.036671   0.037653  0.038661     12.83    13.53     
                           3128X0AW9  10/03/02  06/15/32     20.810      0.000     26.23    0.034778   0.035709   0.036665   0.037647  0.038655     12.72    13.41     
                           3128X0AX7  10/03/02  09/15/32     20.510      0.000     25.88    0.033857   0.034764   0.035696   0.036653  0.037635     12.55    13.23     
                           3128X0AY5  10/03/02  12/15/32     20.210      0.000     25.53    0.033843   0.034750   0.035683   0.036640  0.037623     12.38    13.05     
                           3128X0AZ2  10/03/02  01/02/34     19.160      0.000     24.16    0.031281   0.032119   0.032979   0.033863  0.034770     11.72    12.35     
                           3128X0DJ5  11/05/02  11/05/32*    12.693      0.000     20.31    0.028322                                                 3.51*             
                           3128X0DS5  11/05/02  11/05/32     14.675      0.000     21.71    0.030113   0.031092   0.032103   0.033146  0.034223     11.13    11.86     
                           3128X0EU9  11/05/02  11/05/32*    11.807      0.000     19.61    0.027417                                                 3.40*             
                           3128X0KM0  12/03/02  12/03/32*    13.847      0.000     20.33    0.029402                                                 4.47*             
                           3128X0L23  03/04/03  03/04/33     14.890      0.000     18.31    0.029344   0.030290   0.031267   0.032275  0.033316     10.96    11.68     
                           3128X0M48  03/18/03  03/18/33     14.676      0.000     17.78    0.029166   0.030114   0.031093   0.032103  0.033147     10.87    11.59     
                           3128X0MG1  12/16/02  12/16/32*    13.847      0.000     19.95    0.029402                                                 4.85*             
                           3128X0MX4  11/26/02  11/26/32*    13.648      0.000     20.40    0.029223                                                 4.24*             
                           3128X0NH8  12/13/02  12/13/22*    29.718      0.000     39.37    0.057412                                                 9.24*             
                           3128X0NJ4  12/13/02  12/13/32*    13.648      0.000     19.90    0.029223                                                 4.73*             
                           3128X0PM5  12/06/02  12/06/32     14.255      0.000     20.51    0.029759   0.030741   0.031756   0.032803  0.033886     10.94    11.67     
                           3128X0RP6  12/30/02  12/30/32*    13.648      0.000     19.41    0.029223                                                 5.23*             
                           3128X0S91  04/07/03  04/07/33     15.108      0.000     17.45    0.029521   0.030466   0.031441   0.032447  0.033485     10.96    11.67     
                           3128X0TU3  12/27/02  12/27/17    100.000     VARIES              0.040901   0.040205   0.039491   0.038908  0.038309     14.59    14.11     
                           3128X0V48  03/24/03  03/24/23     30.359      0.000     33.80    0.055792   0.057480   0.059219   0.061010  0.062856     20.72    21.99     
                           3128X0W47  04/07/03  04/07/33     14.676      0.000     17.23    0.029166   0.030114   0.031093   0.032103  0.033147     10.83    11.55     
                           3128X0WW5  01/28/03  01/28/33     14.675      0.000     19.24    0.029166   0.030113   0.031092   0.032103  0.033146     10.96    11.69     
                           3128X0Z69  04/14/03  04/14/33     14.152      0.000     16.75    0.028719   0.029670   0.030653   0.031668  0.032717     10.66    11.38     
                           3128X0Z93  04/01/03  04/01/33     13.847      0.000     16.95    0.028449   0.029402   0.030387   0.031405  0.032457     10.59    11.31     
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     3128X12R7  11/05/03  11/05/14     54.324      0.000     36.01    0.089722   0.092246   0.094840   0.097507  0.100250     33.04    34.93     
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     3128X1BK2  05/12/03  05/12/33     15.108      0.000     16.42    0.029521   0.030466   0.031441   0.032447  0.033485     10.89    11.60     
                           3128X1BY2  05/20/03  05/20/33     15.727      0.000     16.47    0.030007   0.030947   0.031916   0.032915  0.033945     11.05    11.75     
                           3128X1CN5  05/27/03  05/27/33     15.419      0.000     16.12    0.029768   0.030711   0.031683   0.032685  0.033720     10.95    11.66     
                           3128X1DB0  05/27/03  05/27/33     15.285      0.000     16.06    0.029663   0.030606   0.031579   0.032583  0.033620     10.91    11.62     
                           3128X1GZ4  06/17/03  06/17/33     18.796      0.000     16.83    0.032071   0.032977   0.033909   0.034867  0.035852     11.73    12.41     
                           3128X1HA8  06/23/03  06/23/33     16.728      0.000     15.89    0.030741   0.031671   0.032629   0.033616  0.034633     11.25    11.94     
                           3128X1HB6  06/13/03  06/13/33     17.732      0.000     16.58    0.031417   0.032336   0.033282   0.034255  0.035257     11.51    12.19     
                           3128X1HD2  06/23/03  06/23/33     16.728      0.000     15.89    0.030741   0.031671   0.032629   0.033616  0.034633     11.25    11.94     
                           3128X1HZ3  06/17/03  06/17/33     16.925      0.000     16.15    0.030879   0.031807   0.032762   0.033747  0.034761     11.31    12.00     
                           3128X1JE8  06/20/03  06/20/28     23.542      0.000     21.80    0.041867   0.043096   0.044361   0.045663  0.047003     15.32    16.23     
                           3128X1KF3  06/18/03  06/18/18*    99.500      3.250              0.007126                                                 1.19*             
                           3128X1MD6  06/30/03  06/30/33     16.631      0.000     15.64    0.030673   0.031604   0.032563   0.033551  0.034570     11.21    11.90     
                           3128X1MS3  06/30/03  06/30/33     17.222      0.000     15.86    0.031081   0.032006   0.032958   0.033939  0.034948     11.36    12.04     
                           3128X1NP8  07/07/03  07/07/33     17.680      0.000     15.82    0.030490   0.031384   0.032303   0.033250  0.034224     11.45    12.13     
                           3128X1NV5  07/07/03  07/07/33     17.475      0.000     15.74    0.030354   0.031250   0.032172   0.033121  0.034098     11.40    12.09     
                           3128X1PP6  07/07/03  07/07/33     16.728      0.000     15.47    0.029839   0.030741   0.031671   0.032629  0.033616     11.22    11.91     
                           3128X1QB6  07/07/03  07/07/33     16.201      0.000     15.26    0.029455   0.030363   0.031298   0.032262  0.033255     11.09    11.78     
                           3128X1QT7  06/30/03  06/30/33     16.679      0.000     15.66    0.030707   0.031637   0.032596   0.033584  0.034601     11.22    11.91     
                           3128X1RP4  07/16/03  07/16/33     14.890      0.000     14.45    0.028427   0.029344   0.030290   0.031267  0.032275     10.71    11.41     
                           3128X1RQ2  07/03/03  06/26/08     87.646      0.000     35.38    0.067479   0.068379   0.069290   0.070213  0.071149     24.46    25.12     
                           3128X1TD9  07/28/03  07/28/33*    14.464      0.000     13.92    0.028068   0.028988                                      5.98*             
                           3128X1TM9  07/28/03  07/28/33     14.676      0.000     14.02    0.028248   0.029166   0.030114   0.031093  0.032103     10.62    11.32     
                           3128X1UM7  08/14/03  08/14/33*    13.569      0.000     13.08    0.027274                                                 1.17*             
                           3128X1Y76  10/21/03  10/21/33     14.152      0.000     11.48    0.027798   0.028719   0.029670   0.030653  0.031668     10.30    11.00     
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     3128X23Z6  04/27/05  04/27/35     14.152      0.000                         0.026044   0.026907   0.027798  0.028719      6.41     9.96     
                           3128X24W2  04/15/04  04/15/19     42.355      0.000     17.65    0.070342   0.072386   0.074489   0.076652  0.078879     26.01    27.54     
                           3128X26L4  04/28/04  04/28/34     15.108      0.000      6.58    0.027719   0.028606   0.029521   0.030466  0.031441     10.25    10.92     
                           3128X2G74  03/18/04  03/18/19     40.899      0.000     19.67    0.070814   0.072956   0.075163   0.077437  0.079779     26.33    27.94     
                           3128X2G82  03/18/04  03/18/19     40.899      0.000     19.67    0.070814   0.072956   0.075163   0.077437  0.079779     26.33    27.94     
                           3128X2GG4  12/30/03  12/30/19    100.000     VARIES              0.047580   0.046643   0.045758   0.044926  0.044150     16.96    16.32     
                           3128X2H73  03/18/04  03/18/19     40.781      0.000     19.67    0.070848   0.072998   0.075214   0.077496  0.079848     26.34    27.97     
                           3128X2J55  03/18/04  03/18/19     40.899      0.000     19.67    0.070814   0.072956   0.075163   0.077437  0.079779     26.33    27.94     
                           3128X2KD6  12/29/03  06/29/07     98.050      2.455      5.39    0.015237   0.015469   0.015705   0.015944  0.016187      5.53     5.70     
                           3128X2KE4  12/24/03  12/24/07     98.050      2.810      4.73    0.013200   0.013421   0.013644   0.013872  0.014103      4.79     4.96     
                           3128X2KW4  12/30/03  12/22/08     83.523      0.000     30.86    0.087727   0.089328   0.090958   0.092618  0.094308     31.90    33.07     
                           3128X2LR4  01/20/04  01/20/34*    13.258      0.000      8.74    0.026091                                                  .50*             
                           3128X2PY5  02/11/04  02/11/09*    99.700      2.000              0.008380                                                  .34*             
                           3128X2Q40  03/22/04  03/22/19     40.721      0.000     19.40    0.070865   0.073019   0.075239   0.077527  0.079883     26.33    27.96     
                           3128X2RQ0  01/30/04  04/01/05     98.411      0.000     12.48    0.037904                                                 3.41              
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     3128X2RR8  01/30/04  10/01/05     97.222      0.000     15.21    0.046275   0.046667                                     12.56              
                           3128X2RU1  01/30/04  04/01/06     95.755      0.000     17.78    0.054156   0.054700   0.055250                          19.69     4.97     
                           3128X2RV9  01/30/04  10/01/06     94.087      0.000     19.99    0.060926   0.061625   0.062333   0.063048               22.19    16.96     
                           3128X2RW7  01/30/04  10/01/07     90.198      0.000     23.66    0.072271   0.073293   0.074331   0.075383  0.076450     26.39    27.14     
                           3128X2RX5  01/30/04  04/01/08     88.056      0.000     25.09    0.076729   0.077908   0.079106   0.080321  0.081556     28.05    28.92     
                           3128X2RY3  01/30/04  10/01/08     85.870      0.000     26.20    0.080174   0.081492   0.082832   0.084194  0.085578     29.34    30.31     
                           3128X2RZ0  01/30/04  04/01/09     83.646      0.000     27.05    0.082843   0.084286   0.085754   0.087248  0.088767     30.35    31.41     
                           3128X2S48  04/07/04  04/07/34     15.782      0.000      7.31    0.028256   0.029139   0.030049   0.030988  0.031957     10.48    11.15     
                           3128X2S97  04/08/04  04/08/19     42.727      0.000     18.11    0.070207   0.072225   0.074302   0.076438  0.078636     25.98    27.49     
                           3128X2SA4  01/30/04  10/01/09     81.441      0.000     27.63    0.084678   0.086225   0.087800   0.089404  0.091037     31.04    32.19     
                           3128X2SB2  01/30/04  04/01/10     79.227      0.000     28.04    0.085985   0.087623   0.089292   0.090993  0.092726     31.55    32.76     
                           3128X2SC0  01/30/04  10/01/10     77.037      0.000     28.28    0.086761   0.088475   0.090222   0.092003  0.093820     31.85    33.12     
                           3128X2SD8  01/30/04  04/01/11     74.840      0.000     28.41    0.087210   0.088991   0.090807   0.092661  0.094553     32.04    33.36     
                           3128X2SE6  01/30/04  10/01/11     72.645      0.000     28.45    0.087363   0.089202   0.091079   0.092997  0.094954     32.12    33.48     
                           3128X2SF3  01/30/04  04/01/12     70.491      0.000     28.37    0.087171   0.089056   0.090983   0.092951  0.094961     32.06    33.47     
                           3128X2SG1  01/30/04  10/01/12     68.379      0.000     28.21    0.086698   0.088619   0.090583   0.092590  0.094642     31.91    33.34     
                           3128X2SH9  01/30/04  04/01/13     66.275      0.000     27.99    0.086061   0.088013   0.090010   0.092051  0.094139     31.69    33.14     
                           3128X2SJ5  01/30/04  10/01/13     64.227      0.000     27.70    0.085198   0.087170   0.089189   0.091254  0.093367     31.39    32.86     
                           3128X2SK2  01/30/04  04/01/14     62.210      0.000     27.36    0.084189   0.086176   0.088211   0.090293  0.092425     31.03    32.51     
                           3128X2SL0  01/30/04  10/01/14     60.256      0.000     26.97    0.083011   0.085004   0.087046   0.089137  0.091278     30.61    32.09     
                           3128X2SM8  01/30/04  04/01/15     58.361      0.000     26.53    0.081701   0.083694   0.085736   0.087828  0.089971     30.13    31.62     
                           3128X2SN6  01/30/04  10/01/15     56.535      0.000     26.06    0.080275   0.082260   0.084295   0.086380  0.088516     29.62    31.10     
                           3128X2SP1  01/30/04  04/01/16     54.741      0.000     25.58    0.078795   0.080770   0.082794   0.084869  0.086996     29.08    30.56     
                           3128X2SQ9  01/30/04  10/01/16     52.987      0.000     25.07    0.077264   0.079225   0.081235   0.083297  0.085411     28.53    29.99     
                           3128X2SR7  01/30/04  04/01/17     51.299      0.000     24.55    0.075670   0.077612   0.079604   0.081646  0.083742     27.94    29.40     
                           3128X2SS5  01/30/04  10/01/17     49.661      0.000     24.02    0.074041   0.075961   0.077931   0.079951  0.082025     27.35    28.79     
                           3128X2ST3  01/30/04  04/01/18     48.064      0.000     23.48    0.072393   0.074289   0.076234   0.078231  0.080279     26.75    28.17     
                           3128X2SU0  01/30/04  10/01/18     46.530      0.000     22.93    0.070720   0.072589   0.074506   0.076475  0.078495     26.14    27.54     
                           3128X2SV8  01/30/04  04/01/19     45.040      0.000     22.38    0.069043   0.070882   0.072770   0.074708  0.076698     25.52    26.90     
                           3128X2SW6  01/30/04  10/01/19     43.600      0.000     21.84    0.067364   0.069172   0.071028   0.072935  0.074892     24.91    26.26     
                           3128X2SX4  01/30/04  04/01/20     42.215      0.000     21.29    0.065687   0.067462   0.069285   0.071157  0.073080     24.29    25.62     
                           3128X2SY2  01/30/04  10/01/20     40.880      0.000     20.75    0.064020   0.065761   0.067549   0.069386  0.071273     23.68    24.98     
                           3128X2SZ9  01/30/04  04/01/07     92.208      0.000     21.99    0.067106   0.067970   0.068845   0.069732  0.070629     24.47    25.10     
                           3128X2U94  04/08/04  04/08/19     42.727      0.000     18.11    0.070207   0.072225   0.074302   0.076438  0.078636     25.98    27.49     
                           3128X2V28  04/08/04  04/08/19     42.727      0.000     18.11    0.070207   0.072225   0.074302   0.076438  0.078636     25.98    27.49     
                           3128X2V36  04/07/04  04/07/34     15.329      0.000      7.21    0.027898   0.028784   0.029697   0.030640  0.031613     10.35    11.02     
                           3128X2V85  03/17/04  03/17/34     15.782      0.000      7.87    0.028256   0.029139   0.030049   0.030988  0.031957     10.52    11.19     
                           3128X2VK8  02/23/04  02/23/34*    13.648      0.000      7.99    0.026454                                                 1.38*             
                           3128X2XE0  02/25/04  02/25/19     99.000      3.050              0.013763   0.014009   0.014259                           5.06      .77     
                           3128X2Y58  03/30/04  09/30/08*    99.750      2.250              0.006987                                                  .62*             
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     3128X2ZJ7  03/04/04  03/04/19     41.198      0.000     20.63    0.070725   0.072846   0.075032   0.077283  0.079601     26.35    27.95     
                           3128X2ZY4  03/18/04  03/18/16     99.000     VARIES              0.024158   0.024657   0.024738                           8.85     1.90     
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     3128X32B8  12/29/04  12/29/34     16.486      0.000       .06    0.027935   0.028787   0.029665   0.030570  0.031502     10.21    10.85     
                           3128X32G7  01/19/05  01/19/35     13.948      0.000                         0.025862   0.026725   0.027617  0.028539      8.98    10.08     
                           3128X32J1  01/19/05  01/19/35     14.463      0.000                         0.026316   0.027177   0.028068  0.028987      9.14    10.24     
                           3128X33A9  01/19/05  01/19/35     14.152      0.000                         0.026044   0.026907   0.027798  0.028719      9.05    10.14     
                           3128X33L5  02/01/05  02/01/07     93.204      0.000                         0.091913   0.093544   0.095205  0.096894     30.58    34.48     
                           3128X33P6  01/26/05  01/26/35     15.152      0.000                         0.026895   0.027755   0.028641  0.029556      9.14    10.43     
                           3128X33R2  01/26/05  01/26/35     15.374      0.000                         0.027076   0.027934   0.028819  0.029733      9.20    10.49     
                           3128X33S0  02/01/05  02/01/35     15.108      0.000                         0.026859   0.027719   0.028606  0.029521      8.99    10.41     
                           3128X33V3  02/01/05  02/01/35     14.675      0.000                         0.026497   0.027358   0.028247  0.029166      8.87    10.28     
                           3128X33Y7  02/14/05  02/14/25     30.359      0.000                         0.051021   0.052564   0.054154  0.055792     16.39    19.65     
                           3128X34B6  02/16/05  02/16/35     14.890      0.000                         0.026678   0.027539   0.028427  0.029344      8.52    10.32     
                           3128X34E0  03/01/05  03/28/13     70.400      0.000              0.085914   0.086203   0.088097   0.090033  0.092010     26.03    32.43     
                           3128X34J9  02/14/05  02/14/35     16.154      0.000                         0.027686   0.028540   0.029420  0.030328      8.89    10.68     
                           3128X34N0  02/16/05  02/16/35     15.644      0.000                         0.027291   0.028148   0.029032  0.029943      8.71    10.53     
                           3128X35C3  02/28/05  02/28/35     15.463      0.000                         0.026557   0.027850   0.028262  0.029638      8.31    10.46     
                           3128X35M1  02/28/05  02/28/35     15.329      0.000                         0.026451   0.027744   0.028158  0.029533      8.28    10.42     
                           3128X35S8  02/28/05  02/28/35     14.890      0.000                         0.026098   0.027387   0.027809  0.029181      8.17    10.29     
                           3128X36B4  03/23/05  03/23/35     15.782      0.000                         0.027399   0.028256   0.029139  0.030049      7.70    10.51     
                           3128X36K4  03/28/05  03/28/35     14.847      0.000                         0.026642   0.027503   0.028391  0.029308      7.35    10.23     
                           3128X36M0  03/28/05  06/28/06     99.270     VARIES              0.029612   0.030059   0.030413                           8.17     5.38     
                           3128X36W8  04/06/05  04/06/35     14.675      0.000                         0.026497   0.027358   0.028247  0.029166      7.09    10.16     
                           3128X37C1  03/30/05  03/30/35     14.463      0.000                         0.026316   0.027177   0.028068  0.028987      7.21    10.11     
                           3128X37F4  03/28/05  03/28/35     14.255      0.000                         0.026135   0.026997   0.027888  0.028808      7.21    10.05     
                           3128X3A37  10/20/04  10/20/34     14.049      0.000      1.84    0.025953   0.026816   0.027707   0.028628  0.029580      9.62    10.27     
                           3128X3D59  10/27/04  10/27/34     14.463      0.000      1.68    0.026316   0.027177   0.028068   0.028987  0.029936      9.74    10.39     
                           3128X3DR1  04/26/04  04/21/09     82.475      0.000     22.02    0.091082   0.092859   0.094671   0.096518  0.098401     33.36    34.67     
                           3128X3E90  11/03/04  11/03/34     14.675      0.000      1.54    0.026497   0.027358   0.028247   0.029166  0.030113      9.80    10.44     
                           3128X3K36  11/15/04  11/15/34     14.675      0.000      1.22    0.026497   0.027358   0.028247   0.029166  0.030113      9.77    10.42     
                           3128X3QA4  07/15/04  07/15/19*    38.309      0.000     11.48    0.069169   0.071417                                     13.82*             
                           3128X3QS5  07/02/04  09/30/05     96.916      0.000     12.24    0.068573   0.069441                                     18.60              
                           3128X3QT3  07/02/04  12/30/05     96.002      0.000     13.12    0.074300   0.075321                                     26.86              
                           3128X3QU0  07/02/04  03/31/06     95.007      0.000     14.02    0.078582   0.079743   0.080922                          28.71     7.20     
                           3128X3QV8  07/02/04  06/30/06     93.992      0.000     14.69    0.082898   0.084194   0.085510                          30.08    15.31     
                           3128X3QW6  07/02/04  09/29/06     92.958      0.000     15.23    0.085437   0.086839   0.088264   0.089713               31.27    23.92     
                           3128X3QX4  07/02/04  12/29/06     91.898      0.000     15.63    0.088765   0.090282   0.091826   0.093396               32.23    33.16     
                           3128X3QY2  07/02/04  03/30/07     90.817      0.000     16.05    0.090059   0.091652   0.093274   0.094925  0.096605     33.00    34.18     
                           3128X3QZ9  07/02/04  06/29/07     89.742      0.000     16.29    0.092636   0.094327   0.096049   0.097802  0.099587     33.66    34.90     
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     3128X3R39  12/06/04  12/06/34     14.464      0.000       .66    0.026316   0.027178   0.028068   0.028988  0.029937      9.67    10.32     
                           3128X3RA3  07/06/04  07/06/09     80.880      0.000     16.86    0.096369   0.098436   0.100547   0.102704  0.104906     35.80    37.35     
                           3128X3TY9  08/26/04  08/26/24     29.204      0.000      6.34    0.050701   0.052286   0.053920   0.055605  0.057342     18.94    20.14     
                           3128X3U68  12/07/04  12/07/09*    99.950      3.000              0.002777                                                  .43*             
                           3128X3UK7  09/15/04  09/15/06*    99.900     VARIES              0.009054                                                  .67*             
                           3128X3UU5  09/15/04  09/15/34*    14.152      0.000      2.76    0.026044   0.026907                                      6.77*             
                           3128X3V42  12/13/04  12/13/34     15.218      0.000       .49    0.026949   0.027808   0.028695   0.029609  0.030553      9.89    10.53     
                           3128X3V75  12/22/04  12/22/34     14.569      0.000       .24    0.026407   0.027268   0.028158   0.029077  0.030025      9.68    10.32     
                           3128X3W25  12/22/04  12/22/34     14.463      0.000       .24    0.026316   0.027177   0.028068   0.028987  0.029936      9.64    10.29     
                           3128X3W66  12/28/04  12/28/34     14.675      0.000       .08    0.026497   0.027358   0.028247   0.029166  0.030113      9.70    10.34     
                           3128X3W74  12/06/04  12/06/34     14.463      0.000       .66    0.026316   0.027177   0.028068   0.028987  0.029936      9.67    10.32     
                           3128X3WD1  09/22/04  09/22/34     14.463      0.000      2.61    0.026316   0.027177   0.028068   0.028987  0.029936      9.80    10.45     
                           3128X3X57  12/22/04  12/22/34     14.675      0.000       .24    0.026497   0.027358   0.028247   0.029166  0.030113      9.71    10.35     
                           3128X3Y72  12/29/04  12/29/34     14.890      0.000       .05    0.026678   0.027539   0.028427   0.029344  0.030290      9.76    10.40     
                           3128X3YB3  10/20/04  10/20/34     14.890      0.000      1.89    0.026678   0.027539   0.028427   0.029344  0.030290      9.88    10.53     
                           3128X3Z63  12/29/04  12/29/34     14.675      0.000       .05    0.026497   0.027358   0.028247   0.029166  0.030113      9.70    10.34     
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     3128X4AC5  04/19/05  04/15/14     65.973      0.000                         0.085780   0.087746   0.089799  0.091901     21.77    32.27     
                           3128X4AD3  04/19/05  12/15/14     63.722      0.000              0.083567   0.084186   0.086173   0.088207  0.090290     21.21    31.45     
                           3128X4AE1  04/19/05  04/15/17     56.285      0.000                         0.075857   0.077656   0.079540  0.081470     19.25    28.59     
                           3128X4AG6  05/18/05  05/18/35     14.675      0.000                         0.026497   0.027358   0.028247  0.029166      5.95    10.09     
                           3128X4AM3  05/11/05  11/10/05     99.984      3.500                         0.000894                                       .16              
                           3128X4AU5  05/18/05  05/18/35     15.108      0.000                         0.026859   0.027719   0.028606  0.029521      6.03    10.22     
                           3128X4BN0  06/15/05  06/15/35     15.329      0.000                         0.027039   0.027898   0.028784  0.029697      5.31    10.23     
                           3128X4CH2  06/29/05  06/29/35     16.874      0.000                         0.028218   0.029067   0.029942  0.030843      5.14    10.63     
                           3128X4DN8  07/06/05  07/06/35     15.966      0.000                                    0.027542   0.028397  0.029279      4.82    10.37     
                           3128X4ES6  08/10/05  08/10/35     15.509      0.000                                    0.027184   0.028041  0.028926      3.83    10.19     
                           3128X4EV9  07/21/05  08/15/06    100.000      0.000                         0.111176   0.111473   0.113704               17.83    25.37     
                           3128X4EY3  08/10/05  08/10/35     15.782      0.000                                    0.027399   0.028256  0.029139      3.86    10.26     
                           3128X4FC0  08/10/05  08/10/35     15.419      0.000                                    0.027112   0.027970  0.028855      3.82    10.16     
                           3128X4FU0  08/04/05  12/01/06     94.798      0.000                         0.107146   0.108571   0.110779               15.79    36.23     
                           3128X4FV8  08/04/05  06/01/11     77.489      0.000                         0.095258   0.096630   0.098768  0.100954     14.04    35.30     
                           3128X4FX4  08/04/05  06/01/07     92.716      0.000                         0.107764   0.109237   0.111522  0.113856     15.89    39.88     
                           3128X4FY2  08/04/05  12/01/07     90.774      0.000                         0.106019   0.107473   0.109732  0.112039     15.63    39.23     
                           3128X4FZ9  08/04/05  06/01/08     88.800      0.000                         0.104769   0.106216   0.108472  0.110775     15.44    38.78     
                           3128X4GA3  08/04/05  12/01/11     75.722      0.000                         0.093488   0.094839   0.096947  0.099101     13.78    34.65     
                           3128X4GB1  08/04/05  12/01/08     86.894      0.000                         0.103025   0.104456   0.106686  0.108962     15.19    38.14     
                           3128X4GC9  08/24/05  08/24/35     15.108      0.000                                    0.026859   0.027719  0.028606      3.41    10.05     
                           3128X4GD7  08/04/05  06/01/12     73.943      0.000                         0.091841   0.093179   0.095262  0.097392     13.54    34.05     
                           3128X4GE5  08/04/05  06/01/09     84.918      0.000                         0.101865   0.103301   0.105532  0.107810     15.02    37.73     
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     3128X4GF2  08/04/05  12/01/09     83.027      0.000                         0.100228   0.101648   0.103857  0.106114     14.78    37.12     
                           3128X4GG0  08/04/05  12/01/12     72.215      0.000                         0.090127   0.091443   0.093498  0.095598     13.29    33.41     
                           3128X4GH8  08/04/05  06/01/10     81.144      0.000                         0.098642   0.100051   0.102240  0.104477     14.54    36.55     
                           3128X4GJ4  08/04/05  12/01/10     79.323      0.000                         0.096876   0.098262   0.100422  0.102630     14.28    35.89     
                           3128X4GK1  08/04/05  06/01/13     70.468      0.000                         0.088525   0.089829   0.091861  0.093938     13.05    32.83     
                           3128X4HU8  08/12/05  01/10/13     71.011      0.000                                    0.092161   0.093935  0.096130     12.81    34.18     
                           3128X4HY0  09/06/05  09/06/35     14.675      0.000                                    0.026497   0.027358  0.028247      3.05     9.90     
                           3128X4JH5  09/06/05  09/06/35     15.196      0.000                                    0.026931   0.027790  0.028677      3.10    10.05     
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     3129023V9  10/30/00  05/15/07     67.060      0.000    194.60    0.147881   0.152466   0.157194   0.162069  0.167094     54.49    57.92     
                           3129026G9  12/06/00  03/30/10     56.100      0.000    161.26    0.124420   0.128339   0.132382   0.136553  0.140854     46.22    49.18     
                           3129026H7  12/06/00  03/30/05     77.160      0.000    213.78    0.164307                                                14.62              
                           312902FP9  10/12/99  03/01/05     70.745      0.000    282.01    0.175606                                                10.54              
                           312902FQ7  10/12/99  06/01/05     69.503      0.000    278.51    0.176388                                                26.46              
                           312902FR5  10/12/99  08/01/05     68.721      0.000    275.86    0.171022   0.176638                                     36.93              
                           312902FS3  10/12/99  12/01/05     67.176      0.000    270.62    0.171522   0.177172                                     57.62              
                           312902FT1  10/12/99  07/01/07     60.216      0.000    246.39    0.157410   0.162666   0.168098   0.173711               57.61    61.53     
                           312902FU8  10/12/99  08/01/08     55.888      0.000    230.34    0.143275   0.148088   0.153063   0.158204  0.163519     53.91    57.60     
                           312902FV6  10/12/99  03/01/06     66.014      0.000    266.92    0.166515   0.172017   0.177701                          62.28    10.66     
                           312902FW4  10/12/99  06/01/06     64.867      0.000    263.16    0.166961   0.172495   0.178211                          61.44    26.73     
                           312902FX2  10/12/99  08/01/06     64.123      0.000    260.61    0.161814   0.167185   0.172734   0.178467               60.86    37.31     
                           312902FY0  10/12/99  06/01/07     60.546      0.000    247.80    0.157419   0.162676   0.168108   0.173722  0.179523     57.94    61.87     
                           312902FZ7  10/12/99  07/01/08     56.244      0.000    231.35    0.147917   0.152878   0.158006   0.163306               54.14    57.84     
                           312902LX5  12/17/99  12/17/29     14.255      0.000     55.19    0.036159   0.037353   0.038585   0.039859  0.041174     13.27    14.16     
                           312902VG1  04/25/00  01/04/21     25.643      0.000     92.54    0.062747   0.064844   0.067012   0.069252  0.071567     23.72    25.33     
                           312902VH9  04/25/00  01/04/22     24.042      0.000     86.67    0.058760   0.060722   0.062750   0.064846  0.067012     22.21    23.72     
                           312902VJ5  04/25/00  01/04/23     22.536      0.000     81.18    0.055031   0.056867   0.058765   0.060727  0.062753     20.80    22.21     
                           312902VK2  04/25/00  01/04/24     21.145      0.000     76.06    0.051551   0.053269   0.055044   0.056879  0.058775     19.49    20.81     
                           312902VL0  04/25/00  01/04/25     20.007      0.000     71.43    0.048378   0.049980   0.051635   0.053345  0.055112     18.28    19.51     
                           312902VM8  04/25/00  01/04/26     18.780      0.000     66.97    0.045345   0.046845   0.048395   0.049996  0.051650     17.13    18.29     
                           312902VN6  04/25/00  01/04/27     17.654      0.000     62.81    0.042524   0.043928   0.045378   0.046876  0.048424     16.07    17.14     
                           312902VS5  04/25/00  01/04/12     46.161      0.000    167.60    0.113715   0.117537   0.121487   0.125570  0.129789     43.00    45.94     
                           312902VT3  04/25/00  01/04/13     43.203      0.000    156.88    0.106448   0.110026   0.113724   0.117546  0.121497     40.25    43.00     
                           312902VU0  04/25/00  01/04/14     40.436      0.000    146.85    0.099641   0.102990   0.106452   0.110030  0.113728     37.68    40.25     
                           312902VV8  04/25/00  01/04/18     31.141      0.000    112.72    0.076457   0.079020   0.081668   0.084406  0.087235     28.91    30.88     
                           312902VW6  04/25/00  01/04/19     29.163      0.000    105.53    0.071577   0.073976   0.076455   0.079016  0.081664     27.06    28.91     
                           312902VX4  04/25/00  01/04/20     27.313      0.000     98.80    0.067011   0.069256   0.071576   0.073974  0.076452     25.34    27.06     
                           312902WC9  04/25/00  01/04/05     73.471      0.000    264.75    0.179483                                                  .54              
                           312902WD7  04/25/00  01/04/06     68.696      0.000    248.71    0.168699   0.174355   0.180200                          63.79      .54     
                           312902WE5  04/25/00  01/04/07     64.216      0.000    233.41    0.158387   0.163715   0.169222   0.174914  0.180798     59.90    63.99     
                           312902WF2  04/25/00  01/04/08     59.995      0.000    218.97    0.148662   0.153681   0.158869   0.164233  0.169777     56.23    60.09     
                           312902WG0  04/25/00  01/04/09     56.172      0.000    204.79    0.139013   0.143701   0.148548   0.153558  0.158737     52.58    56.18     
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     312902WH8  04/25/00  01/04/10     52.605      0.000    191.53    0.129993   0.134372   0.138899   0.143578  0.148415     49.16    52.53     
                           312902WJ4  04/25/00  01/04/11     49.272      0.000    179.15    0.121576   0.125667   0.129896   0.134266  0.138784     45.98    49.12     
                           312902WK1  04/25/00  01/04/15     37.975      0.000    137.36    0.093162   0.096282   0.099507   0.102841  0.106285     35.22    37.62     
                           312902WL9  04/25/00  01/04/16     35.607      0.000    128.58    0.087188   0.090104   0.093118   0.096232  0.099451     32.96    35.20     
                           312902WM7  04/25/00  01/04/17     33.256      0.000    120.41    0.081671   0.084409   0.087239   0.090164  0.093187     30.88    32.99     
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     312923C94  05/16/01  01/03/05     83.780      0.000    161.93    0.133726                                                  .27              
                           312923CN3  01/10/01  08/17/12     61.750      1.000    105.05    0.081030   0.083259   0.085551   0.087905  0.090324     30.18    31.86     
                           312923RN7  03/20/01  03/14/06     77.428      0.000    165.92    0.133734   0.137211   0.140778                          49.52    10.28     
                           312923VH5  04/10/01  05/31/05     81.380      0.000    165.87    0.136444                                                20.33              
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     312924TN3  11/19/01  11/19/20    100.000      5.881              0.163362   0.168166   0.173111   0.178201  0.183441     60.08    63.67     
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     3129252H2  08/26/02  02/26/21*    30.624      0.000     49.65    0.062840                                                 3.46*             
                           3129252N9  08/27/02  08/27/32*    12.693      0.000     22.24    0.028322                                                 1.59*             
                           3129252U3  09/10/02  09/10/32*    13.162      0.000     22.25    0.028774                                                 1.99*             
                           3129253H1  09/10/02  09/10/32*    12.693      0.000     21.87    0.028322                                                 1.95*             
                           3129255S5  09/19/02  09/14/07     84.361      0.000     68.36    0.086260   0.087744   0.089253   0.090788  0.092350     31.64    32.74     
                           312925F88  08/19/02  08/19/32*    12.693      0.000     22.46    0.028322                                                 1.36*             
                           312925N97  08/26/02  08/26/32*    12.693      0.000     22.27    0.028322                                                 1.56*             
                           312925QQ6  06/05/02  06/05/22*    24.774      0.000     48.72    0.058170                                                 8.96*             
                           312925QU7  06/05/02  06/05/22*    24.654      0.000     48.67    0.058129                                                 8.95*             
                           312925QW3  06/05/02  06/05/22*    24.774      0.000     48.72    0.058170                                                 8.96*             
                           312925S68  08/27/02  08/27/32*    12.693      0.000     22.24    0.028322                                                 1.59*             
                           312925UB4  06/21/02  06/21/32     12.693      0.000     24.12    0.029314   0.030340   0.031402   0.032501  0.033638     10.76    11.52     
                           312925ZY9  07/26/02  01/26/07     83.786      0.000     84.03    0.099958   0.101942   0.103965   0.106029  0.108134     36.96    38.45     
Federal Home Loan Banks    31339X6F6  06/12/03  06/12/23    100.000     VARIES              0.084982   0.084357   0.083722   0.083077  0.082422     30.46    30.00     
                           31339XA53  06/09/03  06/09/28     22.811      0.000     22.07    0.041543   0.042790   0.044073   0.045395  0.046757     15.24    16.16     
                           31339XAF1  06/09/03  06/09/33     15.782      0.000     15.92    0.030049   0.030988   0.031957   0.032955  0.033985     11.03    11.73     
                           31339XBL7  06/10/03  06/10/33     15.108      0.000     15.59    0.029521   0.030466   0.031441   0.032447  0.033485     10.84    11.54     
                           31339XDQ4  06/16/03  06/16/33     15.554      0.000     15.61    0.029874   0.030815   0.031786   0.032787  0.033820     10.95    11.65     
                           31339XGE8  06/16/03  06/16/33     15.967      0.000     15.79    0.030189   0.031126   0.032093   0.033089  0.034117     11.07    11.76     
                           31339XJ70  06/23/03  06/23/33*    15.108      0.000     15.21    0.029521                                                 5.08*             
                           31339XJL9  06/23/03  06/23/33*    15.108      0.000     15.21    0.029521                                                 5.08*             
                           31339XKS2  06/23/03  06/23/28     23.714      0.000     21.72    0.041939   0.043164   0.044424   0.045721  0.047056     15.34    16.25     
                           31339XKT0  06/19/03  06/19/18    100.000     VARIES              0.084966   0.084539   0.084105   0.083664  0.083217     30.50    30.19     
                           31339XMN1  06/18/03  06/18/18     44.966      0.000     38.36    0.073062   0.075034   0.077060   0.079141  0.081278     26.71    28.17     
                           31339XMW1  06/26/03  06/26/23     31.870      0.000     28.82    0.055944   0.057567   0.059236   0.060954  0.062722     20.45    21.65     
                           31339XN42  06/26/03  06/26/08    100.000     VARIES              0.085850   0.086067   0.086145   0.086080  0.085871     30.95    31.00     
                           31339XQ72  07/03/03  07/03/23     32.181      0.000     28.45    0.054399   0.055963   0.057572   0.059227  0.060930     20.43    21.62     
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Federal Home Loan Banks    31339XRT3  06/30/03  06/30/23     33.134      0.000     28.68    0.055994   0.057562   0.059173   0.060830  0.062534     20.44    21.60     
                           31339XSM7  07/02/03  07/02/18    100.000     VARIES              0.082191   0.081738   0.081278   0.080811  0.080337     29.34    29.01     
                           31339XUQ5  06/30/03  07/02/18     46.694      0.000     37.01    0.070160   0.071964   0.073813   0.075710  0.077656     26.24    27.60     
Federal Home Loan Banks    31339Y4A7  07/16/03  07/16/18    100.000     VARIES              0.081407   0.080967   0.080521   0.080068  0.079608     29.08    28.76     
                           31339YBR2  07/07/03  07/07/23     32.181      0.000     28.24    0.054399   0.055963   0.057572   0.059227  0.060930     20.42    21.61     
                           31339YMR0  07/28/03  07/28/23     30.656      0.000     26.96    0.054204   0.055831   0.057505   0.059231  0.061008     20.31    21.55     
                           31339YPD8  07/29/03  07/29/19     39.750      0.000     33.99    0.068427   0.070428   0.072488   0.074609  0.076791     25.61    27.13     
                           31339YQP0  08/07/03  08/07/08    100.000     VARIES              0.035869   0.036173   0.036480   0.036599  0.036721     13.06    13.19     
                           31339YX23  08/11/03  08/11/23*    28.367      0.000     25.96    0.053709                                                 2.15*             
                           31339YXB3  08/04/03  08/04/23*    28.588      0.000     26.37    0.053768                                                 1.77*             
Federal Home Loan Banks    3133M2H59  01/27/98  01/27/23*    17.905      0.000    109.36    0.054450                                                 1.42*             
                           3133M2JB4  12/18/97  12/18/12     33.623      0.000    224.43    0.114940   0.119192   0.123602   0.128176  0.132918     42.26    45.44     
Federal Home Loan Banks    3133M3CT0  04/07/98  04/07/28*    12.693      0.000     74.83    0.038601                                                 3.71*             
Federal Home Loan Banks    3133M4JQ7  06/05/98  06/05/28     12.678      0.000     72.55    0.038587   0.039939   0.041337   0.042785  0.044284     14.21    15.22     
                           3133M4T86  07/07/98  07/07/28     13.648      0.000     73.41    0.038112   0.039398   0.040727   0.042102  0.043523     14.41    15.40     
Federal Home Loan Banks    3133M5ER7  09/08/98  09/08/28     13.727      0.000     71.25    0.038175   0.039460   0.040788   0.042160  0.043579     14.27    15.25     
                           3133M5LN8  09/18/98  09/18/28     13.928      0.000     71.26    0.038334   0.039615   0.040938   0.042305  0.043718     14.30    15.27     
                           3133M5QZ6  09/29/98  09/29/28     14.934      0.000     72.70    0.039077   0.040335   0.041634   0.042975  0.044358     14.53    15.48     
Federal Home Loan Banks    3133M7A30  01/26/99  01/26/29*    13.648      0.000     65.86    0.036867                                                  .92*             
Federal Home Loan Banks    3133M95W8  07/13/99  07/13/29     12.331      0.000     57.26    0.034471   0.035695   0.036962   0.038274  0.039633     13.05    13.99     
                           3133M9CD2  08/17/99  08/17/29     11.806      0.000     55.05    0.033947   0.035178   0.036453   0.037774  0.039144     12.78    13.72     
                           3133M9JE3  07/29/99  07/27/06     64.021      0.000    264.46    0.158414   0.163546   0.168844   0.174313               59.56    35.77     
                           3133M9UQ3  09/01/99  03/01/05     71.017      0.000    279.62    0.170193                                                10.21              
Federal Home Loan Banks    3133MA6W4  10/20/99  04/20/05     70.101      0.000    279.75    0.176545                                                19.24              
Federal Home Loan Banks    3133MCF83  10/27/00  04/27/10     79.882      0.000              0.053770   0.035613   0.036746   0.025498  0.026310     15.00    10.54     
Federal Home Loan Banks    3133MFR42  06/21/01  06/13/06     77.119      0.000    155.95    0.135828   0.139419   0.143106                          49.68    23.18     
Federal Home Loan Banks    3133MHR63  09/24/01  09/15/06     80.023      0.000    126.27    0.115046   0.117652   0.120316   0.123041               42.44    31.05     
Federal Home Loan Banks    3133MLRW7  02/22/02  02/22/07    100.000     VARIES              0.137172   0.137131   0.136425   0.135701  0.134297     49.28    48.71     
Federal Home Loan Banks    3133MQDM3  08/05/02  08/05/08    100.000     VARIES              0.118939   0.119230   0.119341   0.119269  0.119011     42.93    42.90     
Federal Home Loan Banks    3133MS3B4  09/19/02  09/14/07     84.850      0.000     66.33    0.083595   0.084983   0.086395   0.087830  0.089289     30.64    31.67     
                           3133MSHD5  10/17/02  10/19/09     76.775      0.000     66.65    0.087602   0.089271   0.090970   0.092703  0.094468     32.08    33.31     
                           3133MSHE3  10/17/02  10/19/09     76.745      0.000     66.73    0.087709   0.089381   0.091086   0.092823  0.094593     32.12    33.36     
                           3133MSRX0  10/15/02  10/05/07     85.446      0.000     61.93    0.080546   0.081830   0.083135   0.084460  0.085806     29.45    30.40     
                           3133MSYC8  11/05/02  11/05/32     14.255      0.000     21.44    0.029759   0.030741   0.031756   0.032803  0.033886     11.00    11.74     
Federal Home Loan Banks    3133MTES3  11/15/02  11/15/32     13.648      0.000     20.72    0.029223   0.030210   0.031229   0.032283  0.033373     10.79    11.53     
Federal Home Loan Banks    3133MUP74  12/27/02  12/27/32     15.241      0.000     20.49    0.030571   0.031545   0.032550   0.033586  0.034656     11.19    11.91     
                           3133MUSN6  01/13/03  01/13/33     14.675      0.000     19.68    0.029166   0.030113   0.031092   0.032103  0.033146     10.99    11.72     
Federal Home Loan Banks    3133MV4K6  02/04/03  02/04/28*    20.207      0.000     26.25    0.040159                                                 1.33*             
                           3133MV5T6  01/28/03  01/28/13    100.000     VARIES              0.081182   0.082693   0.081511   0.083033  0.081851     29.96    30.08     
                           3133MV7H0  01/27/03  01/27/33*    13.569      0.000     18.59    0.028197                                                  .73*             
                           3133MVSL8  02/18/03  02/18/33*    13.968      0.000     18.24    0.028557                                                 1.34*             
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Federal Home Loan Banks    3133MVT52  02/24/03  02/24/23*    28.643      0.000     35.21    0.055490                                                 2.94*             
                           3133MVZN6  02/25/03  02/25/28*    20.207      0.000     25.41    0.040159                                                 2.17*             
Federal Home Loan Banks    3133MW2W0  02/25/03  02/25/28*    20.207      0.000     25.41    0.040159                                                 2.17*             
                           3133MW2X8  02/27/03  02/27/20*    36.604      0.000     42.21    0.066665                                                 3.73*             
                           3133MW4W8  02/27/03  02/27/20*    36.484      0.000     42.22    0.066686                                                 3.73*             
                           3133MW7G0  03/03/03  03/03/08    100.000     VARIES              0.090696   0.090912   0.090989   0.090925  0.090717     32.72    32.71     
                           3133MWGF2  03/05/03  03/05/07    100.000     VARIES              0.090867   0.090977   0.090883   0.090583  0.090072     32.73    32.57     
                           3133MWH95  02/28/03  02/28/23*    30.066      0.000     35.18    0.055443                                                 3.22*             
                           3133MWU90  03/24/03  03/24/08    100.000     VARIES              0.102735   0.103041   0.103151   0.103063  0.102771     37.08    37.08     
Federal Home Loan Banks    3133MXEJ4  04/01/03  04/01/33     14.977      0.000     17.56    0.029415   0.030360   0.031337   0.032344  0.033384     10.93    11.65     
                           3133MXWJ4  04/14/03  04/14/15     55.287      0.000     48.88    0.082693   0.084761   0.086880   0.089052  0.091278     30.46    32.01     
Federal Home Loan Banks    3133MY6C6  04/28/03  04/28/33*    13.451      0.000     15.96    0.028089                                                 3.29*             
                           3133MYD95  04/28/03  04/28/33*    13.451      0.000     15.96    0.028089                                                 3.29*             
                           3133MYGP6  05/05/03  05/05/06    100.000     VARIES              0.062807   0.062768   0.062651                          22.59     7.77     
                           3133MYGY7  04/23/03  01/23/06    100.000     VARIES              0.016662   0.016631   0.016509                           5.97      .36     
                           3133MYTD9  05/27/03  05/27/33*    14.676      0.000     15.77    0.029166                                                 4.26*             
Federal Home Loan Banks    3133X02D0  08/11/03  08/11/23*    27.823      0.000     25.88    0.053554                                                 2.14*             
                           3133X05F2  08/18/03  08/18/23*    27.661      0.000     25.47    0.053504                                                 2.51*             
                           3133X0DG1  08/11/03  08/11/17*    43.708      0.000     37.44    0.077282                                                 3.09*             
                           3133X0RS0  09/05/03  09/05/06    100.000     VARIES              0.020956   0.021052   0.021150   0.020775                7.58     5.09     
Federal Home Loan Banks    3133X16J1  09/29/03  09/29/10    100.000     VARIES              0.070392   0.071402   0.072193   0.072760  0.073098     25.69    26.19     
                           3133X1BR7  09/17/03  09/12/08     84.441      0.000     37.76    0.082962   0.084381   0.085824   0.087292  0.088785     30.43    31.48     
                           3133X1D38  09/29/03  09/29/06    100.000     VARIES              0.024575   0.024604   0.024524   0.024333                8.85     6.54     
                           3133X1DT1  10/06/03  10/06/08    100.000     VARIES              0.097382   0.097812   0.098076   0.098173  0.098098     35.19    35.33     
                           3133X1LK1  10/16/03  10/16/06    100.000     VARIES              0.063839   0.063815   0.063790   0.063568               22.97    18.14     
Federal Home Loan Banks    3133X4UM1  03/30/04  03/30/11    100.000     VARIES              0.138208   0.137496   0.136767   0.136020  0.135253     49.50    48.96     
                           3133X4UW9  03/11/04  03/11/11    100.000     VARIES              0.138360   0.137652   0.136925   0.136181  0.135418     49.52    48.99     
                           3133X4V65  03/10/04  03/10/08    100.000     VARIES              0.050002   0.050494   0.050774   0.050837  0.050681     18.17    18.29     
                           3133X4V81  03/09/04  01/23/09    100.000      1.560              0.049042   0.049578   0.049477   0.050149  0.050179     17.80    18.01     
Federal Home Loan Banks    3133X5BL1  04/08/04  10/08/09    100.000     VARIES              0.075474   0.075367   0.075258   0.075149  0.075037     27.13    27.05     
                           3133X5C30  04/08/04  04/08/09    100.000     VARIES              0.073708   0.073580   0.073450   0.073319  0.073186     26.49    26.40     
                           3133X5FD5  03/18/04  03/18/09    100.000     VARIES              0.077610   0.077503   0.077394   0.077284  0.077172     27.90    27.82     
                           3133X5GD4  04/14/04  10/14/09    100.000     VARIES              0.070837   0.070713   0.070587   0.070460  0.070331     25.46    25.37     
                           3133X5GW2  04/14/04  10/14/09    100.000     VARIES              0.071207   0.071087   0.070966   0.070843  0.070718     25.59    25.51     
                           3133X5HB7  04/16/04  10/16/09    100.000     VARIES              0.070837   0.070713   0.070587   0.070460  0.070331     25.46    25.37     
                           3133X5HN1  04/16/04  10/16/09    100.000     VARIES              0.072391   0.072248   0.072104   0.071957  0.071808     26.01    25.91     
                           3133X5JF6  04/08/04  10/08/09    100.000     VARIES              0.075843   0.075741   0.075637   0.075532  0.075425     27.27    27.19     
                           3133X5KQ0  03/25/04  03/25/09    100.000     VARIES              0.077270   0.077166   0.077061   0.076954  0.076846     27.78    27.70     
                           3133X5MR6  04/21/04  04/21/14    100.000     VARIES              0.067219   0.067024   0.066826   0.066626  0.066423     24.14    23.99     
                           3133X5PZ5  04/23/04  04/23/13    100.000     VARIES              0.097275   0.097032   0.096785   0.096533  0.096277     34.94    34.76     
                           3133X5R59  04/22/04  10/22/09    100.000     VARIES              0.072761   0.072623   0.072482   0.072340  0.072195     26.15    26.05     
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Federal Home Loan Banks    3133X5SZ2  04/06/04  04/06/09    100.000     VARIES              0.074559   0.074423   0.074284   0.074144  0.074002     26.79    26.69     
                           3133X5VL9  04/23/04  04/23/14    100.000     VARIES              0.101245   0.101064   0.100881   0.100694  0.100504     36.39    36.26     
                           3133X5YM4  04/23/04  10/23/09    100.000     VARIES              0.075296   0.075129   0.074959   0.074787  0.074612     27.05    26.93     
                           3133X5ZP6  04/19/04  04/19/24*    30.389      0.000     12.97    0.052571   0.054160                                     10.55*             
Federal Home Loan Banks    3133X63U8  04/26/04  10/26/09    100.000     VARIES              0.077120   0.076926   0.076728   0.076528  0.076325     27.70    27.56     
                           3133X64C7  04/30/04  10/30/09    100.000     VARIES              0.079772   0.079541   0.079306   0.079068  0.078827     28.65    28.48     
                           3133X64S2  04/30/04  10/30/09    100.000     VARIES              0.080208   0.079974   0.079736   0.079495  0.079250     28.80    28.63     
                           3133X64Y9  04/15/04  04/15/09    100.000     VARIES              0.081708   0.081500   0.081289   0.081074  0.080857     29.35    29.19     
                           3133X65D4  04/28/04  04/28/09    100.000     VARIES              0.084984   0.084733   0.084477   0.084218  0.084380     30.52    30.36     
                           3133X6DJ2  04/23/04  10/23/09    100.000     VARIES              0.080989   0.080743   0.080494   0.080242  0.079985     29.08    28.90     
                           3133X6P42  05/12/04  05/12/14    100.000     VARIES              0.096691   0.096379   0.096061   0.095738  0.095409     34.72    34.49     
                           3133X6TT3  05/10/04  05/10/24*    27.822      0.000     11.69    0.051868                                                 6.69*             
Federal Home Loan Banks    3133X8C75  09/03/04  03/03/10    100.000     VARIES              0.096094   0.095825   0.095551   0.095272  0.094988     34.48    34.28     
                           3133X8FZ0  09/03/04  09/03/13     61.428      0.000     11.05    0.093651   0.096221   0.098862   0.101575  0.104362     34.79    36.73     
                           3133X8G22  09/09/04  03/09/10    100.000     VARIES              0.095874   0.095659   0.095440   0.095217  0.094991     34.43    34.27     
Federal Home Loan Banks    3133X9GW4  11/18/04  05/18/10    100.000     VARIES              0.102637   0.102480   0.102321   0.102158  0.101993     36.91    36.79     
                           3133X9HG8  11/24/04  05/24/10    100.000     VARIES              0.101046   0.100914   0.100779   0.100641  0.100501     36.34    36.25     
                           3133X9TS9  12/07/04  11/02/06     94.250      0.000      1.97    0.082088   0.083128   0.084432   0.085755               29.88    25.65     
Federal Home Loan Banks    3133XAD95  01/12/05  01/12/07     93.670      0.000                         0.085773   0.087186   0.088623  0.090084     30.17    32.14     
Federal Home Loan Banks    3133XBNM3  04/29/05  04/29/15    100.000     VARIES                         0.130336   0.130103   0.129864  0.129620     31.53    46.76     
Federal Home Loan Banks    3133XC6C2  06/30/05  06/30/20    100.000     VARIES                         0.054927   0.053874   0.052796  0.051863      9.94    19.20     
Federal Home Loan Banks    3133XD2X8  09/15/05  09/15/10    100.000     VARIES                                    0.179232   0.177845  0.176413     19.00    63.98     
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     3134A12K5  02/04/98  02/04/28     13.067      0.000     78.13    0.038924   0.040267   0.041656   0.043093  0.044580     14.66    15.68     
                           3134A1BU3  09/25/96  06/01/16     23.214      0.000    196.61    0.089451   0.092832   0.096340   0.099981  0.103759     33.02    35.56     
                           3134A1CT5  10/21/96  09/15/16     23.550      0.000    191.76    0.085948   0.089128   0.092426   0.095845  0.099391     32.20    34.63     
                           3134A1DL1  11/01/96  02/01/16     25.038      0.000    200.25    0.088959   0.092217   0.095594   0.099094  0.102723     33.61    36.11     
                           3134A1FK1  11/20/96  09/03/19     20.641      0.000    155.71    0.069268   0.071709   0.074235   0.076850  0.079557     25.96    27.82     
                           3134A1H60  10/22/97  06/03/24     16.813      0.000    104.11    0.051248   0.052994   0.054799   0.056665  0.058596     18.86    20.17     
                           3134A1HH6  12/23/96  12/01/15     26.483      0.000    200.16    0.091673   0.094946   0.098336   0.101846  0.105482     33.79    36.25     
                           3134A1HU7  12/27/96  12/02/19     19.720      0.000    150.58    0.069218   0.071712   0.074296   0.076973  0.079747     25.51    27.39     
                           3134A1JD3  12/31/96  12/01/14     28.804      0.000    214.20    0.098022   0.101485   0.105072   0.108785  0.112629     36.12    38.72     
                           3134A1MX5  02/12/97  02/01/14     30.030      0.000    224.98    0.102216   0.105904   0.109725   0.113684  0.117786     38.59    41.42     
                           3134A1MY3  02/12/97  02/01/20     19.238      0.000    146.45    0.066733   0.069170   0.071697   0.074316  0.077031     25.21    27.08     
                           3134A1MZ0  02/12/97  03/01/16     25.716      0.000    194.07    0.088802   0.092024   0.095362   0.098822  0.102407     33.34    35.80     
                           3134A1NA4  02/12/97  01/02/19     20.877      0.000    158.35    0.071701   0.074313   0.077021   0.079826  0.082734     27.23    29.26     
                           3134A1X39  12/11/97  06/01/15     33.207      0.000    186.25    0.091799   0.094741   0.097778   0.100911  0.104146     33.76    35.96     
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     3134A2EX2  05/22/98  05/22/28     12.511      0.000     72.67    0.038438   0.039793   0.041196   0.042648  0.044151     14.19    15.21     
                           3134A2FE3  06/02/98  06/02/28     12.879      0.000     73.12    0.038763   0.040110   0.041504   0.042946  0.044439     14.28    15.29     
                           3134A2FR4  06/09/98  06/09/28     12.602      0.000     72.23    0.038520   0.039873   0.041273   0.042723  0.044224     14.17    15.18     
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     3134A2G77  12/28/98  11/15/28     20.230      0.000     76.70    0.041715   0.042845   0.044006   0.045199  0.046424     15.33    16.17     
                           3134A2GC6  06/05/98  06/05/28     12.804      0.000     72.84    0.038698   0.040047   0.041442   0.042887  0.044381     14.25    15.26     
                           3134A2GJ1  06/12/98  06/12/28     12.712      0.000     72.36    0.038617   0.039968   0.041366   0.042813  0.044310     14.20    15.21     
                           3134A2HF8  06/30/98  11/24/14     38.078      0.000    177.68    0.092115   0.094866   0.097700   0.100619  0.103625     33.86    35.92     
                           3134A2HG6  06/30/98  12/11/25     19.896      0.000     92.74    0.048213   0.049652   0.051134   0.052661  0.054233     17.67    18.75     
                           3134A2NQ7  07/30/98  08/15/14     37.992      0.000    179.75    0.093064   0.095914   0.098851   0.101878  0.104998     34.80    36.97     
                           3134A2QA9  09/08/98  09/08/28     14.152      0.000     72.08    0.038507   0.039783   0.041101   0.042462  0.043869     14.39    15.35     
                           3134A2QP6  09/18/98  09/18/28     14.078      0.000     71.55    0.038451   0.039728   0.041047   0.042411  0.043819     14.34    15.31     
                           3134A2UL0  11/02/98  11/02/28*    13.162      0.000     68.05    0.037707                                                 4.56*             
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     3134A3D29  09/09/99  08/15/27     14.928      0.000     65.07    0.040186   0.041577   0.043017   0.044507  0.046048     15.10    16.17     
                           3134A3ZJ8  09/14/99  09/14/29     12.656      0.000     55.77    0.034781   0.036000   0.037262   0.038568  0.039920     13.01    13.93     
                           3134A3ZU3  08/02/99  12/14/29     15.469      0.000     61.09    0.037299   0.038463   0.039663   0.040901  0.042177     13.68    14.54     
Federal National                                                                                                                                                       
  Mortgage Association     31359MEL3  01/29/99  06/01/17     34.790      0.000    141.41    0.079000   0.081307   0.083681   0.086125  0.088640     29.00    30.71     
Federal National                                                                                                                                                       
  Mortgage Association     31364CJD1  08/13/96  08/11/06     97.000      6.830     23.62    0.010291   0.010665   0.011052   0.011453                3.88     2.50     
Federal National                                                                                                                                                       
  Mortgage Association     31364KF21  12/21/00  12/28/07     78.513      0.000              0.074285   0.074444   0.061678   0.061847  0.048316     26.73    22.19     
                           31364KM80  01/18/01  06/14/05     78.720      0.000    188.54    0.148801                                                24.25              
                           31364KM98  01/18/01  12/13/05     76.438      0.000    184.93    0.146076   0.150133                                     50.69              
                           31364KSS0  08/17/00  08/17/12     60.070      2.000    109.42    0.079739   0.082515   0.085388   0.088362  0.091438     29.96    32.09     
Federal National                                                                                                                                                       
  Mortgage Corporation     3136F0L67  09/28/01  09/15/06     79.592      0.000    128.71    0.117850   0.120591   0.123395   0.126265               43.51    31.86     
                           3136F0PV8  06/21/01  06/13/06     77.295      0.000    154.81    0.134713   0.138244   0.141866                          49.26    22.98     
                           3136F0W73  10/19/01  10/11/06     80.002      0.000    123.45    0.115112   0.117721   0.120389   0.123117               42.33    34.20     
                           3136F0W81  10/19/01  10/11/06     80.002      0.000    123.45    0.115112   0.117721   0.120389   0.123117               42.33    34.20     
Federal National                                                                                                                                                       
  Mortgage Association     3136F12V1  06/21/02  06/15/07     80.050      0.000     95.67    0.112178   0.114710   0.117300   0.119948  0.122656     40.92    42.79     
                           3136F1DL1  12/20/01  12/15/06     78.270      0.000    125.71    0.125246   0.128361   0.131554   0.134826               45.75    45.84     
                           3136F1EQ9  12/27/01  03/17/31     16.751      0.000     33.90    0.034122   0.035181   0.036274   0.037399  0.038560     12.70    13.50     
                           3136F1KN9  01/29/02  02/01/09     87.729      0.000              0.045635   0.045506   0.040711   0.040586  0.017064     15.67    11.09     
                           3136F1MG2  02/08/02  01/31/07     78.566      0.000    118.52    0.120647   0.123605   0.126634   0.129738  0.132919     44.87    47.10     
Federal National                                                                                                                                                       
  Mortgage Association     3136F2B31  12/20/02  12/30/32     19.252      0.000     22.69    0.033249   0.034174   0.035125   0.036102  0.037106     12.14    12.82     
                           3136F2B49  12/20/02  12/28/07     84.684      0.000     58.88    0.083947   0.085348   0.086772   0.088220  0.089692     30.48    31.51     
                           3136F2C63  12/24/02  12/30/09     76.570      0.000     61.16    0.088213   0.089907   0.091634   0.093394  0.095187     32.06    33.31     
                           3136F2C71  12/24/02  12/28/07     85.056      0.000     57.33    0.082097   0.083433   0.084792   0.086172  0.087575     29.80    30.78     
                           3136F2FZ6  09/04/02  09/15/07     85.596      0.000              0.080295   0.078870   0.077419   0.075940  0.074434     28.34    27.29     
                           3136F2KY3  09/19/02  09/14/07     84.258      0.000     68.79    0.086822   0.088326   0.089856   0.091413  0.092996     31.85    32.96     
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Federal National                                                                                                                                                       
  Mortgage Association     3136F2NT1  10/15/02  10/05/07     85.661      0.000     61.06    0.079369   0.080614   0.081879   0.083163  0.084467     29.01    29.93     
                           3136F2W20  01/30/03  01/22/08     84.961      0.000     55.12    0.081765   0.083115   0.084487   0.085881  0.087299     30.11    31.11     
Federal National                                                                                                                                                       
  Mortgage Association     3136F3LA2  04/04/03  10/03/33     20.285      0.000     19.37    0.032297   0.033152   0.034031   0.034933  0.035858     11.93    12.57     
                           3136F3QM1  04/28/03  04/22/08     85.266      0.000     46.96    0.080075   0.081366   0.082678   0.084011  0.085365     29.24    30.19     
                           3136F3ZC3  06/09/03  12/15/33     23.674      0.000              0.033964   0.034780   0.035616   0.036471  0.037348     12.40    13.00     
Federal National                                                                                                                                                       
  Mortgage Association     3136F4R55  01/07/04  12/15/34     18.268      0.000     10.16    0.029767   0.030596   0.031448   0.032324  0.033224     10.89    11.51     
                           3136F4WV2  12/15/03  12/15/09     99.125      3.000              0.009719   0.009883   0.010049                           3.53     1.65     
Federal National                                                                                                                                                       
  Mortgage Association     3136F5NZ0  04/01/04  04/01/07     93.380      0.000     16.14    0.060244   0.060936   0.061635   0.062343  0.063059     21.94    22.44     
                           3136F5XH9  05/04/04  05/04/07     90.900      0.000     19.26    0.082243   0.083561   0.084901   0.086261  0.087644     30.00    30.97     
Federal National                                                                                                                                                       
  Mortgage Association     3136F66E4  05/13/05  02/15/09     98.144      3.600                         0.012825   0.012961   0.013229  0.013503      2.94     4.79     
                           3136F6G86  02/24/05  02/15/15     63.549      0.000                         0.081146   0.082918   0.084824  0.086773     25.15    30.72     
                           3136F6GP8  10/05/04  12/30/05     97.190      0.000      5.38    0.062917   0.063646                                     22.72              
                           3136F6GQ6  10/05/04  12/29/06     93.900      0.000      6.36    0.074489   0.075546   0.076617   0.077704               27.01    27.62     
                           3136F6GT0  10/05/04  12/28/07     90.250      0.000      6.90    0.080811   0.082104   0.083417   0.084752  0.086108     29.33    30.28     
Financial Federal Corp     317492AE6  04/12/04  04/15/34    100.000     VARIES              0.210479   0.216193   0.222117   0.228259  0.234628     77.69    82.02     
                           317492AF3  04/12/04  04/15/34    100.000     VARIES              0.210479   0.216193   0.222117   0.228259  0.234628     77.69    82.02     
The Finova Group Inc.      317928AA7  08/22/01  11/15/09     76.270      7.500              0.260250   0.264501   0.269016   0.273811  0.278903     94.86    98.16     
Fremont General                                                                                                                                                        
  Financing I              356905208  03/06/96  03/31/26    100.000      9.000              0.247253   0.245902   0.247253   0.245902  0.247253     90.00    90.00     
Community College                                                                                                                                                      
  District No. 534, IL     360395DF1  06/13/05  12/01/07    103.900     VARIES                         0.123339   0.125799   0.128487  0.120637     24.49    45.62     
Gabelli Asset Management   36239YAA0  02/06/02  02/17/07    100.000     VARIES              0.194602   0.194562   0.193600   0.192604  0.191574     69.92    69.25     
GATX Financial Corp.       36804PAC0  10/25/04  06/15/11     95.703      6.273       .95    0.014524   0.015039   0.015573   0.016125  0.016697      5.34     5.72     
                           36804PAD8  10/25/04  06/15/11     95.703      6.273       .95    0.014524   0.015039   0.015573   0.016125  0.016697      5.34     5.72     
                           36804PAE6  10/25/04  06/15/11     95.703      6.273       .95    0.014524   0.015039   0.015573   0.016125  0.016697      5.34     5.72     
General Electric Capital                                                                                                                                               
  Corporation              36962FTF3  04/14/94  04/01/08     99.800     VARIES              0.206543   0.205850   0.205131   0.204387  0.203616     74.10    73.58     
General Mills, Inc.        370334AT1  10/28/02  10/28/22     67.165     VARIES              0.143336   0.148159   0.153145   0.158298  0.163625     53.09    56.72     
                           370334AU8  10/28/02  10/28/22     67.165     VARIES              0.143336   0.148159   0.153145   0.158298  0.163625     53.09    56.72     
General Motors                                                                                                                                                         
  Acceptance Corporation   37042FCD8  12/12/96  12/15/06     51.935      0.000    360.53    0.162164   0.167560   0.173135   0.178896               59.53    60.60     
                           37042FCK2  12/19/96  12/15/06     51.453      0.000    363.53    0.164486   0.170049   0.175801   0.181746               60.40    61.55     
                           37042FDA3  01/16/97  01/15/07     50.115      0.000    367.47    0.164322   0.170099   0.176079   0.182269  0.188677     62.15    66.59     
                           37042FDC9  01/16/97  01/15/12     34.258      0.000    262.29    0.118221   0.122519   0.126974   0.131591  0.136375     44.79    48.10     
                           37042FMH8  09/30/97  09/15/07     52.157      0.000    316.46    0.151693   0.156732   0.161939   0.167318  0.172877     56.60    60.43     
General Motors Corp.       370442AT2  03/20/96  03/15/36     19.874     VARIES              0.087341   0.090869   0.094539   0.098358  0.102331     32.84    35.55     
Global Marine, Inc.        379352AM9  06/23/00  06/23/20     49.960      0.000     84.88    0.056780   0.057774   0.058785   0.059814  0.060861     20.64    21.36     
                           379352AN7  06/23/00  06/23/20     49.960      0.000     84.88    0.056780   0.057774   0.058785   0.059814  0.060861     20.64    21.36     
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Globe Holdings, Inc.       379432AA5  08/06/98  08/01/09     49.672     VARIES              0.392922   0.393211   0.393519   0.393850  0.394205    141.59   141.83     
                           379432AB3  08/06/98  08/01/09     49.672     VARIES              0.392922   0.393211   0.393519   0.393850  0.394205    141.59   141.83     
                           379432AC1  08/06/98  08/01/09     49.672     VARIES              0.392922   0.393211   0.393519   0.393850  0.394205    141.59   141.83     
                           379432AD9  08/06/98  08/01/09     49.672     VARIES              0.392922   0.393211   0.393519   0.393850  0.394205    141.59   141.83     
                           379432AE7  08/06/98  08/01/09     49.672     VARIES              0.392922   0.393211   0.393519   0.393850  0.394205    141.59   141.83     
                           379432AF4  08/06/98  08/01/09     49.672     VARIES              0.392922   0.393211   0.393519   0.393850  0.394205    141.59   141.83     
Globix Corporation         37957FAD3  04/23/02  05/01/08    100.000     VARIES              0.375513   0.416648   0.416648   0.462289  0.462289    145.06   160.95     
                           37957FAE1  04/23/02  05/01/08    100.000     VARIES              0.375513   0.416648   0.416648   0.462289  0.462289    145.06   160.95     
Goldman Sachs Group,Inc.   38141G310  04/21/03  04/18/08    100.000      0.000              0.110103   0.112167   0.114270   0.116413  0.118595     40.31    41.84     
                           38141G534  01/28/02  07/25/06    100.000      0.000              0.178509   0.183508   0.188646   0.193928               66.74    39.43     
                           38141GAG9  12/17/99  06/17/05     99.500      0.000              0.285558                                                47.40              
                           38141GAJ3  01/13/00  01/13/07    100.000      0.500              0.293854   0.304605   0.315768   0.327360  0.339398    111.40   119.73     
                           38141GAM6  03/22/00  03/22/07     99.000      0.250              0.303065   0.314707   0.326807   0.339382  0.352452    113.55   122.45     
                           38141GAP9  05/25/00  05/25/07     99.000      1.000              0.322754   0.335162   0.348093   0.361567  0.375607    119.34   128.73     
                           38141GAR5  06/08/01  11/01/05     91.445     VARIES              0.179076   0.184111                                     54.63              
                           38141GAS3  07/25/01  10/26/07     90.813     VARIES              0.183862   0.189047   0.194389   0.199894  0.205568     67.81    71.70     
                           38141GAT1  11/01/00  11/01/05    100.000      0.750              0.258131   0.266662                                     78.97              
                           38141GAU8  11/07/00  11/07/05    100.000      0.250              0.270749   0.280459                                     84.60              
                           38141GAX2  01/12/01  01/12/08    100.000      0.250              0.232592   0.240151   0.247963   0.256038  0.264382     87.69    93.49     
                           38141GAY0  01/16/01  01/16/08    100.000      0.250              0.242465   0.250625   0.259069   0.267805  0.276844     91.50    97.77     
                           38141GBB9  02/23/01  02/23/08    100.000      1.000              0.227396   0.234088   0.241005   0.248153  0.255541     84.81    89.91     
                           38141GBC7  05/17/01  05/17/08    100.000      0.000              0.227984   0.235451   0.243162   0.251126  0.259350     84.09    89.68     
                           38141GBD5  05/24/01  05/24/08    100.000      1.000              0.225104   0.231665   0.238444   0.245449  0.252686     82.71    87.63     
                           38141GBF0  07/12/01  07/12/08    100.000      3.500              0.201853   0.205306   0.208873   0.212558  0.216364     74.48    77.12     
                           38141GBG8  08/29/01  10/29/06    100.000      0.000              0.186194   0.191429   0.196811   0.202344               68.63    59.65     
                           38141GBH6  09/04/01  09/04/08    100.000      3.500              0.192175   0.195183   0.198286   0.201487  0.204789     70.44    72.72     
                           38141GBJ2  10/05/01  10/05/08    100.000      3.000              0.175486   0.178156   0.180903   0.183730  0.186639     64.12    66.13     
                           38141GBK9  10/05/01  10/05/08    100.000      2.000              0.180679   0.184304   0.188035   0.191873  0.195823     66.33    69.05     
                           38141GBL7  10/16/01  09/04/08    100.000     VARIES              0.178519   0.182067   0.185717   0.189472  0.193335     65.75    68.43     
                           38141GBN3  10/30/01  10/05/08    101.920      2.000              0.177879   0.181325   0.184868   0.188510  0.192255     65.26    67.84     
                           38141GBP8  11/09/01  11/09/08    100.000      1.250              0.184760   0.189111   0.193588   0.198195  0.202936     67.76    71.01     
                           38141GBQ6  11/09/01  11/09/08    100.000      0.000              0.191257   0.196803   0.202511   0.208384  0.214427     70.44    74.58     
                           38141GBV5  01/15/02  01/15/09    100.000      3.500              0.176021   0.178366   0.180780   0.183266  0.185825     64.58    66.37     
                           38141GBW3  02/01/02  02/01/12    100.000      0.000              0.219445   0.226796   0.234394   0.242246  0.250361     82.57    88.19     
                           38141GBX1  01/22/02  09/04/08    102.800      2.000              0.191633   0.195733   0.199955   0.204305  0.208787     70.70    73.80     
                           38141GBY9  02/08/02  02/08/09    100.000      1.000              0.190596   0.195521   0.200595   0.205823  0.211209     70.93    74.67     
                           38141GBZ6  02/12/02  02/12/09    100.000      2.000              0.193247   0.197550   0.201987   0.206563  0.211282     71.56    74.83     
                           38141GCA0  03/08/02  03/08/09    100.000      2.000              0.199526   0.204151   0.208924   0.213851  0.218937     73.72    77.23     
                           38141GCB8  04/08/02  04/08/12    100.000      2.000              0.207672   0.212730   0.217956   0.223356  0.228936     76.53    80.35     
                           38141GCC6  04/10/02  04/10/12    100.000      2.500              0.207729   0.212375   0.217177   0.222141  0.227272     76.38    79.90     
                           38141GCD4  04/29/02  04/29/12    100.000      3.500              0.205923   0.209624   0.213452   0.217409  0.221502     75.27    78.05     
                           38141GCE2  07/03/02  07/03/12    100.000      3.000              0.188437   0.191769   0.195206   0.198753  0.202411     69.64    72.20     
                           38141GCH5  08/27/02  08/27/09    100.000      0.000              0.159215   0.163335   0.167561   0.171897  0.176345     59.09    62.19     
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Goldman Sachs Group,Inc.   38141GCJ1  09/16/02  09/16/12    100.000      2.500              0.165613   0.168305   0.171073   0.173919  0.176844     60.68    62.70     
                           38141GCK8  10/28/02  10/28/12    100.000      3.000              0.168238   0.170670   0.173172   0.175746  0.178394     61.31    63.13     
                           38141GCL6  10/30/02  10/30/07    100.000      1.000              0.124372   0.126400   0.128471   0.130586  0.132745     45.39    46.89     
                           38141GCT9  02/11/03  02/11/10    100.000      0.500              0.140557   0.143565   0.146645   0.149798  0.153026     51.99    54.25     
                           38141GCV4  02/28/03  02/28/13    100.000      0.000              0.154182   0.155589   0.162256   0.163737  0.170753     57.53    60.54     
                           38141GCW2  02/27/03  02/27/13    100.000      0.500              0.153293   0.156882   0.160564   0.164341  0.168216     56.73    59.43     
                           38141GCX0  03/05/03  03/05/13    100.000      0.000              0.151174   0.154992   0.158905   0.162917  0.167031     56.01    58.87     
                           38141GCZ5  04/21/03  04/18/13    100.000      0.000              0.154329   0.158303   0.162379   0.166561  0.170850     56.86    59.83     
                           38141GDC5  04/21/03  04/21/13    100.000      2.250              0.149440   0.151679   0.153975   0.156331  0.158747     54.52    56.19     
                           38141GDD3  05/09/03  05/09/10    100.000      2.500              0.118191   0.119202   0.120234   0.121288  0.122364     42.84    43.58     
                           38141GDF8  05/30/03  05/30/13    100.000      0.000              0.137752   0.140941   0.144203   0.147542  0.150957     50.36    52.72     
                           38141GDG6  06/11/03  06/11/13    100.000      3.000              0.120316   0.121102   0.121904   0.122724  0.123561     43.49    44.07     
                           38141GDH4  06/20/03  06/20/13    100.000      0.250              0.128428   0.131070   0.133770   0.136528  0.139347     46.77    48.71     
                           38141GDJ0  07/08/03  07/08/10    100.000      0.000              0.120112   0.122604   0.125148   0.127745  0.130395     44.56    46.43     
                           38141GDL5  08/07/03  08/07/11    100.000      0.000              0.147758   0.151496   0.155329   0.159259  0.163288     54.96    57.77     
                           38141GDM3  08/04/03  08/04/10    100.000      0.000              0.148371   0.152139   0.156004   0.159966  0.164029     55.21    58.05     
                           38141GDN1  08/25/03  08/25/10    100.000      1.000              0.140577   0.143324   0.146137   0.149019  0.151971     51.80    53.86     
                           38141GDP6  08/28/03  08/28/10    100.000      1.500              0.142303   0.144793   0.147346   0.149961  0.152642     52.30    54.17     
                           38141GDR2  01/21/04  04/06/10    100.000      0.000              0.112575   0.114794   0.117057   0.119364  0.121717     41.31    42.95     
                           38141GDS0  04/13/04  06/13/11    100.000      0.000              0.133932   0.137063   0.140267   0.143545  0.146901     48.89    51.21     
                           38141GDT8  04/16/04  04/16/09    100.000      0.250              0.115359   0.117568   0.119822   0.122122  0.124469     42.26    43.90     
                           38141GDW1  11/23/04  11/23/11    100.000      2.000              0.127778   0.129439   0.131138   0.132877  0.134655     46.43    47.66     
                           38141GDY7  01/11/05  01/11/12    100.000      1.000                         0.131389   0.133839   0.136348  0.138916     46.40    49.50     
                           38141GEB6  02/15/05  02/15/12    100.000      2.000                         0.126389   0.128000   0.129649  0.131334     40.16    46.83     
                           38141GEC4  06/29/05  06/29/12    100.000      1.000                         0.129167   0.131524   0.133936  0.136404     23.51    47.79     
                           38141GED2  08/30/05  08/30/08    100.000      0.250                                    0.118269   0.120008  0.123116     14.67    44.09     
Goldman Sachs Group,Inc.   38143U457  04/16/04  10/16/11    100.000      0.000              0.134671   0.137860   0.141124   0.144466  0.147887     49.54    51.91     
                           38143U648  02/05/04  02/05/09    100.000      0.000              0.107561   0.109605   0.111687   0.113809  0.115972     39.69    41.21     
                           38143U739  12/24/03  12/24/07    100.000      0.000              0.099763   0.101494   0.103255   0.105046  0.106869     36.25    37.52     
                           38143U804  08/15/03  08/15/06    100.000      0.000              0.087326   0.088657   0.090010   0.091382               32.04    20.41     
                           38143U812  11/28/03  11/29/07    100.000      0.000              0.103641   0.105507   0.107406   0.109339  0.111307     37.77    39.14     
                           38143UAC5  02/18/04  02/18/14    100.000      3.000              0.140278   0.141701   0.143160   0.144656  0.146189     51.14    52.21     
                           38143UAD3  03/09/04  03/09/09    100.000      2.000              0.093684   0.094322   0.094972   0.095632  0.096303     33.99    34.46     
                           38143UAF8  04/08/04  04/08/09    100.000      1.250              0.110343   0.111825   0.113336   0.114877  0.116448     40.24    41.34     
                           38143UAG6  04/08/04  04/08/09    100.000      0.250              0.110887   0.112924   0.115001   0.117119  0.119279     40.63    42.14     
                           38143UAH4  04/12/04  04/12/09    100.000      0.750              0.109177   0.110886   0.112629   0.114405  0.116216     39.88    41.15     
                           38143UAJ0  04/12/04  04/12/09    100.000      0.250              0.109446   0.111429   0.113451   0.115512  0.117613     40.07    41.54     
                           38143UAK7  09/21/04  09/21/09    100.000     VARIES              0.108885   0.110958   0.112550   0.113605  0.114159     39.94    40.87     
                           38143UAL5  05/20/04  05/20/14    100.000     VARIES              0.170241   0.174485   0.178855   0.182224  0.185693     62.40    65.27     
                           38143UAM3  06/11/04  06/11/09    100.000      0.000              0.137989   0.141336   0.144763   0.148273  0.151869     50.41    52.89     
                           38143UAN1  07/22/04  07/22/09    100.000      1.500              0.125000   0.126875   0.128792   0.130753  0.132757     45.94    47.35     
                           38143UAP6  07/23/04  07/23/09    100.000      1.500              0.125000   0.126875   0.128792   0.130752  0.132757     45.94    47.34     
                           38143UAQ4  09/10/04  09/10/11    100.000     VARIES              0.126950   0.127382   0.128871   0.130190  0.131585     45.99    46.93     
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Goldman Sachs Group,Inc.   38143UAR2  09/01/04  09/01/09    100.000      1.000              0.112500   0.114216   0.115966   0.117752  0.119574     41.22    42.50     
                           38143UAS0  09/10/04  09/10/12    100.000      0.500              0.132500   0.135329   0.138225   0.141191  0.144227     48.84    50.96     
                           38143UAT8  09/20/04  09/20/11    100.000     VARIES              0.123625   0.126292   0.128381   0.129877  0.130823     45.47    46.73     
                           38143UAU5  09/28/04  09/28/09    100.000     VARIES              0.109166   0.111191   0.112753   0.113838  0.114454     40.00    40.94     
                           38143UAX9  10/08/04  10/08/11    100.000      1.500              0.126389   0.128316   0.130287   0.132304  0.134366     46.17    47.60     
                           38143UAY7  12/15/04  12/15/09    100.000      1.000              0.112222   0.113928   0.115668   0.117444  0.119255     40.76    42.02     
                           38143UAZ4  12/15/04  12/15/09    120.000      0.000              0.134667   0.137387   0.140162   0.142993  0.145882     49.06    51.06     
                           38143UBA8  02/02/05  02/02/12    100.000      2.000                         0.128333   0.130014   0.131734  0.133494     42.47    47.63     
                           38143UBB6  03/16/05  03/16/12    100.000      1.000                         0.140000   0.142828   0.145727  0.148699     40.20    52.56     
                           38143UBC4  04/13/05  04/13/12    100.000      0.500                         0.138889   0.142014   0.145217  0.148500     36.08    52.21     
                           38143UBF7  08/18/05  08/18/11    100.000      0.000                                    0.134444   0.137698  0.141030     17.88    49.86     
Goldman Sachs Group,Inc.   38143YAA1  03/07/05  03/07/11    100.000      0.000                         0.129167   0.132170   0.135243  0.138387     38.32    48.84     
Great Lakes Carbon Corp.   390559AC6  05/22/98  05/15/09     53.092     VARIES              0.364570   0.364569   0.364568   0.364567  0.364566    131.25   131.24     
Great Plains Energy,Inc.   391164605  06/14/04  02/16/09    100.000     VARIES              0.139450   0.139986   0.140536   0.141100  0.141677     50.45    50.85     
                           391164AA8  06/14/04  02/16/09    100.000     VARIES              0.139450   0.139986   0.140536   0.141100  0.141677     50.45    50.85     
Grey Global Group, Inc.    39787MAA6  10/28/03  10/15/33    100.000     VARIES              0.272460   0.278739   0.285312   0.292195  0.299401    100.19   105.02     
                           39787MAB4  10/28/03  10/15/33    100.000     VARIES              0.272460   0.278739   0.285312   0.292195  0.299401    100.19   105.02     
Griffon Corporation        398433AA0  07/18/03  07/18/23    100.000     VARIES              0.246973   0.252747   0.258767   0.265042  0.271585     91.87    96.37     
                           398433AB8  07/18/03  07/18/23    100.000     VARIES              0.246973   0.252747   0.258767   0.265042  0.271585     91.87    96.37     
Guitar Center, Inc.        402040AC3  06/13/03  07/15/13    100.000     VARIES              0.247924   0.253738   0.259798   0.266116  0.272702     92.27    96.81     
H & E Equipment Services   404085AD4  06/17/02  06/15/13     80.016     12.500     21.03    0.028853   0.031232   0.033808   0.036597  0.039616     10.89    12.77     
                           404085AE2  06/17/02  06/15/13     80.016     12.500     21.03    0.028853   0.031232   0.033808   0.036597  0.039616     10.89    12.77     
                           404085AF9  06/17/02  06/15/13     80.016     12.500     21.03    0.028853   0.031232   0.033808   0.036597  0.039616     10.89    12.77     
                           404085AG7  06/17/02  06/15/13     80.016     12.500     21.03    0.028853   0.031232   0.033808   0.036597  0.039616     10.89    12.77     
                           404085AH5  06/17/02  06/15/13     80.016     12.500     21.03    0.028853   0.031232   0.033808   0.036597  0.039616     10.89    12.77     
HCA-Hospital Corporation                                                                                                                                               
  of America               404120AA5  04/01/91  07/01/05    101.750     17.500              0.493878                                                88.90              
HMP Equity Holdings Corp   40425KAA6  05/09/03  05/15/08*    32.580      0.000    145.38    0.300431                                                17.12*             
                           40425KAB4  05/09/03  05/15/08*    32.580      0.000    145.38    0.300431                                                17.12*             
                           40425KAC2  05/09/03  05/15/08*    32.580      0.000    145.38    0.300431                                                17.12*             
                           40425KAD0  05/09/03  05/15/08*    32.580      0.000    145.38    0.300431                                                17.12*             
                           40425KAE8  05/09/03  05/15/08*    32.580      0.000    145.38    0.300431                                                17.12*             
                           40425KAF5  05/09/03  05/15/08*    32.580      0.000    145.38    0.300431                                                17.12*             
HM Publishing Corp.        40425LAA4  10/03/03  10/15/13     56.960     VARIES              0.204243   0.215986   0.228404   0.241536  0.255424     77.48    86.64     
                           40425LAB2  10/03/03  10/15/13     56.960     VARIES              0.204243   0.215986   0.228404   0.241536  0.255424     77.48    86.64     
                           40425LAC0  10/03/03  10/15/13     56.960     VARIES              0.204243   0.215986   0.228404   0.241536  0.255424     77.48    86.64     
HSBC Finance Corporation   40429C409  10/30/02  02/15/08     94.200     VARIES              0.296693   0.299470   0.302399   0.304121  0.304470    108.09   109.46     
John Hancock Life                                                                                                                                                      
  Insurance Company        41013MBT6  10/29/02  04/15/15     50.000      0.000     64.28    0.087369   0.089833   0.092367   0.094971  0.097650     32.28    34.12     
Harrisburg, PA             414738NL4  12/28/95  04/01/05     55.409      0.000    430.22    0.174315                                                15.69              
                           414738NM2  12/28/95  04/01/06     51.318      0.000    408.88    0.166520   0.172022   0.177707                          61.94    15.99     
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Harrisburg, PA             414738NN0  12/28/95  04/01/07     47.774      0.000    385.15    0.157225   0.162468   0.167885   0.173483  0.179268     58.50    62.47     
                           414738NP5  12/28/95  04/01/08     44.423      0.000    362.35    0.148266   0.153254   0.158411   0.163740  0.169249     55.19    58.96     
                           414738NQ3  12/28/95  04/01/09     41.259      0.000    340.48    0.139645   0.144385   0.149286   0.154353  0.159593     51.99    55.58     
                           414738NR1  12/28/95  04/01/10     38.328      0.000    319.36    0.131241   0.135729   0.140370   0.145170  0.150135     48.88    52.28     
                           414738NS9  12/28/95  04/01/11     35.259      0.000    300.01    0.123819   0.128121   0.132573   0.137179  0.141945     46.14    49.40     
                           414738NT7  12/28/95  04/01/12     32.621      0.000    280.73    0.116137   0.120207   0.124420   0.128781  0.133294     43.29    46.37     
                           414738NU4  12/28/95  04/01/13     30.247      0.000    262.27    0.108667   0.112497   0.116462   0.120567  0.124816     40.51    43.42     
                           414738NV2  12/28/95  04/01/14     27.925      0.000    244.87    0.101695   0.105310   0.109054   0.112930  0.116944     37.92    40.67     
                           414738NW0  12/28/95  04/01/15     25.992      0.000    228.35    0.094871   0.098248   0.101745   0.105367  0.109118     35.38    37.94     
                           414738NX8  12/28/95  04/01/16     24.047      0.000    212.83    0.088564   0.091734   0.095018   0.098419  0.101942     33.03    35.44     
                           414738NY6  12/28/95  04/01/17     22.322      0.000    198.30    0.082579   0.085543   0.088614   0.091795  0.095090     30.81    33.06     
                           414738NZ3  12/28/95  04/01/18     20.535      0.000    184.46    0.076994   0.079781   0.082669   0.085661  0.088762     28.73    30.85     
                           414738PA6  12/28/95  04/01/19     19.125      0.000    171.79    0.071709   0.074304   0.076994   0.079781  0.082669     26.76    28.73     
Hartford Financial                                                                                                                                                     
  Services Group, Inc.     416515203  09/13/02  11/16/08    100.000     VARIES              0.132327   0.132760   0.133203   0.133657               47.76    42.04     
                           416515401  09/13/02  11/16/08    100.000     VARIES              0.132327   0.132760   0.133203   0.133657  0.133532     47.76    48.05     
                           416515500  05/23/03  08/16/08    100.000     VARIES              0.100843   0.101376   0.101918   0.102470               36.54    23.03     
                           416515AH7  05/23/03  08/16/08    100.000     VARIES              0.100843   0.101376   0.101918   0.102470  0.102407     36.54    36.86     
Hasbro, Inc.               418056AM9  11/30/01  12/01/21    100.000     VARIES              0.270716   0.278722   0.287057   0.295648  0.304593     99.39   105.41     
                           418056AN7  11/30/01  12/01/21    100.000     VARIES              0.270716   0.278722   0.287057   0.295648  0.304593     99.39   105.41     
Headwaters, Inc.           42210PAA0  06/01/04  06/01/16    100.000     VARIES              0.227916   0.233838   0.239997   0.246403  0.253064     83.48    87.94     
                           42210PAB8  06/01/04  06/01/16    100.000     VARIES              0.227916   0.233838   0.239997   0.246403  0.253064     83.48    87.94     
City of Hoboken            434110QH8  08/28/03  04/01/27     19.107      0.000     18.91    0.040914   0.042375   0.043888   0.045454  0.047077     15.26    16.37     
                           434110QJ4  08/28/03  04/01/28     17.813      0.000     17.63    0.038143   0.039504   0.040915   0.042375  0.043888     14.23    15.26     
                           434110QK1  08/28/03  04/01/29     16.606      0.000     16.43    0.035558   0.036828   0.038143   0.039504  0.040914     13.26    14.23     
                           434110QL9  08/28/03  04/01/30     15.481      0.000     15.32    0.033149   0.034333   0.035558   0.036828  0.038143     12.36    13.26     
                           434110QM7  08/28/03  04/01/31     14.432      0.000     14.28    0.030904   0.032007   0.033149   0.034333  0.035558     11.53    12.36     
                           434110QN5  08/28/03  04/01/32     13.454      0.000     13.31    0.028810   0.029838   0.030903   0.032006  0.033149     10.74    11.53     
                           434110QP0  08/28/03  04/01/33     12.543      0.000     12.41    0.026858   0.027817   0.028810   0.029839  0.030904     10.02    10.75     
Hollywood Casino                                                                                                                                                       
  Shreveport               43613PAA1  08/10/99  08/01/06    100.000     VARIES              0.389311   0.391218   0.386415   0.381287              140.06    80.22     
                           43613PAB9  08/10/99  08/01/06    100.000     VARIES              0.389311   0.391218   0.386415   0.381287              140.06    80.22     
                           43613PAC7  08/10/99  08/01/06    100.000     VARIES              0.389311   0.391218   0.386415   0.381287              140.06    80.22     
                           43613PAE3  06/15/01  08/01/06    103.000     VARIES              0.377700   0.377800   0.377000   0.375500              135.89    78.90     
Horace Mann Educators                                                                                                                                                  
  Corporation              440327AF1  05/14/02  05/14/32     47.500      1.426              0.100347   0.102439   0.104603   0.106841  0.109157     36.70    38.27     
                           440327AG9  05/14/02  05/14/32     47.500      1.426              0.100347   0.102439   0.104603   0.106841  0.109157     36.70    38.27     
Horizon PCS, Inc.          44043UAA8  09/26/00  10/01/10     43.889     VARIES              0.353967   0.381895   0.412026   0.413852  0.415822    137.68   149.00     
                           44043UAB6  09/26/00  10/01/10     43.889     VARIES              0.353967   0.381895   0.412026   0.413852  0.415822    137.68   149.00     
                           44043UAC4  09/26/00  10/01/10     43.889     VARIES              0.353967   0.381895   0.412026   0.413852  0.415822    137.68   149.00     
                           44043UAD2  09/26/00  10/01/10     43.889     VARIES              0.353967   0.381895   0.412026   0.413852  0.415822    137.68   149.00     
                           44043UAE0  09/26/00  10/01/10     43.889     VARIES              0.353967   0.381895   0.412026   0.413852  0.415822    137.68   149.00     
                           44043UAF7  09/26/00  10/01/10     43.889     VARIES              0.353967   0.381895   0.412026   0.413852  0.415822    137.68   149.00     
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 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   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Host Marriott Corp.        441079209  12/02/96  12/02/26    100.000      6.750              0.187500   0.187500   0.187500   0.187500  0.187500     67.50    67.50     
                           441079308  12/02/96  12/02/26    100.000      6.750              0.187500   0.187500   0.187500   0.187500  0.187500     67.50    67.50     
                           441079407  05/19/97  12/02/26    100.000      6.750              0.187500   0.187500   0.187500   0.187500  0.187500     67.50    67.50     
Household Finance Corp.    441815677  10/30/02  02/15/08     94.200     VARIES              0.296693   0.299470   0.302399   0.304121  0.304470    108.09   109.46     
                           441815AQ0  10/30/02  02/15/08     94.200     VARIES              0.296693   0.299470   0.302399   0.304121  0.304470    108.09   109.46     
Hynix Semiconductor, Inc   449130AD5  07/05/05  07/01/12     97.000      9.875                         0.008378   0.008808   0.009270                1.47     3.25     
                           449130AE3  07/05/05  07/01/12     97.000      9.875                         0.008378   0.008808   0.009270                1.47     3.25     
IFT Financing I            449516202  11/01/96  09/03/16*   100.000      6.500              0.179558                                                 1.80*             
                           449516301  11/01/96  09/03/16*   100.000      6.500              0.179558                                                 1.80*             
ICON Fitness Corporation   451039AB7  11/20/96  11/15/06     50.931     VARIES              0.388871   0.388870   0.388868   0.388867              139.99   122.10     
Illinois Power Company     452092CK3  12/20/02  12/15/10     97.480     11.500      4.39    0.006816   0.007185   0.007658   0.008073  0.008605      2.57     2.89     
                           452092CL1  12/20/02  12/15/10     97.480     11.500      4.38    0.006892   0.007305   0.007744   0.008208  0.008701      2.57     2.89     
                           452092CM9  12/20/02  12/15/10     97.480     11.500      4.38    0.006892   0.007305   0.007744   0.008208  0.008701      2.57     2.89     
IBC Capital Finance        453838500  12/18/96  12/31/26    100.000      9.250              0.256944   0.256944   0.256944   0.256944  0.256944     92.50    92.50     
Insilco Holdings Co.       457661AA4  08/17/98  08/15/08     49.411     VARIES              0.394579   0.394988   0.395425   0.395895  0.396398    142.24   142.57     
                           457661AB2  08/17/98  08/15/08     49.411     VARIES              0.394579   0.394988   0.395425   0.395895  0.396398    142.24   142.57     
                           457661AC0  08/17/98  08/15/08     49.411     VARIES              0.394579   0.394988   0.395425   0.395895  0.396398    142.24   142.57     
Insignia Financing I       45766X304  11/01/96  09/30/16    100.000      6.500              0.178571   0.177596   0.178571   0.177596  0.178571     65.00    65.00     
Intermedia                                                                                                                                                             
  Communications, Inc.     458801BA4  02/24/99  03/01/09     55.057     VARIES              0.340268   0.340267   0.340266   0.340266  0.340265    122.50   122.50     
                           458801BB2  02/24/99  03/01/09     55.057     VARIES              0.340268   0.340267   0.340266   0.340266  0.340265    122.50   122.50     
International Bank for                                                                                                                                                 
  Reconstruction           459056GA9  03/06/85  02/15/05     10.357      0.000    882.92    0.300262                                                13.51              
                           459056GB7  03/06/85  08/15/05      9.785      0.000    834.14    0.283671   0.305236                                     68.01              
                           459056GC5  03/06/85  02/15/06      9.429      0.000    787.14    0.266087   0.286180   0.297836                         105.17    13.40     
                           459056GD3  03/06/85  08/15/06      8.912      0.000    744.00    0.251507   0.270500   0.281517   0.302776               99.41    67.47     
                           459056GE1  03/06/85  02/15/07      8.423      0.000    703.23    0.237729   0.255682   0.266096   0.286191  0.297848     93.96   105.18     
                           459056GF8  03/06/85  08/15/07      7.962      0.000    664.69    0.224696   0.241664   0.251507   0.270499  0.281517     88.81    99.41     
                           459056GG6  03/06/85  02/15/08      7.690      0.000    628.69    0.211253   0.227099   0.236238   0.253958  0.264177     83.45    93.32     
                           459056GH4  03/06/85  08/15/08      7.272      0.000    594.51    0.199770   0.214755   0.223397   0.240153  0.249817     78.91    88.25     
                           459056GJ0  03/06/85  02/15/09      6.955      0.000    562.64    0.188490   0.202581   0.210683   0.226433  0.235489     74.43    83.20     
                           459056GK7  03/06/85  08/15/09      6.732      0.000    533.26    0.177569   0.190753   0.198289   0.213012  0.221426     70.08    78.26     
                           459056GL5  03/06/85  02/15/10      6.446      0.000    505.25    0.167732   0.180144   0.187216   0.201069  0.208963     66.18    73.86     
                           459056GM3  03/06/85  08/15/10      6.175      0.000    478.93    0.158512   0.170201   0.176842   0.189882  0.197291     62.52    69.75     
                           459056GN1  03/06/85  02/15/11      5.992      0.000    454.95    0.149656   0.160616   0.166803   0.179018  0.185914     58.99    65.75     
                           459056GP6  03/06/85  08/15/11      5.676      0.000    430.94    0.141755   0.152136   0.157996   0.169566  0.176098     55.88    62.28     
                           459056GQ4  03/06/85  02/15/12      5.445      0.000    409.05    0.134146   0.143935   0.149445   0.160351  0.166488     52.86    58.89     
                           459056GR2  03/06/85  08/15/12      5.159      0.000    387.55    0.127093   0.136368   0.141588   0.151921  0.157735     50.08    55.79     
                           459056GS0  03/06/85  02/15/13      5.019      0.000    369.08    0.120293   0.129010   0.133884   0.143587  0.149012     47.37    52.73     
                           459056GT8  03/06/85  08/15/13      4.757      0.000    349.84    0.114023   0.122287   0.126907   0.136104  0.141247     44.91    49.98     
                           459056GU5  03/06/85  02/15/14      4.634      0.000    333.61    0.108067   0.115844   0.120164   0.128812  0.133616     42.53    47.29     
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
International Bank for                                                                                                                                                 
  Reconstruction           459056GV3  03/06/85  08/15/14      4.395      0.000    316.38    0.102483   0.109858   0.113955   0.122155  0.126711     40.34    44.85     
                           459056GW1  03/06/85  02/15/15      4.349      0.000    303.17    0.097292   0.104220   0.108030   0.115722  0.119952     38.26    42.48     
                           459056HY6  01/07/86  02/15/16      5.299      0.000    284.92    0.088471   0.094434   0.097539   0.104113  0.107535     34.63    38.18     
                           459056JC2  01/07/86  02/15/05     13.899      0.000    848.70    0.273510                                                12.31              
                           459056JD0  01/07/86  02/15/06     12.535      0.000    765.43    0.246676   0.264053   0.273513                          96.91    12.31     
                           459056JE8  01/07/86  02/15/07     11.305      0.000    690.33    0.222472   0.238145   0.246676   0.264054  0.273513     87.40    96.91     
                           459056JF5  01/07/86  02/15/08     10.303      0.000    622.59    0.200031   0.214072   0.221689   0.237250  0.245691     78.56    87.07     
                           459056JG3  01/07/86  02/15/09      9.297      0.000    561.77    0.180487   0.193156   0.200028   0.214068  0.221684     70.89    78.56     
                           459056JH1  01/07/86  02/15/10      8.388      0.000    506.88    0.162858   0.174289   0.180491   0.193160  0.200033     63.96    70.89     
                           459056JJ7  01/07/86  02/15/11      7.569      0.000    457.37    0.146946   0.157261   0.162856   0.174287  0.180488     57.71    63.96     
                           459056JK4  01/07/86  02/15/12      6.915      0.000    413.46    0.132433   0.141695   0.146701   0.156961  0.162507     52.00    57.60     
                           459056JL2  01/07/86  02/15/13      6.323      0.000    374.12    0.119465   0.127789   0.132273   0.141491  0.146455     46.89    51.92     
                           459056JM0  01/07/86  02/15/14      5.865      0.000    339.78    0.107833   0.115293   0.119281   0.127533  0.131945     42.30    46.79     
                           459056JN8  01/07/86  02/15/15      5.604      0.000    311.15    0.097528   0.104176   0.107678   0.115017  0.118883     38.21    42.19     
International Finance                                                                                                                                                  
  Corporation              45950K209  12/08/03  12/08/10    100.000      0.000              0.113824   0.116066   0.118353   0.120686  0.123064     41.48    43.14     
International Minerals &                                                                                                                                               
  Chemicals Corporation    459884AH5  11/14/88  11/14/05     26.355      0.000    670.81    0.204323   0.209031                                     65.64              
International Game Tech    459902AK8  01/29/03  01/29/33     59.291      0.000              0.143061   0.148604   0.154363   0.160344  0.166558     54.22    58.50     
                           459902AL6  01/29/03  01/29/33     59.291      0.000              0.143061   0.148604   0.154363   0.160344  0.166558     54.22    58.50     
Ionica, PLC.               462213AK5  03/19/97  05/01/07     47.688     VARIES              0.416651   0.416650   0.416649   0.416648  0.416646    149.99   149.99     
                           462213AL3  03/19/97  05/01/07     47.688     VARIES              0.416651   0.416650   0.416649   0.416648  0.416646    149.99   149.99     
Ivax Corporation           465823AH5  03/03/04  03/01/24    100.000     VARIES              0.199736   0.205268   0.210995   0.216921  0.223055     74.25    78.47     
                           465823AJ1  03/03/04  03/01/24    100.000     VARIES              0.199736   0.205268   0.210995   0.216921  0.223055     74.25    78.47     
                           465823AK8  12/22/04  12/15/24     98.500     VARIES              0.157354   0.160263   0.163374   0.166574  0.169866     57.27    59.49     
                           465823AL6  03/03/04  03/01/24    100.000     VARIES              0.199736   0.205268   0.210995   0.216921  0.223055     74.25    78.47     
                           465823AM4  03/03/04  03/01/24    100.000     VARIES              0.199736   0.205268   0.210995   0.216921  0.223055     74.25    78.47     
                           465823AN2  12/22/04  12/15/24     98.500     VARIES              0.157354   0.160263   0.163374   0.166574  0.169866     57.27    59.49     
JDS Uniphase Corporation   46612JAA9  10/31/03  11/15/10     98.000      0.000      3.29    0.007839   0.007850   0.007862   0.007873  0.007884      2.83     2.83     
                           46612JAB7  10/31/03  11/15/10     98.000      0.000      3.29    0.007839   0.007850   0.007862   0.007873  0.007884      2.83     2.83     
JL French Automotive                                                                                                                                                   
  Castings, Inc.           46620QAC9  12/27/02  12/31/07     97.410     12.000              0.624544   0.648243   0.672946   0.698704  0.725572    229.15   246.95     
JP Morgan Chase & Co.      46623EBY4  11/01/04  11/01/11    100.000     VARIES              0.122234   0.122173   0.122111   0.122385  0.122382     43.99    44.03     
JP Morgan Chase & Co.      46625HAQ3  11/26/02  11/26/07    100.000      0.000              0.108674   0.110652   0.112666   0.114716  0.116804     39.62    41.07     
                           46625HAU4  03/12/03  03/12/08    100.000      0.000              0.093565   0.095067   0.096594   0.098145  0.099720     34.28    35.39     
                           46625HAY6  09/18/03  09/22/08    100.000      0.000              0.109704   0.111789   0.113914   0.116079  0.118286     40.29    41.83     
                           46625HAZ3  10/30/03  10/30/08    100.000      0.000              0.109056   0.111118   0.113219   0.115360  0.117541     39.89    41.41     
                           46625HBB5  12/17/03  01/21/09    100.000      0.000              0.108183   0.110243   0.112342   0.114481  0.116661     39.98    41.52     
                           46625HBG4  03/31/04  03/31/09    100.000      0.000              0.094878   0.096472   0.098092   0.099740  0.101415     34.74    35.91     
                           46625HBT6  06/25/04  07/07/09    100.000      0.000              0.132166   0.135305   0.138519   0.141809  0.145178     49.25    51.62     
                           46625HBU3  09/21/04  09/21/09    100.000      0.000              0.111230   0.113457   0.115728   0.118046  0.120409     40.89    42.55     
                           46625HBW9  09/30/04  09/30/10    100.000      0.000              0.114495   0.116855   0.119263   0.121721  0.124230     42.08    43.83     
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
J.P. Morgan Chase & Co     46625HBZ2  10/29/04  10/29/10    100.000      0.000              0.114761   0.117132   0.119552   0.122021  0.124542     42.04    43.79     
                           46625HCB4  01/31/05  01/29/10    100.000     VARIES                         0.119383   0.118367   0.117323  0.117262     39.36    42.26     
                           46625HCF5  03/23/05  03/22/12    100.000      0.000                         0.137832   0.141233   0.144737  0.148328     38.65    52.18     
                           46625HCG3  03/31/05  04/02/08    100.000      0.000              0.128185   0.128218   0.131176   0.134203  0.137300     35.01    48.31     
                           46625HCH1  04/29/05  05/01/08    100.000      0.000              0.121762   0.121792   0.124461   0.127189  0.129977     29.63    45.63     
                           46625HCJ7  04/27/05  04/27/10    100.000      0.000                         0.127291   0.130207   0.133191  0.136242     31.25    47.80     
                           46625HCL2  05/31/05  05/31/12    100.000      0.000                         0.127804   0.130744   0.133752  0.136829     27.06    47.80     
                           46625HCN8  05/25/05  05/24/07    100.000      0.000                         0.116121   0.120555   0.121123  0.125761     25.83    44.30     
                           46625HCQ1  06/22/05  06/22/11    100.000      0.000                         0.129180   0.132184   0.135258  0.138403     24.44    48.20     
JP Morgan Chase & Co.      4662A0NW7  08/08/05  09/03/10    100.000      0.000                         0.131705   0.132139   0.135272  0.138479     18.89    48.88     
Jackson, TN                468826GP1  07/09/98  07/01/12     40.347      0.000    210.99    0.112651   0.116368   0.120209   0.124175               41.22    43.99     
Jacobs Entertainment       469815AA2  02/08/02  02/01/09     96.040     11.875     12.46    0.013912   0.014799   0.015742   0.016745  0.017813      5.44     6.16     
                           469815AB0  02/08/02  02/01/09     96.040     11.875     12.46    0.013912   0.014799   0.015742   0.016745  0.017813      5.44     6.16     
Jersey & Greene Counties   476538CP6  06/26/03  02/01/05    100.000      0.000              0.065490                                                 1.96              
                           476538CQ4  06/26/03  02/01/06    100.000      0.000              0.077225   0.078267   0.079324                          28.30     2.38     
                           476538CR2  06/26/03  02/01/07    100.000      0.000              0.093511   0.095030   0.096574   0.098143  0.099738     34.40    35.52     
                           476538CS0  06/26/03  02/01/08    100.000      0.000              0.109989   0.112079   0.114208   0.116378  0.118588     40.61    42.16     
Josephine County, OR       480890AA0  10/30/01  06/01/17     36.621      0.000     83.06    0.081293   0.083955   0.086705   0.089544  0.092476     29.91    31.90     
                           480890AB8  10/30/01  06/01/18     33.518      0.000     77.92    0.076452   0.079013   0.081659   0.084395  0.087222     28.14    30.06     
                           480890AE2  10/30/01  06/01/05     84.358      0.000    136.89    0.130178                                                19.53              
                           480890AF9  10/30/01  06/01/06     80.090      0.000    132.87    0.126560   0.129660   0.132836                          46.31    19.93     
                           480890AG7  10/30/01  06/01/07     74.256      0.000    136.68    0.131273   0.134817   0.138457   0.142194  0.146033     48.11    50.74     
                           480890AH5  10/30/01  06/01/08     69.953      0.000    131.32    0.126339   0.129812   0.133382   0.137049  0.140818     46.32    48.90     
                           480890AJ1  10/30/01  06/01/09     65.529      0.000    126.63    0.122129   0.125578   0.129125   0.132773  0.136523     44.80    47.36     
                           480890AK8  10/30/01  06/01/10     61.462      0.000    121.04    0.116931   0.120292   0.123750   0.127308  0.130968     42.90    45.41     
                           480890AL6  10/30/01  06/01/11     57.805      0.000    114.91    0.111096   0.114318   0.117633   0.121044  0.124554     40.77    43.17     
                           480890AM4  10/30/01  06/01/12     54.034      0.000    109.42    0.105958   0.109084   0.112301   0.115614  0.119024     38.90    41.23     
                           480890AN2  10/30/01  06/01/13     50.411      0.000    103.95    0.100833   0.103857   0.106973   0.110182  0.113487     37.03    39.28     
                           480890AP7  10/30/01  06/01/14     46.941      0.000     98.54    0.095741   0.098661   0.101670   0.104771  0.107966     35.17    37.35     
                           480890AQ5  10/30/01  06/01/15     43.624      0.000     93.21    0.090708   0.093520   0.096419   0.099408  0.102489     33.33    35.43     
                           480890AR3  10/30/01  06/01/16     40.464      0.000     87.97    0.085751   0.088451   0.091238   0.094111  0.097076     31.52    33.54     
Jostens Holding Corp.      481086AA4  12/02/03  12/01/13     60.682     VARIES              0.190885   0.200668   0.210952   0.221764  0.233129     71.08    78.55     
                           481086AB2  12/02/03  12/01/13     60.682     VARIES              0.190885   0.200668   0.210952   0.221764  0.233129     71.08    78.55     
                           481086AC0  12/02/03  12/01/13     60.682     VARIES              0.190885   0.200668   0.210952   0.221764  0.233129     71.08    78.55     
Jostens, Inc.              481088AB8  05/10/00  05/01/10*    91.173     12.750     26.65    0.021892                                                 2.63*             
                           481088AC6  05/10/00  05/01/10*    91.173     12.750     26.65    0.021892                                                 2.63*             
                           481088AD4  05/10/00  05/01/10*    91.173     12.750     26.65    0.021892                                                 2.63*             
                           481088AE2  05/10/00  05/01/10*    91.173     12.750     26.65    0.021892                                                 2.63*             
                           481088AF9  05/10/00  05/01/10*    91.173     12.750     26.65    0.021892                                                 2.63*             
KI Holdings, Inc.          48247EAA9  11/18/04  11/15/14     61.808     VARIES              0.169538   0.177769   0.186546   0.195756  0.205422     63.30    69.68     
                           48247EAB7  11/18/04  11/15/14     61.808     VARIES              0.169538   0.177769   0.186546   0.195756  0.205422     63.30    69.68     
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
KI Holdings, Inc.          48247EAC5  11/18/04  11/15/14     61.808     VARIES              0.169538   0.177769   0.186546   0.195756  0.205422     63.30    69.68     
Kaydon Corporation         486587AA6  05/23/03  05/23/23    100.000     VARIES              0.252846   0.258872   0.265154   0.271704  0.278532     92.58    97.14     
                           486587AB4  05/23/03  05/23/23    100.000     VARIES              0.252846   0.258872   0.265154   0.271704  0.278532     92.58    97.14     
Kendall, Kane and Will                                                                                                                                                 
  Counties, IL             488764NN7  04/22/03  10/01/08    105.843     VARIES              0.110085   0.109538   0.108981   0.108414  0.107835     39.43    39.03     
                           488764NP2  04/22/03  10/01/09    105.260     VARIES              0.117450   0.117016   0.116572   0.116119  0.115657     42.12    41.80     
                           488764NQ0  04/22/03  10/01/10    100.839     VARIES              0.121986   0.121920   0.121853   0.121784  0.121714     43.89    43.84     
                           488764NR8  04/22/03  10/01/11    106.125     VARIES              0.134737   0.134321   0.133896   0.133461  0.133016     48.35    48.05     
                           488764NS6  04/22/03  10/01/12    100.093     VARIES              0.132941   0.132932   0.132922   0.132912  0.132902     47.86    47.85     
                           488764NT4  04/22/03  10/01/13    100.778     VARIES              0.137010   0.136964   0.136917   0.136869  0.136820     49.31    49.27     
Keyspan Corporation        49337W407  05/06/02  05/16/08*   100.000     VARIES              0.159959                                                13.28*             
                           49337WAE0  05/06/02  05/16/08    100.000     VARIES              0.159959   0.160044   0.159543   0.159028  0.158499     57.58    57.30     
L-3 Communications                                                                                                                                                     
  Holdings, Inc.           502424AE4  07/29/05  08/01/35    100.000     VARIES                         0.175822   0.175854   0.178783  0.181803     26.73    64.73     
LaSalle & DeKalb                                                                                                                                                       
  Counties, Illinois       504238AW6  09/04/03  12/30/05    101.029     VARIES              0.077546   0.077369                                     27.81              
                           504238AX4  09/04/03  12/30/06    100.029     VARIES              0.096656   0.096646   0.096636   0.096626               34.79    34.69     
LaSalle County, IL         504570DA7  04/01/04  12/01/05     96.342      0.000     16.31    0.061055   0.061741                                     20.27              
                           504570DB5  04/01/04  12/01/06    103.959     VARIES              0.078184   0.079224   0.075044   0.074471               28.24    24.66     
                           504570DC3  04/01/04  12/01/07    104.125     VARIES              0.090487   0.091874   0.087179   0.086685  0.086183     32.73    31.27     
LaSalle County, IL         504592AL0  04/16/03  12/01/05    105.089     VARIES              0.083484   0.082688                                     27.41              
                           504592AM8  06/19/03  12/01/05    103.742     VARIES              0.066879   0.066388                                     21.98              
                           504592AN6  06/19/03  12/01/06    104.790     VARIES              0.073573   0.073089   0.072599   0.072102               26.37    23.87     
LaSalle County, IL         504597AQ8  11/17/03  12/01/05    105.154     VARIES              0.079069   0.078122                                     25.92              
                           504597AR6  11/17/03  12/01/06    105.821     VARIES              0.097464   0.096599   0.095720   0.094825               34.88    31.43     
                           504597AS4  11/17/03  12/01/07    105.602     VARIES              0.113739   0.113026   0.112299   0.111557  0.110801     40.77    40.25     
                           504597AT2  11/17/03  12/01/08    105.395     VARIES              0.125498   0.124907   0.124303   0.123685  0.123055     45.04    44.60     
Lake County, IL                                                                                                                                                        
  School District No.187   509262CQ2  04/09/03  01/01/06     92.198      0.000     48.69    0.080868   0.082080                                     29.33              
                           509262CR0  04/09/03  01/01/07     87.867      0.000     54.31    0.090681   0.092268   0.093882   0.095524               32.93    34.09     
                           509262CS8  04/09/03  01/01/08     83.406      0.000     57.21    0.095911   0.097769   0.099663   0.101593               34.86    36.23     
                           509262CT6  04/09/03  01/01/09     78.814      0.000     58.71    0.098779   0.100853   0.102970   0.105132               35.93    37.46     
                           509262CU3  04/09/03  01/01/10     74.126      0.000     59.28    0.100050   0.102301   0.104602   0.106955               36.42    38.08     
                           509262CV1  04/09/03  01/01/21     35.244      0.000     37.74    0.064700   0.066631   0.068620   0.070668               23.64    25.07     
Lakeway Municipal                                                                                                                                                      
  Utility District         512503NS8  07/17/98  09/01/05     63.714      0.000    321.66    0.167630   0.173018                                     41.20              
Language Line                                                                                                                                                          
  Holdings II, Inc.        515860AA2  06/11/04  06/15/13     50.460     VARIES              0.212300   0.227293   0.243346   0.260532  0.278932     79.62    91.27     
                           515860AB0  06/11/04  06/15/13     50.460     VARIES              0.212300   0.227293   0.243346   0.260532  0.278932     79.62    91.27     
                           515860AC8  06/11/04  06/15/13     50.460     VARIES              0.212300   0.227293   0.243346   0.260532  0.278932     79.62    91.27     
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Language Line                                                                                                                                                          
  Holdings II, Inc.        515861AA0  06/11/04  06/15/12     97.432     11.125      1.13    0.005966   0.006313   0.006680   0.007068  0.007479      2.22     2.49     
                           515861AB8  06/11/04  06/15/12     97.432     11.125      1.13    0.005966   0.006313   0.006680   0.007068  0.007479      2.22     2.49     
                           515861AC6  06/11/04  06/15/12     97.432     11.125      1.13    0.005966   0.006313   0.006680   0.007068  0.007479      2.22     2.49     
Lee & Ogle Counties, IL    523372AC4  07/02/03  04/01/05    100.286     VARIES              0.066214                                                 5.96              
                           523372AD2  07/02/03  04/01/06    100.261     VARIES              0.076053   0.076029   0.076005                          27.37     6.84     
                           523372AE0  07/02/03  04/01/07    100.510     VARIES              0.094237   0.094186   0.094135   0.094083  0.094029     33.91    33.87     
                           523372AF7  07/02/03  04/01/08    100.396     VARIES              0.108077   0.108045   0.108012   0.107979  0.107945     38.90    38.87     
                           523372AG5  07/02/03  04/01/09    100.704     VARIES              0.118118   0.118060   0.118002   0.117942  0.117881     42.50    42.46     
                           523372AH3  07/02/03  04/01/10    101.077     VARIES              0.125514   0.125432   0.125348   0.125263  0.125175     45.16    45.09     
                           523372AT7  06/09/05  04/01/07     88.783      0.000                         0.164518   0.167935   0.173537  0.179325     33.54    62.49     
                           523372AU4  06/09/05  04/01/08     83.138      0.000                         0.154117   0.157321   0.162570  0.167995     31.42    58.54     
                           523372AV2  06/09/05  04/01/09     77.853      0.000                         0.144341   0.147340   0.152257  0.157338     29.43    54.83     
                           523372AW0  06/09/05  04/01/10     72.903      0.000                         0.135176   0.137988   0.142594  0.147353     27.56    51.35     
                           523372AX8  06/09/05  04/01/11     68.268      0.000                         0.126594   0.129224   0.133538  0.137995     25.81    48.09     
Lehman Brothers                                                                                                                                                        
  Holdings, Inc.           524908779  02/05/02  02/05/07    100.000      0.000              0.180401   0.185497   0.190737   0.196126  0.201666     67.37    71.23     
                           524908CH1  02/24/00  02/24/07    100.000      0.250              0.321316   0.334126   0.347459   0.361335  0.375777    121.30   131.18     
                           524908CS7  11/14/00  11/14/07    100.000      0.250              0.289335   0.300278   0.311645   0.323452  0.335717    107.18   115.45     
                           524908CT5  11/14/00  11/14/07    100.000      0.250              0.289335   0.300278   0.311645   0.323452  0.335717    107.18   115.45     
                           524908CU2  01/05/01  01/05/06    100.000      0.250              0.240013   0.252285   0.256616                          92.81     1.03     
                           524908CZ1  02/26/01  02/27/06    100.000      0.250              0.163702   0.167619   0.171634                          60.62     9.61     
                           524908DH0  06/01/01  06/01/08    100.000      0.250              0.234874   0.242571   0.250527   0.258752  0.267255     86.41    92.17     
                           524908DN7  07/03/01  07/03/06    100.000      0.250              0.191303   0.196681   0.202217   0.207914               71.78    37.83     
                           524908DU1  10/02/01  07/02/06    100.000      0.000              0.181009   0.186075   0.191283   0.196637               67.91    35.59     
                           524908DW7  12/26/01  12/26/06    100.000      0.000              0.189335   0.194778   0.200378   0.206139               69.20    72.17     
                           524908ED8  04/30/02  04/30/05    100.000      0.000              0.151868                                                18.07              
                           524908EE6  07/02/02  07/02/05    100.000      0.000              0.130057   0.132853                                     24.04              
                           524908EF3  06/19/02  06/19/09    100.000      0.250              0.142328   0.145442   0.148628   0.151886  0.155220     51.87    54.17     
                           524908EK2  08/05/02  08/05/07    100.000      0.000              0.153305   0.157137   0.161066   0.165092  0.169220     57.01    59.90     
                           524908EN6  08/05/02  08/05/08    100.000      0.000              0.161758   0.166004   0.170362   0.174834  0.179423     60.25    63.46     
                           524908EP1  09/27/02  09/27/07    100.000      0.000              0.120268   0.122673   0.125127   0.127629  0.130182     44.19    45.97     
                           524908ES5  10/02/02  10/02/07    100.000      0.250              0.088019   0.089236   0.090470   0.091723  0.092994     32.12    33.02     
                           524908FB1  12/11/02  12/11/07    100.000      0.625              0.125275   0.127541   0.129854   0.132217  0.134629     45.60    47.27     
                           524908FJ4  04/29/03  04/29/10    100.000      0.000              0.130469   0.133340   0.136273   0.139271  0.142335     47.85    49.97     
                           524908FL9  05/01/03  05/01/10    100.000      0.250              0.129999   0.132706   0.135473   0.138301  0.141190     47.62    49.62     
                           524908FN5  05/08/03  05/08/10    100.000      0.250              0.125289   0.127804   0.130373   0.132995  0.135674     45.83    47.69     
                           524908FP0  05/13/03  05/13/10    100.000      0.250              0.123724   0.126176   0.128680   0.131237  0.133847     45.22    47.03     
                           524908FR6  05/27/03  05/27/08    100.000      0.250              0.088638   0.089888   0.091157   0.092446  0.093754     32.22    33.14     
                           524908JE1  09/10/03  06/10/10    100.000      0.000              0.133988   0.137042   0.140166   0.143361  0.146629     48.92    51.17     
                           524908JJ0  10/09/03  10/09/10    100.000      1.600              0.123000   0.124693   0.126422   0.128189  0.129994     44.87    46.12     
                           524908JK7  11/06/03  11/06/09    100.000      0.000              0.122524   0.125115   0.127762   0.130464  0.133223     44.86    46.78     
                           524908LS7  02/11/04  02/11/11    100.000      0.750              0.122143   0.124332   0.126567   0.128851  0.131184     44.98    46.62     
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Lehman Brothers                                                                                                                                                        
  Holdings, Inc.           524908MJ6  10/06/04  10/06/11    100.000      0.250              0.122223   0.124759   0.127351   0.130000  0.132707     44.89    46.78     
Lehman Brothers                                                                                                                                                        
  Holdings, Inc.           52517PAE1  10/15/93  10/15/23    100.000     VARIES              0.209056   0.208858   0.208654   0.208442  0.208223     75.19    75.04     
                           52517PEV9  07/07/95  07/07/05    100.000     VARIES              0.025314   0.024916                                      4.64              
                           52517PTE1  01/16/03  01/16/13*   100.000      0.000              0.152083                                                 2.28*             
                           52517PTG6  01/30/03  01/30/13    100.000      0.000              0.123704   0.128440   0.129045   0.133987  0.134618     46.84    48.86     
                           52517PTP6  02/18/03  02/18/08    100.000      0.000              0.120599   0.125155   0.125682   0.130430  0.130980     45.53    47.45     
                           52517PUD1  05/21/03  05/21/15*   100.000     10.000              0.137031                                                 6.99*             
                           52517PUH2  06/12/03  06/12/13    100.000     VARIES              0.121651   0.119371   0.118365   0.116028  0.114927     43.92    42.71     
                           52517PUK5  05/23/03  05/23/13    100.000     VARIES              0.118473   0.115973   0.117306   0.114800  0.116087     42.74    42.31     
                           52517PUL3  06/12/03  06/12/18    100.000     VARIES              0.143590   0.142610   0.142470   0.140750  0.140551     52.21    51.65     
                           52517PUP4  07/03/03  07/03/18    100.000     VARIES              0.125350   0.125535   0.121583   0.121615  0.117635     45.10    43.67     
                           52517PUR0  07/17/03  07/17/15    100.000     VARIES              0.116043   0.116157   0.112444   0.112417  0.108684     41.77    40.41     
                           52517PUS8  06/24/03  06/24/08    100.000      0.250              0.083805   0.084920   0.086050   0.087197  0.088361     30.39    31.20     
                           52517PUT6  07/16/03  01/16/09    100.000     VARIES              0.088674   0.089348   0.087095   0.087715  0.085462     32.22    31.63     
                           52517PUW9  07/30/03  07/30/07    100.000     VARIES              0.084730   0.085686   0.083840   0.084766  0.082959     30.96    30.63     
                           52517PUX7  08/07/03  08/07/08    100.000     VARIES              0.107186   0.108173   0.105616   0.106544  0.103982     39.07    38.48     
                           52517PVC2  08/27/03  08/27/10    100.000      0.250              0.136434   0.139477   0.142592   0.145780  0.149042     50.43    52.71     
                           52517PVE8  09/25/03  09/25/10    100.000      0.250              0.127049   0.129686   0.132380   0.135133  0.137947     46.72    48.69     
                           52517PVG3  09/30/03  09/30/10    100.000      0.250              0.124634   0.127170   0.129761   0.132408  0.135112     45.79    47.68     
                           52517PVK4  10/30/03  10/30/13*   100.000     VARIES              0.161797   0.163090                                     49.10*             
                           52517PVN8  12/17/03  12/17/18    100.000     VARIES              0.167932   0.168583   0.171134   0.171593  0.173980     61.46    62.59     
                           52517PVR9  01/13/04  01/13/11    100.000      0.250              0.124181   0.126748   0.129372   0.132053  0.134793     46.04    47.97     
                           52517PVX6  03/16/04  03/16/07    100.000     VARIES              0.076831   0.075067   0.075784   0.074023  0.076276     27.61    27.39     
                           52517PWB3  04/08/04  04/08/14    100.000     VARIES              0.129727   0.126186   0.124628   0.121653  0.119960     46.27    44.55     
                           52517PWC1  04/08/04  04/08/11    100.000     VARIES              0.113566   0.110308   0.108496   0.105737  0.104093     40.42    38.72     
                           52517PWR8  05/13/04  09/16/10     90.250      1.000              0.122652   0.124944   0.127291   0.129695  0.132156     45.05    46.77     
                           52517PWX5  07/07/04  07/07/11    100.000      0.250              0.140277   0.143644   0.147095   0.150634  0.154262     52.29    54.84     
                           52517PWY3  07/29/04  07/29/14    100.000     VARIES              0.148574   0.148558   0.143631   0.144150  0.140662     53.46    52.06     
                           52517PXB2  08/20/04  08/20/09    100.000     VARIES              0.127677   0.127001   0.122120   0.121544  0.117584     45.74    43.86     
                           52517PXD8  08/26/04  08/26/14    100.000     VARIES              0.149109   0.148918   0.143799   0.144130  0.140451     53.71    52.12     
                           52517PXE6  08/30/04  08/30/19*   100.000     VARIES              0.189389                                                10.98*             
                           52517PXF3  09/15/04  09/15/14    100.000     VARIES              0.146292   0.141242   0.140436   0.134969  0.133890     51.83    49.55     
                           52517PXG1  09/15/04  09/15/14    100.000     VARIES              0.146292   0.141242   0.140436   0.134969  0.133890     51.83    49.55     
                           52517PXJ5  10/25/04  10/25/11    100.000     VARIES              0.127978   0.124834   0.123644   0.121378  0.121048     45.84    44.54     
                           52517PXK2  10/27/04  10/27/14    100.000     VARIES              0.141407   0.137925   0.136596   0.134072  0.133682     50.66    49.20     
                           52517PXL0  10/25/04  10/25/11    100.000     VARIES              0.127959   0.123861   0.121364   0.117785  0.116072     45.51    43.28     
                           52517PXQ9  11/01/04  11/01/14    100.000     VARIES              0.137178   0.135764   0.134315   0.134202  0.134086     48.96    48.32     
                           52517PXZ9  12/07/04  12/07/16    100.000     VARIES              0.145238   0.143951   0.142631   0.142729  0.142830     51.99    51.37     
                           52517PYC9  12/06/04  12/06/11    100.000     VARIES              0.129882   0.126639   0.124728   0.121069  0.118670     46.68    44.70     
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Lehman Brothers                                                                                                                                                        
  Holdings Inc.            52517PYF2  12/23/04  06/23/08    100.000     VARIES              0.110428   0.108188   0.107656   0.107023  0.107510     39.87    39.18     
                           52517PYG0  12/30/04  12/30/19    100.000     VARIES              0.153834   0.147325   0.140636   0.141069  0.141514     54.20    50.71     
                           52517PYH8  01/06/05  01/06/20    100.000     VARIES                         0.163208   0.162290   0.161346  0.160373     57.78    57.92     
                           52517PYJ4  12/30/04  12/30/19    100.000     VARIES              0.163290   0.157884   0.152319   0.152714  0.153120     57.80    54.91     
                           52517PYK1  12/29/04  12/29/11    100.000     VARIES              0.131534   0.127994   0.126517   0.123605  0.121999     47.35    45.63     
                           52517PYL9  12/29/04  12/29/14    100.000     VARIES              0.143295   0.139032   0.136993   0.133741  0.131893     51.50    49.39     
                           52517PYM7  01/28/05  01/28/20    100.000     VARIES                         0.164319   0.163428   0.162511  0.161566     54.58    58.38     
Level 3 Communications     52729NAD2  12/02/98  12/01/08     59.966     VARIES              0.291664   0.291664   0.291664   0.291663  0.291663    105.00   105.00     
                           52729NAE0  12/02/98  12/01/08     59.966     VARIES              0.291664   0.291664   0.291664   0.291663  0.291663    105.00   105.00     
                           52729NAF7  12/02/98  12/01/08     59.966     VARIES              0.291664   0.291664   0.291664   0.291663  0.291663    105.00   105.00     
                           52729NAR1  02/29/00  03/15/10     53.308     VARIES              0.335987   0.357613   0.357612   0.357610  0.357608    127.14   128.74     
Liberty Media Corp.        530715AF8  11/16/99  11/15/29    100.000      4.000              0.330448   0.340394   0.350791   0.361659  0.373020    121.69   129.26     
                           530715AG6  11/16/99  11/15/29    100.000      4.000              0.330448   0.340394   0.350791   0.361659  0.373020    121.69   129.26     
                           530715AK7  02/10/00  02/15/30    100.000      3.750              0.343321   0.354597   0.366405   0.378769  0.391717    128.76   137.57     
                           530715AL5  02/10/00  02/15/30    100.000      3.750              0.343321   0.354597   0.366405   0.378769  0.391717    128.76   137.57     
                           530715AM3  01/11/01  01/15/31    100.000      3.500              0.328095   0.339061   0.350548   0.362581  0.375186    123.82   132.45     
                           530715AN1  01/11/01  01/15/31    100.000      3.500              0.328095   0.339061   0.350548   0.362581  0.375186    123.82   132.45     
                           530715AP6  03/08/01  03/15/31    100.000      3.250              0.372575   0.387211   0.402607   0.418801  0.435834    139.94   151.38     
                           530715AQ4  03/08/01  03/15/31    100.000      3.250              0.372575   0.387211   0.402607   0.418801  0.435834    139.94   151.38     
                           530715AR2  03/08/01  03/15/31    100.000      3.250              0.372575   0.387211   0.402607   0.418801  0.435834    139.94   151.38     
Liberty Media Corp.        530718AB1  03/26/03  03/30/23     98.500      0.750              0.164767   0.168797   0.172941   0.177200  0.181579     60.79    63.81     
                           530718AF2  03/26/03  03/30/23     98.500      0.750              0.164767   0.168797   0.172941   0.177200  0.181579     60.79    63.81     
Lin Television Corp.       532776AD3  06/14/01  01/15/08*    96.288      8.000     17.40    0.015169   0.016096                                      1.19*             
                           532776AE1  06/14/01  01/15/08*    96.288      8.000     17.40    0.015169   0.016096                                      1.19*             
                           532776AF8  06/14/01  01/15/08*    96.288      8.000     17.40    0.015169   0.016096                                      1.19*             
Lithia Motors, Inc.        536797AA1  05/03/04  05/01/14    100.000     VARIES              0.257568   0.265565   0.273921   0.282654  0.291779     95.15   101.25     
                           536797AB9  05/03/04  05/01/14    100.000     VARIES              0.257568   0.265565   0.273921   0.282654  0.291779     95.15   101.25     
Lockheed Martin Corp.      539830AN9  08/13/03  08/15/33     98.500     VARIES              0.184800   0.191963   0.192998   0.200571  0.199674     69.89    72.74     
                           539830AP4  08/13/03  08/15/33     98.500     VARIES              0.184800   0.191963   0.192998   0.200571  0.199674     69.89    72.74     
Loral Cyberstar, Inc.      543868AC7  12/27/01  07/15/06     71.938     10.000              0.195642   0.215563   0.237512   0.261697               80.97    50.43     
Lowe's Companies, Inc.     548661CD7  02/16/01  02/16/21     60.841      0.000     61.50    0.046090   0.046666   0.047249   0.047840  0.048438     16.85    17.28     
Lucent Technologies                                                                                                                                                    
  Capital Trust I          549462208  03/19/02  03/15/17    100.000      7.750              0.215278   0.215278   0.215278   0.215278  0.215278     77.50    77.50     
                           549462307  03/19/02  03/15/17    100.000      7.750              0.215278   0.215278   0.215278   0.215278  0.215278     77.50    77.50     
Lyondell Chemical Co.      552078AS6  12/04/02  12/15/08     97.750      9.500      6.31    0.009509   0.009984   0.010484   0.011008  0.011559      3.52     3.89     
                           552078AT4  12/04/02  12/15/08     97.750      9.500      6.31    0.009509   0.009984   0.010484   0.011008  0.011559      3.52     3.89     
Manpower Inc.              56418HAB6  08/17/01  08/17/21*    55.126      0.000     58.24    0.050231   0.050985                                      4.50*             
                           56418HAC4  08/17/01  08/17/21*    55.126      0.000     58.24    0.050231   0.050985                                      4.50*             
Marion County, OR          56913RAD0  03/28/02  06/01/05     84.618      0.000    132.20    0.144155                                                21.62              
                           56913RAE8  03/28/02  06/01/06     79.181      0.000    132.11    0.144781   0.148884   0.153103                          53.11    22.97     
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Marion County, OR          56913RAF5  03/28/02  06/01/07     73.606      0.000    130.70    0.143935   0.148259   0.152713   0.157301  0.162026     52.86    56.08     
                           56913RAG3  03/28/02  06/01/08     68.057      0.000    127.75    0.141345   0.145817   0.150431   0.155191  0.160101     51.96    55.30     
                           56913RAH1  03/28/02  06/01/09     63.326      0.000    121.70    0.134921   0.139285   0.143790   0.148440  0.153241     49.62    52.88     
                           56913RAJ7  03/28/02  06/01/10     58.440      0.000    116.24    0.129258   0.133574   0.138034   0.142644  0.147407     47.57    50.80     
                           56913RAK4  03/28/02  06/01/11     53.951      0.000    110.09    0.122701   0.126897   0.131236   0.135723  0.140364     45.18    48.33     
                           56913RAL2  03/28/02  06/01/12     49.948      0.000    103.53    0.115559   0.119568   0.123717   0.128009  0.132450     42.57    45.57     
                           56913RAM0  03/28/02  06/01/13     46.303      0.000     97.02    0.108403   0.112202   0.116134   0.120204  0.124417     39.94    42.79     
                           56913RAN8  03/28/02  06/01/14     42.967      0.000     90.73    0.101443   0.105023   0.108730   0.112567  0.116540     37.38    40.07     
                           56913RAP3  03/28/02  06/01/15     39.329      0.000     84.96    0.095196   0.098628   0.102183   0.105866  0.109682     35.10    37.67     
                           56913RAQ1  03/28/02  06/01/16     36.142      0.000     79.25    0.088926   0.092176   0.095544   0.099036  0.102655     32.80    35.24     
                           56913RAR9  03/28/02  06/01/17     33.393      0.000     73.76    0.082831   0.085879   0.089039   0.092315  0.095712     30.55    32.84     
                           56913RAS7  03/28/02  06/01/18     31.307      0.000     68.65    0.077033   0.079848   0.082766   0.085791  0.088926     28.41    30.53     
                           56913RAT5  03/28/02  06/01/19     28.898      0.000     63.84    0.071684   0.074322   0.077056   0.079892  0.082831     26.44    28.42     
                           56913RAU2  03/28/02  06/01/20     26.649      0.000     59.30    0.066639   0.069108   0.071668   0.074323  0.077076     24.59    26.44     
Markel Corporation         570535AD6  05/23/02  08/15/07     92.756      7.200     32.02    0.037691   0.039380   0.041145   0.042990  0.044917     14.34    15.66     
                           570535AE4  05/23/02  05/15/08     90.005      7.000     37.10    0.044824   0.046888   0.049048   0.051307  0.053670     16.70    18.28     
Marquee Holdings, Inc.     57143VAA7  08/18/04  08/15/14     55.894     VARIES              0.186307   0.197299   0.209136   0.221684  0.234985     72.15    81.06     
                           57143VAB5  08/18/04  08/15/14     55.894     VARIES              0.186307   0.197299   0.209136   0.221684  0.234985     72.15    81.06     
                           57143VAC3  08/18/04  08/15/14     55.894     VARIES              0.186307   0.197299   0.209136   0.221684  0.234985     72.15    81.06     
Marriott International                                                                                                                                                 
  Incorporated             571903AA1  05/08/01  05/08/21     86.095      0.000              0.255832   0.266196   0.276978   0.288198  0.299872     95.09   102.95     
                           571903AB9  05/08/01  05/08/21     86.095      0.000              0.255832   0.266196   0.276978   0.288198  0.299872     95.09   102.95     
                           571903AC7  05/08/01  05/08/21     86.095      0.000              0.255832   0.266196   0.276978   0.288198  0.299872     95.09   102.95     
Masco Corporation          574599AW6  07/20/01  07/20/31     39.445     VARIES              0.113055   0.117648   0.122427   0.127401  0.132577     43.04    46.60     
                           574599BB1  07/20/01  07/20/31     39.445     VARIES              0.113055   0.117648   0.122427   0.127401  0.132577     43.04    46.60     
Matria Healthcare, Inc.    576817AA8  07/09/01  05/01/08     93.500     11.000     26.65    0.026112   0.027284   0.029462   0.030785  0.033242      9.95    11.23     
                           576817AB6  07/09/01  05/01/08     93.500     11.000     26.65    0.026112   0.027284   0.029462   0.030785  0.033242      9.95    11.23     
McCaw International LTD.   579472AA9  03/06/97  04/15/07     50.991     VARIES              0.368254   0.368731   0.369240   0.369782  0.370361    132.73   133.11     
                           579472AB7  03/06/97  04/15/07     50.991     VARIES              0.368254   0.368731   0.369240   0.369782  0.370361    132.73   133.11     
                           579472AC5  03/06/97  04/15/07     50.991     VARIES              0.368254   0.368731   0.369240   0.369782  0.370361    132.73   133.11     
                           579472AD3  03/06/97  04/15/07     50.991     VARIES              0.368254   0.368731   0.369240   0.369782  0.370361    132.73   133.11     
                           579472AE1  03/06/97  04/15/07     50.991     VARIES              0.368254   0.368731   0.369240   0.369782  0.370361    132.73   133.11     
McHenry County, Illinois   581156AV8  03/11/04  12/01/05     95.554      0.000     20.57    0.071881   0.072836                                     23.89              
                           581156AW6  03/11/04  12/01/06    108.179     VARIES              0.099066   0.100661   0.092261   0.090883               35.75    30.20     
                           581156AX4  03/11/04  12/01/07    100.444     VARIES              0.103350   0.105215   0.100534   0.100469  0.100402     37.46    36.18     
                           581156AY2  03/11/04  12/01/08    104.812     VARIES              0.122907   0.125426   0.117535   0.116955  0.116363     44.54    42.17     
                           581156AZ9  03/11/04  12/01/09    106.159     VARIES              0.132398   0.135279   0.126375   0.125740  0.125092     48.00    45.34     
Medicis Pharmaceutical                                                                                                                                                 
  Corporation              584690AB7  08/14/03  06/04/33     93.000     VARIES              0.260552   0.270566   0.281038   0.291989  0.303441     96.15   103.75     
Medtronic, Inc.            585055AA4  09/11/01  09/15/21    100.000     VARIES              0.218288   0.223650   0.229192   0.234921  0.240842     80.70    84.78     
                           585055AB2  09/11/01  09/15/21    100.000     VARIES              0.218288   0.223650   0.229192   0.234921  0.240842     80.70    84.78     
                           585055AD8  09/11/01  09/15/21    100.000     VARIES              0.218288   0.223650   0.229192   0.234921  0.240842     80.70    84.78     
Cass & Sangamon                                                                                                                                                        
  Counties, Illinois       586362DH5  06/10/04  12/01/05    104.007      0.000              0.088331   0.089662                                     29.39              
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Cass & Sangamon                                                                                                                                                        
  Counties, Illinois       586362DJ1  06/10/04  12/01/06    104.830     VARIES              0.107775   0.109735   0.103091   0.102086               39.01    33.84     
                           586362DK8  06/10/04  12/01/07    105.112     VARIES              0.120546   0.122988   0.115943   0.115112  0.114265     43.70    41.54     
The Mens Wearhouse, Inc.   587118AB6  10/21/03  10/15/23    100.000     VARIES              0.233083   0.238935   0.245020   0.251348  0.257930     85.87    90.33     
                           587118AC4  10/21/03  10/15/23    100.000     VARIES              0.233083   0.238935   0.245020   0.251348  0.257930     85.87    90.33     
Mercury Interactive Corp   589405AC3  04/29/03  05/01/08     98.000      0.000      6.64    0.011065   0.011088   0.011110   0.011132  0.011155      3.99     4.01     
                           589405AD1  04/29/03  05/01/08     98.000      0.000      6.64    0.011065   0.011088   0.011110   0.011132  0.011155      3.99     4.01     
Merisant Worldwide, Inc.   58985CAA8  11/12/03  05/15/14     55.131     VARIES              0.211490   0.224443   0.238190   0.252779  0.268261     79.70    89.76     
Merrill Lynch & Co.,Inc.   590188249  09/13/00  09/13/07    100.000      0.000              0.264205   0.269261   0.283585   0.289012  0.304388     99.50   106.80     
                           590188256  08/04/00  08/03/07    100.000      0.000              0.275783   0.290934   0.296990   0.313306  0.319828    106.61   114.80     
                           590188264  08/04/00  08/03/07    100.000      0.000              0.275783   0.290934   0.296990   0.313306  0.319828    106.61   114.80     
                           590188272  06/29/00  06/29/07    100.000      0.000              0.300892   0.310876   0.324731   0.335506  0.350458    111.72   120.58     
                           590188280  03/30/00  03/30/07    100.000      0.000              0.289220   0.300039   0.311263   0.322906  0.334985    108.07   116.31     
                           590188298  03/03/00  03/05/07    100.000      0.000              0.249673   0.258017   0.266639   0.275550  0.284759     93.35    99.70     
                           590188A40  07/26/00  07/26/05    100.000      2.000              0.249705   0.261172                                     53.51              
                           590188A65  05/23/01  05/23/31     51.108     VARIES              0.107571   0.110870   0.114270   0.117774  0.121385     39.57    42.04     
                           590188A73  03/13/02  03/13/32    100.000     VARIES              0.182700   0.187919   0.193287   0.198809  0.204488     67.85    71.79     
                           590188JA7  02/09/98  02/02/05    100.000      0.000              0.245961                                                 7.62              
                           590188P44  09/30/03  09/30/08    100.000      0.000              0.097656   0.099316   0.101004   0.102720  0.104466     35.76    36.99     
                           590188P51  10/03/03  10/03/08    100.000      0.000              0.104261   0.106148   0.108070   0.110027  0.112019     38.21    39.60     
                           590188V70  07/30/04  07/30/07    100.000      0.000              0.087697   0.089081   0.090488   0.091916  0.093367     32.24    33.27     
                           590188V88  08/31/04  08/31/07    100.000      0.000              0.070697   0.070791   0.072488   0.072584  0.074323     25.68    26.34     
                           590188V96  09/27/04  09/27/07    100.000      0.000              0.069911   0.070791   0.071682   0.072584  0.073498     25.49    26.14     
                           590188W20  10/29/04  10/29/07    100.000      0.000              0.069972   0.070854   0.071746   0.072650  0.073565     25.46    26.10     
                           590188W38  11/30/04  11/30/07    100.000      0.000              0.087928   0.089320   0.090733   0.092169  0.093628     31.99    33.01     
                           590188W79  12/30/04  01/02/14    100.000      0.000              0.128589   0.128622   0.131599   0.134645  0.137761     46.84    49.03     
Merrill Lynch & Co.,Inc.   59018FBA9  05/16/03  05/17/10    100.000      0.250              0.118509   0.120759   0.123053   0.125394  0.127783     43.27    44.93     
                           59018FBD3  12/30/03  12/30/06    100.000      0.000              0.066854   0.067640   0.068435   0.069239               24.21    24.71     
Merrill Lynch & Co.,Inc.   59018SB94  03/20/98  03/20/28     12.154      0.000     74.19    0.038109   0.039471   0.040882   0.042344  0.043858     14.24    15.28     
                           59018SRZ9  02/25/97  02/25/27      9.506      0.000     80.93    0.038044   0.039566   0.041148   0.042794  0.044506     14.36    15.53     
                           59018SZT4  02/09/98  02/02/05    100.000      0.000              0.240611                                                 7.70              
Merrill Lynch & Co.,Inc.   59018YDJ7  01/12/01  01/07/08    100.000      0.250              0.217752   0.224448   0.231356   0.238484  0.245838     81.96    87.09     
                           59018YKD2  06/27/01  06/27/08    100.000      0.250              0.212446   0.218838   0.225428   0.232223  0.239230     77.68    82.43     
                           59018YNR8  10/03/02  04/03/06    100.000      1.500              0.099046   0.100030   0.101031                          36.01     9.29     
Merrill Lynch & Co.,Inc.   59021J109  10/06/00  10/05/07    100.000      0.000              0.258190   0.265906   0.276870   0.285144  0.296901     97.30   104.33     
                           59021J141  06/03/03  06/03/10    100.000      0.000              0.102561   0.104358   0.106187   0.108048  0.109941     37.35    38.67     
                           59021J208  11/20/00  11/20/07    100.000      0.000              0.263323   0.272745   0.282503   0.292611  0.303080     97.28   104.36     
                           59021J307  04/30/01  06/27/07    100.000      0.000              0.202717   0.208696   0.214852   0.221189  0.227713     74.10    78.54     
                           59021J315  06/03/03  09/03/08    100.000      0.000              0.087719   0.089052   0.090406   0.091781  0.093176     32.14    33.12     
                           59021J471  09/04/02  09/04/09    100.000      0.000              0.152737   0.156543   0.160443   0.164441  0.168538     56.57    59.43     
                           59021J489  08/07/02  08/07/09    100.000      0.000              0.161898   0.166151   0.170516   0.174996  0.179593     60.29    63.50     
                           59021J513  06/28/02  06/29/09    100.000      0.000              0.175605   0.180448   0.185426   0.190541  0.195796     64.11    67.69     
                           59021J521  05/31/02  06/01/09    100.000      0.000              0.192049   0.197779   0.203680   0.209758  0.216017     70.52    74.79     
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 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   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Merrill Lynch & Co., Inc   59021J588  05/03/02  05/04/09    100.000      0.000              0.198669   0.204774   0.211067   0.217554  0.224240     73.33    77.90     
                           59021J596  05/03/02  05/04/09    100.000      0.000              0.198669   0.204774   0.211067   0.217554  0.224240     73.33    77.90     
                           59021J679  03/28/02  03/30/09    100.000      0.000              0.204111   0.210532   0.217155   0.223986  0.231032     75.82    80.67     
                           59021J695  03/28/02  03/30/09    100.000      0.000              0.204111   0.210532   0.217155   0.223986  0.231032     75.82    80.67     
                           59021J794  01/16/02  01/16/09    100.000      0.000              0.182277   0.187473   0.192817   0.198314  0.203968     68.29    72.24     
                           59021J877  09/28/01  09/29/08    100.000      0.000              0.180285   0.185254   0.190360   0.195607  0.200998     66.72    70.45     
                           59021J885  08/31/01  08/29/08    100.000      0.000              0.182442   0.188628   0.192898   0.199438  0.203953     69.02    72.98     
                           59021JAA7  05/28/02  05/28/09    100.000      1.000              0.194587   0.199724   0.205020   0.210479  0.216107     71.32    75.16     
Merrill Lynch & Co.,Inc.   59021S695  03/08/05  03/08/10    100.000     VARIES                         0.132219   0.132324   0.132300  0.132276     38.75    47.63     
                           59021S778  02/04/05  02/04/10    100.000      3.800                                                                                         
                           59021S794  12/10/04  01/02/08    100.000      0.000              0.100598   0.100821   0.102646   0.104505  0.106397     36.62    37.96     
                           59021S836  11/30/04  01/30/06    100.000      0.000              0.068888   0.069173   0.070030                          25.02     2.03     
                           59021S851  11/05/04  01/05/06    100.000      0.000              0.069894   0.070187   0.071070                          25.42      .28     
                           59021S877  11/30/04  11/30/09    100.000     VARIES              0.103102   0.103191   0.103168   0.103176  0.103152     37.13    37.14     
Merrill Lynch & Co.,Inc.   59021W159  09/29/04  09/29/09    100.000     VARIES              0.110096   0.110075   0.110055   0.110034  0.110013     39.63    39.61     
                           59021W183  11/01/04  04/30/12    100.000      0.000              0.110796   0.112993   0.115246   0.117545  0.119889     40.55    42.19     
                           59021W217  08/31/04  08/31/11    100.000      0.000              0.111279   0.112222   0.115731   0.116712  0.120361     40.77    42.40     
                           59021W225  08/31/04  08/31/09    100.000      3.940              0.110674   0.109444   0.110674   0.109444  0.110674     39.62    39.62     
                           59021W290  08/04/04  08/04/09    100.000     VARIES              0.110604   0.110593   0.110583   0.110573  0.110562     39.81    39.80     
                           59021W308  07/02/03  07/02/10    100.000      0.000              0.104980   0.106893   0.108841   0.110825  0.112845     38.83    40.26     
                           59021W324  08/02/04  08/01/08    100.000      0.000              0.110117   0.112288   0.114513   0.116783  0.119098     40.69    42.32     
                           59021W464  05/14/04  02/14/12    100.000      0.000              0.089048   0.090464   0.091903   0.093364  0.094849     32.70    33.75     
                           59021W555  07/30/04  07/29/11    100.000      0.000              0.116226   0.118644   0.121126   0.123660  0.126247     43.02    44.84     
                           59021W571  03/01/04  03/28/11    100.000      0.000              0.101534   0.103352   0.105203   0.107087  0.109004     37.22    38.57     
                           59021W613  03/30/04  03/21/07    100.000      0.000              0.050501   0.050956   0.051415   0.051879  0.052346     18.35    18.69     
                           59021W654  12/26/03  12/27/10    100.000      0.000              0.123407   0.126035   0.128719   0.131460  0.134259     44.92    46.85     
                           59021W704  08/05/03  08/05/10    100.000      0.000              0.127618   0.130425   0.133294   0.136225  0.139221     47.28    49.38     
                           59021W712  12/08/03  03/08/11    100.000      0.000              0.110904   0.113055   0.115247   0.117483  0.119761     40.80    42.40     
                           59021W795  01/30/04  01/31/11    100.000      0.000              0.103844   0.105750   0.107692   0.109668  0.111681     38.31    39.73     
                           59021W845  09/30/03  09/30/10    100.000      0.000              0.119483   0.121950   0.124468   0.127037  0.129660     43.91    45.74     
                           59021W860  09/03/03  09/03/08    100.000      0.000              0.113586   0.115819   0.118097   0.120419  0.122787     41.83    43.49     
                           59021WAA8  07/15/04  07/15/11    100.000      0.000              0.114789   0.117161   0.119582   0.122053  0.124575     42.55    44.32     
Metlife, Inc.              59156RAF5  04/04/00  05/15/05     99.520     VARIES              0.229943                                                30.81              
Metromedia International                                                                                                                                               
  Group, Inc.              591695AE1  09/30/99  09/30/07*    77.427     VARIES              0.272648   0.270392                                     59.42*             
United Mexican States      593048BN0  03/30/01  12/30/19     89.000      8.125      9.87    0.008828   0.009242   0.009675   0.010129  0.010604      3.25     3.57     
Microcell                                                                                                                                                              
  Telecommunications       59501TAG1  06/20/96  06/01/06     43.193     VARIES              0.416271   0.418356   0.420600                         150.36    63.09     
                           59501TAL0  05/25/99  06/01/09     55.731     VARIES              0.333323   0.333322   0.333322   0.333321  0.333320    120.00   120.00     
Mirant Corporation         604675AA6  05/31/01  06/15/21    100.000      2.500              0.295212   0.304855   0.314911   0.325396  0.336329    108.33   115.60     
Mississippi Home Corp.     60535JAD8  06/17/93  12/01/08     34.265      0.000    419.72    0.148446   0.153679   0.159097   0.164706  0.170513     54.70    58.63     
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Mississippi Home Corp.     60535JAH9  07/22/93  06/01/09     36.262      0.000    391.34    0.135385   0.139784   0.144327   0.149017  0.153859     49.80    53.09     
Mississippi Home Corp.     60535MCB3  07/21/93  09/15/16     19.775      0.000    242.99    0.085431   0.088474   0.091626   0.094890  0.098270     31.96    34.28     
J.P. Morgan & Co., Inc.    61688AAF5  02/26/97  04/15/27     10.165      0.000     82.75    0.038968   0.040474   0.042039   0.043664  0.045352     14.53    15.68     
                           61688AAG3  04/24/97  04/24/27      8.845      0.000     76.23    0.037169   0.038702   0.040298   0.041961  0.043691     13.87    15.03     
                           61688AAH1  05/21/97  05/15/27      9.170      0.000     76.51    0.037593   0.039121   0.040711   0.042366  0.044088     13.95    15.11     
                           61688AAJ7  06/18/97  06/18/27      9.169      0.000     75.42    0.037607   0.039135   0.040725   0.042380  0.044101     13.85    15.00     
                           61688AAK4  07/01/97  07/01/27      9.644      0.000     76.62    0.038217   0.039737   0.041316   0.042958               14.03    15.17     
                           61688AAW8  06/30/98  06/30/28     12.693      0.000     71.62    0.038601   0.039952   0.041350   0.042797  0.044295     14.14    15.15     
Morgan Stanley Dean                                                                                                                                                    
  Witter & Co.             617446232  05/20/99  05/18/05    100.000      0.000              0.245209                                                33.59              
                           617446DD8  12/30/98  12/30/05     86.996      0.000              0.186270   0.191439                                     67.80              
                           617446DJ5  05/19/99  05/30/06     98.259      0.000              0.236168   0.243465   0.250988                          86.79    37.40     
                           617446DM8  08/06/99  08/06/06     98.266      0.000              0.273660   0.283348   0.293378   0.303764              103.12    64.95     
                           617446DN6  08/17/99  08/17/05     88.745      0.000              0.253743   0.262903                                     58.99              
                           617446DP1  10/19/99  10/19/06     98.266      0.000              0.272106   0.281698   0.291628   0.301908              101.09    85.84     
                           617446DZ9  07/19/00  07/30/07    100.000      0.250              0.262785   0.271970   0.281485   0.291342  0.301553     99.08   106.14     
                           617446GC7  11/17/00  11/30/07    100.000      0.250              0.243560   0.250259   0.259983   0.267149  0.277545     90.65    96.77     
                           617446GD5  11/17/00  11/30/07    100.000      0.250              0.243560   0.250259   0.259983   0.267149  0.277545     90.65    96.77     
                           617446GF0  01/24/01  01/30/08    100.000      0.250              0.203674   0.209579   0.215660   0.221924  0.228376     76.20    80.69     
                           617446GJ2  04/02/01  03/30/08    100.000      0.500              0.192111   0.197244   0.202526   0.207960  0.213550     71.03    74.89     
                           617446GK9  04/03/01  04/15/08    100.000      0.250              0.194689   0.200112   0.205692   0.211432  0.217338     71.90    75.97     
                           617446GN3  05/02/01  05/30/08    100.000      0.250              0.199265   0.204917   0.210735   0.216723  0.222888     73.11    77.32     
                           617446GQ6  05/30/01  05/30/08    100.000      0.250              0.202730   0.208588   0.214621   0.220834  0.227234     74.41    78.77     
                           617446GR4  08/21/01  12/30/08    100.000      1.250              0.179880   0.183939   0.188111   0.192399  0.196808     65.50    68.50     
                           617446GT0  08/16/01  12/30/08    100.000      0.250              0.187133   0.192204   0.197419   0.202779  0.208291     68.29    72.05     
                           617446GU7  09/27/01  12/30/08    100.000      0.250              0.163663   0.167616   0.171670   0.175826  0.180087     59.64    62.56     
                           617446GV5  10/05/01  12/30/09    100.000      0.000              0.164498   0.168644   0.172894   0.177251  0.181718     59.97    63.03     
                           617446GX1  11/08/01  12/30/08    100.000      0.000              0.143172   0.146382   0.149663   0.153018  0.156448     52.13    54.49     
                           617446GY9  12/11/01  12/30/09     92.281      0.000              0.159478   0.163707   0.168047   0.172503  0.177076     58.18    61.31     
                           617446HH5  08/05/02  12/15/09    100.000      1.000              0.176839   0.181087   0.185455   0.189948  0.194569     64.56    67.72     
                           617446HP7  02/14/03  03/30/10    100.000      0.000              0.140462   0.143755   0.147125   0.150575  0.154105     51.77    54.22     
                           617446HV4  03/12/03  03/31/08    100.000      0.000              0.105146   0.106464   0.108987   0.110353  0.112968     38.98    40.40     
                           617446HX0  03/18/03  06/30/08    100.000      0.000              0.107878   0.109842   0.111842   0.113878  0.115952     39.19    40.63     
                           617446HZ5  04/28/03  09/15/10    100.000      0.000              0.140715   0.144056   0.147475   0.150976  0.154560     51.98    54.47     
                           617446JB6  04/23/03  04/30/10    100.000      0.000              0.136759   0.139901   0.143115   0.146403  0.149766     50.19    52.52     
                           617446JC4  04/25/03  04/30/08    100.000      0.000              0.113896   0.116100   0.118346   0.120635  0.122969     41.67    43.30     
                           617446JE0  04/30/03  04/30/10    100.000      0.000              0.138167   0.141375   0.144657   0.148015  0.151452     50.71    53.10     
                           617446JF7  05/28/03  12/30/10    100.000      0.000              0.117224   0.119548   0.121918   0.124335  0.126800     42.62    44.33     
                           617446JG5  05/06/03  05/15/10    100.000      0.250              0.121245   0.123598   0.125999   0.128450  0.130951     44.29    46.03     
                           617446JH3  05/21/03  05/30/10    100.000      0.000              0.102879   0.104686   0.106524   0.108395  0.110298     37.47    38.80     
                           617446JJ9  07/10/03  06/30/08    100.000      0.000              0.096391   0.097984   0.099604   0.101251  0.102925     34.99    36.16     
                           617446JL4  08/08/03  03/23/07    100.000      0.000              0.100084   0.101819   0.103583   0.105378  0.107205     36.69    37.97     
                           617446JP5  11/25/03  12/30/10    100.000      1.500              0.155772   0.158839   0.161988   0.165222  0.168543     56.64    58.90     
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Morgan Stanley             617446JQ3  12/26/03  12/30/10    100.000      2.000              0.120395   0.121769   0.123172   0.124604  0.126067     43.59    44.60     
                           617446MD8  12/22/03  12/30/08    115.000      0.000              0.119663   0.121824   0.124024   0.126263  0.128543     43.47    45.06     
                           617446MF3  01/28/04  01/30/11    100.000      1.000              0.115411   0.117203   0.119032   0.120899  0.122803     42.42    43.76     
                           617446MG1  01/21/04  07/30/11    100.000      0.300              0.116988   0.119231   0.121520   0.123856  0.126241     43.20    44.88     
                           617446MH9  02/25/04  04/30/11    100.000      2.000              0.117580   0.118873   0.120193   0.121541  0.122918     42.72    43.68     
                           617446MJ5  02/17/04  07/30/11    102.625      0.300              0.121638   0.124013   0.126439   0.128915  0.131442     44.94    46.72     
                           617446MK2  03/29/04  06/30/11    100.000      1.500              0.105893   0.107096   0.108323   0.109572  0.110844     38.34    39.22     
                           617446ML0  03/22/04  05/15/10    121.125      0.250              0.121008   0.123016   0.125059   0.127138  0.129254     44.11    45.59     
                           617446MM8  03/24/04  04/01/09    100.000      0.250              0.102906   0.104653   0.106431   0.108242  0.110086     37.68    38.97     
                           617446MQ9  04/08/04  04/15/09    115.000      0.750              0.122500   0.124419   0.126373   0.128364  0.130393     44.74    46.16     
                           617446SX8  12/06/04  12/30/11    100.000      0.500              0.125306   0.127813   0.130375   0.132996  0.135675     45.57    47.41     
                           617446YM5  08/30/05  09/01/14    100.000      0.000                         0.134642   0.134661   0.137925  0.141268     16.29    49.86     
Morgan Stanley Dean                                                                                                                                                    
  Witter & Co.             61744Y132  07/29/02  07/30/09    100.000      0.000              0.136421   0.139486   0.142620   0.145824  0.149100     50.60    52.90     
                           61744Y140  03/27/03  06/15/10    100.000      0.000              0.143646   0.147072   0.150579   0.154169  0.157845     52.44    54.97     
                           61744Y173  01/28/03  12/30/09    100.000      0.000              0.137136   0.140242   0.143418   0.146666  0.149988     49.93    52.22     
                           61744Y181  12/17/02  03/30/09    100.000      0.000              0.135734   0.138796   0.141927   0.145129  0.148403     49.98    52.26     
                           61744Y199  11/26/02  03/30/09    100.000      0.000              0.147257   0.150829   0.154489   0.158237  0.162076     54.31    56.98     
                           61744Y231  10/28/02  12/30/08    100.000      0.000              0.156356   0.160304   0.164352   0.168502  0.172757     57.01    59.92     
                           61744Y249  10/16/02  10/30/09    100.000      0.000              0.146520   0.150028   0.153621   0.157300  0.161067     53.81    56.42     
                           61744Y264  09/26/02  06/30/09    100.000      0.000              0.147756   0.151287   0.154902   0.158604  0.162394     53.83    56.44     
                           61744Y280  08/27/02  02/28/09    100.000      0.000              0.159453   0.160935   0.167861   0.169422  0.176712     59.51    62.65     
                           61744Y322  06/26/02  12/30/08    100.000      0.000              0.147090   0.150554   0.154101   0.157730  0.161446     53.58    56.14     
                           61744Y348  06/11/02  12/30/08    100.000      0.000              0.153892   0.157660   0.161519   0.165474  0.169525     56.09    58.87     
                           61744Y363  05/10/02  08/30/08    100.000      0.000              0.157011   0.160127   0.165104   0.168380  0.173614     58.88    61.92     
Morgan Stanley             61746S190  01/27/04  03/30/11    100.000      1.875              0.118709   0.120111   0.121542   0.123003  0.124494     43.25    44.29     
                           61746S273  10/26/04  10/30/11    100.000      0.000              0.118035   0.120542   0.123102   0.125716  0.128386     43.25    45.11     
                           61746S422  09/28/04  09/30/12    100.000      1.300              0.123828   0.125783   0.127781   0.129824  0.131912     45.29    46.74     
                           61746S539  08/27/04  03/30/11    100.000      0.000              0.123931   0.126684   0.129499   0.132376  0.135317     45.62    47.67     
                           61746S646  07/28/04  01/30/11    100.000      0.000              0.128488   0.131459   0.134499   0.137609  0.140790     47.70    49.93     
                           61746S703  02/25/04  12/30/11    100.000      0.400              0.129575   0.132244   0.134974   0.137765  0.140618     47.13    49.10     
                           61746S778  04/28/04  12/30/11    100.000      0.000              0.140164   0.143587   0.147094   0.150687  0.154367     51.08    53.61     
                           61746S877  03/29/04  12/30/11    100.000      0.500              0.115560   0.117619   0.119721   0.121864  0.124051     41.98    43.49     
                           61746SAA7  03/10/04  03/31/09    100.000      0.000              0.105135   0.107084   0.109069   0.111091  0.113151     38.56    40.00     
                           61746SAC3  04/05/04  04/15/09    100.000      0.000              0.100842   0.102638   0.104467   0.106328  0.108222     36.90    38.23     
                           61746SAW9  10/12/04  10/30/09    100.000      0.250              0.113253   0.115416   0.117623   0.119875  0.122172     41.43    43.03     
                           61746SBD0  11/30/04  12/30/11    100.000      0.250              0.123381   0.125958   0.128592   0.131284  0.134036     44.89    46.78     
                           61746SBF5  06/30/05  01/04/07    100.000      0.000                         0.109006   0.109054   0.111193  0.113375     19.74    40.41     
                           61746SBG3  07/27/05  07/22/08    100.000      0.000                                    0.122915   0.125559  0.128337     18.93    45.59     
                           61746SBH1  07/22/05  01/22/07    100.000      0.000                                    0.116561   0.119007  0.121504     18.53    43.19     
                           61746SBJ7  08/30/05  08/31/08    100.000      0.000                                    0.129020   0.130517  0.135014     15.61    47.44     
Morgan Stanley             61746Y155  08/29/05  08/30/10    100.000      0.000                         0.125471   0.126178   0.128370  0.132039     15.77    47.18     
                           61746Y288  06/28/05  06/30/11    100.000      0.500              0.119351   0.119376   0.121642   0.123957  0.126322     21.85    44.21     
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Morgan Stanley             61746Y361  05/26/05  12/30/08    100.000      0.000              0.118099   0.118573   0.121094   0.123668  0.126297     25.48    44.06     
                           61746Y478  04/27/05  10/30/10    100.000      1.000              0.126716   0.126754   0.129011   0.131320  0.133682     31.07    47.14     
                           61746Y593  03/29/05  09/30/08    100.000      0.300              0.129406   0.129437   0.132258   0.135145  0.138099     35.59    48.66     
                           61746Y650  02/24/05  09/01/10    100.000      0.000              0.122673   0.122778   0.125490   0.128261  0.131093     38.02    46.35     
                           61746Y759  01/26/05  06/30/08    100.000      0.000              0.107684   0.109470   0.111592   0.113755  0.115960     36.40    40.57     
                           61746Y858  12/28/04  12/30/11    100.000      0.000              0.123012   0.125735   0.128518   0.131363  0.134271     44.78    46.78     
                           61746YAB2  12/30/04  12/30/12    100.000      0.000              0.131206   0.134305   0.137477   0.140723  0.144047     47.80    50.08     
Morgan Stanley             61748A114  06/24/03  06/15/10    100.000      0.000              0.112185   0.114328   0.116511   0.118736  0.121003     40.84    42.42     
                           61748A122  08/22/03  08/30/09    100.000      0.000              0.135333   0.136907   0.141629   0.143276  0.148217     49.76    52.08     
                           61748A742  06/01/04  03/30/12    100.000      2.800              0.147109   0.148930   0.150799   0.152717  0.154686     53.62    54.99     
                           61748A775  11/25/03  12/30/10    100.000      2.000              0.173743   0.177282   0.180926   0.184679  0.188545     63.19    65.82     
                           61748A874  07/29/03  12/30/09    100.000      0.000              0.129498   0.132336   0.135237   0.138201  0.141230     47.14    49.22     
                           61748AAA4  09/24/03  12/30/10    100.000      0.000              0.148641   0.152376   0.156204   0.160128  0.164151     54.19    56.95     
                           61748AAC0  04/30/04  12/30/11    100.000      0.000              0.140203   0.143629   0.147139   0.150735  0.154418     51.10    53.62     
                           61748AAD8  04/30/04  12/30/11    100.000      0.000              0.140203   0.143629   0.147139   0.150735  0.154418     51.10    53.62     
Morton's Restaurant                                                                                                                                                    
  Group, Inc.              619429AA1  07/07/03  07/01/10     85.000      7.500     23.50    0.048705   0.051284   0.054001   0.056861               18.00    19.96     
                           619429AB9  07/07/03  07/01/10     85.000      7.500     23.50    0.048705   0.051284   0.054001   0.056861               18.00    19.96     
                           619429AC7  07/07/03  07/01/10     85.000      7.500     23.50    0.048705   0.051284   0.054001   0.056861               18.00    19.96     
Mrs. Fields Holding                                                                                                                                                    
  Company, Inc.            62472FAC9  08/24/98  12/01/05     50.853     VARIES              0.421013   0.421524                                    140.71              
Multnomah County, OR       625506HH6  12/08/99  06/01/13     36.019      0.000    168.46    0.112639   0.116987   0.121503   0.126193  0.131064     41.60    44.87     
                           625506HJ2  12/08/99  06/01/14     33.298      0.000    156.21    0.104502   0.108546   0.112747   0.117110  0.121642     38.60    41.64     
                           625506HK9  12/08/99  06/01/15     30.863      0.000    144.79    0.096860   0.100609   0.104502   0.108546  0.112747     35.77    38.60     
                           625506HL7  12/08/99  06/01/16     28.606      0.000    134.20    0.089777   0.093251   0.096860   0.100609  0.104502     33.16    35.77     
                           625506HN3  12/08/99  06/01/20     21.112      0.000     99.05    0.066259   0.068823   0.071487   0.074253  0.077127     24.47    26.40     
                           625506HP8  12/08/99  06/01/21     19.568      0.000     91.80    0.061413   0.063790   0.066259   0.068823  0.071487     22.68    24.47     
                           625506HQ6  12/08/99  06/01/22     18.137      0.000     85.09    0.056922   0.059125   0.061413   0.063790  0.066259     21.02    22.68     
                           625506HR4  12/08/99  06/01/23     16.811      0.000     78.87    0.052760   0.054802   0.056922   0.059125  0.061414     19.49    21.02     
                           625506HS2  12/08/99  06/01/24     15.582      0.000     73.10    0.048902   0.050794   0.052760   0.054802  0.056923     18.06    19.49     
                           625506HT0  12/08/99  06/01/25     14.442      0.000     67.75    0.045325   0.047080   0.048901   0.050794  0.052760     16.74    18.06     
                           625506HU7  12/08/99  06/01/26     13.386      0.000     62.80    0.042011   0.043637   0.045326   0.047080  0.048902     15.52    16.74     
                           625506HV5  12/08/99  06/01/27     12.407      0.000     58.21    0.038939   0.040446   0.042011   0.043637  0.045325     14.38    15.52     
                           625506HW3  12/08/99  06/01/28     11.500      0.000     53.95    0.036091   0.037488   0.038939   0.040446  0.042011     13.33    14.38     
                           625506HX1  12/08/99  06/01/29     10.659      0.000     50.01    0.033452   0.034747   0.036091   0.037488  0.038939     12.35    13.33     
                           625506HY9  12/08/99  06/01/30      9.879      0.000     46.35    0.031005   0.032205   0.033451   0.034746  0.036091     11.45    12.35     
Muzak Holdings Finance     62844VAC5  03/18/99  03/15/10     53.328     VARIES              0.361108   0.361107   0.361107   0.361107  0.361107    130.00   130.00     
Nabors Industries, Inc.    629568AE6  02/05/01  02/05/21     60.841      0.000     62.00    0.046090   0.046666   0.047249   0.047840  0.048438     16.87    17.29     
                           629568AF3  02/05/01  02/05/21     60.841      0.000     62.00    0.046090   0.046666   0.047249   0.047840  0.048438     16.87    17.29     
Nash Finch Company         631158AC6  03/15/05  03/15/35     46.611     VARIES                         0.103638   0.105972   0.108399  0.110923     29.89    39.11     
                           631158AD4  03/15/05  03/15/35     46.611     VARIES                         0.103638   0.105972   0.108399  0.110923     29.89    39.11     
Neenah Foundry Company     640071AK2  09/30/03  09/30/10     91.536     11.000     10.30    0.024584   0.026166   0.027850   0.029642  0.031550      9.43    10.69     
                           640071AN6  09/30/03  09/30/10     91.536     11.000     10.30    0.024584   0.026166   0.027850   0.029642  0.031550      9.43    10.69     
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Network Associates, Inc.   640938AA4  02/13/98  02/13/18     39.106      0.000    149.20    0.070009   0.071672   0.073374   0.075117  0.076901     25.97    27.22     
New Jersey Economic                                                                                                                                                    
  Development Authority    645913AH7  06/30/97  02/15/05     59.440      0.000    397.40    0.186275                                                 8.20              
                           645913AJ3  06/30/97  02/15/06     55.059      0.000    374.82    0.176249   0.182452   0.188873                          66.28     8.31     
                           645913AK0  06/30/97  02/15/07     51.069      0.000    351.71    0.165729   0.171615   0.177711   0.184023  0.190559     62.35    66.86     
                           645913AL8  06/30/97  02/15/08     47.236      0.000    329.96    0.155874   0.161473   0.167273   0.173281  0.179505     58.67    62.96     
                           645913AM6  06/30/97  02/15/09     43.647      0.000    308.94    0.146294   0.151604   0.157107   0.162809  0.168718     55.09    59.16     
                           645913AN4  06/30/97  02/15/10     40.322      0.000    288.66    0.136974   0.141990   0.147190   0.152580  0.158168     51.60    55.45     
                           645913AP9  06/30/97  02/15/11     37.204      0.000    269.36    0.128075   0.132807   0.137714   0.142802  0.148078     48.27    51.90     
                           645913AQ7  06/30/97  02/15/12     34.381      0.000    250.85    0.119448   0.123888   0.128493   0.133269  0.138223     45.03    48.44     
                           645913AR5  06/30/97  02/15/13     31.673      0.000    233.48    0.111387   0.115561   0.119891   0.124383  0.129044     42.01    45.21     
                           645913AS3  06/30/97  02/15/14     29.262      0.000    217.00    0.103636   0.107538   0.111586   0.115787  0.120146     39.09    42.09     
                           645913AT1  06/30/97  02/15/15     27.085      0.000    201.54    0.096313   0.099949   0.103722   0.107637  0.111700     36.33    39.13     
                           645913AU8  06/30/97  02/15/16     25.082      0.000    187.11    0.089464   0.092847   0.096359   0.100004  0.103786     33.75    36.36     
                           645913AV6  06/30/97  02/15/17     23.177      0.000    173.64    0.083086   0.086239   0.089511   0.092908  0.096433     31.35    33.78     
                           645913AW4  06/30/97  02/15/18     21.450      0.000    161.10    0.077123   0.080056   0.083099   0.086259  0.089539     29.10    31.36     
                           645913AX2  06/30/97  02/15/19     19.886      0.000    149.48    0.071574   0.074297   0.077124   0.080058  0.083104     27.01    29.11     
                           645913AY0  06/30/97  02/15/20     18.435      0.000    138.69    0.066417   0.068946   0.071571   0.074296  0.077124     25.07    27.01     
                           645913AZ7  06/30/97  02/15/21     17.088      0.000    128.67    0.061626   0.063974   0.066411   0.068941  0.071568     23.26    25.06     
                           645913BA1  06/30/97  02/15/22     15.838      0.000    119.36    0.057175   0.059355   0.061618   0.063967  0.066405     21.58    23.26     
                           645913BB9  06/30/97  02/15/23     14.678      0.000    110.71    0.053041   0.055064   0.057164   0.059345  0.061609     20.02    21.58     
                           645913BC7  06/30/97  02/15/24     13.601      0.000    102.67    0.049200   0.051078   0.053028   0.055052  0.057153     18.57    20.02     
                           645913BD5  06/30/97  02/15/25     12.602      0.000     95.21    0.045633   0.047376   0.049185   0.051064  0.053015     17.22    18.57     
                           645913BE3  06/30/97  02/15/26     11.676      0.000     88.29    0.042321   0.043938   0.045618   0.047361  0.049172     15.97    17.22     
New Millennium Homes       647536AC5  04/11/03  12/31/07     86.094      0.000     48.37    0.080751   0.082042   0.083354   0.084686  0.086040     29.31    30.25     
The City of New York       649653ME9  05/27/93  05/15/05     39.612      0.000    575.63    0.210842                                                28.25              
                           649653MG4  05/27/93  05/15/06     35.938      0.000    538.12    0.198641   0.206636   0.214953                          73.70    28.80     
The City of New York       649654NK2  05/27/93  05/15/07     32.768      0.000    499.82    0.185401   0.192956   0.200819   0.209002  0.217518     68.81    74.54     
                           649654NL0  05/27/93  05/15/08     29.863      0.000    463.12    0.172536   0.179644   0.187045   0.194751  0.202775     64.06    69.45     
The City of New York       649655LL9  05/27/93  05/15/09     27.086      0.000    428.57    0.160511   0.167212   0.174193   0.181465  0.189041     59.62    64.70     
                           649655LN5  05/27/93  05/15/10     24.595      0.000    395.55    0.148790   0.155069   0.161613   0.168433  0.175541     55.28    60.05     
Nextel International       65332AAA7  03/12/98  04/15/08     54.915     VARIES              0.333005   0.331180   0.332993   0.331167  0.332979    121.21   121.21     
                           65332AAB5  03/12/98  04/15/08     54.915     VARIES              0.333005   0.331180   0.332993   0.331167  0.332979    121.21   121.21     
                           65332AAC3  03/12/98  04/15/08     54.915     VARIES              0.333005   0.331180   0.332993   0.331167  0.332979    121.21   121.21     
Nextlink Communications    65333HAQ6  11/17/99  12/01/09     55.257     VARIES              0.333098   0.331277   0.333097   0.331277  0.333096    121.25   121.25     
Nexstar Finance, Inc.      65334YAA3  03/16/01  04/01/08*    96.012     12.000     17.16    0.015761                                                 1.42*             
                           65334YAB1  03/16/01  04/01/08*    96.012     12.000     17.16    0.015761                                                 1.42*             
Nexstar Finance                                                                                                                                                        
  Holdings, Inc.           65335BAD6  03/27/03  04/01/13     57.442     VARIES              0.214526   0.226727   0.239622   0.253250  0.267653     81.68    91.24     
                           65335BAE4  03/27/03  04/01/13     57.442     VARIES              0.214526   0.226727   0.239622   0.253250  0.267653     81.68    91.24     
                           65335BAF1  03/27/03  04/01/13     57.442     VARIES              0.214526   0.226727   0.239622   0.253250  0.267653     81.68    91.24     
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
NorAm Energy Corporation   655419AC3  06/17/96  03/15/12     80.000      6.000     77.22    0.034698   0.036138   0.037637   0.039199  0.040825     13.06    14.17     
Northwest Airlines, Inc.   667280AD3  11/04/03  11/15/23    100.000      7.625              0.211806   0.211806   0.211806   0.211806  0.211806     76.25    76.25     
                           667280AE1  11/04/03  11/15/23    100.000      7.625              0.211806   0.211806   0.211806   0.211806  0.211806     76.25    76.25     
                           667280AF8  01/29/04  02/01/09     96.227     10.000      5.53    0.017161   0.018104   0.019100   0.020151  0.021259      6.64     7.39     
Northwest Airlines, Inc.   667281AQ2  12/12/03  04/01/09     85.817     10.500     20.65    0.058126   0.062316   0.066807   0.071622  0.076784     22.46    25.82     
NOVA Gas Transmission      66978QAD3  10/17/95  10/17/25    100.000     VARIES              0.024919   0.024695   0.024740   0.024512  0.024549      9.04     8.97     
Novi, Michigan             670012ZJ5  10/11/95  10/01/07     95.988      6.500     27.81    0.011308   0.011704   0.012113   0.012538  0.012976      4.21     4.51     
                           670012ZK2  10/11/95  10/01/08     93.268      6.250     41.35    0.016852   0.017446   0.018061   0.018698  0.019357      6.28     6.73     
                           670012ZL0  10/11/95  10/01/09     90.349      6.000     52.81    0.021563   0.022329   0.023121   0.023942  0.024792      8.04     8.62     
O'Sullivan Industries      67104RAA2  11/30/99  10/15/09     94.546     13.375     19.04    0.014572   0.015623   0.016750   0.017959  0.019254      5.60     6.44     
                           67104RAB0  11/30/99  10/15/09     94.546     13.375     19.04    0.014572   0.015623   0.016750   0.017959  0.019254      5.60     6.44     
                           67104RAC8  11/30/99  10/15/09     94.546     13.375     19.04    0.014572   0.015623   0.016750   0.017959  0.019254      5.60     6.44     
                           67104RAD6  11/30/99  10/15/09     94.546     13.375     19.04    0.014572   0.015623   0.016750   0.017959  0.019254      5.60     6.44     
Ocean Star 2004 PLC        675067AF9  10/07/04  11/13/10    100.000     VARIES              0.132438   0.129960   0.127353   0.125005  0.122527     46.99    45.19     
Lee and DeKalb Counties    676865AB4  06/05/03  12/01/05    102.155     VARIES              0.072130   0.071807                                     23.74              
                           676865AC2  06/05/03  12/01/06    101.805     VARIES              0.086393   0.086163   0.085929   0.085691               31.05    28.31     
Omnicom Group, Inc.        681919AH9  02/07/01  02/07/31    100.000     VARIES              0.234873   0.242754   0.250900   0.259319  0.268020     88.28    94.30     
                           681919AJ5  02/07/01  02/07/31    100.000     VARIES              0.234873   0.242754   0.250900   0.259319  0.268020     88.28    94.30     
                           681919AK2  02/07/01  02/07/31    100.000     VARIES              0.234873   0.242754   0.250900   0.259319  0.268020     88.28    94.30     
                           681919AL0  03/06/02  07/31/32    102.250     VARIES              0.217925   0.228951   0.232756   0.244533  0.248596     83.82    89.53     
                           681919AM8  03/06/02  07/31/32    102.250     VARIES              0.217925   0.228951   0.232756   0.244533  0.248596     83.82    89.53     
                           681919AN6  06/10/03  06/15/33    100.000     VARIES              0.136890   0.140039   0.143260   0.146555  0.149926     49.95    52.27     
                           681919AP1  06/10/03  06/15/33    100.000     VARIES              0.136890   0.140039   0.143260   0.146555  0.149926     49.95    52.27     
Oneok, Inc.                682680202  01/28/03  02/16/08*   100.000     VARIES              0.138196   0.138860   0.139540                          43.77*             
                           682680400  01/28/03  02/16/08    100.000     VARIES              0.138196   0.138860   0.139540   0.139497  0.138711     50.05    50.11     
                           682680AP8  01/28/03  02/16/08    100.000     VARIES              0.138196   0.138860   0.139540   0.139497  0.138711     50.05    50.11     
Onyx Acceptance Corp.      682914AA4  04/17/00  06/15/06*    96.000     12.500     27.49    0.022288                                                 1.65*             
Orange County, CA          68428LAV6  06/12/96  09/01/11     29.734      0.000    290.66    0.129269   0.134523   0.139991   0.145680  0.151601     48.77    52.81     
                           68428LAW4  06/12/96  09/01/12     27.201      0.000    268.56    0.119696   0.124597   0.129699   0.135009  0.140537     45.17    48.95     
                           68428LAX2  06/12/96  09/01/13     25.020      0.000    247.85    0.110544   0.115081   0.119805   0.124722  0.129841     41.72    45.22     
                           68428LAY0  06/12/96  09/01/10     32.377      0.000    314.39    0.139623   0.145270   0.151145   0.157258  0.163618     52.66    57.01     
                           68428LAZ7  06/12/96  09/01/14     23.005      0.000    228.65    0.102052   0.106251   0.110622   0.115174  0.119913     38.52    41.76     
                           68428LBA1  06/12/96  09/01/15     21.183      0.000    210.89    0.094160   0.098039   0.102078   0.106283  0.110662     35.55    38.54     
                           68428LBB9  06/12/96  09/01/16     19.464      0.000    194.42    0.086867   0.090454   0.094190   0.098079  0.102130     32.80    35.56     
                           68428LBT0  03/03/97  09/01/11     34.929      0.000    267.24    0.123520   0.128084   0.132817   0.137725  0.142814     46.40    49.90     
                           68428LBU7  04/01/97  09/01/12     30.602      0.000    249.06    0.117650   0.122256   0.127042   0.132015  0.137183     44.31    47.85     
                           68428LBV5  04/01/97  09/01/13     28.339      0.000    230.65    0.108954   0.113219   0.117651   0.122257  0.127043     41.03    44.31     
                           68428LBW3  01/17/97  09/01/14     26.499      0.000    217.75    0.100405   0.104260   0.108263   0.112420  0.116737     37.78    40.74     
                           68428LBX1  04/01/97  09/01/15     24.175      0.000    197.74    0.093501   0.097175   0.100994   0.104963  0.109088     35.22    38.04     
                           68428LBY9  01/17/97  09/01/16     22.492      0.000    187.03    0.086443   0.089793   0.093272   0.096886  0.100640     32.54    35.11     
                           68428LBZ6  01/17/97  09/01/17     20.762      0.000    173.23    0.080121   0.083233   0.086466   0.089825  0.093315     30.17    32.55     
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Orange County, CA          68428LCA0  01/17/97  09/01/18     19.198      0.000    160.45    0.074236   0.077123   0.080123   0.083240  0.086478     27.95    30.17     
                           68428LCB8  01/17/97  09/01/19     17.826      0.000    148.74    0.068792   0.071464   0.074240   0.077124  0.080121     25.90    27.95     
                           68428LCC6  01/17/97  09/01/20     16.480      0.000    137.74    0.063727   0.066205   0.068781   0.071456  0.074236     23.99    25.90     
                           68428LCD4  01/17/97  09/01/21     15.306      0.000    127.71    0.059065   0.061360   0.063743   0.066219  0.068792     22.24    24.00     
                           68428LCE2  03/31/97  09/01/05     54.381      0.000    409.25    0.190345   0.197355                                     46.94              
                           68428LCF9  01/17/97  09/01/06     50.677      0.000    382.31    0.173384   0.179616   0.186072   0.192761               65.06    45.86     
                           68428LCG7  01/17/97  09/01/07     46.931      0.000    357.86    0.162629   0.168524   0.174632   0.180961  0.187520     61.05    65.55     
                           68428LCH5  01/17/97  09/01/08     43.315      0.000    334.99    0.152651   0.158245   0.164044   0.170055  0.176287     57.33    61.61     
                           68428LCJ1  01/17/97  09/01/09     39.915      0.000    313.07    0.143050   0.148349   0.153845   0.159544  0.165455     53.75    57.80     
                           68428LCK8  01/17/97  09/01/10     36.871      0.000    291.73    0.133523   0.138503   0.143669   0.149027  0.154585     50.18    54.00     
Oregon Community College   68583RAB8  04/23/03  06/30/05     95.669      0.000     33.29    0.055960                                                10.02              
                           68583RAC6  04/23/03  06/30/06     91.623      0.000     43.50    0.073684   0.074703   0.075735                          26.71    13.56     
                           68583RAD4  04/23/03  06/30/07     87.036      0.000     50.17    0.085493   0.086922   0.088375   0.089853  0.091355     31.04    32.08     
                           68583RAE2  04/23/03  06/30/08     82.583      0.000     53.13    0.090900   0.092593   0.094316   0.096072  0.097861     33.03    34.27     
                           68583RAF9  04/23/03  06/30/09     77.449      0.000     56.00    0.096260   0.098268   0.100319   0.102412  0.104549     35.02    36.50     
                           68583RAG7  04/23/03  06/30/10     72.765      0.000     56.49    0.097413   0.099591   0.101818   0.104095  0.106423     35.47    37.07     
                           68583RAH5  04/23/03  06/30/11     68.075      0.000     56.25    0.097282   0.099593   0.101960   0.104383  0.106863     35.44    37.15     
                           68583RAJ1  04/23/03  06/30/12     63.740      0.000     55.06    0.095439   0.097807   0.100234   0.102721  0.105269     34.79    36.54     
                           68583RAK8  04/23/03  06/30/13     59.557      0.000     53.48    0.092876   0.095269   0.097723   0.100240  0.102823     33.87    35.64     
                           68583RAL6  04/23/03  06/30/14     55.504      0.000     51.64    0.089843   0.092238   0.094697   0.097222  0.099813     32.78    34.55     
                           68583RAM4  04/23/03  06/30/15     51.363      0.000     49.73    0.086712   0.089115   0.091585   0.094122  0.096730     31.65    33.43     
                           68583RAN2  04/23/03  06/30/16     47.583      0.000     47.53    0.083023   0.085394   0.087832   0.090341  0.092921     30.32    32.08     
                           68583RAP7  04/23/03  06/30/17     44.239      0.000     45.15    0.078965   0.081268   0.083638   0.086076  0.088586     28.85    30.55     
                           68583RAQ5  04/23/03  06/30/18     40.975      0.000     42.78    0.074928   0.077161   0.079461   0.081830  0.084269     27.38    29.04     
                           68583RAR3  04/23/03  06/30/19     37.976      0.000     40.41    0.070850   0.073001   0.075217   0.077501  0.079854     25.90    27.49     
                           68583RAS1  04/23/03  06/30/20     35.297      0.000     38.07    0.066808   0.068863   0.070981   0.073164  0.075414     24.42    25.95     
                           68583RAT9  04/23/03  06/30/21     32.815      0.000     35.81    0.062887   0.064843   0.066860   0.068940  0.071085     23.00    24.45     
                           68583RAU6  04/23/03  06/30/22     30.636      0.000     33.66    0.059128   0.060979   0.062888   0.064857  0.066887     21.62    23.00     
                           68583RAV4  04/23/03  06/30/23     28.748      0.000     31.64    0.055581   0.057324   0.059122   0.060976  0.062888     20.33    21.62     
Oregon School Boards                                                                                                                                                   
  Association              686053AC3  10/31/02  06/30/05     93.073      0.000     55.98    0.074255                                                13.29              
                           686053AD1  10/31/02  06/30/06     89.333      0.000     61.67    0.082213   0.083487   0.084780                          29.83    15.18     
                           686053AE9  10/31/02  06/30/07     85.050      0.000     66.51    0.089132   0.090692   0.092279   0.093894  0.095536     32.37    33.51     
                           686053AF6  10/31/02  06/30/08     80.119      0.000     70.98    0.095670   0.097559   0.099485   0.101450  0.103453     34.78    36.17     
                           686053AG4  10/31/02  06/30/09     75.501      0.000     72.33    0.097875   0.099960   0.102088   0.104263  0.106483     35.61    37.15     
                           686053AH2  10/31/02  06/30/10     70.827      0.000     72.65    0.098672   0.100917   0.103212   0.105560  0.107961     35.93    37.58     
                           686053AJ8  10/31/02  06/30/11     66.180      0.000     72.08    0.098233   0.100600   0.103024   0.105507  0.108049     35.79    37.54     
                           686053AK5  10/31/02  06/30/12     62.040      0.000     70.20    0.095889   0.098286   0.100743   0.103261  0.105842     34.96    36.73     
                           686053AL3  10/31/02  06/30/13     57.955      0.000     68.04    0.093156   0.095568   0.098043   0.100582  0.103187     33.98    35.76     
                           686053AM1  10/31/02  06/30/14     53.950      0.000     65.64    0.090076   0.092489   0.094968   0.097513  0.100126     32.87    34.65     
                           686053AN9  10/31/02  06/30/15     50.233      0.000     62.91    0.086490   0.088872   0.091321   0.093836  0.096421     31.57    33.33     
                           686053AP4  10/31/02  06/30/16     46.574      0.000     60.10    0.082798   0.085146   0.087559   0.090041  0.092594     30.23    31.97     
                           686053AQ2  10/31/02  06/30/17     43.110      0.000     57.18    0.078916   0.081212   0.083576   0.086007  0.088510     28.83    30.53     
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Oregon School Boards                                                                                                                                                   
  Association              686053AR0  10/31/02  06/30/18     40.030      0.000     54.15    0.074838   0.077057   0.079342   0.081694  0.084116     27.35    28.99     
                           686053AS8  10/31/02  06/30/19     37.212      0.000     51.14    0.070760   0.072889   0.075083   0.077343  0.079671     25.86    27.44     
                           686053AT6  10/31/02  06/30/20     34.591      0.000     48.20    0.066763   0.068799   0.070897   0.073060  0.075288     24.41    25.92     
                           686053BU2  04/21/03  06/30/05     95.669      0.000     33.32    0.055819                                                 9.99              
                           686053BV0  04/21/03  06/30/06     91.623      0.000     43.57    0.073560   0.074575   0.075604                          26.67    13.53     
                           686053BW8  04/21/03  06/30/07     87.036      0.000     50.27    0.085387   0.086813   0.088263   0.089736  0.091235     31.00    32.04     
                           686053BX6  04/21/03  06/30/08     82.583      0.000     53.25    0.090814   0.092503   0.094224   0.095976  0.097761     33.00    34.24     
                           686053BY4  04/21/03  06/30/09     77.449      0.000     56.13    0.096189   0.098194   0.100241   0.102331  0.104464     34.99    36.47     
                           686053BZ1  04/21/03  06/30/10     72.765      0.000     56.64    0.097355   0.099530   0.101754   0.104028  0.106353     35.44    37.05     
                           686053CA5  04/21/03  06/30/11     68.075      0.000     56.40    0.097235   0.099544   0.101908   0.104327  0.106805     35.42    37.13     
                           686053CB3  04/21/03  06/30/12     63.740      0.000     55.22    0.095402   0.097767   0.100192   0.102676  0.105222     34.78    36.52     
                           686053CC1  04/21/03  06/30/13     59.557      0.000     53.63    0.092847   0.095237   0.097689   0.100204  0.102784     33.86    35.63     
                           686053CD9  04/21/03  06/30/14     55.504      0.000     51.79    0.089820   0.092213   0.094670   0.097193  0.099783     32.77    34.54     
                           686053CE7  04/21/03  06/30/15     51.363      0.000     49.88    0.086695   0.089096   0.091564   0.094100  0.096706     31.65    33.42     
                           686053CF4  04/21/03  06/30/16     47.583      0.000     47.67    0.083010   0.085379   0.087817   0.090324  0.092902     30.31    32.07     
                           686053CG2  04/21/03  06/30/17     44.239      0.000     45.29    0.078956   0.081258   0.083626   0.086064  0.088572     28.84    30.55     
                           686053CH0  04/21/03  06/30/18     40.975      0.000     42.92    0.074921   0.077154   0.079453   0.081820  0.084258     27.38    29.03     
                           686053CJ6  04/21/03  06/30/19     37.976      0.000     40.54    0.070847   0.072997   0.075212   0.077494  0.079846     25.90    27.49     
                           686053CK3  04/21/03  06/30/20     35.297      0.000     38.19    0.066806   0.068860   0.070977   0.073160  0.075409     24.42    25.95     
                           686053CL1  04/21/03  06/30/21     32.815      0.000     35.93    0.062887   0.064843   0.066859   0.068938  0.071082     23.00    24.45     
                           686053CM9  04/21/03  06/30/22     30.636      0.000     33.76    0.059129   0.060979   0.062888   0.064856  0.066886     21.62    23.00     
                           686053CN7  04/21/03  06/30/23     28.748      0.000     31.74    0.055583   0.057326   0.059123   0.060976  0.062888     20.33    21.62     
Orion Network Sys, Inc.    68628KAD6  01/31/97  01/15/07     53.923     VARIES              0.351228   0.351482   0.351753   0.352040  0.352346    126.57   126.78     
PF.NET Communications      69333SAA9  05/10/00  05/15/10     76.400     13.750     60.33    0.054692   0.059922   0.065653   0.071931  0.078811     21.13    25.37     
                           69333SAB7  05/10/00  05/15/10     76.400     13.750     60.33    0.054692   0.059922   0.065653   0.071931  0.078811     21.13    25.37     
                           69333SAC5  05/10/00  05/15/10     76.400     13.750     60.33    0.054692   0.059922   0.065653   0.071931  0.078811     21.13    25.37     
PMA Capital Corporation    693419AA1  10/21/02  09/30/22    100.000     VARIES              0.221517   0.224240   0.229577   0.232559  0.238258     82.10    85.15     
PPL Capital Funding        69352FAA3  05/09/01  05/18/06    100.543     VARIES              0.207955   0.204045   0.206879                          75.14    28.34     
Park n' View, Inc.         700592AB4  05/27/98  05/15/08     93.800     13.000     31.22    0.020300   0.021740   0.023281   0.024932  0.026700      7.70     8.84     
Paterson, City of          7031302A1  04/11/03  04/01/15     51.501      0.000     51.65    0.087235   0.089686   0.092206   0.094797  0.097461     32.29    34.13     
                           7031302B9  04/11/03  04/01/16     47.811      0.000     49.27    0.083325   0.085729   0.088202   0.090746  0.093364     30.87    32.68     
                           7031302C7  04/11/03  04/01/17     44.317      0.000     46.82    0.079268   0.081610   0.084022   0.086504  0.089061     29.39    31.15     
                           703130Y81  04/11/03  04/01/05     95.571      0.000     38.58    0.063434                                                 5.71              
                           703130Y99  04/11/03  04/01/06     91.771      0.000     46.85    0.077405   0.078531   0.079674                          28.27     7.17     
                           703130Z23  04/11/03  04/01/07     87.261      0.000     53.15    0.088209   0.089735   0.091288   0.092867  0.094473     32.31    33.43     
                           703130Z31  04/11/03  04/01/08     82.728      0.000     56.20    0.093578   0.095380   0.097216   0.099087  0.100994     34.34    35.67     
                           703130Z49  04/11/03  04/01/09     77.835      0.000     58.38    0.097511   0.099578   0.101689   0.103845  0.106047     35.85    37.39     
                           703130Z56  04/11/03  04/01/10     72.826      0.000     59.39    0.099499   0.101787   0.104128   0.106523  0.108973     36.65    38.35     
                           703130Z64  04/11/03  04/01/11     68.193      0.000     58.86    0.098805   0.101205   0.103665   0.106184  0.108764     36.44    38.23     
                           703130Z72  04/11/03  04/01/12     63.812      0.000     57.53    0.096743   0.099195   0.101710   0.104288  0.106932     35.72    37.55     
                           703130Z80  04/11/03  04/01/13     59.701      0.000     55.69    0.093773   0.096230   0.098751   0.101338  0.103993     34.65    36.49     
                           703130Z98  04/11/03  04/01/14     55.492      0.000     53.81    0.090751   0.093219   0.095755   0.098359  0.101035     33.56    35.42     
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Penton Media, Inc.         709668AA5  06/28/01  06/15/11     97.749     10.375      5.44    0.005254   0.005536   0.005834   0.006148  0.006478      1.95     2.17     
                           709668AB3  06/28/01  06/15/11     97.749     10.375      5.44    0.005254   0.005536   0.005834   0.006148  0.006478      1.95     2.17     
City of Peoria, IL                                                                                                                                                     
  School District #150     713040FA6  08/15/05  01/01/11     77.688      0.000                         0.102485   0.104328   0.106805               13.94    38.00     
                           713040FB4  08/15/05  01/01/12     73.711      0.000                         0.099082   0.100898   0.103339               13.48    36.76     
                           713040FC2  08/15/05  01/01/13     69.865      0.000                         0.095468   0.097245   0.099637               12.98    35.44     
Peoria County, IL          713165ED6  06/30/04  12/01/05    104.992      0.000              0.092954   0.094416                                     30.94              
                           713165EE4  06/01/04  12/01/06    106.585     VARIES              0.109993   0.112000   0.104161   0.102768               39.78    34.12     
                           713165EG9  06/01/04  12/01/08    107.011     VARIES              0.142981   0.146340   0.137051   0.136029  0.134982     51.90    49.09     
                           713165EH7  06/01/04  12/01/09    108.053     VARIES              0.146658   0.150158   0.140816   0.139867  0.138896     53.25    50.47     
Petro Stopping Centers                                                                                                                                                 
  Holdings, LP             71646DAE2  07/23/99  08/01/08     36.636     VARIES              0.466878   0.471571   0.476704   0.482315  0.488452    170.39   174.39     
                           71646DAJ1  02/09/04  04/30/14     93.312      5.000              0.145961   0.150861   0.155961   0.161272  0.166802     54.04    57.76     
                           71646DAK8  02/09/04  04/30/14    100.000      5.000              0.145961   0.150861   0.155961   0.161272  0.166802     54.04    57.76     
Philadelphia Authority     71781LAP4  02/03/99  04/15/24     19.046      0.000     90.63    0.051504   0.053227   0.055007   0.056847  0.058748     19.12    20.42     
                           71781LAQ2  02/03/99  04/15/12     43.760      0.000    196.11    0.110456   0.113968   0.117591   0.121330  0.125188     40.94    43.58     
                           71781LAR0  02/03/99  04/15/13     40.766      0.000    184.73    0.104216   0.107561   0.111014   0.114577  0.118254     38.64    41.16     
                           71781LAS8  02/03/99  04/15/14     37.933      0.000    173.79    0.098206   0.101388   0.104672   0.108063  0.111564     36.42    38.82     
                           71781LAT6  02/03/99  04/15/15     35.256      0.000    163.30    0.092427   0.095449   0.098570   0.101793  0.105121     34.28    36.56     
                           71781LAU3  02/03/99  04/15/16     32.784      0.000    153.23    0.086846   0.089707   0.092662   0.095715  0.098869     32.22    34.38     
                           71781LAV1  02/03/99  04/15/17     30.618      0.000    143.62    0.081444   0.084135   0.086915   0.089788  0.092755     30.22    32.25     
                           71781LAW9  02/03/99  04/15/18     28.637      0.000    134.57    0.076332   0.078858   0.081468   0.084165  0.086950     28.32    30.23     
                           71781LAX7  02/03/99  04/15/19     26.727      0.000    126.04    0.071534   0.073909   0.076363   0.078898  0.081517     26.55    28.34     
                           71781LAY5  02/03/99  04/15/20     24.985      0.000    118.04    0.067012   0.069240   0.071542   0.073920  0.076378     24.87    26.55     
                           71781LAZ2  02/03/99  04/15/21     23.403      0.000    110.57    0.062769   0.064855   0.067012   0.069240  0.071542     23.29    24.87     
                           71781LBA6  02/03/99  04/15/22     21.872      0.000    103.52    0.058783   0.060740   0.062763   0.064853  0.067012     21.82    23.29     
                           71781LBB4  02/03/99  04/15/23     20.437      0.000     96.90    0.055039   0.056875   0.058772   0.060731  0.062757     20.43    21.81     
                           71781LBC2  02/03/99  04/15/25     17.878      0.000     84.92    0.048248   0.049859   0.051524   0.053245  0.055023     17.91    19.12     
                           71781LBD0  02/03/99  04/15/26     16.697      0.000     79.45    0.045153   0.046663   0.048224   0.049837  0.051504     16.76    17.90     
The Phoenix                                                                                                                                                            
  Companies, Inc.          71902E406  12/20/02  02/16/08    100.000     VARIES              0.208731   0.209672   0.210647                          75.57     9.48     
                           71902E505  12/20/02  02/16/08    100.000     VARIES              0.208725   0.209665   0.210641   0.210586  0.209464     75.57    75.66     
                           71902EAA7  12/20/02  02/16/08    100.000     VARIES              0.208731   0.209672   0.210647   0.210593  0.209470     75.57    75.66     
Pindo Deli Finance                                                                                                                                                     
  Mauritius Limited        722299AD6  10/01/97  10/01/27     92.750     10.875              0.007054   0.007472   0.007915   0.008384  0.008880      2.69     3.02     
                           722299AH7  10/01/97  10/01/27     92.750     10.875              0.007054   0.007472   0.007915   0.008384  0.008880      2.69     3.02     
Pittsburgh, PA             7252085V0  03/14/97  03/01/05     61.808      0.000              0.198693                                                11.92              
                           7252085W8  03/14/97  09/01/05     59.733      0.000              0.192017   0.198689                                     47.29              
                           7252085X6  03/14/97  03/01/06     57.478      0.000              0.186766   0.193303   0.200068                          70.01    12.00     
                           7252085Y4  03/14/97  09/01/06     55.533      0.000              0.180457   0.186773   0.193310   0.200076               67.64    47.61     
                           7252085Z1  03/14/97  03/01/07     53.656      0.000              0.174351   0.180453   0.186769   0.193306  0.200071     65.36    70.01     
                           7252086B3  03/14/97  03/01/24     47.086     VARIES              0.166481   0.172640   0.179028   0.185652  0.192521     62.55    67.26     
Playboy Enterprises,Inc.   728117AA0  03/15/05  03/15/25    100.000     VARIES                         0.215286   0.220399   0.225711  0.231228     62.11    81.45     
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Playboy Enterprises,Inc.   728117AB8  03/15/05  03/15/25    100.000     VARIES                         0.215286   0.220399   0.225711  0.231228     62.11    81.45     
Pliant Corporation         729136AG6  02/17/04  06/15/09     73.627     VARIES              0.248779   0.262609   0.277208   0.292619  0.308886     92.50   103.08     
                           729136AH4  02/17/04  06/15/09     73.627     VARIES              0.248779   0.262609   0.277208   0.292619  0.308886     92.50   103.08     
                           729136AJ0  02/17/04  06/15/09     73.627     VARIES              0.248779   0.262609   0.277208   0.292619  0.308886     92.50   103.08     
Pope & Talbot, Inc.        732827AC4  07/30/02  06/01/13     86.415      8.375     18.82    0.024770   0.026070   0.027440   0.028881  0.030397      9.23    10.23     
                           732827AD2  07/30/02  06/01/13     86.415      8.375     18.82    0.024770   0.026070   0.027440   0.028881  0.030397      9.23    10.23     
Presidio Independent                                                                                                                                                   
  School District          741020DW8  05/14/98  02/15/12     38.054      0.000    225.89    0.117259   0.121451   0.125792   0.130288  0.134945     44.13    47.34     
                           741020DX6  05/14/98  02/15/13     35.472      0.000    210.57    0.109306   0.113214   0.117261   0.121452  0.125793     41.14    44.13     
                           741020DY4  05/14/98  02/15/14     33.066      0.000    196.29    0.101892   0.105534   0.109306   0.113213  0.117260     38.34    41.14     
                           741020DZ1  05/14/98  02/15/15     30.822      0.000    182.97    0.094981   0.098376   0.101893   0.105535  0.109308     35.74    38.35     
                           741020EA5  05/14/98  02/15/16     28.486      0.000    170.56    0.088664   0.091855   0.095162   0.098587  0.102136     33.38    35.82     
                           741020EB3  05/14/98  02/15/17     26.541      0.000    158.92    0.082610   0.085583   0.088664   0.091855  0.095162     31.10    33.38     
                           741020EC1  05/14/98  02/15/18     24.728      0.000    148.07    0.076969   0.079739   0.082610   0.085583  0.088664     28.97    31.10     
                           741020ED9  05/14/98  02/15/19     22.810      0.000    137.75    0.071707   0.074307   0.077000   0.079791  0.082683     27.00    29.00     
                           741020EE7  05/14/98  02/15/20     21.242      0.000    128.28    0.066779   0.069199   0.071707   0.074307  0.077000     25.15    27.00     
                           741020EF4  05/14/98  02/15/21     19.782      0.000    119.46    0.062189   0.064443   0.066779   0.069199  0.071707     23.42    25.15     
                           741020EG2  05/14/98  02/15/22     18.422      0.000    111.25    0.057914   0.060013   0.062189   0.064443  0.066779     21.81    23.42     
Pride International Inc.   74153QAC6  03/28/03  05/15/33    100.000     VARIES              0.248791   0.255330   0.262139   0.269229  0.276612     91.36    96.31     
                           74153QAD4  03/28/03  05/15/33    100.000     VARIES              0.248791   0.255330   0.262139   0.269229  0.276612     91.36    96.31     
Pride International Inc.   741932AE7  01/16/01  01/16/21     60.841      0.000     62.88    0.046090   0.046666   0.047249   0.047840  0.048438     16.89    17.31     
Proassurance Corporation   74267CAA4  07/07/03  06/30/23     97.250     VARIES              0.253719   0.260080   0.266719   0.273648  0.280880     92.50    97.28     
Providian Financial                                                                                                                                                    
  Corporation              74406AAB8  02/15/01  02/15/21     45.289      0.000     75.20    0.057803   0.058959   0.060138   0.061341  0.062568     21.33    22.20     
                           74406AAC6  05/27/03  05/15/08    100.000      4.000              0.338570   0.351078   0.364274   0.378196  0.392883    125.32   134.96     
                           74406AAD4  03/19/04  03/15/16    100.000     VARIES              0.272592   0.281911   0.291673   0.301899  0.312610    101.83   109.06     
Providian Corporation      74406QAM9  05/08/95  06/02/25     62.648      5.000     41.42    0.017547   0.018287   0.019059   0.019863  0.020701      6.49     7.05     
Prudential Financial       744320AA0  12/18/01  11/15/06    100.000     VARIES              0.173772   0.172968   0.172139   0.171284               62.34    53.90     
PURE Mortgages 2004        74622TAF6  12/10/04  11/30/09    100.000     VARIES              0.129391   0.128557   0.127693   0.126794  0.125921     46.38    45.75     
QBE Funding Trust II       747271AA2  09/10/02  04/15/22     55.100      0.000     40.10    0.049994   0.050760   0.051538   0.052327  0.053129     18.25    18.82     
QBE Funding Trust          74729CAA6  04/15/02  04/15/22     59.358      0.000     43.50    0.046198   0.046804   0.047418   0.048041  0.048671     16.83    17.28     
QBE Funding Trust III      74729LAA6  09/24/04  09/24/24     67.165      0.000      3.62    0.037314   0.037688   0.038064   0.038445  0.038830     13.57    13.85     
Quest Diagnostics, Inc.    74834LAF7  11/26/01  11/30/21     99.000     VARIES              0.223075   0.227946   0.235536   0.240773  0.248884     82.71    87.36     
Quicksilver Resources      74837RAA2  11/01/04  11/01/24     98.500     VARIES              0.184699   0.189175   0.193801   0.198583  0.203527     67.84    71.21     
                           74837RAB0  11/01/04  11/01/24     98.500     VARIES              0.184699   0.189175   0.193801   0.198583  0.203527     67.84    71.21     
RC Trust I                 749387403  05/09/01  05/15/06    100.000     VARIES              0.209596   0.208885   0.208146                          75.26    27.89     
R.J.Tower Corporation      74962JAD1  06/13/03  06/01/13     97.205     12.000      2.47    0.004937   0.005246   0.005574   0.005922  0.006292      1.85     2.09     
RSL Communications, PLC    74972EAH1  11/09/98  11/01/08     94.489     12.000     25.63    0.016808   0.017900   0.019064   0.020303  0.021623      6.38     7.24     
Radio Unica Corporation    750408AC0  07/27/98  08/01/06     63.256     VARIES              0.326377   0.326377   0.326376   0.326375              117.50    68.54     
Regal Beloit Corporation   758750AA1  04/05/04  03/15/24    100.000     VARIES              0.249547   0.257123   0.265031   0.273284  0.281899     92.84    98.68     
                           758750AB9  04/05/04  03/15/24    100.000     VARIES              0.249547   0.257123   0.265031   0.273284  0.281899     92.84    98.68     
Reliant Energy, Inc.       75952J207  09/21/99  09/15/29    100.000      2.000              0.405718   0.422909   0.440943   0.459862  0.479710    152.89   166.25     
Restaurant Company         761253AB9  05/18/98  05/15/08     57.907      6.500              0.180556   0.180556   0.180556   0.180556  0.180556     65.00    65.00     
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 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   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Rhodia, SA                 762397AK3  05/17/04  06/01/10     96.743     10.250      2.48    0.011595   0.012233   0.012906   0.013616  0.014365      4.33     4.82     
                           762397AL1  05/17/04  06/01/10     96.743     10.250      2.48    0.011595   0.012233   0.012906   0.013616  0.014365      4.33     4.82     
                           762397AM9  05/17/04  06/01/10     96.743     10.250      2.48    0.011595   0.012233   0.012906   0.013616  0.014365      4.33     4.82     
Richardson Electronics     763165AC1  02/14/97  06/15/06     95.000      8.250     39.26    0.019571   0.020457   0.021384                           7.23     3.51     
Roche Holdings, Inc.       771196AG7  01/19/00  01/19/15     66.386      0.000     96.11    0.057343   0.058131   0.058930   0.059741  0.060562     21.04    21.63     
                           771196AH5  01/19/00  01/19/15     66.386      0.000     96.11    0.057343   0.058131   0.058930   0.059741  0.060562     21.04    21.63     
                           771196AJ1  01/19/00  01/19/15     66.386      0.000     96.11    0.057343   0.058131   0.058930   0.059741  0.060562     21.04    21.63     
Rockwell ISD, TX           774285UV0  07/02/98  08/15/08     52.654      0.000    268.41    0.138813   0.143282   0.147895   0.152657  0.157571     52.01    55.42     
Rogers Communications,                                                                                                                                                 
  Inc.                     775109AE1  11/26/93  11/26/05*    67.814      2.000    289.36    0.098426   0.101256                                     20.95*             
Roper Industries, Inc.     776696AA4  12/29/03  01/15/34     39.502      1.482              0.078176   0.079472   0.080813   0.082200  0.083636     28.81    29.81     
Royal Bank of Canada       78008EAC1  08/31/05  02/26/10    100.000      0.000                                    0.125588   0.128364  0.131266     15.20    46.42     
SG Holdings, Inc.          784186AA6  10/15/99  03/30/05    100.000      0.000              0.254250                                                22.37              
                           784186AB4  12/20/99  06/20/05    100.000      0.000              0.253603                                                43.11              
                           784186AP3  01/31/01  01/31/06    100.000      0.000              0.195039   0.204084   0.206642                          74.61     6.20     
                           784186AQ1  02/28/01  02/28/06    100.000      0.000              0.186693   0.188768   0.197246                          69.82    11.44     
                           784186AR9  02/28/01  02/28/06    100.000      0.000              0.186693   0.188768   0.197246                          69.82    11.44     
                           784186AS7  03/30/01  03/31/06    100.000      0.000              0.181967   0.185932   0.192076                          68.08    17.09     
                           784186AT5  03/30/01  03/31/06    100.000      0.000              0.181967   0.185932   0.192076                          68.08    17.09     
                           784186AU2  04/30/01  04/28/06    100.000      0.000              0.175849   0.179545   0.185340                          65.48    21.68     
                           784186AV0  04/30/01  04/28/06    100.000      0.000              0.175849   0.179545   0.185340                          65.48    21.68     
                           784186AW8  05/31/01  05/31/06    100.000      0.000              0.183254   0.187278   0.193498                          67.95    29.02     
                           784186AX6  05/31/01  05/31/06    100.000      0.000              0.183254   0.187278   0.193498                          67.95    29.02     
                           784186AY4  06/29/01  06/30/06    100.000      0.000              0.184708   0.186715   0.195053                          67.80    35.11     
                           784186AZ1  06/29/01  06/30/06    100.000      0.000              0.184708   0.186715   0.195053                          67.80    35.11     
                           784186BA5  07/31/01  07/31/06    100.000      0.000              0.183475   0.191835   0.194089   0.202933               70.12    42.55     
                           784186BB3  08/31/01  08/31/06    100.000      0.000              0.173792   0.175546   0.183245   0.185094               64.92    44.69     
                           784186BC1  08/31/01  08/31/07    100.000      0.000              0.173860   0.175617   0.183320   0.185172  0.193294     64.95    68.48     
                           784186BD9  11/02/01  11/02/06    100.000      0.000              0.140052   0.140829   0.146344   0.147157               51.64    44.78     
                           784186BE7  11/02/01  11/02/06    100.000      0.000              0.140052   0.140829   0.146344   0.147157               51.64    44.78     
                           784186BF4  01/31/02  01/31/07    100.000      0.000              0.153339   0.159769   0.161084   0.167839  0.169221     58.33    61.27     
                           784186BG2  03/15/02  03/15/07    100.000      0.000              0.147838   0.148887   0.154956   0.156055  0.162416     54.92    57.57     
SG Structured Products     78422XBL6  10/31/02  10/31/08    100.000      0.000              0.106414   0.108313   0.110246   0.112213  0.114216     38.88    40.28     
                           78422XBU6  02/28/03  02/29/08    100.000      1.250              0.134756   0.135508   0.139356   0.140161  0.144170     49.20    50.90     
SLM Corporation            78442FCY2  10/01/04  10/01/14    100.000     VARIES              0.138915   0.138222   0.137510   0.137573  0.137637     49.76    49.53     
St. Clair County, IL       788448HA9  11/03/04  12/01/05    101.759      0.000              0.083934   0.085178                                     27.92              
                           788448HB7  11/03/04  12/01/06    103.698     VARIES              0.103169   0.105011   0.101029   0.100129               37.41    33.18     
                           788448HC5  11/03/04  12/01/07    104.904     VARIES              0.116260   0.118572   0.114108   0.113228  0.112331     42.21    40.87     
St. Mary Land &                                                                                                                                                        
  Exploration Company      792228AA6  03/12/02  03/15/22    100.000     VARIES              0.310449   0.317984   0.325896   0.334203  0.342925    114.76   120.62     
                           792228AB4  03/12/02  03/15/22    100.000     VARIES              0.310449   0.317984   0.325896   0.334203  0.342925    114.76   120.62     
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
St. Mary Land &                                                                                                                                                        
  Exploration Company      792228AC2  03/12/02  03/15/22    100.000     VARIES              0.310449   0.317984   0.325896   0.334203  0.342925    114.76   120.62     
Salomon Smith Barney                                                                                                                                                   
  Holdings, Inc.           79548GBA4  02/28/03  02/28/18     41.198      0.000     47.52    0.075869   0.077276   0.080487   0.081980  0.085387     28.12    29.84     
Salomon Smith Barney                                                                                                                                                   
  Holdings, Inc.           79549B818  07/31/98  08/01/05    100.000      0.000              0.239748   0.251201                                     52.90              
                           79549B826  03/04/98  09/06/05    100.000      0.000              0.256019   0.263951                                     64.15              
Salomon, Inc.              79549GZN9  03/01/96  03/01/16     47.900     VARIES              0.186498   0.193489   0.200743                          70.11    12.04     
                           79549GZS8  04/04/96  04/04/16     44.500     VARIES              0.203276   0.211674   0.220420                          76.18    20.50     
Salt Holdings Corp.        795559AA1  12/20/02  12/15/12     53.995     VARIES              0.244436   0.260018   0.276593   0.294225  0.312981     91.32   103.33     
                           795559AB9  12/20/02  12/15/12     53.995     VARIES              0.244436   0.260018   0.276593   0.294225  0.312981     91.32   103.33     
                           795559AC7  12/20/02  12/15/12     53.995     VARIES              0.244436   0.260018   0.276593   0.294225  0.312981     91.32   103.33     
                           795559AD5  05/22/03  06/01/13     55.677     VARIES              0.221682   0.234982   0.249080   0.264024  0.279864     83.02    93.28     
                           795559AE3  05/22/03  06/01/13     55.677     VARIES              0.221682   0.234982   0.249080   0.264024  0.279864     83.02    93.28     
San Luis Obispo County     798703AQ7  07/02/03  09/01/18     45.439      0.000     36.87    0.070668   0.072530   0.074441   0.076403  0.078416     26.23    27.63     
                           798703AR5  07/02/03  09/01/19     42.462      0.000     35.13    0.067368   0.069177   0.071034   0.072941  0.074899     25.02    26.38     
                           798703AS3  07/02/03  09/01/20     39.603      0.000     33.39    0.064075   0.065828   0.067628   0.069477  0.071377     23.81    25.13     
                           798703AT1  07/02/03  09/01/21     37.061      0.000     31.66    0.060778   0.062462   0.064192   0.065970  0.067797     22.59    23.86     
                           798703AU8  07/02/03  09/01/22     34.700      0.000     29.98    0.057562   0.059173   0.060830   0.062533  0.064284     21.40    22.62     
                           798703AV6  07/02/03  09/01/23     32.578      0.000     28.35    0.054454   0.055989   0.057568   0.059192  0.060861     20.25    21.41     
                           798703AW4  07/02/03  09/01/24     30.563      0.000     26.79    0.051471   0.052933   0.054436   0.055982  0.057572     19.15    20.25     
                           798703AX2  07/02/03  09/01/25     28.774      0.000     25.31    0.048640   0.050026   0.051452   0.052918  0.054427     18.10    19.14     
                           798703AY0  07/02/03  09/01/26     27.018      0.000     23.90    0.045928   0.047244   0.048598   0.049990  0.051422     17.09    18.08     
                           798703AZ7  07/02/03  09/01/27     25.534      0.000     22.59    0.043406   0.044649   0.045928   0.047244  0.048598     16.15    17.09     
                           798703BA1  07/02/03  09/01/28     24.132      0.000     21.35    0.041022   0.042197   0.043406   0.044649  0.045928     15.27    16.15     
                           798703BB9  07/02/03  09/01/29     22.806      0.000     20.17    0.038768   0.039879   0.041022   0.042197  0.043406     14.43    15.27     
                           798703BC7  07/02/03  09/01/30     21.553      0.000     19.06    0.036639   0.037688   0.038768   0.039879  0.041021     13.63    14.43     
Schaumburg Park Dist, IL   806356LU3  05/25/04  12/01/05    100.363      0.000              0.078218   0.079300                                     26.01              
Sea Containers Ltd         811371AN3  05/04/04  05/15/12     97.369     10.500      1.42    0.006242   0.006586   0.006948   0.007330  0.007733      2.34     2.61     
Selective Insurance                                                                                                                                                    
  Group, Inc.              816300AA5  09/24/02  09/24/32     38.012      1.615              0.073151   0.074085   0.075049   0.076046  0.077075     26.69    27.39     
                           816300AB3  09/24/02  09/24/32     38.012      1.615              0.073151   0.074085   0.075049   0.076046  0.077075     26.69    27.39     
Christian and Macon                                                                                                                                                    
  Counties, IL             821510AJ3  04/01/03  12/01/05    103.693     VARIES              0.076447   0.075902                                     25.13              
                           821510AK0  04/01/03  12/01/06    103.939     VARIES              0.089937   0.089448   0.088952   0.088447               32.26    29.26     
                           821510AL8  04/01/03  12/01/07    104.240     VARIES              0.104773   0.104301   0.103819   0.103329  0.102831     37.60    37.26     
                           821510AM6  04/01/03  12/01/08    104.513     VARIES              0.113951   0.113511   0.113063   0.112606  0.112140     40.92    40.59     
                           821510AN4  04/01/03  12/01/09    104.283     VARIES              0.125503   0.125120   0.124728   0.124328  0.123920     45.09    44.81     
Silicon Graphics, Inc.     827056AB8  11/02/93  11/02/13     43.977      0.000    255.89    0.079652   0.081305   0.082992   0.084714  0.086472     29.17    30.39     
Sinclair Broadcast                                                                                                                                                     
  Group, Inc.              829226AS8  05/20/03  07/15/18    100.000     VARIES              0.270264   0.276499   0.283023   0.289848  0.296989    100.54   105.44     
                           829226AU3  05/20/03  07/15/18    100.000     VARIES              0.270264   0.276499   0.283023   0.289848  0.296989    100.54   105.44     
                           829226AV1  06/15/05  09/15/12     81.000      6.000                         0.051809   0.053068   0.055644  0.058346     10.29    20.13     
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Solectron Corporation      834182AK3  05/08/00  05/08/20     57.912      0.000     78.39    0.050023   0.050711   0.051408   0.052115  0.052832     18.21    18.71     
Sovereign Bancorp, Inc.    846048205  02/26/04  03/01/34    100.000     VARIES              0.210255   0.213561   0.216990   0.220546  0.224235     77.09    79.63     
Sprint Capital Corp.       852060AK8  08/10/01  08/17/06    100.000     VARIES              0.180523   0.182886   0.179265   0.181565               66.15    41.29     
Steel Heddle Group, Inc.   858123AB8  05/26/98  06/01/09     51.337     VARIES              0.381936   0.381936   0.381935   0.381934  0.381934    137.50   137.50     
Sunsource, Inc.            867948AA9  09/30/97  09/30/27    110.000     11.600              0.319316   0.319163   0.319003   0.318834  0.318656    114.90   114.78     
TVN Entertainment Corp.    87307RAB3  07/29/98  08/01/08     92.930     14.000              0.021103   0.019847   0.018282   0.016374  0.014079      6.95     5.61     
                           87307RAD9  07/29/98  08/01/08     92.930     14.000              0.021103   0.019847   0.018282   0.016374  0.014079      6.95     5.61     
Tabletop Holdings, Inc.    87336NAA9  11/12/03  05/15/14     55.131     VARIES              0.211490   0.224443   0.238190   0.252779  0.268261     79.70    89.76     
                           87336NAB7  11/12/03  05/15/14     55.131     VARIES              0.211490   0.224443   0.238190   0.252779  0.268261     79.70    89.76     
Telemundo Group, Inc.      87943MAF5  02/26/96  02/15/06     91.270     VARIES              0.097195   0.097193   0.097192                           4.28     4.27     
Telemundo Holdings, Inc.   87944FAA0  08/12/98  08/15/08     57.120     VARIES              0.319441   0.319440   0.319440   0.319440  0.319440    115.00   115.00     
                           87944FAB8  08/12/98  08/15/08     57.120     VARIES              0.319441   0.319440   0.319440   0.319440  0.319440    115.00   115.00     
                           87944FAC6  08/10/01  08/15/08     79.837     VARIES              0.319431   0.319430   0.319429   0.319428  0.319427    114.99   114.99     
                           87944FAD4  08/10/01  08/15/08     79.837     VARIES              0.319431   0.319430   0.319429   0.319428  0.319427    114.99   114.99     
Telex Communications                                                                                                                                                   
  Holdings, Inc.           879571AA5  11/15/03  05/15/09    100.000     12.000              0.405744   0.430089   0.455895   0.483248  0.512243    152.76   171.64     
                           879571AB3  11/15/03  05/15/09    100.000     12.000              0.405744   0.430089   0.455895   0.483248  0.512243    152.76   171.64     
Telesystem International                                                                                                                                               
  Wireless, Inc.           879946AE1  10/29/97  11/01/07     59.915     VARIES              0.291661   0.291661   0.291661   0.291660  0.291660    105.00   105.00     
Terex Corporation          880779AJ2  03/09/99  04/01/08     94.802      8.875     28.07    0.017455   0.018306   0.019199   0.020135  0.021117      6.59     7.25     
Thermwood Corporation      883672AC1  04/27/99  04/27/14     45.454     12.000     39.86    0.037486   0.042572   0.048347   0.054906  0.062355     15.11    19.48     
3M Company                 88579YAA9  11/21/02  11/21/32     86.087     VARIES              0.118865   0.121565   0.124327   0.127151  0.130040     43.50    45.49     
                           88579YAB7  11/21/02  11/21/32     86.087     VARIES              0.118865   0.121565   0.124327   0.127151  0.130040     43.50    45.49     
                           88579YAC5  11/21/02  11/21/32     86.087     VARIES              0.118865   0.121565   0.124327   0.127151  0.130040     43.50    45.49     
Time Warner Inc.           887315AZ2  01/17/96  01/15/36     17.038     VARIES              0.086559   0.090367   0.094343   0.098495  0.102828     33.14    36.12     
Toys R Us, Inc.            892335209  05/28/02  08/16/07     96.460     VARIES              0.222189   0.224144   0.224843   0.224236  0.223606     80.70    80.67     
                           892335308  05/06/05  08/15/05     99.180      0.000                         0.081180                                      8.20              
                           892335AJ9  05/28/02  08/16/07     96.460     VARIES              0.222189   0.224144   0.224843   0.224236  0.223606     80.70    80.67     
Toyota Motor Credit Corp   89233PSP2  10/01/04  10/01/09    100.000      1.220             -0.011733   0.135602   0.218080                          43.82              
TransOcean SedcoForex      893830AA7  05/24/00  05/24/20     57.912      0.000     77.59    0.050023   0.050711   0.051408   0.052115  0.052832     18.18    18.69     
TravelCenters of America   894172AD7  11/14/00  05/01/09     92.822     12.750     24.96    0.022226   0.023808   0.025503   0.027318  0.029262      8.48     9.73     
                           894172AE5  11/14/00  05/01/09     92.822     12.750     24.96    0.022226   0.023808   0.025503   0.027318  0.029262      8.48     9.73     
                           894172AF2  11/14/00  05/01/09     92.822     12.750     24.96    0.022226   0.023808   0.025503   0.027318  0.029262      8.48     9.73     
                           894172AG0  11/14/00  05/01/09     92.822     12.750     24.96    0.022226   0.023808   0.025503   0.027318  0.029262      8.48     9.73     
Trenton, City of           895130H96  03/13/03  04/01/06     91.538      0.000     49.06    0.077652   0.078785   0.079935                          28.36     7.19     
                           895130J29  03/13/03  04/01/07     87.375      0.000     54.05    0.085873   0.087315   0.088782   0.090274  0.091790     31.44    32.50     
                           895130J37  03/13/03  04/01/08     82.851      0.000     57.51    0.091675   0.093398   0.095154   0.096943  0.098765     33.63    34.90     
                           895130J45  03/13/03  04/01/09     78.228      0.000     59.34    0.094872   0.096817   0.098801   0.100827  0.102893     34.86    36.30     
                           895130J52  03/13/03  04/01/10     73.222      0.000     60.71    0.097363   0.099539   0.101764   0.104038  0.106363     35.84    37.46     
                           895130J60  03/13/03  04/01/11     69.016      0.000     59.73    0.095946   0.098182   0.100469   0.102810  0.105206     35.35    37.02     
                           895130J78  03/13/03  04/01/12     64.697      0.000     58.60    0.094294   0.096590   0.098942   0.101351  0.103819     34.78    36.49     
                           895130J86  03/13/03  04/01/13     60.578      0.000     56.97    0.091807   0.094125   0.096502   0.098938  0.101436     33.89    35.62     
                           895130J94  03/13/03  04/01/14     56.464      0.000     55.16    0.089045   0.091378   0.093772   0.096228  0.098749     32.90    34.65     
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Trenton, City of           895130K27  03/13/03  04/01/15     52.558      0.000     53.07    0.085795   0.088116   0.090500   0.092947  0.095462     31.73    33.47     
                           895130K35  03/13/03  04/01/22     31.423      0.000     36.37    0.059175   0.061001   0.062883   0.064823  0.066822     21.97    23.34     
Tri-Union Development      895728AA1  06/18/01  06/01/06     88.800     12.500              0.055772   0.060497   0.065621                          21.22     9.84     
                           895728AB9  06/18/01  06/01/06     88.800     12.500              0.055772   0.060497   0.065621                          21.22     9.84     
                           895728AC7  06/18/01  06/01/06     88.800     12.500              0.055772   0.060497   0.065621                          21.22     9.84     
Trump Atlantic City                                                                                                                                                    
  Funding II               89816NAC0  12/10/97  05/01/06*    96.073     11.250     30.23    0.017614   0.018672                                      2.47*             
Trump Atlantic City                                                                                                                                                    
  Funding III              89816PAB7  12/10/97  05/01/06*    94.200     11.250     44.52    0.026225   0.027848                                      3.68*             
Trump Casino Holdings      89816RAA5  03/25/03  03/15/10*    94.832     11.625      9.24    0.016051   0.017075                                      2.30*             
                           89816RAB3  03/25/03  03/15/10*    94.832     11.625      9.24    0.016051   0.017075                                      2.30*             
                           89816RAC1  03/25/03  09/15/10*   100.000     11.625              0.181827   0.187281                                     25.63*             
                           89816RAD9  03/25/03  09/15/10*   100.000     11.625              0.181827   0.187281                                     25.63*             
                           89816RAE7  03/25/03  03/15/10*    94.832     11.625      9.24    0.016051   0.017075                                      2.30*             
                           89816RAF4  03/25/03  09/15/10*   100.000     11.625              0.181827   0.187281                                     25.63*             
UBS AG                     90261KBA7  04/30/02  11/03/05    100.000      0.000              0.138011   0.141081                                     42.23              
                           90261KBB5  04/30/02  04/30/09    100.000      0.000              0.173163   0.177881   0.182728   0.187708  0.192822     63.77    67.29     
                           90261KBF6  05/29/02  05/29/09    100.000      0.000              0.165292   0.169615   0.174050   0.178602  0.183272     60.56    63.77     
                           90261KBJ8  06/06/02  12/05/05    100.000      0.000              0.134658   0.137590                                     45.50              
                           90261KBV1  10/31/02  11/07/07    100.000      0.000              0.112768   0.114891   0.117054   0.119257  0.121502     41.21    42.78     
                           90261KBY5  11/29/02  12/07/07    100.000      0.000              0.108557   0.110529   0.112537   0.114581  0.116663     39.53    40.98     
                           90261KBZ2  12/24/02  10/07/11    100.000      0.000              0.132513   0.135436   0.138424   0.141478  0.144600     48.73    50.90     
                           90261KCK4  01/30/03  02/07/08    100.000      0.000              0.097477   0.099103   0.100757   0.102438  0.104147     35.86    37.06     
                           90261KCN8  02/27/03  09/08/10    100.000      0.000              0.114743   0.116977   0.119255   0.121577  0.123944     42.22    43.88     
                           90261KCZ1  03/31/03  04/08/10    100.000      0.000              0.116061   0.118346   0.120676   0.123051  0.125474     42.58    44.27     
                           90261KDA5  04/07/03  10/07/09    100.000      0.000              0.107042   0.108996   0.110985   0.113010  0.115073     39.22    40.66     
                           90261KDE7  04/30/03  05/07/10    100.000      0.000              0.113298   0.115478   0.117701   0.119966  0.122275     41.42    43.03     
                           90261KDH0  05/30/03  06/07/10    100.000      0.000              0.093013   0.094497   0.096005   0.097536  0.099093     33.82    34.91     
                           90261KDL1  05/30/03  08/29/08    100.000      0.000              0.080374   0.081038   0.082624   0.083307  0.084936     29.33    30.15     
                           90261KDY3  06/30/03  07/08/10    100.000      0.000              0.090636   0.092069   0.093523   0.095001  0.096502     33.39    34.45     
                           90261KED8  07/31/03  08/06/10    100.000      0.000              0.115681   0.117995   0.120355   0.122762  0.125217     42.74    44.47     
                           90261KEV8  08/27/03  09/08/09    100.000      0.000              0.118411   0.120832   0.123302   0.125822  0.128395     43.62    45.42     
                           90261KFE5  09/30/03  07/30/09    100.000      0.000              0.112145   0.114336   0.116571   0.118849  0.121172     41.43    43.07     
                           90261KFS4  10/31/03  01/31/12    100.000      0.000              0.126030   0.128798   0.131626   0.134516  0.137469     46.71    48.79     
                           90261KGC8  12/31/03  01/08/09    100.000      0.000              0.100773   0.102567   0.104394   0.106253  0.108145     37.23    38.57     
                           90261KGT1  01/30/04  02/06/09    100.000      0.000              0.097077   0.098744   0.100439   0.102163  0.103917     35.74    36.97     
                           90261KHK9  02/27/04  05/31/11    100.000      0.000              0.113746   0.116006   0.118311   0.120662  0.123060     41.50    43.16     
                           90261KHL7  03/31/04  01/03/12    100.000      0.000              0.105193   0.107165   0.109175   0.111222  0.113308     38.93    40.41     
                           90261KHS2  05/28/04  05/31/11    100.000      0.000              0.137873   0.141213   0.144633   0.148136  0.151724     50.45    52.92     
                           90261KHW3  07/30/04  08/07/09    100.000      0.000              0.112146   0.114408   0.116715   0.119069  0.121471     41.44    43.13     
                           90261KJA9  09/30/04  10/07/10    100.000      0.000              0.110377   0.112568   0.114803   0.117082  0.119406     40.50    42.13     
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
UBS AG                     90261KJE1  10/29/04  11/07/12    100.000      2.810              0.112693   0.111559   0.114137   0.113009  0.115642     41.00    41.54     
                           90261KJV3  01/31/05  07/31/06    100.000      0.000                         0.094172   0.095769   0.097392               31.41    20.31     
                           90261KJW1  02/28/05  05/31/11    100.000      0.000              0.125982   0.127410   0.130299   0.133254  0.136276     38.31    47.62     
                           90261KKR0  04/29/05  10/27/06    100.000      0.000                         0.102885   0.104769   0.106709               25.02    31.36     
                           90261KKU3  05/23/05  11/22/06    100.000      0.000                         0.102497   0.104378   0.106304               22.42    33.85     
                           90261KKW9  06/30/05  12/30/11    100.000      0.000                         0.115279   0.117671   0.120113  0.122605     20.87    42.81     
                           90261KLD0  06/30/05  12/29/06    100.000      0.000                         0.103338   0.105250   0.107208               18.71    38.03     
                           90261KLE8  07/26/05  07/30/10    100.000      0.000                         0.122770   0.122831   0.125545  0.128319     19.04    45.54     
                           90261KLN8  07/25/05  04/29/11    100.000      0.000                         0.131666   0.133296   0.136455  0.139689     20.64    48.95     
                           90261KLP3  08/04/05  08/04/08    100.000      0.000                                    0.123337   0.126076  0.128875     18.13    45.71     
                           90261KLS7  09/27/05  09/27/07    100.000      0.000                                    0.122213   0.124902  0.127649     11.49    44.99     
UBS AG                     90261XAE2  09/27/02  09/28/09    100.000      0.000              0.115382   0.117602   0.119865   0.122172  0.124522     42.35    44.00     
                           90261XAG7  12/22/04  12/22/14    100.000     VARIES              0.131772   0.128968   0.126097   0.125299  0.124615     46.88    45.24     
                           90261XAH5  02/28/05  08/28/06    100.000      0.000                         0.096665   0.098347   0.100058               29.50    23.62     
                           90261XAJ1  03/07/05  05/07/06    100.000      0.000              0.096389   0.096947   0.098629                          28.56    12.43     
                           90261XAL6  03/22/05  05/22/06    100.000      0.000              0.100555   0.101162   0.102993                          28.26    14.52     
                           90261XAN2  04/27/05  04/27/35     12.879      0.000                         0.024863   0.025727   0.026621  0.027546      6.12     9.54     
                           90261XAP7  04/20/05  10/20/06    100.000      0.000                         0.102193   0.104677   0.106051               26.34    30.82     
                           90261XAQ5  05/19/05  07/19/06    100.000      0.000                         0.101109   0.101722   0.103574               22.55    20.47     
                           90261XAT9  05/27/05  11/27/06    100.000      0.000                         0.103053   0.104964   0.106911               22.12    34.57     
                           90261XAU6  06/23/05  08/23/06    100.000      0.000                         0.103610   0.104254   0.106198               19.56    24.54     
                           90261XAY8  07/18/05  10/18/06    100.000      0.000                         0.108805   0.109870   0.112022               17.81    31.92     
                           90261XAZ5  07/28/05  09/28/06    100.000      0.000                         0.110731   0.111467   0.113689               17.01    30.16     
                           90261XBA9  07/28/05  11/28/06    100.000      0.000                         0.111666   0.113163   0.115437               17.13    37.41     
                           90261XBF8  08/30/05  10/30/06    100.000      0.000                         0.116112   0.116921   0.119364               14.10    35.40     
UIH Australia/Pacific,                                                                                                                                                 
  Inc.                     902745AC2  05/14/96  05/15/06     50.816     VARIES              0.393455   0.393776   0.394120                         141.73    52.81     
USF&G Corporation          903290AD6  03/03/94  03/03/09     51.298      0.000    317.61    0.102315   0.104617   0.106971   0.109378  0.111839     37.80    39.52     
United International                                                                                                                                                   
  Holdings, Inc.           910734AE2  02/05/98  02/15/08*    59.069     VARIES              0.298595                                                13.14*             
United Rentals, Inc.       911365AC8  12/24/02  04/15/08*    97.045     10.750      9.26    0.014251                                                 1.48*             
                           911365AD6  12/24/02  04/15/08*    97.045     10.750      9.26    0.014251                                                 1.48*             
                           911365AE4  12/24/02  04/15/08*    97.045     10.750      9.26    0.014251                                                 1.48*             
United Technologies Corp   913017AR0  11/13/89  11/15/19     98.974      8.875      2.20    0.000734   0.000755   0.000802   0.000824  0.000875       .27      .30     
University of North                                                                                                                                                    
  Carolina Chapel Hill     914713KR2  08/14/91  02/15/10     19.000      0.000    441.56    0.155650   0.162794   0.170266   0.178081  0.186255     59.31    64.88     
                           914713KS0  08/14/91  02/15/11     17.000      0.000    403.47    0.143046   0.149694   0.156651   0.163932  0.171550     54.54    59.73     
                           914713KT8  08/14/91  02/15/12     16.000      0.000    369.19    0.129883   0.135819   0.142027   0.148518  0.155306     49.48    54.10     
                           914713KU5  08/14/91  02/15/13     14.000      0.000    335.94    0.119465   0.125054   0.130904   0.137027  0.143437     45.57    49.93     
                           914713KV3  08/14/91  02/15/14     13.000      0.000    307.41    0.108881   0.113931   0.119214   0.124743  0.130528     41.51    45.45     
                           914713KW1  08/14/91  02/15/15     12.000      0.000    281.33    0.099407   0.103994   0.108792   0.113812  0.119063     37.89    41.47     
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Upshur County, WV          916734AC0  12/30/93  04/01/05     96.024      8.250     38.41    0.015009                                                 1.35              
                           916734AD8  12/30/93  04/01/10     96.023      8.750     20.28    0.008069   0.008441   0.008830   0.009238  0.009664      3.04     3.33     
Uruguay, Republic          917288AK8  03/20/02  03/25/09     87.661      7.875     38.83    0.044385   0.046692   0.049120   0.051673  0.054359     16.85    18.65     
                           917288AL6  05/29/03  11/18/08     85.000      7.875     34.54    0.066827   0.070724   0.074847   0.079211  0.083829     25.10    28.12     
                           917288AM4  05/29/03  07/02/09     68.000      2.145     67.59    0.123842   0.129478   0.135371   0.141532  0.147974     47.66    52.10     
                           917288AN2  05/29/03  01/02/10     68.000      2.036     62.00    0.113242   0.118038   0.123037   0.128247  0.133678     43.38    47.14     
                           917288AT9  05/29/03  03/25/14     76.000      7.875     19.52    0.037111   0.039314   0.041647   0.044119  0.046738     14.19    15.93     
                           917288AU6  05/29/03  05/04/14     73.000      7.250     21.76    0.041898   0.044347   0.046938   0.049681  0.052585     15.81    17.71     
                           917288AV4  05/29/03  06/22/15     76.000      8.750     15.21    0.030059   0.031966   0.033993   0.036150  0.038443     11.20    12.67     
                           917288AX0  05/29/03  01/20/17     73.000      7.625     14.51    0.027030   0.028600   0.030262   0.032019  0.033879     10.53    11.79     
                           917288AY8  05/29/03  02/15/11     76.500      7.250     32.94    0.061917   0.065634   0.069574   0.073750  0.078178     24.00    26.97     
                           917288AZ5  05/29/03  03/15/15     71.500      7.500     19.60    0.037207   0.039458   0.041845   0.044376  0.047060     14.29    16.07     
                           917288BA9  05/29/03  01/15/33    100.000      7.875              0.113750   0.117345   0.121112   0.123773  0.126552     42.82    44.98     
Valhi, Inc.                918905AC4  10/20/92  10/20/07     25.759      0.000    518.72    0.195898   0.204959   0.214438   0.224356  0.234732     73.47    80.42     
Vermilion & Edgar                                                                                                                                                      
  Counties, Illinois       923439CK7  07/07/04  12/01/06    102.850     VARIES              0.110222   0.112317   0.106692   0.106133               39.95    35.11     
                           923439CL5  07/07/04  12/01/07    102.860     VARIES              0.129308   0.132183   0.125395   0.124941  0.124476     46.95    45.03     
                           923439CM3  07/07/04  12/01/08    102.103     VARIES              0.146094   0.149782   0.141992   0.141720  0.141441     53.13    51.05     
                           923439CN1  07/07/04  12/01/09    103.843     VARIES              0.154685   0.158747   0.149786   0.149342  0.148887     56.27    53.82     
                           923439CP6  07/07/04  12/01/10    103.260     VARIES              0.159931   0.164295   0.155136   0.154821  0.154498     58.22    55.77     
                           923439CQ4  07/07/04  12/01/11    103.596     VARIES              0.169489   0.174368   0.164274   0.163966  0.163648     61.74    59.06     
                           923439CR2  07/07/04  12/01/12    102.910     VARIES              0.175888   0.181173   0.170593   0.170377  0.170155     64.11    61.36     
                           923439CS0  07/07/04  12/01/13    103.470     VARIES              0.179913   0.185410   0.174399   0.174168  0.173930     65.59    62.73     
                           923439CT8  07/07/04  12/01/14    103.682     VARIES              0.183350   0.189044   0.177704   0.177486  0.177261     66.86    63.92     
Verizon Global Funding                                                                                                                                                 
  Corporation              92343VAA2  05/15/01  05/15/21     55.126      0.000              0.147117   0.150125   0.158316   0.161554  0.170368     54.78    58.95     
Veritas Capital Trust      92343W300  12/22/97  01/01/28    100.000     10.000              0.277778   0.277778   0.277778   0.277778              100.00   100.00     
Verizon Global Funding                                                                                                                                                 
  Corporation              92344GAN6  05/15/01  05/15/21     55.126      0.000              0.147117   0.150125   0.158316   0.161554  0.170368     54.78    58.95     
                           92344GAP1  05/15/01  05/15/21     55.126      0.000              0.147117   0.150125   0.158316   0.161554  0.170368     54.78    58.95     
VoiceStream Wireless       92861LAD0  11/09/99  11/15/09     56.061     VARIES              0.329854   0.329854   0.329853   0.329853  0.329852    118.75   118.75     
WCI Communities, Inc.      92923CAJ3  08/05/03  08/05/23    100.000     VARIES              0.259698   0.266312   0.273221   0.280437  0.287975     96.66   101.81     
                           92923CAK0  08/05/03  08/05/23    100.000     VARIES              0.259698   0.266312   0.273221   0.280437  0.287975     96.66   101.81     
WMG Holdings Corp.         92930MAA1  12/23/04  12/15/15*    98.000     VARIES              0.258343                                                42.37*             
                           92930MAB9  12/23/04  12/15/15*    98.000     VARIES              0.258343                                                42.37*             
                           92930MAE3  12/23/04  12/15/14     63.002     VARIES              0.166246   0.173792   0.182046   0.190693  0.199751     61.46    67.38     
                           92930MAF0  12/23/04  12/15/14     63.002     VARIES              0.166247   0.173792   0.182047   0.190694  0.199751     61.46    67.38     
Walter Industries, Inc.    93317QAB1  04/20/04  05/01/24    100.000     VARIES              0.219853   0.224335   0.228992   0.233829  0.238853     80.50    83.90     
                           93317QAC9  04/20/04  05/01/24    100.000     VARIES              0.219853   0.224335   0.228992   0.233829  0.238853     80.50    83.90     
Watson Pharmaceuticals     942683AB9  03/07/03  03/15/23    100.000     VARIES              0.193918   0.198635   0.203507   0.208189  0.213023     71.68    75.11     
WebMD Corporation          94769MAA3  04/01/02  04/01/07*    97.000      3.250     15.79    0.016803   0.017132                                      2.54*             
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
WebMD Corporation          94769MAD7  06/25/03  06/15/23     97.250     VARIES              0.236664   0.244187   0.252011   0.260148  0.268611     86.80    92.45     
                           94769MAE5  06/25/03  06/15/23     97.250     VARIES              0.236664   0.244187   0.252011   0.260148  0.268611     86.80    92.45     
                           94769MAF2  08/30/05  09/01/25    100.000     VARIES                         0.188892   0.188913   0.192385  0.195975     22.86    69.48     
                           94769MAG0  08/30/05  09/01/25    100.000     VARIES                         0.188892   0.188913   0.192385  0.195975     22.86    69.48     
Weimer Independent                                                                                                                                                     
  School District          948679DC6  12/16/97  08/15/05     61.021      0.000    350.58    0.170554   0.176139                                     39.21              
                           948679DD4  12/16/97  08/15/06     56.735      0.000    332.07    0.162038   0.167425   0.172991   0.178742               60.79    39.79     
                           948679DE2  12/16/97  08/15/07     52.647      0.000    313.87    0.153620   0.158804   0.164163   0.169702  0.175429     57.67    61.63     
Weirton Steel Corp.        948774AH7  06/18/02  04/01/08     78.200     VARIES              0.247421   0.259534   0.259321   0.259097  0.258863     92.32    93.27     
Wells Fargo & Company      949746ET4  12/19/02  01/04/08    100.000      0.000              0.104212   0.106064   0.107948   0.109866  0.111818     38.51    39.89     
                           949746EU1  12/23/02  01/04/08    100.000      0.000              0.104177   0.106028   0.107912   0.109829  0.111780     38.50    39.88     
                           949746EV9  03/05/03  04/15/09    100.000      0.000              0.111498   0.113605   0.115751   0.117939  0.120167     40.84    42.40     
                           949746FB2  05/05/03  05/05/10    100.000      0.000              0.113333   0.115517   0.117742   0.120011  0.122323     41.44    43.05     
                           949746FG1  08/29/03  08/25/09    100.000      0.000              0.087090   0.088415   0.089760   0.091126  0.092512     31.93    32.91     
                           949746FL0  12/29/03  01/08/10    100.000      0.000              0.099623   0.101377   0.103162   0.104978  0.106826     36.79    38.10     
                           949746FN6  06/04/04  06/05/06    100.000      0.000              0.081608   0.082789   0.083988                          29.65    12.93     
                           949746FU0  04/30/04  05/05/11    100.000      0.000              0.088342   0.089724   0.091128   0.092555  0.094003     32.21    33.22     
                           949746FV8  04/29/04  04/29/14    100.000      0.250              0.132007   0.134915   0.137890   0.140934  0.144049     48.41    50.57     
                           949746FW6  05/25/04  10/25/12    100.000      2.350              0.149032   0.151252   0.153530   0.155869  0.158270     54.35    56.00     
                           949746HZ7  07/07/04  10/07/11    100.000      2.900              0.142635   0.144221   0.145846   0.147513  0.149223     51.90    53.09     
                           949746JA0  07/09/04  01/20/10    100.000      0.000              0.123565   0.126309   0.129115   0.131983  0.134914     45.87    47.93     
                           949746JH5  11/05/04  11/05/07    100.000      0.000              0.091347   0.092849   0.094376   0.095927  0.097505     33.32    34.43     
                           949746JK8  12/07/04  12/07/11    100.000      0.000              0.124717   0.127516   0.130379   0.133306  0.136298     45.54    47.61     
Dupage County, Illinois    962757LH1  12/28/04  12/30/06     92.911      0.000       .29    0.095510   0.097277   0.099076   0.100909               34.71    35.90     
White Settlement ISD       964559JB5  03/20/97  02/15/06     54.197      0.000    383.83    0.175356   0.181492   0.187844                          65.93     8.27     
                           964559JC3  03/20/97  02/15/07     50.112      0.000    361.37    0.165637   0.171516   0.177604   0.183909  0.190436     62.32    66.82     
                           964559JR0  03/20/97  02/15/05     58.502      0.000    406.83    0.185249                                                 8.15              
Whole Foods Market, Inc.   966837AC0  03/02/98  03/02/18     37.243      0.000    149.45    0.071306   0.073088   0.074915   0.076788  0.078708     26.42    27.76     
Wild Oats Markets, Inc.    96808BAA5  05/25/04  05/15/34    100.000     VARIES              0.234612   0.240566   0.246767   0.253223  0.259945     86.09    90.60     
                           96808BAB3  05/25/04  05/15/34    100.000     VARIES              0.234612   0.240566   0.246767   0.253223  0.259945     86.09    90.60     
Will County, IL School                                                                                                                                                 
  District 122             968852FG3  11/19/97  11/01/16     23.888      0.000    170.18    0.086384   0.089709   0.093163   0.096750  0.100474     32.10    34.62     
                           968852FH1  11/19/97  11/01/17     22.150      0.000    157.80    0.080097   0.083181   0.086383   0.089709  0.093163     29.77    32.10     
Winstar Communications     975515AY3  04/10/00  04/15/10     48.990     VARIES              0.381572   0.409711   0.409711   0.409710  0.409709    144.57   147.50     
                           975515AZ0  04/10/00  04/15/10     48.990     VARIES              0.381572   0.409711   0.409711   0.409710  0.409709    144.57   147.50     
Wynn Las Vegas, LLC        983130AA3  10/30/02  11/01/10     92.793     12.000     12.83    0.019031   0.020316   0.021687   0.023151  0.024714      7.24     8.25     
XM Satellite Radio, Inc.   98375YAG1  01/28/03  12/31/09*    67.310     VARIES              0.339777   0.363570                                    126.26*             
Yahoo, Inc.                984332AA4  04/09/03  04/01/08     96.550      0.000     11.84    0.019148   0.019216   0.019284   0.019352  0.019420      6.92     6.97     
                           984332AB2  04/09/03  04/01/08     96.550      0.000     11.84    0.019148   0.019216   0.019284   0.019352  0.019420      6.92     6.97     
York County, PA            986812LW3  12/28/95  02/01/11     35.767      0.000    303.12    0.123622   0.127905   0.132336   0.136922  0.141665     46.58    49.87     
                           986812LX1  12/28/95  02/01/12     33.049      0.000    283.83    0.116059   0.120121   0.124325   0.128676  0.133179     43.75    46.87     
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
York County, PA            986812LY9  12/28/95  02/01/13     30.649      0.000    265.20    0.108604   0.112426   0.116383   0.120480  0.124720     40.95    43.89     
                           986812LZ6  12/28/95  02/01/14     28.302      0.000    247.65    0.101647   0.105255   0.108991   0.112860  0.116866     38.34    41.11     
                           986812MA0  12/28/95  02/01/15     26.297      0.000    230.98    0.094872   0.098249   0.101747   0.105369  0.109120     35.79    38.39     
                           986812MB8  12/28/95  02/01/16     24.378      0.000    215.32    0.088539   0.091704   0.094982   0.098378  0.101895     33.41    35.84     
                           986812MC6  12/28/95  02/01/17     22.586      0.000    200.60    0.082580   0.085544   0.088615   0.091796  0.095091     31.17    33.45     
                           986812MD4  12/28/95  02/01/18     20.780      0.000    186.61    0.076994   0.079781   0.082669   0.085662  0.088762     29.07    31.21     
                           986812ME2  12/28/95  02/01/19     19.353      0.000    173.80    0.071709   0.074304   0.076994   0.079781  0.082669     27.08    29.07     
                           986812MF9  12/28/95  02/01/20     18.025      0.000    161.87    0.066786   0.069204   0.071709   0.074304  0.076994     25.22    27.08     
                           986812MG7  12/28/95  02/01/21     16.787      0.000    150.76    0.062201   0.064453   0.066786   0.069204  0.071709     23.49    25.22     
                           986812MH5  12/28/95  02/01/22     15.635      0.000    140.41    0.057932   0.060029   0.062201   0.064453  0.066786     21.87    23.49     
                           986812MJ1  12/28/95  02/01/23     14.561      0.000    130.77    0.053954   0.055907   0.057931   0.060028  0.062201     20.37    21.87     
                           986812MK8  12/28/95  02/01/24     13.562      0.000    121.79    0.050251   0.052070   0.053955   0.055908  0.057932     18.97    20.37     
Zenith National                                                                                                                                                        
  Insurance Corp.          989390AG4  03/30/03  03/30/23    100.000     VARIES              0.213489   0.212030   0.217677   0.216304  0.222185     78.04    79.62     
                           989390AH2  03/30/03  03/30/23    100.000     VARIES              0.213489   0.212030   0.217677   0.216304  0.222185     78.04    79.62     
Ziff Davis Media Inc.      98951UAD8  08/12/02  08/12/09    100.000     VARIES              0.450418   0.487433   0.510429                         179.62              
                           98951UAE6  08/12/02  08/12/09    100.000     VARIES              0.450418   0.487433   0.510429                         179.62              
Goldman Sachs Group,Inc.   9FI546712  08/12/05  08/03/09    100.000      0.000                                    0.130369   0.133275  0.136403     18.12    48.35     
Microcell                                                                                                                                                              
  Telecommunications       C55185AE9  05/25/99  06/01/09     55.731     VARIES              0.333323   0.333322   0.333322   0.333321  0.333320    120.00   120.00     
Rhodia, SA                 F7813KAH4  05/17/04  06/01/10     96.743     10.250      2.48    0.011595   0.012233   0.012906   0.013616  0.014365      4.33     4.82     
Danka Business Systems     G2652NAB5  06/29/01  04/01/08     28.000     10.000              0.242222   0.295712   0.361016   0.440740  0.538070    107.52   160.25     
Deutsche Bank AG           G2737TCL7  11/27/02  11/27/05    100.000      0.000              0.089487   0.090845                                     29.42              
                           G2737TFA8  12/20/02  12/20/07    100.000      0.000              0.102676   0.104448   0.106251   0.108085  0.109950     37.32    38.62     
                           G2737TFB6  03/10/03  03/13/06    100.000      0.000              0.063276   0.063973   0.064678                          23.06     4.66     
                           G2737TFC4  03/10/03  09/12/06    100.000      0.000              0.070351   0.071210   0.072079   0.072959               25.67    18.25     
Dolphin Telecom, PLC       G28058AD0  05/18/99  05/15/09     50.892     VARIES              0.388883   0.388883   0.388882   0.388882  0.388881    140.00   140.00     
NII Holdings, Inc.         G6520PAA3  11/12/02  11/01/09     55.746     VARIES              0.431146   0.437921   0.445352   0.453501  0.462439    157.28   162.82     
QBE Funding Trust          G7303WAA9  04/15/02  04/15/22     59.358      0.000     43.50    0.046198   0.046804   0.047418   0.048041  0.048671     16.83    17.28     
Advanced Accessory                                                                                                                                                     
  Holdings Corporation     U00730AA6  02/04/04  12/15/11     57.128     VARIES              0.234888   0.250442   0.267027   0.284710  0.303564     87.87    99.90     
Alaris Medical, Inc.       U01143AA1  07/28/98  08/01/08     58.144     VARIES              0.309026   0.309026   0.309026   0.309026  0.309025    111.25   111.25     
Alaska Communcations                                                                                                                                                   
  Systems Holdings, Inc.   U01173AA8  08/26/03  08/15/11     96.687      9.875      3.89    0.008466   0.008910   0.009378   0.009870  0.010388      3.25     3.60     
Anixter International      U03525AA7  06/28/00  06/28/20*    25.257      0.000     91.92    0.066198                                                11.78*             
                           U03525AB5  07/07/03  07/07/33     38.016     VARIES              0.082822   0.085845   0.088979   0.092227  0.095593     31.43    33.77     
ASG Consolidated LLC       U04402AA8  10/19/04  11/01/11     63.700     VARIES              0.204237   0.215979   0.228397   0.241527  0.255413     77.09    86.21     
Avalon Cable, LLC          U05225AA2  12/10/98  12/01/08     56.332     VARIES              0.326214   0.324430   0.326211   0.324427  0.326208    118.74   118.74     
Bank of America Corp.      U0662KBL4  03/18/02  01/04/17     38.300      0.000     75.92    0.081402   0.084085   0.086857   0.089720  0.092677     30.75    32.81     
Buffets Holdings, Inc.     U08940AA3  05/18/04  01/31/11     56.873     VARIES              0.225367   0.241002   0.257722   0.275602  0.294722     88.83   101.59     
Big City Radio, Inc.       U0897TAA7  03/17/98  03/15/05     72.055     VARIES              0.310760                                                22.69              
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Chukchansi Economic                                                                                                                                                    
  Development Authority    U17133AA4  10/08/02  06/15/09     91.476     14.500     19.13    0.029212   0.031645   0.034281   0.037137  0.040231     11.04    12.95     
Crown Castle                                                                                                                                                           
  International            U2159JAB6  08/03/99  08/01/11*    57.889     VARIES              0.312498   0.312498                                     58.44*             
Covad Communications       U22015AB4  03/11/98  03/15/08     50.666     VARIES              0.378230   0.372423   0.378987   0.373220  0.379853    137.07   137.36     
Crum & Forster Holdings                                                                                                                                                
  Corporation              U22859AA7  06/05/03  06/15/13     96.985     10.375      2.89    0.005659   0.005967   0.006291   0.006633  0.006994      2.10     2.34     
Dayton Superior                                                                                                                                                        
  Corporation              U23993AA3  06/16/00  06/15/09     95.575     13.000     15.86    0.013159   0.013995   0.015048   0.016004  0.017208      4.99     5.70     
                           U23993AB1  06/16/00  06/15/09     95.575     13.000     15.86    0.013159   0.013995   0.015048   0.016004  0.017208      4.99     5.70     
                           U23993AC9  03/15/03  09/15/08     98.088     10.750      5.04    0.008530   0.009009   0.009514   0.010048  0.010612      3.26     3.64     
H & E Equipment Services   U24432AB9  06/17/02  06/15/13     80.016     12.500     21.03    0.028853   0.031232   0.033808   0.036597  0.039616     10.89    12.77     
Details Capital Corp.      U24922AA1  11/18/97  11/15/07     54.595     VARIES              0.347214   0.347213   0.347212   0.347212  0.347211    125.00   125.00     
Dex Media, Inc.            U24975AB7  11/10/03  11/15/13     64.314     VARIES              0.175794   0.183705   0.191971   0.200610  0.209637     65.45    71.48     
                           U24975AC5  02/11/04  11/15/13     69.384     VARIES              0.171720   0.178906   0.186392   0.194191  0.202317     63.79    69.24     
DIVA Systems Corporation   U2539PAC1  02/19/98  03/01/08     50.100     VARIES              0.366468   0.367534   0.368673   0.369888  0.371186    132.38   133.24     
E. Spire Communications    U26851AA0  07/24/98  07/01/08     59.989     VARIES              0.295106   0.295104   0.295103   0.295101              106.24   106.24     
Fedders North America      U31334AB8  08/24/99  08/15/07     95.304      9.375     27.27    0.018030   0.018955   0.019926   0.020947  0.022021      6.92     7.64     
Focal Communications       U31430AA6  02/18/98  02/15/08     55.565     VARIES              0.336803   0.336802   0.336802   0.336802  0.336802    121.25   121.25     
Globe Holdings, Inc.       U33975AA8  08/06/98  08/01/09     49.672     VARIES              0.392922   0.393211   0.393519   0.393850  0.394205    141.59   141.83     
GATX Financial Corp.       U3697RAA7  10/25/04  06/15/11     95.703      6.273       .95    0.014524   0.015039   0.015573   0.016125  0.016697      5.34     5.72     
Great Lakes Acquisition    U39022AA3  05/22/98  05/15/09     53.092     VARIES              0.364570   0.364569   0.364568   0.364567  0.364566    131.25   131.24     
HMP Equity Holdings Corp   U43337AA9  05/09/03  05/15/08     32.580      0.000    145.38    0.300431   0.335953   0.375675   0.420094  0.469765    118.01   147.57     
                           U43337AB7  05/09/03  05/15/08     32.580      0.000    145.38    0.300431   0.335953   0.375675   0.420094  0.469765    118.01   147.57     
HM Publishing Corp.        U43338AA7  10/03/03  10/15/13     56.960     VARIES              0.204243   0.215986   0.228404   0.241536  0.255424     77.48    86.64     
Hollywood Casino                                                                                                                                                       
  Shreveport               U4378HAA3  08/10/99  08/01/06    100.000     VARIES              0.389311   0.391218   0.386415   0.381287              140.06    80.22     
ICG Services, Inc.         U4493DAA2  02/12/98  02/15/08     61.341     VARIES              0.271740   0.276244   0.271740   0.276244  0.271741    100.00   100.00     
                           U4493DAB0  04/27/98  05/01/08     61.691     VARIES              0.272789   0.268341   0.272789   0.268341  0.272788     98.75    98.75     
Intermedia                                                                                                                                                             
  Communications, Inc.     U45855AE0  02/24/99  03/01/09     55.057     VARIES              0.340268   0.340267   0.340266   0.340266  0.340265    122.50   122.50     
Jacobs Entertainment       U46754AA2  02/08/02  02/01/09     96.040     11.875     12.46    0.013912   0.014799   0.015742   0.016745  0.017813      5.44     6.16     
Jostens Holding Corp.      U47995AA0  12/02/03  12/01/13     60.682     VARIES              0.190885   0.200668   0.210952   0.221764  0.233129     71.08    78.55     
KI Holdings, Inc.          U49400AA9  11/18/04  11/15/14     61.808     VARIES              0.169538   0.177769   0.186546   0.195756  0.205422     63.30    69.68     
Language Line                                                                                                                                                          
  Holdings II, Inc.        U51303AA0  06/11/04  06/15/13     50.460     VARIES              0.212300   0.227293   0.243346   0.260532  0.278932     79.62    91.27     
Language Line                                                                                                                                                          
  Holdings II, Inc.        U51304AA8  06/11/04  06/15/12     97.432     11.125      1.13    0.005966   0.006313   0.006680   0.007068  0.007479      2.22     2.49     
Level 3 Communications     U52782AB2  12/02/98  12/01/08     59.966     VARIES              0.291664   0.291664   0.291664   0.291663  0.291663    105.00   105.00     
                           U52782AE6  02/29/00  03/15/10     53.308     VARIES              0.335987   0.357613   0.357612   0.357610  0.357608    127.14   128.74     
Liberty Media Corp.        U52892AD5  01/11/01  01/15/31    100.000      3.500              0.328095   0.339061   0.350548   0.362581  0.375186    123.82   132.45     
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Lin Television Corp.       U53546AB0  06/14/01  01/15/08*    96.288      8.000     17.40    0.015169   0.016096                                      1.19*             
Lyondell Chemical Co.      U55193AB9  12/04/02  12/15/08     97.750      9.500      6.31    0.009509   0.009984   0.010484   0.011008  0.011559      3.52     3.89     
McCaw International LTD    U56707AA7  03/06/97  04/15/07     50.991     VARIES              0.368254   0.368731   0.369240   0.369782  0.370361    132.73   133.11     
Marquee Holdings, Inc.     U57131AA9  08/18/04  08/15/14     55.894     VARIES              0.186307   0.197299   0.209136   0.221684  0.234985     72.15    81.06     
Matria Healthcare, Inc.    U57614AA4  07/09/01  05/01/08     93.500     11.000     26.65    0.026112   0.027284   0.029462   0.030785  0.033242      9.95    11.23     
Morton's Restaurant                                                                                                                                                    
  Group, Inc.              U61945AA6  07/07/03  07/01/10     85.000      7.500     23.50    0.048705   0.051284   0.054001   0.056861               18.00    19.96     
Muzak Holdings Finance     U62340AA9  03/18/99  03/15/10     53.328     VARIES              0.361108   0.361107   0.361107   0.361107  0.361107    130.00   130.00     
Nextel Communications      U64977AB4  02/11/98  02/15/08     61.471     VARIES              0.276384   0.276384   0.276384   0.276383  0.276383     99.50    99.50     
Nexstar Finance, Inc.      U6497AAA9  03/16/01  04/01/08     96.012     12.000     17.16    0.015761   0.016776   0.017856   0.019006  0.020230      6.05     6.85     
Nexstar Finance                                                                                                                                                        
  Holdings, Inc.           U6497BAC3  03/27/03  04/01/13     57.442     VARIES              0.214526   0.226727   0.239622   0.253250  0.267653     81.68    91.24     
Nextel International       U64982AA6  03/12/98  04/15/08     54.915     VARIES              0.333005   0.331180   0.332993   0.331167  0.332979    121.21   121.21     
Nextlink Communications    U6500EAE8  11/17/99  12/01/09     55.257     VARIES              0.333098   0.331277   0.333097   0.331277  0.333096    121.25   121.25     
Omnicom Group, Inc.        U68191AF9  02/07/01  02/07/31    100.000     VARIES              0.234873   0.242754   0.250900   0.259319  0.268020     88.28    94.30     
O'Sullivan Industries      U68328AA8  11/30/99  10/15/09     94.546     13.375     19.04    0.014572   0.015623   0.016750   0.017959  0.019254      5.60     6.44     
Penton Media, Inc.         U7100RAA9  06/28/01  06/15/11     97.749     10.375      5.44    0.005254   0.005536   0.005834   0.006148  0.006478      1.95     2.17     
Petro Stopping Centers     U71660AB7  07/23/99  08/01/08     36.636     VARIES              0.466878   0.471571   0.476704   0.482315  0.488452    170.39   174.39     
Pliant Corporation         U7263LAC1  02/17/04  06/15/09     73.627     VARIES              0.248779   0.262609   0.277208   0.292619  0.308886     92.50   103.08     
Pope & Talbot, Inc.        U7316MAA0  07/30/02  06/01/13     86.415      8.375     18.82    0.024770   0.026070   0.027440   0.028881  0.030397      9.23    10.23     
Roche Holdings, Inc.       U75000AE6  01/19/00  01/19/15     66.386      0.000     96.11    0.057343   0.058131   0.058930   0.059741  0.060562     21.04    21.63     
Compass Minerals                                                                                                                                                       
  International, Inc.      U79616AB1  05/22/03  06/01/13     55.677     VARIES              0.221682   0.234982   0.249080   0.264024  0.279864     83.02    93.28     
Tabletop Holdings, Inc.    U81965AA0  11/12/03  05/15/14     55.131     VARIES              0.211490   0.224443   0.238190   0.252779  0.268261     79.70    89.76     
Sinclair Broadcast                                                                                                                                                     
  Group, Inc.              U82751AE5  05/20/03  07/15/18    100.000     VARIES              0.270264   0.276499   0.283023   0.289848  0.296989    100.54   105.44     
Steel Heddle Group, Inc.   U85799AA9  05/26/98  06/01/09     51.337     VARIES              0.381936   0.381936   0.381935   0.381934  0.381934    137.50   137.50     
Telemundo Holdings, Inc.   U8795AAA4  08/10/01  08/15/08     79.837     VARIES              0.319431   0.319430   0.319429   0.319428  0.319427    114.99   114.99     
Thermadyne Holdings        U88342AA5  05/22/98  06/01/08     54.374     VARIES              0.347204   0.347203   0.347202   0.347201  0.347199    124.99   124.99     
TravelCenters of America   U89398AA6  11/14/00  05/01/09     92.822     12.750     24.96    0.022226   0.023808   0.025503   0.027318  0.029262      8.48     9.73     
Tritel PCS, Inc.           U89678AA1  05/11/99  05/15/09     53.828     VARIES              0.354158   0.354158   0.354157   0.354157  0.354156    127.50   127.50     
Trump Atlantic City                                                                                                                                                    
  Funding II               U89685AA6  12/10/97  05/01/06*    96.073     11.250     30.23    0.017614   0.018672                                      2.47*             
Trump Atlantic City                                                                                                                                                    
  Funding III              U89686AA4  12/10/97  05/01/06*    94.200     11.250     44.52    0.026225   0.027848                                      3.68*             
Trump Casino Holdings      U89688AA0  03/25/03  03/15/10*    94.832     11.625      9.24    0.016051   0.017075                                      2.30*             
                           U89688AB8  03/25/03  09/15/10*   100.000     11.625              0.181827   0.187281                                     25.63*             
Vail Resorts, Inc.         U90984AB8  11/21/01  05/15/09     95.404      8.750     15.31    0.015934   0.016701   0.017505   0.018348  0.019231      5.95     6.53     
United Rentals, Inc.       U91139AB8  12/24/02  04/15/08     97.045     10.750      9.26    0.014251   0.015071   0.015938   0.016855  0.017825      5.41     6.05     
VoiceStream Wireless       U92709AB7  11/09/99  11/15/09     56.061     VARIES              0.329854   0.329854   0.329853   0.329853  0.329852    118.75   118.75     
WMG Holdings Corp.         U97137AA8  12/23/04  12/15/15*    98.000     VARIES              0.258343                                                42.37*             
    -----------------------------                                                                                                                                      
    *  Called in 2005; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       


SECTION I-B                                                                                                                                                           
                                                                                                                                                       OID per         
                                                                                                            Daily OID Per $1,000                      $1,000 of        
                                                                                                              of Maturity Value                       Maturity         
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for        
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year     
                                       Issue    Maturity    Principal  Interest   OID to    2005 1st   2005 2nd   2005 3rd   2006 2nd  2006 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/05     Period     Period    2006 1st    Period    Period      2005     2006      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
WMG Holdings Corp.         U97137AC4  12/23/04  12/15/14     63.002     VARIES              0.166247   0.173792   0.182047   0.190694  0.199751     61.46    67.38     
Hynix Semiconductor, Inc   Y3817WAK5  07/05/05  07/01/12     97.000      9.875                         0.008378   0.008808   0.009270                1.47     3.25     
 

SECTION 1-C Inflation Indexed Debt Instruments





                                                     Inflation-Adj    Stated
                                 Issue     Maturity   Principal on   Interest  Total OID    2005 1st   2005 2nd   2005 3rd    Calendar Year
Name of Issuer       CUSIP No.    Date       Date     Issue Date       Rate    to 1/1/05     Period     Period     Period         2005
______________       _________  ________  _________   ___________    ________  _________    ________   ________   ________    _____________

U.S.Treasury         9128272M3  01/15/97  01/15/07      100.000       3.375%     203.87     0.020360   0.124300   0.174141       52.39
U.S.Treasury         9128273T7  01/15/98  01/15/08      100.000       3.625%     181.64     0.019967   0.121900   0.170779       51.38
U.S.Treasury         912810FD5  04/15/98  04/15/28      100.000       3.625%     180.29     0.018628   0.156707   0.265414       51.32
U.S.Treasury         9128274Y5  01/15/99  01/15/09      100.000       3.875%     164.03     0.019670   0.120082   0.168233       50.61
U.S.Treasury         912810FH6  04/15/99  04/15/29      100.000       3.875%     161.24     0.018327   0.154178   0.261130       50.49
U.S.Treasury         9128275W8  01/18/00  01/15/10      100.000       4.250%     134.60     0.019173   0.117052   0.163988       49.33
U.S.Treasury         9128276R8  01/15/01  01/15/11      100.000       3.500%      96.83     0.018534   0.113151   0.158523       47.69
U.S.Treasury         912810FQ6  10/15/01  04/15/32      100.000       3.375%      75.50     0.016974   0.142793   0.241848       46.76
U.S.Treasury         9128277J5  01/15/02  01/15/12      100.000       3.375%      75.11     0.018167   0.110909   0.155381       46.74
U.S.Treasury         912828AF7  07/15/02  07/15/12      100.000       3.000%      61.73     0.017941   0.109530   0.153449       46.16
U.S.Treasury         912828BD1  07/15/03  07/15/13      100.000       1.875%      39.39     0.017564   0.107225   0.150220       45.19
U.S.Treasury         912828BW9  01/15/04  01/15/14      100.000       2.000%      33.15     0.017458   0.106581   0.149318       44.92
U.S.Treasury         912810FR4  07/15/04  01/15/25      100.000       2.375%      12.75     0.017113   0.104476   0.146369       44.03
U.S.Treasury         912828CP3  07/15/04  07/15/14      100.000       2.000%      12.75     0.017113   0.104476   0.146369       44.03
U.S.Treasury         912828CZ1  10/15/04  04/15/10      100.000       0.875%       7.68     0.015903   0.133790   0.226599       43.81
U.S.Treasury         912828DH0  01/15/05  01/15/15      100.000       1.625%                           0.103137   0.144492       43.23
U.S.Treasury         912828EA4  07/15/05  07/15/15      100.000       1.875%                                      0.141845       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                                   Strips
          Maturing             OID                 Maturing             OID
      From       Through    per $1000          From       Through    per $1000
     --------    --------   ---------         --------    --------   ---------
     01/01/05    03/31/05      5.46           01/01/17    03/31/17     26.49
     04/01/05    06/30/05     12.78           04/01/17    06/30/17     26.26
     07/01/05    09/30/05     19.65           07/01/17    09/30/17     26.03
     10/01/05    12/31/05     26.95           10/01/17    12/31/17     25.80
     01/01/06    03/31/06     27.54           01/01/18    03/31/18     25.53
     04/01/06    06/30/06     28.19           04/01/18    06/30/18     25.29
     07/01/06    09/30/06     28.74           07/01/18    09/30/18     25.06
     10/01/06    12/31/06     29.25           10/01/18    12/31/18     24.82
     01/01/07    03/31/07     29.48           01/01/19    03/31/19     24.59
     04/01/07    06/30/07     29.61           04/01/19    06/30/19     24.32
     07/01/07    09/30/07     29.72           07/01/19    09/30/19     24.08
     10/01/07    12/31/07     29.83           10/01/19    12/31/19     23.84
     01/01/08    03/31/08     30.02           01/01/20    03/31/20     23.58
     04/01/08    06/30/08     30.10           04/01/20    06/30/20     23.34
     07/01/08    09/30/08     30.27           07/01/20    09/30/20     23.08
     10/01/08    12/31/08     30.41           10/01/20    12/31/20     22.83
     01/01/09    03/31/09     30.55           01/01/21    03/31/21     22.58
     04/01/09    06/30/09     30.60           04/01/21    06/30/21     22.33
     07/01/09    09/30/09     30.71           07/01/21    09/30/21     22.08
     10/01/09    12/31/09     30.81           10/01/21    12/31/21     21.83
     01/01/10    03/31/10     30.83           01/01/22    03/31/22     21.58
     04/01/10    06/30/10     30.83           04/01/22    06/30/22     21.32
     07/01/10    09/30/10     30.83           07/01/22    09/30/22     21.08
     10/01/10    12/31/10     30.82           10/01/22    12/31/22     20.83
     01/01/11    03/31/11     30.79           01/01/23    03/31/23     20.58
     04/01/11    06/30/11     30.76           04/01/23    06/30/23     20.33
     07/01/11    09/30/11     30.66           07/01/23    09/30/23     20.08
     10/01/11    12/31/11     30.61           10/01/23    12/31/23     19.83
     01/01/12    03/31/12     30.49           01/01/24    03/31/24     19.59
     04/01/12    06/30/12     30.36           04/01/24    06/30/24     19.35
     07/01/12    09/30/12     30.23           07/01/24    09/30/24     19.11
     10/01/12    12/31/12     30.10           10/01/24    12/31/24     18.87
     01/01/13    03/31/13     29.90           01/01/25    03/31/25     18.63
     04/01/13    06/30/13     29.75           04/01/25    06/30/25     18.39
     07/01/13    09/30/13     29.55           07/01/25    09/30/25     18.16
     10/01/13    12/31/13     29.34           10/01/25    12/31/25     17.93
     01/01/14    03/31/14     29.13           01/01/26    03/31/26     17.70
     04/01/14    06/30/14     28.97           04/01/26    06/30/26     17.48
     07/01/14    09/30/14     28.76           07/01/26    09/30/26     17.25
     10/01/14    12/31/14     28.54           10/01/26    12/31/26     17.04
     01/01/15    03/31/15     28.28           01/01/27    03/31/27     16.82
     04/01/15    06/30/15     28.06           04/01/27    06/30/27     16.61
     07/01/15    09/30/15     27.84           07/01/27    09/30/27     16.40
     10/01/15    12/31/15     27.62           10/01/27    12/31/27     16.19
     01/01/16    03/31/16     27.40           01/01/28    03/31/28     15.99
     04/01/16    06/30/16     27.17           04/01/28    06/30/28     15.79
     07/01/16    09/30/16     26.95           07/01/28    09/30/28     15.59
     10/01/16    12/31/16     26.72           10/01/28    12/31/28     15.41
 
 
 
                                    (continued)
 
 
          Strips                                   Strips
          Maturing             OID                 Maturing             OID
      From       Through    per $1000          From       Through    per $1000
     --------    --------   ---------         --------    --------   ---------
     01/01/29    03/31/29     15.22           07/01/37    09/30/37     10.02
     04/01/29    06/30/29     15.02           10/01/37    12/31/37      9.90
     07/01/29    09/30/29     14.84           01/01/38    03/31/38      9.78
     10/01/29    12/31/29     14.65           04/01/38    06/30/38      9.66
     01/01/30    03/31/30     14.47           07/01/38    09/30/38      9.54
     04/01/30    06/30/30     14.29           10/01/38    12/31/38      9.42
     07/01/30    09/30/30     14.11           01/01/39    03/31/39      9.31
     10/01/30    12/31/30     13.94           04/01/39    06/30/39      9.20
     01/01/31    03/31/31     13.78           07/01/39    09/30/39      9.09
     04/01/31    06/30/31     13.61           10/01/39    12/31/39      8.97
     07/01/31    09/30/31     13.44           01/01/40    03/31/40      8.87
     10/01/31    12/31/31     13.28           04/01/40    06/30/40      8.76
     01/01/32    03/31/32     13.11           07/01/40    09/30/40      8.65
     04/01/32    06/30/32     12.95           10/01/40    12/31/40      8.55
     07/01/32    09/30/32     12.79           01/01/41    03/31/41      8.44
     10/01/32    12/31/32     12.63           04/01/41    06/30/41      8.34
     01/01/33    03/31/33     12.48           07/01/41    09/30/41      8.24
     04/01/33    06/30/33     12.35           10/01/41    12/31/41      8.14
     07/01/33    09/30/33     12.20           01/01/42    03/31/42      8.04
     10/01/33    12/31/33     12.05           04/01/42    06/30/42      7.94
     01/01/34    03/31/34     11.90           07/01/42    09/30/42      7.85
     04/01/34    06/30/34     11.75           10/01/42    12/31/42      7.75
     07/01/34    09/30/34     11.61           01/01/43    03/31/43      7.66
     10/01/34    12/31/34     11.47           04/01/43    06/30/43      7.56
     01/01/35    03/31/35     11.33           07/01/43    09/30/43      7.47
     04/01/35    06/30/35     11.19           10/01/43    12/31/43      7.38
     07/01/35    09/30/35     11.05           01/01/44    03/31/44      7.29
     10/01/35    12/31/35     10.92           04/01/44    06/30/44      7.21
     01/01/36    03/31/36     10.79           07/01/44    09/30/44      7.12
     04/01/36    06/30/36     10.65           10/01/44    12/31/44      7.03
     07/01/36    09/30/36     10.52           01/01/45    03/31/45      6.95
     10/01/36    12/31/36     10.39           04/01/45    06/30/45      6.86
     01/01/37    03/31/37     10.27           07/01/45    09/30/45      6.78
     04/01/37    06/30/37     10.14           10/01/45    12/31/45      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."


                               Section III-A

                       Short Term U.S. Treasury Bills
                    Issued at a Discount and Maturing
                          January 2005 - April 2006

                                                   Discount to be
                                 Issue Price      Reported as 2005
 CUSIP     Maturity    Issue   (% of Principal   Interest(Per $1,000
 Number      Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
912795RU7  01/06/05  07/08/04       99.176                 8.24
      RV5  01/13/05  07/15/04       99.176                 8.24
912795TG6  01/18/05  01/03/05       99.912                 0.88
912795RW3  01/20/05  07/22/04       99.166                 8.34
      RX1  01/27/05  07/29/04       99.123                 8.77
      RY9  02/03/05  08/05/04       99.123                 8.77
      RZ6  02/10/05  08/12/04       99.158                 8.42
912795TH4  02/14/05  02/11/05       99.980                 0.20
912795SA0  02/17/05  08/16/04       99.128                 8.72
      SB8  02/24/05  08/26/04       99.115                 8.85
      SC6  03/03/05  09/02/04       99.103                 8.97
      SD4  03/10/05  09/09/04       99.060                 9.40
912795TJ0  03/15/05  03/03/05       99.918                 0.82
912795SE2  03/17/05  09/16/04       99.070                 9.30
      SF9  03/24/05  09/23/04       99.054                 9.46
      SG7  03/31/05  09/30/04       99.014                 9.86
      SH5  04/07/05  10/07/04       98.993                10.07
      SJ1  04/14/05  10/14/04       99.011                 9.89
912795TK7  04/15/05  04/01/05       99.894                 1.06
      TL5  04/18/05  04/14/05       99.970                 0.30
912795SK8  04/21/05  10/21/04       98.993                10.07
      SL6  04/28/05  10/28/04       98.968                10.32
      SM4  05/05/05  11/04/04       98.918                10.82
      SN2  05/12/05  11/12/04       98.863                11.37
      SP7  05/19/05  11/18/04       98.847                11.53
      SQ5  05/26/05  11/26/04       98.810                11.90
      SR3  06/02/05  12/02/04       98.798                12.02
      SS1  06/09/05  12/09/04       98.796                12.04
912795TM3  06/15/05  06/01/05       99.887                 1.13
912795ST9  06/16/05  12/16/04       98.774                12.26
      SU6  06/23/05  12/23/04       98.753                12.47
      SV4  06/30/05  12/30/04       98.705                12.95
912795VF5  07/07/05  01/06/05       98.705                12.95
      VG3  07/14/05  01/13/05       98.685                13.15
912795TN1  07/15/05  07/01/05       99.876                 1.24
912795VH1  07/21/05  01/20/05       98.667                13.33
      VJ7  07/28/05  01/27/05       98.680                13.20
      VK4  08/04/05  02/03/05       98.629                13.71
      VL2  08/11/05  02/10/05       98.629                13.71
      VM0  08/18/05  02/17/05       98.604                13.96
      VN8  08/25/05  02/24/05       98.559                14.41
      VP3  09/01/05  03/03/05       98.521                14.79
      VQ1  09/08/05  03/10/05       98.516                14.84
912795TP6  09/14/05  09/08/05       99.942                 0.58
912795VR9  09/15/05  03/17/05       98.483                15.17
      VS7  09/22/05  03/24/05       98.465                15.35


                         Section III-A (continued)

                                                   Discount to be
                                 Issue Price      Reported as 2005
 CUSIP     Maturity    Issue   (% of Principal   Interest(Per $1,000
 Number      Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      VT5  09/29/05  03/31/05       98.437                15.63
      VU2  10/06/05  04/07/05       98.465                15.35
      VV0  10/13/05  04/14/05       98.450                15.50
912795TQ4  10/17/05  10/06/05       99.893                 1.07
912795VW8  10/20/05  04/21/05       98.463                15.37
      VX6  10/27/05  04/28/05       98.437                15.63
      VY4  11/03/05  05/05/05       98.440                15.60
      VZ1  11/10/05  05/12/05       98.422                15.53
912795WA5  11/17/05  05/19/05       98.447                15.53
      WB3  11/25/05  05/26/05       98.419                15.81
      WC1  12/01/05  06/02/05       98.442                15.58
      WD9  12/08/05  06/09/05       98.453                15.47
      WE7  12/15/05  06/16/05       98.422                15.78
      WF4  12/22/05  06/23/05       98.394                16.06
      WG2  12/29/05  06/30/05       98.372                16.28


                                                   Discount to be
                                 Issue Price      Reported as 2006
 CUSIP     Maturity    Issue   (% of Principal   Interest(Per $1,000
 Number      Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
912795WH0  01/05/06  07/07/05       98.319                16.81
      WJ6  01/12/06  07/14/05       98.303                16.97
      WK3  01/19/06  07/21/05       98.271                17.29
      WL1  01/26/06  07/28/05       98.210                17.90
      WM9  02/02/06  08/04/05       98.180                18.20
      WN7  02/09/06  08/11/05       98.139                18.61
      WP2  02/16/06  08/18/05       98.126                18.74
      WQ0  02/23/06  08/25/05       98.134                18.66
      WR8  03/02/06  09/01/05       98.126                18.74
      WS6  03/09/06  09/08/05       98.195                18.05
      WT4  03/16/06  09/15/05       98.144                18.56
      WU1  03/23/06  09/22/05       98.121                18.79
      WV9  03/30/06  09/29/05       98.106                18.94
      WW7  04/06/06  10/06/05       98.043                19.57
      WX5  04/13/06  10/13/05       98.003                19.97




                                 Section III-B

                      STUDENT LOAN MARKETING ASSOCIATION
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2005

                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------















No Short-Term Discount Obligations
Maturing in 2005




                                 Section III-C

                            FEDERAL HOME LOAN BANKS
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2005

                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313385AC0  01/03/05  01/09/04      98.720               12.80
      AD8  01/04/05  01/12/04      98.821               11.79
      AE6  01/05/05  05/10/04      99.000               10.00
      AF3  01/06/05  01/13/04      98.803               11.97
      AG1  01/07/05  01/14/04      98.853               11.47
      AK2  01/10/05  01/28/04      98.859               11.41
      AL0  01/11/05  01/23/04      98.850               11.50
      AM8  01/12/05  01/20/04      98.807               11.93
      AN6  01/13/05  01/21/04      98.846               11.54
      AP1  01/14/05  01/20/04      98.800               12.00
      AT3  01/18/05  01/26/04      98.837               11.63
      AU0  01/19/05  01/26/04      98.833               11.67
      AV8  01/20/05  01/28/04      98.829               11.71
      AW6  01/21/05  01/28/04      98.833               11.67
      AZ9  01/24/05  01/30/04      98.760               12.40
313385BA3  01/25/05  02/02/04      98.757               12.43
      BB1  01/26/05  02/02/04      98.753               12.47
      BC9  01/27/05  02/02/04      98.750               12.50
      BD7  01/28/05  02/03/04      98.750               12.50
      BG0  01/31/05  02/09/04      98.760               12.40
      BH8  02/01/05  02/18/04      98.866               11.34
      BJ4  02/02/05  02/09/04      98.753               12.47
      BK1  02/03/05  02/09/04      98.752               12.48
      BL9  02/04/05  02/11/04      98.753               12.47
      BP0  02/07/05  02/13/04      98.840               11.60
      BQ8  02/08/05  02/18/04      98.843               11.57
      BR6  02/09/05  02/19/04      98.843               11.57
      BS4  02/10/05  04/01/04      99.010                9.90
      BT2  02/11/05  02/17/04      98.840               11.60
      BW5  02/14/05  02/23/04      98.830               11.70
      BX3  02/15/05  02/23/04      98.817               11.83
      BY1  02/16/05  02/24/04      98.817               11.83
      BZ8  02/17/05  02/23/04      98.810               11.90
313385CA2  02/18/05  02/24/04      98.840               11.60
      CE4  02/22/05  04/07/04      98.912               10.88
      CF1  02/23/05  03/02/04      98.854               11.46
      CG9  02/24/05  03/03/04      98.799               12.01
      CH7  02/25/05  03/02/04      98.800               12.00
      CL8  02/28/05  03/05/04      98.870               11.30
      CM6  03/01/05  03/18/04      98.908               10.92
      CN4  03/02/05  09/01/04      99.060                9.40
      CP9  03/03/05  03/08/04      98.892               11.08
      CQ7  03/04/05  03/09/04      98.910               10.90
      CT1  03/07/05  03/12/04      98.880               11.20
      CU8  03/08/05  03/16/04      98.899               11.01
      CV6  03/09/05  03/16/04      98.886               11.14
      CW4  03/10/05  03/16/04      98.883               11.17


                           Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      CX2  03/11/05  03/17/04      98.883               11.17
313385DA1  03/14/05  03/19/04      98.873               11.27
      DB9  03/15/05  03/22/04      98.876               11.24
      DC7  03/16/05  03/22/04      98.873               11.27
      DD5  03/17/05  03/22/04      98.870               11.30
      DE3  03/18/05  03/24/04      98.893               11.07
      DH6  03/21/05  03/29/04      98.889               11.11
      DJ2  03/22/05  03/29/04      98.813               11.87
      DK9  03/23/05  03/30/04      98.817               11.83
      DL7  03/24/05  03/29/04      98.846               11.54
      DM5  03/25/05  03/24/05      99.993                0.07
      DQ6  03/28/05  04/02/04      98.734               12.66
      DR4  03/29/05  08/31/04      98.892               11.08
      DS2  03/30/05  06/08/04      98.574               14.26
      DT0  03/31/05  04/05/04      98.690               13.10
      DU7  04/01/05  04/06/04      98.690               13.10
      DX1  04/04/05  04/12/04      98.820               11.80
      DY9  04/05/05  07/07/04      98.587               14.13
      DZ6  04/06/05  04/16/04      98.619               13.81
313385EA0  04/07/05  04/16/04      98.616               13.84
      EB8  04/08/05  04/14/04      98.614               13.86
      EE2  04/11/05  04/16/04      98.620               13.80
      EF9  04/12/05  07/09/04      98.553               14.47
      EG7  04/13/05  04/26/04      98.533               14.67
      EH5  04/14/05  04/20/04      98.624               13.76
      EJ1  04/15/05  04/20/04      98.620               13.80
      EM4  04/18/05  04/26/04      98.498               15.02
      EN2  04/19/05  04/30/04      98.466               15.34
      EP7  04/20/05  05/21/04      98.376               16.24
      EQ5  04/21/05  04/26/04      98.480               15.20
      ER3  04/22/05  04/27/04      98.480               15.20
      EU6  04/25/05  04/30/04      98.440               15.60
      EV4  04/26/05  05/06/04      98.442               15.58
      EW2  04/27/05  07/16/04      98.512               14.88
      EX0  04/28/05  05/05/04      98.429               15.71
      EY8  04/29/05  05/05/04      98.424               15.76
313385FB7  05/02/05  11/04/04      98.906               10.94
      FC5  05/03/05  05/11/04      98.215               17.85
      FD3  05/04/05  08/09/04      98.638               13.62
      FE1  05/05/05  05/10/04      98.200               18.00
      FF8  05/06/05  05/14/04      98.178               18.22
      FJ0  05/09/05  05/14/04      98.170               18.30
      FK7  05/10/05  05/17/04      98.180               18.20
      FL5  05/11/05  11/15/04      98.859               11.41
      FM3  05/12/05  05/18/04      98.225               17.75
      FN1  05/13/05  05/19/04      98.225               17.75
      FR2  05/16/05  08/12/04      98.500               15.00


                           Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      FS0  05/17/05  07/07/04      98.343               16.57
      FT8  05/18/05  07/07/04      98.338               16.62
      FU5  05/19/05  05/24/04      98.120               18.80
      FV3  05/20/05  05/26/04      98.155               18.45
      FY7  05/23/05  05/28/04      98.160               18.40
      FZ4  05/24/05  06/04/04      98.063               19.37
313385GA8  05/25/05  08/19/04      98.559               14.41
      GB6  05/26/05  06/04/04      98.161               18.39
      GC4  05/27/05  06/02/04      98.145               18.55
      GG5  05/31/05  06/17/04      97.922               20.78
      GH3  06/01/05  06/08/04      98.011               19.89
      GJ9  06/02/05  06/10/04      97.899               21.01
      GK6  06/03/05  06/08/04      98.000               20.00
      GN0  06/06/05  06/17/04      97.925               20.75
      GP5  06/07/05  06/24/04      97.951               20.49
      GQ3  06/08/05  12/10/04      98.770               12.30
      GR1  06/09/05  06/17/04      97.868               21.32
      GS9  06/10/05  06/16/04      97.896               21.04
      GV2  06/13/05  06/18/04      97.841               21.59
      GW0  06/14/05  06/23/04      97.844               21.56
      GX8  06/15/05  07/01/04      97.906               20.94
      GY6  06/16/05  06/21/04      97.880               21.20
      GZ3  06/17/05  06/23/04      97.866               21.34
313385HC3  06/20/05  06/25/04      97.850               21.50
      HD1  06/21/05  07/01/04      97.850               21.50
      HE9  06/22/05  06/28/04      97.826               21.74
      HF6  06/23/05  09/23/04      98.445               15.55
      HG4  06/24/05  06/29/04      97.810               21.90
      HK5  06/27/05  07/02/04      98.000               20.00
      HL3  06/28/05  07/06/04      97.987               20.13
      HM1  06/29/05  07/07/04      97.967               20.33
      HN9  06/30/05  09/16/04      98.374               16.26
      HP4  07/01/05  07/08/04      97.971               20.29
      HT6  07/05/05  07/14/04      97.983               20.17
      HU3  07/06/05  10/01/04      98.340               16.60
      HV1  07/07/05  07/13/04      97.966               20.34
      HW9  07/08/05  07/15/04      97.943               20.57
      HZ2  07/11/05  07/19/04      97.957               20.43
313385JA5  07/12/05  07/19/04      97.951               20.49
      JB3  07/13/05  07/20/04      97.951               20.49
      JC1  07/14/05  07/20/04      97.946               20.54
      JD9  07/15/05  07/20/04      97.920               20.80
      JG2  07/18/05  07/23/04      97.880               21.20
      JH0  07/19/05  01/13/05      98.608               13.92
      JJ6  07/20/05  09/09/04      98.186               18.14
      JK3  07/21/05  07/26/04      97.840               21.60
      JL1  07/22/05  07/27/04      97.810               21.90


                           Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      JP2  07/25/05  07/30/04      97.768               22.32
      JQ0  07/26/05  10/19/04      98.336               16.64
      JR8  07/27/05  10/08/04      98.216               17.84
      JS6  07/28/05  09/30/04      98.219               17.81
      JT4  07/29/05  08/05/04      97.862               21.38
      JW7  08/01/05  08/06/04      98.040               19.60
      JX5  08/02/05  02/01/05      98.610               13.90
      JY3  08/03/05  08/18/04      98.056               19.44
      JZ0  08/04/05  08/09/04      98.000               20.00
313385KA3  08/05/05  08/10/04      97.980               20.20
      KD7  08/08/05  08/13/04      97.960               20.40
      KE5  08/09/05  08/16/04      97.961               20.39
      KF2  08/10/05  08/17/04      97.961               20.39
      KG0  08/11/05  08/17/04      97.956               20.44
      KH8  08/12/05  08/18/04      97.986               20.14
      KL9  08/15/05  08/23/04      98.001               19.99
      KM7  08/16/05  09/01/04      98.013               19.87
      KN5  08/17/05  08/26/04      97.923               20.77
      KP0  08/18/05  08/23/04      97.930               20.70
      KQ8  08/19/05  08/24/04      97.930               20.70
      KT2  08/22/05  08/27/04      97.900               21.00
      KU9  08/23/05  08/31/04      97.937               20.63
      KV7  08/24/05  09/01/04      97.937               20.63
      KW5  08/25/05  08/30/04      97.880               21.20
      KX3  08/26/05  08/31/04      97.920               20.80
313385LA2  08/29/05  09/03/04      97.920               20.80
      LB0  08/30/05  09/08/04      97.844               21.56
      LC8  08/31/05  09/09/04      97.874               21.26
      LD6  09/01/05  09/08/04      97.862               21.38
      LE4  09/02/05  09/07/04      97.820               21.80
      LJ3  09/06/05  09/15/04      97.874               21.26
      LK0  09/07/05  10/12/04      97.993               20.07
      LL8  09/08/05  09/13/04      97.850               21.50
      LM6  09/09/05  09/14/04      97.850               21.50
      LQ7  09/12/05  09/22/04      97.880               21.20
      LR5  09/13/05  12/10/04      97.992               20.08
      LS3  09/14/05  12/09/04      97.985               20.15
      LT1  09/15/05  09/21/04      97.866               21.34
      LU8  09/16/05  09/22/04      97.876               21.24
      LX2  09/19/05  09/24/04      97.820               21.80
      LY0  09/20/05  09/27/04      97.782               22.18
      LZ7  09/21/05  03/08/05      98.386               16.14
313385MA1  09/22/05  09/28/04      97.776               22.24
      MB9  09/23/05  09/29/04      97.766               22.34
      ME3  09/26/05  10/04/04      97.759               22.41
      MF0  09/27/05  03/31/05      98.405               15.95
      MG8  09/28/05  10/08/04      97.732               22.68


                           Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      MH6  09/29/05  03/30/05      98.378               16.22
      MJ2  09/30/05  10/06/04      97.706               22.94
      MM5  10/03/05  01/05/05      97.907               20.93
      MN3  10/04/05  11/22/04      97.718               22.82
      MP8  10/05/05  04/04/05      98.400               16.00
      MQ6  10/06/05  01/06/05      97.862               21.38
      MR4  10/07/05  10/12/04      97.760               22.40
      MV5  10/11/05  01/04/05      97.838               21.62
      MW3  10/12/05  10/25/04      97.829               21.71
      MX1  10/13/05  10/18/04      97.791               22.09
      MY9  10/14/05  10/20/04      97.774               22.26
313385NB8  10/17/05  10/22/04      97.740               22.60
      NC6  10/18/05  12/21/04      97.676               23.24
      ND4  10/19/05  01/19/05      97.808               21.92
      NE2  10/20/05  01/19/05      97.800               22.00
      NF9  10/21/05  10/27/04      97.746               22.54
      NJ1  10/24/05  10/29/04      97.700               23.00
      NK8  10/25/05  11/04/04      97.683               23.17
      NL6  10/26/05  11/03/04      97.660               23.40
      NM4  10/27/05  11/01/04      97.670               23.30
      NN2  10/28/05  11/05/04      97.531               24.69
      NR3  10/31/05  11/09/04      97.607               23.93
      NS1  11/01/05  11/08/04      97.464               25.36
      NT9  11/02/05  11/08/04      97.457               25.43
      NU6  11/03/05  11/08/04      97.450               25.50
      NV4  11/04/05  11/09/04      97.450               25.50
      NY8  11/07/05  05/05/05      98.342               16.58
      NZ5  11/08/05  11/17/04      97.439               25.61
313385PA8  11/09/05  12/02/04      97.416               25.84
      PB6  11/10/05  11/16/04      97.408               25.92
      PF7  11/14/05  11/19/04      97.380               26.20
      PG5  11/15/05  12/01/04      97.363               26.37
      PH3  11/16/05  11/22/04      97.387               26.13
      PJ9  11/17/05  11/22/04      97.370               26.30
      PK6  11/18/05  11/23/04      97.300               27.00
      PN0  11/21/05  12/01/04      97.308               26.92
      PP5  11/22/05  02/18/05      97.669               23.31
      PQ3  11/23/05  11/29/04      97.278               27.22
      PS9  11/25/05  12/01/04      97.278               27.22
      PV2  11/28/05  12/03/04      97.300               27.00
      PW0  11/29/05  12/07/04      97.342               26.58
      PX8  11/30/05  12/16/04      97.363               26.37
      PY6  12/01/05  12/09/04      97.342               26.58
      PZ3  12/02/05  12/07/04      97.310               26.90
313385QC3  12/05/05  12/13/04      97.313               26.87
      QD1  12/06/05  12/20/04      97.260               27.40
      QE9  12/07/05  06/03/05      98.312               16.88


                           Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      QF6  12/08/05  06/01/05      98.279               17.21
      QG4  12/09/05  03/11/05      97.573               24.27
      QK5  12/12/05  12/17/04      97.250               27.50
      QL3  12/13/05  05/19/05      98.093               19.07
      QM1  12/14/05  06/01/05      98.214               17.86
      QN9  12/15/05  12/20/04      97.190               28.10
      QP4  12/16/05  12/23/04      97.186               28.14
      QS8  12/19/05  01/05/05      97.177               28.23
      QT6  12/20/05  03/16/05      97.481               25.19
      QU3  12/21/05  12/27/04      97.178               28.22
      QV1  12/22/05  12/27/04      97.170               28.30
      QW9  12/23/05  12/28/04      97.160               28.40
313385RA6  12/27/05  01/06/05      97.121               28.79
      RB4  12/28/05  01/05/05      97.104               28.96
      RC2  12/29/05  01/03/05      97.140               28.60
      RD0  12/30/05  01/05/05      97.089               29.11



                                 Section III-D

                    FEDERAL NATIONAL MORTGAGE ASSOCIATION
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2005

                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313589AC7  01/03/05  03/01/04       99.025                9.75
      AD5  01/04/05  04/02/04       99.154                8.46
      AE3  01/05/05  04/07/04       99.075                9.25
      AF0  01/06/05  02/11/04       98.854               11.46
      AG8  01/07/05  01/14/04       98.793               12.07
      AK9  01/10/05  03/08/04       99.059                9.41
      AL7  01/11/05  05/11/04       98.966               10.34
      AM5  01/12/05  07/14/04       99.125                8.75
      AN3  01/13/05  03/12/04       99.079                9.21
      AP8  01/14/05  03/09/04       99.050                9.50
      AT0  01/18/05  03/23/04       99.089                9.11
      AU7  01/19/05  04/19/04       99.038                9.62
      AV5  01/20/05  03/22/04       99.071                9.29
      AW3  01/21/05  08/26/04       99.264                7.36
      AZ6  01/24/05  04/22/04       98.969               10.31
313589BA0  01/25/05  08/27/04       99.249                7.51
      BB8  01/26/05  07/28/04       99.057                9.43
      BC6  01/27/05  04/23/04       98.954               10.46
      BD4  01/28/05  04/28/04       98.961               10.39
      BG7  01/31/05  07/30/04       99.060                9.40
      BH5  02/01/05  03/25/04       99.035                9.65
      BJ1  02/02/05  04/02/04       98.921               10.79
      BK8  02/03/05  10/05/04       99.338                6.62
      BL6  02/04/05  02/11/04       98.704               12.96
      BP7  02/07/05  04/12/04       98.947               10.53
      BQ5  02/08/05  10/05/04       99.307                6.93
      BR3  02/09/05  08/11/04       99.085                9.15
      BS1  02/10/05  04/14/04       98.876               11.24
      BT9  02/11/05  04/12/04       98.933               10.67
      BW2  02/14/05  04/19/04       98.913               10.87
      BX0  02/15/05  06/14/04       98.681               13.19
      BY8  02/16/05  04/21/04       98.821               11.79
      BZ5  02/17/05  10/13/04       99.294                7.06
313589CA9  02/18/05  05/20/04       98.752               12.48
      CE1  02/22/05  04/22/04       98.810               11.90
      CF8  02/23/05  07/06/04       98.866               11.34
      CG6  02/24/05  04/23/04       98.798               12.02
      CH4  02/25/05  04/22/04       98.798               12.02
      CL5  02/28/05  05/11/04       98.682               13.18
      CM3  03/01/05  03/16/04       98.882               11.18
      CN1  03/02/05  09/01/04       99.064                9.36
      CP6  03/03/05  06/03/04       98.703               12.97
      CQ4  03/04/05  03/10/04       98.848               11.52
      CT8  03/07/05  07/02/04       98.698               13.02
      CU5  03/08/05  05/12/04       98.625               13.75
      CV3  03/09/05  09/08/04       99.006                9.94


                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      CW1  03/10/05  05/06/04       98.708               12.92
      CX9  03/11/05  03/31/04       98.888               11.12
313589DA8  03/14/05  11/10/04       99.235                7.65
      DB6  03/15/05  04/14/04       98.753               12.47
      DC4  03/16/05  05/17/04       98.636               13.64
      DD2  03/17/05  04/20/04       98.731               12.69
      DE0  03/18/05  03/24/04       98.833               11.67
      DH3  03/21/05  07/23/04       98.721               12.79
      DJ9  03/22/05  08/26/04       98.896               11.04
      DK6  03/23/05  05/20/04       98.533               14.67
      DL4  03/24/05  08/20/04       98.896               11.04
      DM2  03/25/05  03/31/04       98.843               11.57
      DQ3  03/28/05  04/02/04       98.630               13.70
      DR1  03/29/05  05/11/04       98.479               15.21
      DS9  03/30/05  07/28/04       98.653               13.47
      DT7  03/31/05  06/29/04       98.510               14.90
      DU4  04/01/05  04/07/04       98.679               13.21
      DX8  04/04/05  08/03/04       98.685               13.15
      DY6  04/05/05  11/29/04       99.189                8.11
      DZ3  04/06/05  08/26/04       98.804               11.96
313589EA7  04/07/05  06/02/04       98.489               15.11
      EB5  04/08/05  06/10/04       98.322               16.78
      EE9  04/11/05  09/08/04       98.794               12.06
      EF6  04/12/05  06/14/04       98.238               17.62
      EG4  04/13/05  09/15/04       98.857               11.43
      EH2  04/14/05  11/12/04       99.031                9.69
      EJ8  04/15/05  06/14/04       98.221               17.79
      EM1  04/18/05  12/07/04       99.127                8.73
      EN9  04/19/05  12/27/04       99.228                7.72
      EP4  04/20/05  08/24/04       98.712               12.88
      EQ2  04/21/05  11/23/04       99.015                9.85
      ER0  04/22/05  08/20/04       98.714               12.86
      EU3  04/25/05  08/25/04       98.684               13.16
      EV1  04/26/05  12/14/04       99.099                9.01
      EW9  04/27/05  08/24/04       98.674               13.26
      EX7  04/28/05  05/03/04       98.390               16.10
      EY5  04/29/05  05/05/04       98.375               16.25
313589FB4  05/02/05  06/03/04       98.252               17.48
      FC2  05/03/05  10/05/04       98.758               12.42
      FD0  05/04/05  11/03/04       98.857               11.43
      FE8  05/05/05  08/11/04       98.598               14.02
      FF5  05/06/05  09/02/04       98.668               13.32
      FJ7  05/09/05  09/07/04       98.604               13.96
      FK4  05/10/05  08/12/04       98.525               14.75
      FL2  05/11/05  08/11/04       98.521               14.79
      FM0  05/12/05  08/16/04       98.543               14.57


                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      FN8  05/13/05  06/15/04       98.063               19.37
      FR9  05/16/05  07/16/04       98.328               16.72
      FS7  05/17/05  07/28/04       98.283               17.17
      FT5  05/18/05  06/10/04       98.000               20.00
      FU2  05/19/05  10/21/04       98.781               12.19
      FV0  05/20/05  05/26/04       98.155               18.45
      FY4  05/23/05  07/12/04       98.294               17.06
      FZ1  05/24/05  08/25/04       98.489               15.11
313589GA5  05/25/05  10/22/04       98.734               12.66
      GB3  05/26/05  08/24/04       98.472               15.28
      GC1  05/27/05  06/02/04       98.026               19.74
      GG2  05/31/05  08/27/04       98.453               15.47
      GH0  06/01/05  07/29/04       98.167               18.33
      GJ6  06/02/05  11/03/04       98.687               13.13
      GK3  06/03/05  07/30/04       98.212               17.88
      GN7  06/06/05  09/07/04       98.406               15.94
      GP2  06/07/05  09/03/04       98.423               15.77
      GQ0  06/08/05  10/07/04       98.516               14.84
      GR8  06/09/05  09/15/04       98.480               15.20
      GS6  06/10/05  09/09/04       98.425               15.75
      GV9  06/13/05  08/11/04       98.292               17.08
      GW7  06/14/05  09/17/04       98.477               15.23
      GX5  06/15/05  09/01/04       98.429               15.71
      GY3  06/16/05  09/15/04       98.440               15.60
      GZ0  06/17/05  09/02/04       98.416               15.84
313589HC0  06/20/05  08/24/04       98.300               17.00
      HD8  06/21/05  08/25/04       98.300               17.00
      HE6  06/22/05  08/23/04       98.300               17.00
      HF3  06/23/05  10/22/04       98.536               14.64
      HG1  06/24/05  06/30/04       97.716               22.84
      HK2  06/27/05  08/27/04       98.269               17.31
      HL0  06/28/05  08/25/04       98.260               17.40
      HM8  06/29/05  10/01/04       98.351               16.49
      HN6  06/30/05  07/30/04       97.971               20.29
      HP1  07/01/05  07/28/04       97.953               20.47
      HT3  07/05/05  10/05/04       98.309               16.91
      HU0  07/06/05  12/08/04       98.542               14.58
      HV8  07/07/05  09/02/04       98.272               17.28
      HW6  07/08/05  11/02/04       98.436               15.64
      HZ9  07/11/05  09/08/04       98.156               18.44
313589JA2  07/12/05  09/07/04       98.152               18.48
      JB0  07/13/05  11/15/04       98.367               16.33
      JC8  07/14/05  09/20/04       98.845               11.55
      JD6  07/15/05  09/10/04       98.229               17.71
      JG9  07/18/05  11/19/04       98.300               17.00
      JH7  07/19/05  12/15/04       98.440               15.60


                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      JJ3  07/20/05  10/01/04       98.207               17.93
      JK0  07/21/05  02/17/05       98.794               12.06
      JL8  07/22/05  07/28/04       97.696               23.04
      JP9  07/25/05  11/18/04       98.264               17.36
      JQ7  07/26/05  12/15/04       98.383               16.17
      JR5  07/27/05  11/17/04       98.250               17.50
      JS3  07/28/05  10/29/04       98.308               16.92
      JT1  07/29/05  11/22/04       98.250               17.50
      JW4  08/01/05  10/14/04       98.270               17.30
      JX2  08/02/05  11/18/04       98.201               17.99
      JY0  08/03/05  02/02/05       98.567               14.33
      JZ7  08/04/05  04/07/05       99.008                9.92
313589KA0  08/05/05  11/05/04       98.180               18.20
      KD4  08/08/05  11/18/04       98.152               18.48
      KE2  08/09/05  01/12/05       98.392               16.08
      KF9  08/10/05  12/28/04       98.319               16.81
      KG7  08/11/05  03/23/05       98.798               12.02
      KH5  08/12/05  11/15/04       98.133               18.67
      KL6  08/15/05  10/12/04       98.192               18.08
      KM4  08/16/05  03/07/05       98.664               13.36
      KN2  08/17/05  11/24/04       98.131               18.69
      KP7  08/18/05  01/20/05       98.373               16.27
      KQ5  08/19/05  08/25/04       97.878               21.22
      KT9  08/22/05  09/24/04       97.897               21.03
      KU6  08/23/05  12/08/04       98.151               18.49
      KV4  08/24/05  11/23/04       98.021               19.79
      KW2  08/25/05  12/23/04       98.169               18.31
      KX0  08/26/05  12/02/04       98.064               19.36
313589LA9  08/29/05  10/29/04       98.092               19.08
      LB7  08/30/05  01/24/05       98.311               16.89
      LC5  08/31/05  11/19/04       97.950               20.50
      LD3  09/01/05  09/29/04       97.894               21.06
      LE1  09/02/05  09/15/04       97.908               20.92
      LJ0  09/06/05  10/29/04       98.024               19.76
      LK7  09/07/05  11/05/04       97.918               20.82
      LL5  09/08/05  09/13/04       97.820               21.80
      LM3  09/09/05  12/08/04       98.022               19.78
      LQ4  09/12/05  11/16/04       97.842               21.58
      LR2  09/13/05  01/25/05       98.184               18.16
      LS0  09/14/05  11/17/04       97.851               21.49
      LT8  09/15/05  12/08/04       97.971               20.29
      LU5  09/16/05  09/22/04       97.806               21.94
      LX9  09/19/05  11/23/04       97.800               22.00
      LY7  09/20/05  11/26/04       97.815               21.85
      LZ4  09/21/05  11/17/04       97.801               21.99
313589MA8  09/22/05  01/20/05       98.047               19.53


                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      MB6  09/23/05  01/04/05       98.006               19.94
      ME0  09/26/05  12/01/04       97.799               22.01
      MF7  09/27/05  11/19/04       97.721               22.79
      MG5  09/28/05  11/23/04       97.717               22.83
      MH3  09/29/05  11/23/04       97.709               22.91
      MJ9  09/30/05  10/14/04       97.874               21.26
      MM2  10/03/05  11/19/04       97.659               23.41
      MN0  10/04/05  11/22/04       97.665               23.35
      MP5  10/05/05  12/09/04       97.817               21.83
      MQ3  10/06/05  12/08/04       97.794               22.06
      MR1  10/07/05  10/15/04       97.818               21.82
      MV2  10/11/05  12/01/04       97.671               23.29
      MW0  10/12/05  01/24/05       97.927               20.73
      MX8  10/13/05  11/17/04       97.617               23.83
      MY6  10/14/05  10/20/04       99.091                9.09
313589NB5  10/17/05  12/01/04       97.618               23.82
      NC3  10/18/05  12/09/04       97.696               23.04
      ND1  10/19/05  01/20/05       97.809               21.91
      NE9  10/20/05  11/17/04       97.557               24.43
      NF6  10/21/05  10/29/04       97.689               23.11
      NJ8  10/24/05  12/07/04       97.637               23.63
      NK5  10/25/05  01/24/05       97.808               21.92
      NL3  10/26/05  02/03/05       97.828               21.72
      NM1  10/27/05  02/04/05       97.836               21.64
      NN9  10/28/05  12/08/04       97.615               23.85
      NR0  10/31/05  01/04/05       97.667               23.33
      NS8  11/01/05  12/13/04       97.560               24.40
      NT6  11/02/05  01/13/05       97.623               23.77
      NU3  11/03/05  02/28/05       97.858               21.42
      NV1  11/04/05  11/09/04       97.470               25.30
      NY5  11/07/05  12/14/04       97.494               25.06
      NZ2  11/08/05  02/18/05       97.765               22.35
313589PA5  11/09/05  03/18/05       97.889               21.11
      PB3  11/10/05  11/17/04       97.330               26.70
      PF4  11/14/05  01/11/05       97.510               24.90
      PG2  11/15/05  01/05/05       97.540               24.60
      PH0  11/16/05  01/21/05       97.583               24.17
      PJ6  11/17/05  02/08/05       97.658               23.42
      PK3  11/18/05  01/13/05       97.494               25.06
      PN7  11/21/05  01/05/05       97.413               25.87
      PP2  11/22/05  01/13/05       97.435               25.65
      PQ0  11/23/05  01/06/05       97.405               25.95
      PS6  11/25/05  01/21/05       97.493               25.07
      PV9  11/28/05  01/05/05       97.348               26.52
      PW7  11/29/05  01/24/05       97.485               25.15
      PX5  11/30/05  01/11/05       97.362               26.38


                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      PY3  12/01/05  12/06/04       97.270               27.30
      PZ0  12/02/05  05/18/05       98.202               17.98
313589QC0  12/05/05  01/07/05       97.298               27.02
      QD8  12/06/05  03/02/05       97.536               24.64
      QE6  12/07/05  01/06/05       97.301               26.99
      QF3  12/08/05  03/03/05       97.527               24.73
      QG1  12/09/05  12/15/04       97.198               28.02
      QK2  12/12/05  01/07/05       97.250               27.50
      QL0  12/13/05  01/25/05       97.370               26.30
      QM8  12/14/05  02/28/05       97.447               25.53
      QN6  12/15/05  01/18/05       97.251               27.49
      QP1  12/16/05  01/12/05       97.212               27.88
      QS5  12/19/05  01/06/05       97.161               28.39
      QT3  12/20/05  02/16/05       97.373               26.27
      QU0  12/21/05  03/23/05       97.414               25.86
      QV8  12/22/05  02/14/05       97.365               26.35
      QW6  12/23/05  01/18/05       97.166               28.34
313589RA3  12/27/05  01/10/05       97.114               28.86
      RB1  12/28/05  01/13/05       97.101               28.99
      RC9  12/29/05  01/11/05       97.106               28.94
      RD7  12/30/05  01/07/05       97.094               29.06


























                                 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
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313313AC2  01/03/05  12/10/04         99.855              1.45
      AD0  01/04/05  12/01/04         99.799              2.01
      AE8  01/05/05  01/06/04         98.623             13.77
      AF5  01/06/05  10/07/04         99.525              4.75
      AG3  01/07/05  02/27/04         98.985             10.15
      AK4  01/10/05  01/16/04         98.780             12.20
      AL2  01/11/05  07/27/04         99.165              8.35
      AM0  01/12/05  07/12/04         99.126              8.74
      AN8  01/13/05  01/14/04         98.773             12.27
      AP3  01/14/05  02/13/04         98.880             11.20
      AT5  01/18/05  01/27/04         98.780             12.20
      AU2  01/19/05  10/06/04         99.437              5.63
      AV0  01/20/05  04/30/04         98.955             10.45
      AW8  01/21/05  11/19/04         99.624              3.76
      AZ1  01/24/05  12/27/04         99.827              1.73
313313BA5  01/25/05  06/30/04         98.914             10.86
      BB3  01/26/05  12/14/04         99.734              2.66
      BC1  01/27/05  12/28/04         99.813              1.87
      BD9  01/28/05  02/03/04         98.730             12.70
      BG2  01/31/05  11/01/04         99.489              5.11
      BH0  02/01/05  08/02/04         99.080              9.20
      BJ6  02/02/05  08/25/04         99.191              8.09
      BK3  02/03/05  01/06/05         99.828              1.72
      BL1  02/04/05  10/01/04         99.318              6.82
      BP2  02/07/05  10/18/04         99.384              6.16
      BQ0  02/08/05  12/10/04         99.625              3.75
      BR8  02/09/05  10/27/04         99.414              5.86
      BS6  02/10/05  01/06/05         99.783              2.17
      BT4  02/11/05  08/18/04         99.115              8.85
      BW7  02/14/05  01/10/05         99.781              2.19
      BX5  02/15/05  02/19/04         98.773             12.27
      BY3  02/16/05  01/14/05         99.793              2.07
      BZ0  02/17/05  01/18/05         99.810              1.90
313313CA4  02/18/05  10/20/04         99.331              6.69
      CE6  02/22/05  01/25/05         99.821              1.79
      CF3  02/23/05  12/09/04         99.531              4.69
      CG1  02/24/05  01/27/05         99.820              1.80
      CH9  02/25/05  05/27/04         98.706             12.94
      CL0  02/28/05  08/18/04         99.025              9.75
      CM8  03/01/05  12/01/04         99.430              5.70
      CN6  03/02/05  02/02/05         99.813              1.87
      CP1  03/03/05  12/14/04         99.506              4.94
      CQ9  03/04/05  06/30/04         98.635             13.65
      CT3  03/07/05  01/10/05         99.636              3.64
      CU0  03/08/05  12/08/04         99.423              5.77
      CV8  03/09/05  02/09/05         99.811              1.89


                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      CW6  03/10/05  10/28/04         99.235              7.65
      CX4  03/11/05  01/06/05         99.584              4.16
313313DA3  03/14/05  01/14/05         99.612              3.88
      DB1  03/15/05  03/16/04         98.817             11.83
      DC9  03/16/05  03/18/04         98.820             11.80
      DD7  03/17/05  03/29/04         98.833             11.67
      DE5  03/18/05  06/21/04         98.523             14.77
      DH8  03/21/05  02/22/05         99.817              1.83
      DJ4  03/22/05  12/22/04         99.405              5.95
      DK1  03/23/05  12/23/04         99.403              5.97
      DL9  03/24/05  10/21/04         99.132              8.68
      DQ8  03/28/05  12/28/04         99.398              6.02
      DR6  03/29/05  10/27/04         99.137              8.63
      DS4  03/30/05  12/30/04         99.395              6.05
      DT2  03/31/05  12/31/04         99.400              6.00
      DU9  04/01/05  12/02/04         99.217              7.83
      DX3  04/04/05  01/04/05         99.393              6.07
      DY1  04/05/05  04/05/04         98.611             13.89
      DZ8  04/06/05  02/09/05         99.613              3.87
313313EA2  04/07/05  04/28/04         98.509             14.91
      EB0  04/08/05  01/07/05         99.386              6.14
      EE4  04/11/05  01/10/05         99.381              6.19
      EF1  04/12/05  02/15/05         99.608              3.92
      EG9  04/13/05  03/09/05         99.748              2.52
      EH7  04/14/05  03/10/05         99.745              2.55
      EJ3  04/15/05  04/15/04         98.520             14.80
      EM6  04/18/05  10/19/04         98.944             10.56
      EN4  04/19/05  01/19/05         99.375              6.25
      EP9  04/20/05  10/15/04         98.920             10.80
      EQ7  04/21/05  01/27/05         99.414              5.86
      ER5  04/22/05  04/22/04         98.449             15.51
      EU8  04/25/05  03/28/05         99.790              2.10
      EV6  04/26/05  03/22/05         99.739              2.61
      EW4  04/27/05  03/30/05         99.790              2.10
      EX2  04/28/05  03/31/05         99.792              2.08
      EY0  04/29/05  01/28/05         99.350              6.50
313313FB9  05/02/05  03/21/05         99.683              3.17
      FC7  05/03/05  04/01/05         99.762              2.38
      FD5  05/04/05  02/09/05         99.391              6.09
      FE3  05/05/05  02/03/05         99.343              6.57
      FF0  05/06/05  03/11/05         99.582              4.18
      FJ2  05/09/05  11/09/04         98.824             11.76
      FK9  05/10/05  01/25/05         99.250              7.50
      FL7  05/11/05  10/27/04         98.835             11.65
      FM5  05/12/05  02/17/05         99.386              6.14
      FN3  05/13/05  04/22/05         99.839              1.61


                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      FR4  05/16/05  09/13/04         98.612             13.88
      FS2  05/17/05  04/15/05         99.756              2.44
      FT0  05/18/05  05/18/04         98.124             18.76
      FU7  05/19/05  02/22/05         99.362              6.38
      FV5  05/20/05  10/20/04         98.752             12.48
      FY9  05/23/05  05/02/05         99.831              1.69
      FZ6  05/24/05  03/29/05         99.563              4.37
313313GA0  05/25/05  04/15/05         99.693              3.07
      GB8  05/26/05  02/24/05         99.315              6.85
      GC6  05/27/05  11/30/04         98.764             12.36
      GG7  05/31/05  02/17/05         99.245              7.55
      GH5  06/01/05  03/01/05         99.292              7.08
      GJ1  06/02/05  04/15/05         99.629              3.71
      GK8  06/03/05  04/15/05         99.620              3.80
      GN2  06/06/05  04/08/05         99.543              4.57
      GP7  06/07/05  02/01/05         99.073              9.27
      GQ5  06/08/05  03/08/05         99.287              7.13
      GR3  06/09/05  03/30/05         99.442              5.58
      GS1  06/10/05  03/11/05         99.285              7.15
      GV4  06/13/05  04/15/05         99.535              4.65
      GW2  06/14/05  04/12/05         99.501              4.99
      GX0  06/15/05  12/16/04         98.748             12.52
      GY8  06/16/05  03/16/05         99.267              7.33
      GZ5  06/17/05  06/17/04         97.709             22.91
313313HC5  06/20/05  04/15/05         99.476              5.24
      HD3  06/21/05  05/24/05         99.771              2.29
      HE1  06/22/05  05/31/05         99.819              1.81
      HF8  06/23/05  03/23/05         99.249              7.51
      HG6  06/24/05  03/24/05         99.251              7.49
      HK7  06/27/05  01/10/05         98.759             12.41
      HL5  06/28/05  04/05/05         99.319              6.81
      HM3  06/29/05  12/31/04         98.685             13.15
      HN1  06/30/05  12/30/04         98.670             13.30
      HP6  07/01/05  04/05/05         99.292              7.08
      HT8  07/05/05  10/04/04         98.310             16.90
      HU5  07/06/05  06/06/05         99.751              2.49
      HV3  07/07/05  07/12/04         97.930             20.70
      HW1  07/08/05  05/06/05         99.486              5.14
      HZ4  07/11/05  01/31/05         98.748             12.52
313313JA7  07/12/05  06/14/05         99.765              2.35
      JB5  07/13/05  06/15/05         99.760              2.40
      JC3  07/14/05  10/28/04         98.374             16.26
      JD1  07/15/05  07/29/04         97.777             22.23
      JG4  07/18/05  07/20/04         97.883             21.17
      JH2  07/19/05  04/26/05         99.305              6.95
      JJ8  07/20/05  06/30/05         99.824              1.76


                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      JK5  07/21/05  10/21/04         98.354             16.46
      JL3  07/22/05  06/24/05         99.753              2.47
      JP4  07/25/05  11/29/04         98.314             16.86
      JQ2  07/26/05  10/26/04         98.324             16.76
      JR0  07/27/05  01/19/05         98.567             14.33
      JS8  07/28/05  06/28/05         99.733              2.67
      JT6  07/29/05  01/28/05         98.584             14.16
      JW9  08/01/05  02/01/05         98.602             13.98
      JX7  08/02/05  07/05/05         99.751              2.49
      JY5  08/03/05  10/27/04         98.273             17.27
      JZ2  08/04/05  07/07/05         99.753              2.47
313313KA5  08/05/05  10/29/04         98.211             17.89
      KD9  08/08/05  07/11/05         99.752              2.48
      KE7  08/09/05  07/12/05         99.752              2.48
      KF4  08/10/05  07/13/05         99.753              2.47
      KG2  08/11/05  05/04/05         99.164              8.36
      KH0  08/12/05  07/22/05         99.813              1.87
      KL1  08/15/05  07/25/05         99.812              1.88
      KM9  08/16/05  08/16/04         97.871             21.29
      KN7  08/17/05  07/26/05         99.802              1.98
      KP2  08/18/05  05/20/05         99.225              7.75
      KQ0  08/19/05  10/20/04         98.140             18.60
      KT4  08/22/05  07/18/05         99.687              3.13
      KU1  08/23/05  05/31/05         99.267              7.33
      KV9  08/24/05  07/28/05         99.753              2.47
      KW7  08/25/05  07/27/05         99.735              2.65
      KX5  08/26/05  10/22/04         98.075             19.25
313313LA4  08/29/05  07/25/05         99.680              3.20
      LB2  08/30/05  10/26/04         98.084             19.16
      LC0  08/31/05  02/28/05         98.482             15.18
      LD8  09/01/05  06/01/05         99.195              8.05
      LE6  09/02/05  08/02/05         99.712              2.88
      LJ5  09/06/05  05/05/05         98.939             10.61
      LK2  09/07/05  02/03/05         98.278             17.22
      LL0  09/08/05  02/17/05         98.348             16.52
      LM8  09/09/05  06/10/05         99.189              8.11
      LQ9  09/12/05  02/28/05         98.372             16.28
      LR7  09/13/05  04/12/05         98.661             13.39
      LS5  09/14/05  06/14/05         99.177              8.23
      LT3  09/15/05  09/15/04         97.810             21.90
      LU0  09/16/05  06/16/05         99.172              8.28
      LX4  09/19/05  02/22/05         98.270             17.30
      LY2  09/20/05  04/19/05         98.678             13.22
      LZ9  09/21/05  08/31/05         99.801              1.99
313313MA3  09/22/05  02/24/05         98.262             17.38
      MB1  09/23/05  06/23/05         99.159              8.41


                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      ME5  09/26/05  06/24/05         99.141              8.59
      MF2  09/27/05  04/26/05         98.661             13.39
      MG0  09/28/05  06/28/05         99.152              8.48
      MH8  09/29/05  06/29/05         99.149              8.51
      MJ4  09/30/05  04/04/05         98.419             15.81
      MM7  10/03/05  02/28/05         98.162             18.38
      MN5  10/04/05  09/06/05         99.730              2.70
      MP0  10/05/05  04/07/05         98.401             15.99
      MQ8  10/06/05  09/01/05         99.662              3.38
      MR6  10/07/05  05/06/05         98.640             13.60
      MW5  10/12/05  04/13/05         98.382             16.18
      MY1  10/14/05  02/18/05         98.017             19.83
313313NB0  10/17/05  10/18/04         97.715             22.85
      NF1  10/21/05  07/22/05         99.125              8.75
      NK0  10/25/05  08/02/05         99.183              8.17
      NL8  10/26/05  02/23/05         97.938             20.62
      NN4  10/28/05  02/25/05         97.911             20.89
      NR5  10/31/05  11/01/04         97.594             24.06
      NS3  11/01/05  12/28/04         97.579             24.21
      NT1  11/02/05  11/03/04         97.533             24.67
      NU8  11/03/05  02/17/05         97.820             21.80
      NV6  11/04/05  02/03/05         97.740             22.60
      NY0  11/07/05  02/16/05         97.815             21.85
      NZ7  11/08/05  05/24/05         98.465             15.35
313313PB8  11/10/05  08/11/05         99.095              9.05
      PH5  11/16/05  04/14/05         98.050             19.50
      PJ1  11/17/05  02/24/05         97.717             22.83
      PK8  11/18/05  11/19/04         97.300             27.00
      PN2  11/21/05  02/22/05         97.665             23.35
      PP7  11/22/05  04/22/05         98.086             19.14
      PQ5  11/23/05  08/25/05         99.085              9.15
      PV4  11/28/05  02/28/05         97.619             23.81
      PW2  11/29/05  08/02/05         98.820             11.80
      PX0  11/30/05  05/04/05         98.098             19.02
      PY8  12/01/05  01/21/05         97.427             25.73
313313QC5  12/05/05  06/06/05         98.317             16.83
      QD3  12/06/05  06/07/05         98.317             16.83
      QE1  12/07/05  02/03/05         97.433             25.67
      QF8  12/08/05  05/23/05         98.154             18.46
      QG6  12/09/05  05/20/05         98.122             18.78
      QK7  12/12/05  06/15/05         98.290             17.10
      QL5  12/13/05  05/20/05         98.085             19.15
      QM3  12/14/05  04/13/05         97.734             22.66
      QN1  12/15/05  02/07/05         97.408             25.92
      QP6  12/16/05  12/31/04         97.219             27.81
      QS0  12/19/05  05/24/05         98.061             19.39


                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      QU5  12/21/05  12/21/04         97.100             29.00
      QW1  12/23/05  06/24/05         98.266             17.34
313313RC4  12/29/05  06/29/05         98.236             17.64













































                                Section III-F

                    FEDERAL HOME LOAN MORTGAGE CORPORATION
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2005

                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313397AC5  01/03/05  01/12/04       98.830               11.70
      AD3  01/04/05  04/16/04       99.072                9.28
      AE1  01/05/05  01/08/04       98.669               13.31
      AF8  01/06/05  02/02/04       98.804               11.96
      AG6  01/07/05  01/29/04       98.858               11.42
      AK7  01/10/05  03/11/04       99.085                9.15
      AL5  01/11/05  01/13/04       98.766               12.34
      AM3  01/12/05  11/04/04       99.609                3.91
      AN1  01/13/05  08/12/04       99.256                7.44
      AP6  01/14/05  01/29/04       98.762               12.38
      AT8  01/18/05  02/25/04       98.943               10.57
      AU5  01/19/05  03/05/04       99.022                9.78
      AV3  01/20/05  03/10/04       99.052                9.48
      AW1  01/21/05  03/22/04       99.077                9.23
      AZ4  01/24/05  02/27/04       98.921               10.79
313397BA8  01/25/05  07/27/04       99.070                9.30
      BB6  01/26/05  08/24/04       99.234                7.66
      BC4  01/27/05  08/19/04       99.217                7.83
      BD2  01/28/05  01/29/04       98.763               12.37
      BG5  01/31/05  03/25/04       99.055                9.45
      BH3  02/01/05  07/01/04       98.883               11.17
      BJ9  02/02/05  09/10/04       99.255                7.45
      BK6  02/03/05  11/18/04       99.537                4.63
      BL4  02/04/05  07/01/04       98.892               11.08
      BP5  02/07/05  04/15/04       98.883               11.17
      BQ3  02/08/05  02/10/04       98.675               13.25
      BR1  02/09/05  12/01/04       99.566                4.34
      BS9  02/10/05  12/20/04       99.669                3.31
      BT7  02/11/05  09/08/04       99.185                8.15
      BW0  02/14/05  04/01/04       98.990               10.10
      BX8  02/15/05  08/17/04       99.075                9.25
      BY6  02/16/05  02/15/05       99.993                0.07
      BZ3  02/17/05  02/18/04       98.824               11.76
313397CA7  02/18/05  09/10/04       99.159                8.41
      CE9  02/22/05  08/24/04       99.055                9.45
      CF6  02/23/05  02/24/04       98.773               12.27
      CG4  02/24/05  09/22/04       99.178                8.22
      CH2  02/25/05  06/04/04       98.729               12.71
      CL3  02/28/05  04/02/04       98.949               10.51
      CM1  03/01/05  06/25/04       98.714               12.86
      CN9  03/02/05  08/11/04       98.968               10.32
      CP4  03/03/05  10/28/04       99.283                7.17
      CQ2  03/04/05  08/04/04       98.893               11.07
      CT6  03/07/05  06/15/04       98.543               14.57
      CU3  03/08/05  03/09/04       98.827               11.73
      CV1  03/09/05  03/08/05       99.993                0.07

                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      CW9  03/10/05  03/31/04       98.872               11.28
      CX7  03/11/05  03/30/04       98.885               11.15
313397DA6  03/14/05  05/17/04       98.637               13.63
      DB4  03/15/05  07/23/04       98.760               12.40
      DC2  03/16/05  11/17/04       99.260                7.40
      DD0  03/17/05  01/05/05       99.531                4.69
      DE8  03/18/05  03/31/04       98.846               11.54
      DH1  03/21/05  06/01/04       98.616               13.84
      DJ7  03/22/05  08/26/04       98.896               11.04
      DK4  03/23/05  07/20/04       98.736               12.64
      DL2  03/24/05  11/17/04       99.206                7.94
      DM0  03/25/05  05/19/04       98.536               14.64
      DQ1  03/28/05  07/28/04       98.650               13.50
      DR9  03/29/05  09/28/04       98.959               10.41
      DS7  03/30/05  08/16/04       98.820               11.80
      DT5  03/31/05  06/25/04       98.481               15.19
3128X3QQ9  03/31/05  07/02/04       98.474               15.27
313397DU2  04/01/05  10/01/04       98.969               10.31
      DX6  04/04/05  08/02/04       98.693               13.07
      DY4  04/05/05  04/06/04       98.615               13.85
      DZ1  04/06/05  04/05/05       99.993                0.07
      EA5  04/07/05  04/19/04       98.647               13.53
      EB3  04/08/05  04/19/04       98.643               13.57
      EE7  04/11/05  04/23/04       98.559               14.41
      EF4  04/12/05  08/06/04       98.651               13.49
      EG2  04/13/05  12/07/04       99.167                8.33
      EH0  04/14/05  04/21/04       98.598               14.02
      EJ6  04/15/05  04/19/04       98.576               14.24
      EM9  04/18/05  05/27/04       98.370               16.30
      EN7  04/19/05  10/19/04       98.928               10.72
      EP2  04/20/05  02/09/05       99.504                4.96
      EQ0  04/21/05  09/28/04       98.833               11.67
      ER8  04/22/05  07/20/04       98.551               14.49
      EU1  04/25/05  09/17/04       98.796               12.04
      EV9  04/26/05  10/26/04       98.923               10.77
      EW7  04/27/05  12/03/04       99.049                9.51
      EX5  04/28/05  12/03/04       99.031                9.69
      EY3  04/29/05  09/21/04       98.796               12.04
313397FB2  05/02/05  07/07/04       98.389               16.11
      FC0  05/03/05  05/04/04       98.322               16.78
      FD8  05/04/05  09/20/04       98.744               12.56
      FE6  05/05/05  07/16/04       98.391               16.09
      FF3  05/06/05  09/24/04       98.724               12.76
      FJ5  05/09/05  05/27/04       98.236               17.64
      FK2  05/10/05  11/09/04       98.807               11.93
      FL0  05/11/05  03/02/05       99.479                5.21
      FM8  05/12/05  03/02/05       99.471                5.29

                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      FN6  05/13/05  08/05/04       98.436               15.64
      FR7  05/16/05  08/18/04       98.547               14.53
      FS5  05/17/05  11/16/04       98.771               12.29
      FT3  05/18/05  07/12/04       98.312               16.88
      FU0  05/19/05  01/20/05       99.150                8.50
      FV8  05/20/05  12/08/04       98.886               11.14
      FY2  05/23/05  07/28/04       98.214               17.86
      FZ9  05/24/05  11/23/04       98.746               12.54
313397GA3  05/25/05  07/28/04       98.202               17.98
      GB1  05/26/05  10/07/04       98.601               13.99
      GC9  05/27/05  09/27/04       98.588               14.12
      GG0  05/31/05  06/01/04       98.018               19.82
      GH8  06/01/05  07/01/04       97.971               20.29
      GJ4  06/02/05  01/21/05       99.039                9.61
      GK1  06/03/05  06/10/04       97.882               21.18
      GN5  06/06/05  10/08/04       98.554               14.46
      GP0  06/07/05  12/07/04       98.736               12.64
      GQ8  06/08/05  08/04/04       98.238               17.62
      GR6  06/09/05  07/14/04       98.121               18.79
      GS4  06/10/05  01/05/05       98.869               11.31
      GV7  06/13/05  11/18/04       98.614               13.86
      GW5  06/14/05  12/14/04       98.696               13.04
      GX3  06/15/05  07/28/04       98.050               19.50
      GY1  06/16/05  05/17/05       99.756                2.44
      GZ8  06/17/05  01/12/05       98.852               11.48
313397HC8  06/20/05  07/08/04       98.034               19.66
      HD6  06/21/05  10/07/04       98.422               15.78
      HE4  06/22/05  01/19/05       98.854               11.46
      HF1  06/23/05  04/13/05       99.438                5.62
      HG9  06/24/05  01/12/05       98.791               12.09
      HK0  06/27/05  08/04/04       98.065               19.35
      HL8  06/28/05  06/29/04       97.644               23.56
      HM6  06/29/05  10/14/04       98.481               15.19
      HN4  06/30/05  07/16/04       97.984               20.16
3128X3QR7  06/30/05  07/02/04       97.749               22.51      
313397HP9  07/01/05  07/30/04       97.937               20.63
      HT1  07/05/05  11/16/04       98.441               15.59
      HU8  07/06/05  11/15/04       98.427               15.73
      HV6  07/07/05  02/23/05       98.954               10.46
      HW4  07/08/05  11/15/04       98.414               15.86
      HZ7  07/11/05  10/08/04       98.313               16.87
      JA0  07/12/05  01/11/05       98.615               13.85
      JB8  07/13/05  02/24/05       98.907               10.93
      JC6  07/14/05  12/10/04       98.476               15.24
      JD4  07/15/05  07/22/04       97.882               21.18
      JG7  07/18/05  08/18/04       98.126               18.74
      JH5  07/19/05  01/18/05       98.600               14.00

                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      JJ1  07/20/05  03/23/05       99.008                9.92
      JK8  07/21/05  03/23/05       99.000               10.00
      JL6  07/22/05  03/10/05       98.913               10.87
      JP7  07/25/05  11/16/04       98.243               17.57
      JQ5  07/26/05  07/27/04       97.695               23.05
      JR3  07/27/05  05/10/05       99.357                6.43
      JS1  07/28/05  05/16/05       99.390                6.10
      JT9  07/29/05  10/21/04       98.314               16.86
      JW2  08/01/05  03/02/05       98.754               12.46
      JX0  08/02/05  02/01/05       98.574               14.26
      JY8  08/03/05  04/13/05       99.070                9.30
      JZ5  08/04/05  03/15/05       98.817               11.83
313397KA8  08/05/05  08/05/04       97.780               22.20
      KD2  08/08/05  09/10/04       98.015               19.85
      KE0  08/09/05  02/08/05       98.564               14.36
      KF7  08/10/05  09/17/04       98.074               19.26
      KG5  08/11/05  01/13/05       98.384               16.16
      KH3  08/12/05  09/16/04       98.057               19.43
      KL4  08/15/05  08/31/04       97.985               20.15
      KM2  08/16/05  02/15/05       98.554               14.46
      KN0  08/17/05  04/29/05       99.071                9.29
      KP5  08/18/05  03/16/05       98.687               13.13
      KQ3  08/19/05  10/04/04       97.997               20.03
      KT7  08/22/05  01/10/05       98.276               17.24
      KU4  08/23/05  08/24/04       97.806               21.94
      KV2  08/24/05  01/21/05       98.328               16.72
      KW0  08/25/05  04/27/05       98.980               10.20
      KX8  08/26/05  11/19/04       98.032               19.68
313397LA7  08/29/05  09/09/04       97.866               21.34
      LB5  08/30/05  11/24/04       97.977               20.23
      LC3  08/31/05  09/30/04       97.925               20.75
      LD1  09/01/05  12/09/04       98.079               19.21
      LE9  09/02/05  12/10/04       98.086               19.14
      LJ8  09/06/05  01/11/05       98.156               18.44
      LK5  09/07/05  01/18/05       98.170               18.30
      LL3  09/08/05  01/12/05       98.128               18.72
      LM1  09/09/05  01/27/05       98.225               17.75
      LQ2  09/12/05  12/30/04       98.044               19.56
      LR0  09/13/05  03/15/05       98.428               15.72
      LS8  09/14/05  12/30/04       98.029               19.71
      LT6  09/15/05  12/10/04       97.985               20.15
      LU3  09/16/05  11/15/04       97.857               21.43
      LX7  09/19/05  11/12/04       97.823               21.77
      LY5  09/20/05  09/21/04       97.786               22.14
      LZ2  09/21/05  01/03/05       98.006               19.94
313397MA6  09/22/05  04/26/05       98.721               12.79

                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      MB4  09/23/05  10/29/04       97.889               21.11
      ME8  09/26/05  11/23/04       97.740               22.60
      MF5  09/27/05  02/15/05       98.164               18.36
      MG3  09/28/05  12/29/04       97.899               21.01
      MH1  09/29/05  11/17/04       97.744               22.56
      MJ7  09/30/05  10/26/04       97.910               20.90
3128X4KW0  10/01/05  09/20/05       99.870                1.30
313397MM0  10/03/05  10/13/04       97.791               22.09
      MN8  10/04/05  04/05/05       98.382               16.18
      MP3  10/05/05  02/03/05       98.021               19.79
      MQ1  10/06/05  10/07/04       97.634               23.66
      MR9  10/07/05  01/11/05       97.870               21.30
      MV0  10/11/05  01/11/05       97.831               21.69
      MW8  10/12/05  02/08/05       97.998               20.02
      MX6  10/13/05  11/03/04       97.716               22.84
      MY4  10/14/05  01/11/05       97.807               21.93
      NB3  10/17/05  11/23/04       97.558               24.42
      NC1  10/18/05  10/19/04       97.654               23.46
      ND9  10/19/05  11/24/04       97.560               24.40
      NE7  10/20/05  01/20/05       97.808               21.92
      NF4  10/21/05  03/22/05       98.101               18.99
      NJ6  10/24/05  11/18/04       97.544               24.56
      NK3  10/25/05  11/18/04       97.537               24.63
      NL1  10/26/05  12/16/04       97.619               23.81
      NM9  10/27/05  11/18/04       97.523               24.77
      NN7  10/28/05  11/18/04       97.516               24.84
      NR8  10/31/05  11/22/04       97.457               25.43
      NS6  11/01/05  12/22/04       97.549               24.51
3128X4LB5  11/01/05  09/20/05       99.585                4.15      
313397NT4  11/02/05  12/06/04       97.545               24.55
      NU1  11/03/05  01/05/05       97.576               24.24
      NV9  11/04/05  12/15/04       97.525               24.75
      NY3  11/07/05  06/17/05       98.673               13.27
      NZ0  11/08/05  05/10/05       98.337               16.63
313397PA3  11/09/05  07/12/05       98.850               11.50
      PB1  11/10/05  12/14/04       97.462               25.38
      PF2  11/14/05  01/13/05       97.518               24.82
      PG0  11/15/05  11/16/04       97.260               27.40
      PH8  11/16/05  01/13/05       97.501               24.99
      PJ4  11/17/05  09/22/05       99.434                5.66
      PK1  11/18/05  06/07/05       98.506               14.94
      PN5  11/21/05  03/10/05       97.724               22.76
      PP0  11/22/05  05/24/05       98.322               16.78
      PQ8  11/23/05  12/09/04       97.392               26.08
      PS4  11/25/05  03/11/05       97.698               23.02
      PV7  11/28/05  12/01/04       97.265               27.35
      PW5  11/29/05  05/31/05       98.296               17.04

                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      PX3  11/30/05  12/08/04       97.303               26.97
      PY1  12/01/05  06/23/05       98.484               15.16
3128X4FS5  12/01/05  08/04/05       98.824               11.76      
313397PZ8  12/02/05  03/31/05       97.731               22.69
      QC8  12/05/05  01/12/05       97.302               26.98
      QD6  12/06/05  04/26/05       97.990               20.10
      QE4  12/07/05  01/18/05       97.326               26.74
      QF1  12/08/05  05/23/05       98.159               18.41
      QG9  12/09/05  04/27/05       97.941               20.59
      QK0  12/12/05  12/23/04       97.198               28.02
      QL8  12/13/05  12/14/04       97.159               28.41
      QM6  12/14/05  01/12/05       97.223               27.77
      QN4  12/15/05  04/14/05       97.775               22.25
      QP9  12/16/05  12/27/04       97.198               28.02
      QS3  12/19/05  12/23/04       97.132               28.68
      QT1  12/20/05  12/30/04       97.160               28.40
      QU8  12/21/05  07/12/05       98.398               16.02
      QV6  12/22/05  04/08/05       97.606               23.94
      QW4  12/23/05  12/30/04       97.136               28.64
313397RA1  12/27/05  01/04/05       97.144               28.56
      RB9  12/28/05  01/04/05       97.136               28.64
      RC7  12/29/05  07/19/05       98.370               16.30
      RD5  12/30/05  01/05/05       97.128               28.72


























                               Section III-G

                FEDERAL AGRICULTURAL MORTGAGE CORPORATION
                    Short-Term Obligations Issued at a
                      Discount and Maturing in 2005

                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315LAC2  01/03/05  09/29/04       99.488               5.12
      AD0  01/04/05  12/01/04       99.795               2.05
      AE8  01/05/05  01/04/05       99.994               0.06
      AF5  01/06/05  10/06/04       99.502               4.98
      AG3  01/07/05  12/10/04       99.824               1.76
      AK4  01/10/05  10/13/04       99.518               4.82
      AL2  01/11/05  09/29/04       99.445               5.55
      AM0  01/12/05  01/11/05       99.994               0.06
      AN8  01/13/05  10/15/04       99.510               4.90
      AP3  01/14/05  01/15/04       98.723              12.77
      AT5  01/18/05  10/18/04       99.481               5.19
      AU2  01/19/05  10/19/04       99.486               5.14
      AV0  01/20/05  10/20/04       99.486               5.14
      AW8  01/21/05  10/20/04       99.489               5.11
      AZ1  01/24/05  12/02/04       99.678               3.22
31315LBA5  01/25/05  12/21/04       99.778               2.22
      BB3  01/26/05  01/25/05       99.994               0.06
      BC1  01/27/05  10/28/04       99.486               5.14
      BD9  01/28/05  10/27/04       99.481               5.19
      BG2  01/31/05  01/28/05       99.980               0.20
      BH0  02/01/05  01/31/05       99.993               0.07
      BJ6  02/02/05  11/02/04       99.470               5.30
      BK3  02/03/05  01/06/05       99.824               1.76
      BL1  02/04/05  01/18/05       99.895               1.05
      BP2  02/07/05  01/04/05       99.786               2.14
      BQ0  02/08/05  01/10/05       99.819               1.81
      BR8  02/09/05  02/08/05       99.993               0.07
      BS6  02/10/05  01/18/05       99.852               1.48
      BT4  02/11/05  11/09/04       99.431               5.69
      BW7  02/14/05  01/14/05       99.802               1.98
      BX5  02/15/05  12/22/04       99.647               3.53
      BY3  02/16/05  02/15/05       99.993               0.07
      BZ0  02/17/05  02/16/05       99.993               0.07
31315LCA4  02/18/05  02/17/05       99.993               0.07
      CE6  02/22/05  11/18/04       99.408               5.92
      CF3  02/23/05  11/24/04       99.426               5.74
      CG1  02/24/05  11/22/04       99.415               5.85
      CH9  02/25/05  01/24/05       99.791               2.09
      CL0  02/28/05  10/04/04       99.163               8.37
      CM8  03/01/05  02/28/05       99.993               0.07
      CN6  03/02/05  12/02/04       99.418               5.82
      CP1  03/03/05  02/10/05       99.858               1.42
      CQ9  03/04/05  03/03/05       99.993               0.07
      CT3  03/07/05  02/08/05       99.816               1.84
      CU0  03/08/05  03/07/05       99.993               0.07
      CV8  03/09/05  03/08/05       99.993               0.07
      CW6  03/10/05  03/09/05       99.993               0.07


                        Section III-G (continued)


                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      CX4  03/11/05  02/03/05       99.757               2.43
31315LDA3  03/14/05  12/13/04       99.396               6.04
      DB1  03/15/05  02/14/05       99.803               1.97
      DC9  03/16/05  03/15/05       99.993               0.07
      DD7  03/17/05  12/15/04       99.387               6.13
      DE5  03/18/05  02/11/05       99.762               2.38
      DH8  03/21/05  03/18/05       99.978               0.22
      DJ4  03/22/05  02/22/05       99.807               1.93
      DK1  03/23/05  02/10/05       99.721               2.79
      DL9  03/24/05  02/23/05       99.798               2.02
      DQ8  03/28/05  03/24/05       99.971               0.29
      DR6  03/29/05  12/27/04       99.366               6.34
      DS4  03/30/05  12/29/04       99.373               6.27
      DT2  03/31/05  12/28/04       99.359               6.41
      DU9  04/01/05  02/28/05       99.774               2.26
      DX3  04/04/05  04/01/05       99.977               0.23
      DY1  04/05/05  04/04/05       99.993               0.07
      DZ8  04/06/05  12/28/04       99.315               6.85
31315LEA2  04/07/05  04/06/05       99.993               0.07
      EB0  04/08/05  01/06/05       99.364               6.36
      EE4  04/11/05  01/06/05       99.343               6.57
      EF1  04/12/05  01/11/05       99.360               6.40
      EG9  04/13/05  01/11/05       99.351               6.49
      EH7  04/14/05  01/11/05       99.344               6.56
      EJ3  04/15/05  01/11/05       99.337               6.63
      EM6  04/18/05  04/15/05       99.977               0.23
      EN4  04/19/05  01/19/05       99.355               6.45
      EP9  04/20/05  04/18/05       99.985               0.15
      EQ7  04/21/05  04/20/05       99.993               0.07
      ER5  04/22/05  04/21/05       99.993               0.07
      EU8  04/25/05  01/21/05       99.326               6.74
      EV6  04/26/05  01/27/05       99.357               6.43
      EW4  04/27/05  01/27/05       99.350               6.50
      EX2  04/28/05  03/03/05       99.588               4.12
      EY0  04/29/05  03/23/05       99.718               2.82
31315LFB9  05/02/05  02/01/05       99.348               6.52
      FC7  05/03/05  04/04/05       99.782               2.18
      FD5  05/04/05  05/03/05       99.992               0.08
      FE3  05/05/05  05/04/05       99.992               0.08
      FF0  05/06/05  05/05/05       99.992               0.08
      FJ2  05/09/05  05/02/05       99.944               0.56
      FK9  05/10/05  05/09/05       99.992               0.08
      FL7  05/11/05  02/11/05       99.347               6.53
      FM5  05/12/05  02/11/05       99.340               6.60
      FN3  05/13/05  04/15/05       99.784               2.16
      FR4  05/16/05  02/25/05       99.389               6.11
      FS2  05/17/05  05/16/05       99.992               0.08


                        Section III-G (continued)


                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      FT0  05/18/05  03/02/05       99.405               5.95
      FU7  05/19/05  02/22/05       99.348               6.52
      FV5  05/20/05  02/24/05       99.353               6.47
      FY9  05/23/05  03/02/05       99.367               6.33
      FZ6  05/24/05  04/14/05       99.693               3.07
31315LGA0  05/25/05  04/15/05       99.690               3.10
      GB8  05/26/05  02/22/05       99.295               7.05
      GC6  05/27/05  03/02/05       99.329               6.71
      GG7  05/31/05  03/03/05       99.303               6.97
      GH5  06/01/05  02/23/05       99.251               7.49
      GJ1  06/02/05  06/01/05       99.992               0.08
      GK8  06/03/05  06/02/05       99.992               0.08
      GN2  06/06/05  06/03/05       99.975               0.25
      GP7  06/07/05  06/06/05       99.992               0.08
      GQ5  06/08/05  03/08/05       99.277               7.23
      GR3  06/09/05  06/08/05       99.992               0.08
      GS1  06/10/05  05/10/05       99.749               2.51
      GV4  06/13/05  06/10/05       99.976               0.24
      GW2  06/14/05  06/13/05       99.992               0.08
      GX0  06/15/05  03/14/05       99.259               7.41
      GY8  06/16/05  03/03/05       99.172               8.28
      GZ5  06/17/05  03/17/05       99.259               7.41
31315LHC5  06/20/05  06/17/05       99.976               0.24
      HD3  06/21/05  06/20/05       99.992               0.08
      HE1  06/22/05  05/24/05       99.760               2.40
      HF8  06/23/05  06/22/05       99.992               0.08
      HG6  06/24/05  03/29/05       99.281               7.19
      HK7  06/27/05  03/29/05       99.256               7.44
      HL5  06/28/05  06/27/05       99.992               0.08
      HM3  06/29/05  03/30/05       99.248               7.52
      HN1  06/30/05  03/30/05       99.240               7.60
      HP6  07/01/05  06/01/05       99.751               2.49
      HT8  07/05/05  07/01/05       99.964               0.36
      HU5  07/06/05  04/06/05       99.251               7.49
      HV3  07/07/05  07/06/05       99.991               0.09
      HW1  07/08/05  07/07/05       99.991               0.09
      HZ4  07/11/05  05/24/05       99.599               4.01
31315LJA7  07/12/05  04/13/05       99.255               7.45
      JB5  07/13/05  04/15/05       99.263               7.37
      JC3  07/14/05  06/13/05       99.739               2.61
      JD1  07/15/05  05/31/05       99.623               3.77
      JG4  07/18/05  06/17/05       99.733               2.67
      JH2  07/19/05  04/19/05       99.257               7.43
      JJ8  07/20/05  04/26/05       99.288               7.12
      JK5  07/21/05  06/22/05       99.745               2.55
      JL3  07/22/05  06/16/05       99.690               3.10
      JP4  07/25/05  04/26/05       99.245               7.55


                        Section III-G (continued)


                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      JQ2  07/26/05  03/31/05       99.015               9.85
      JR0  07/27/05  07/22/05       99.956               0.44
      JS8  07/28/05  04/27/05       99.227               7.73
      JT6  07/29/05  04/27/05       99.219               7.81
      JW9  08/01/05  04/27/05       99.192               8.08
      JX7  08/02/05  05/02/05       99.221               7.79
      JY5  08/03/05  04/27/05       99.172               8.28
      JZ2  08/04/05  07/05/05       99.733               2.67
31315LKA5  08/05/05  05/04/05       99.215               7.85
      KD9  08/08/05  08/05/05       99.972               0.28
      KE7  08/09/05  08/08/05       99.991               0.09
      KF4  08/10/05  08/09/05       99.991               0.09
      KG2  08/11/05  08/10/05       99.991               0.09
      KH0  08/12/05  08/11/05       99.991               0.09
      KL1  08/15/05  05/12/05       99.187               8.13
      KM9  08/16/05  07/12/05       99.689               3.11
      KN7  08/17/05  05/17/05       99.203               7.97
      KP2  08/18/05  07/11/05       99.660               3.40
      KQ0  08/19/05  08/18/05       99.990               0.10
      KT4  08/22/05  05/20/05       99.188               8.12
      KU1  08/23/05  08/22/05       99.991               0.09
      KV9  08/24/05  07/29/05       99.760               2.40
      KW7  08/25/05  05/27/05       99.210               7.90
      KX5  08/26/05  07/27/05       99.723               2.77
31315LLA4  08/29/05  06/03/05       99.234               7.66
      LB2  08/30/05  08/29/05       99.990               0.10
      LC0  08/31/05  05/31/05       99.187               8.13
      LD8  09/01/05  06/27/05       99.406               5.94
      LE6  09/02/05  05/31/05       99.170               8.30
      LJ5  09/06/05  08/08/05       99.723               2.77
      LK2  09/07/05  09/06/05       99.990               0.10
      LL0  09/08/05  06/08/05       99.182               8.18
      LM8  09/09/05  09/08/05       99.990               0.10
      LQ9  09/12/05  08/15/05       99.735               2.65
      LR7  09/13/05  09/12/05       99.990               0.10
      LS5  09/14/05  08/15/05       99.716               2.84
      LT3  09/15/05  08/16/05       99.716               2.84
      LU0  09/16/05  06/15/05       99.153               8.47
      LX4  09/19/05  06/17/05       99.145               8.55
      LZ9  09/21/05  08/31/05       99.799               2.01
31315LMA3  09/22/05  08/17/05       99.659               3.41
      MB1  09/23/05  08/17/05       99.649               3.51
      ME5  09/26/05  06/24/05       99.129               8.71
      MF2  09/27/05  06/27/05       99.146               8.54
      MH8  09/29/05  07/01/05       99.159               8.41
      MJ4  09/30/05  06/29/05       99.131               8.69
      MP0  10/05/05  04/28/05       98.600              14.00


                        Section III-G (continued)


                                                   Discount to be
                                 Issue Price      Reported as 2005
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      MQ8  10/06/05  07/06/05       99.131               8.69
      MV7  10/11/05  04/14/05       98.373              16.27
      MW5  10/12/05  04/13/05       98.354              16.46
      MX3  10/13/05  07/12/05       99.120               8.80
31315LND6  10/19/05  09/07/05       99.593               4.07
      NE4  10/20/05  07/19/05       99.106               8.94
      NJ3  10/24/05  09/07/05       99.544               4.56
      NN4  10/28/05  07/26/05       99.089               9.11
      NT1  11/02/05  08/02/05       99.090               9.10
31315LPB8  11/10/05  08/16/05       99.139               8.61
      PF9  11/14/05  08/04/05       98.986              10.14
      PG7  11/15/05  08/17/05       99.094               9.06
      PP7  11/22/05  08/22/05       99.070               9.30
      PV4  11/28/05  11/30/04       97.167              28.33
      PX0  11/30/05  08/31/05       99.071               9.29
31315LQD3  12/06/05  09/09/05       99.116               8.84
      QG6  12/09/05  01/26/05       97.394              26.06
      QN1  12/15/05  12/29/04       97.182              28.18

















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