SECTION I-A

This section reflects publicly traded corporate debt instruments (mostly long term) originally issued at a discount after May 27, 1969,
and before January 1, 1985. Debt instruments which matured or were entirely called before 2005 are not included. See Section I-B for corporate
discount debt instruments issued after 1984.
CAUTION: The following OID information supercedes previously published information. Numbers may vary from previous editions because of
rounding or updated information.
OID per
Daily OID per $1,000
$1,000 of
of Maturity Value
Maturity
Issue Price
Annual
for Each Accrual Period
Value for
(Percent of
Stated
Total
------------------------------Calendar Year
Issue
Maturity
Principal
Interest
OID to
2005 1st
2005 2nd
2006 2nd
--------------Name of Issuer
CUSIP No.
Date
Date
Amount)
Rate
1/1/05
Period
2006 1st
Period
2005
2006
______________
_________
________
________
___________
_______
_________
________
________
________
______
______
Allied Corp.

019087AZ8
019087BA2
019087BB0
219327AC7
291737AB0

08/15/84
08/15/84
08/03/84
03/12/82
06/07/83

08/01/05
08/01/07
08/01/09
03/15/07*
12/31/07

7.675
6.113
6.136
48.034
59.000

0.000
0.000
0.000
7.000
9.000

856.01
670.42
539.12
473.83
261.53

0.317176
0.247201
0.185297
0.057721
0.107195

313586QR3
313586RC5
359416AH7
369856AF6

07/05/84
10/09/84
03/18/81
06/23/81

07/05/14
10/09/19
03/15/11
06/15/11

3.625
3.200
52.750
51.624

0.000
0.000
7.000
7.000

313.79
202.18
374.84
379.66

370424CF8
438516AG1
438516AH9
438516AJ5
450679BP9
450680AM5
460470AM9
492386AD9

04/01/81
08/15/84
08/15/84
08/03/84
05/06/81
05/06/81
07/01/81
11/17/81

04/01/11
08/01/05
08/01/07
08/01/09
05/01/11
05/01/11
07/01/11
11/01/11

44.510
7.675
6.113
6.136
41.890
41.890
50.218
49.950

6.000
0.000
0.000
0.000
6.500
6.500
7.500
7.000

713440AU9
713440AV7
713440AW5
713440AX3
713440AY1
713440AZ8
713440BA2
713440BB0
753329AZ4
753329BA8
753329BB6

04/14/82
04/14/82
04/14/82
04/14/82
04/14/82
04/14/82
04/14/82
04/14/82
03/01/84
03/01/84
03/01/84

04/01/05
04/01/06
04/01/07
04/01/08
04/01/09
04/01/10
04/01/11
04/01/12
03/01/05
03/01/06
03/01/07

5.311
4.780
4.310
3.894
3.525
3.196
2.904
2.643
5.832
5.094
4.449

863871AL3
08/15/84
05/15/14
863871AM1
10/03/84
10/03/22
----------------------------* Called in 2005; reportable OID is computed to call date.

3.900
2.734

Corning, Inc.
Empire Incorporated
Federal National
Mortgage Association
Fruit of the Loom, Inc.
General Foods Corp.
General Motors
Acceptance Corporation
Honeywell Intl, Inc.

ITT Corporation
ITT Corporation
ITT Corporation
Kerr-McGee Corp.
Pepsico Capital
Resources

Rapid-American Corp.

Student Loan Marketing
Association

0.279194
0.207187

0.315326
0.231663

0.123887

0.143179

0.106017
0.064764
0.043135
0.044183

0.118413
0.071457
0.043135
0.044183

0.132258
0.078841

439.38
856.01
670.42
539.12
458.48
458.48
390.05
386.37

0.050643
0.317176
0.247201
0.185297
0.053059
0.053059
0.045434
0.045745

0.050643

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000

936.73
902.70
870.84
840.88
812.82
786.45
761.61
738.12
921.22
804.62
702.78

0.112886
0.108786
0.104946
0.101335
0.097954
0.094776
0.091782
0.088951
0.346760
0.302869
0.264540

0.000
0.000

321.28
158.89

0.108916
0.049479

0.279194
0.207187
0.053059
0.053059
0.045434
0.045745

0.315326
0.231663

67.24
94.68
70.94
9.35*
42.60

49.23

40.93
24.20
15.74
16.13

45.71
26.70
15.74
16.13

18.48
67.24
94.68
70.94
19.37
19.37
16.58
16.70

18.48

0.346757
0.302874

0.346763

10.16
39.71
38.31
36.99
35.75
34.59
33.50
32.47
20.46
123.98
108.29

0.121461
0.054395

0.135451
0.059799

41.50
18.50

0.108786
0.104946
0.101335
0.097954
0.094776
0.091782
0.088951

106.93
79.32

106.93
79.32
19.37
19.37
16.58
16.70

9.79
38.31
36.99
35.75
34.59
33.50
32.47
20.46
123.98
46.28
20.34

17

18
SECTION I-A

Name of Issuer
______________
Tennessee Gas Pipeline
formerly Tenneco, Inc.
Transamerica Financial
Corp.

Annual
Stated
Interest
Rate
_______

Total
OID to
1/1/05
_________

Daily OID per $1,000
of Maturity Value
for Each Accrual Period
------------------------------2005 1st
2005 2nd
2006 2nd
Period
2006 1st
Period
________
________
________

OID per
$1,000 of
Maturity
Value for
Calendar Year
--------------2005
2006
______
______

CUSIP No.
_________

Issue
Date
________

Maturity
Date
________

Issue Price
(Percent of
Principal
Amount)
___________

880451AJ8

12/15/81

12/15/11

40.783

6.000

454.87

0.054831

0.054831

19.74

19.74

893502AM6
893502AN4
893502AP9

08/18/82
08/18/82
08/18/82

09/01/07
03/01/10
09/01/12

3.816
2.753
1.986

0.000
0.000
0.000

859.50
790.20
730.01

0.105177
0.096696
0.089331

0.105177
0.096696
0.089331

38.39
35.29
32.61

38.39
35.29
32.61

SECTION I-B
This section reflects publicly traded corporate debt instruments (mostly long term) originally issued at a discount after December 31, 1984.
Debt instruments which matured or were entirely called before 2005 are not included. See Section I-A for corporate discount debt instruments
issued before 1985.
CAUTION: The following OID information supercedes previously published information. Numbers may vary from previous editions because of
rounding or updated information.

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

ABN Amro Bank N.V.

00079FBH4
00079FBM3
00079FBR2
00079FBX9
00079FCY6
00079FDB5
00079FED0
00079FEK4
00079FEN8
00079FHN5
00079FHT2
00079FHV7
00079FJD5
00079FLN0
000945AC9
001765AZ9
001765BA3
001765BB1

07/16/03
08/13/03
09/10/03
10/08/03
03/10/04
03/24/04
06/23/04
07/21/04
08/04/04
01/13/05
01/21/05
01/28/05
02/15/05
07/20/05
07/06/95
09/23/03
09/23/03
02/13/04

01/16/14
11/13/13
09/10/13
10/08/13
12/10/13
12/24/13
12/23/09
01/21/10
02/04/10
01/13/20
01/21/20
01/28/20
02/15/20
04/20/09
07/06/10
09/23/23
09/23/23
02/15/24

100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
38.309
98.000
98.000
98.500

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
VARIES
VARIES
VARIES
VARIES
0.000
0.000
4.250
4.250
4.500

00202NAA3
00210VAA5
00210VAB3

11/18/97
10/19/04
10/19/04

11/18/12
11/01/11
11/01/11

20.424
63.700
63.700

0.000
VARIES
VARIES

005495AX4
005495AY2

05/24/05
05/24/05

12/01/06
12/01/07

103.908
106.710

005770BQ4
005770BR2

06/03/03
06/03/03

02/01/07
02/01/08

006848BK0

10/25/01

007506AA6
007506AB4
007506AC2
00761HAR2
00763MAD0
00763MAE8

02/04/04
02/04/04
02/04/04
02/25/03
06/24/03
06/24/03

ADT Operations, Inc.
AMR Corporation

APP Finance VI
Mauritius Limited
ASG Consolidated LLC
Adams & Hancok Counties
Illinois
Community Unit School
District No. 1
Adelphia Communications
Corporation
Advanced Accessory
Holdings Corporation

Advanta Bank Corporation
Advanced Medical Optics

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Total
OID to
1/1/05
________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________
0.119431
0.126373
0.146533
0.150826
0.137553
0.137553
0.114778
0.113057
0.110002

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

319.71

0.123007
0.010460
0.010460
0.007638

0.121896
0.129098
0.150211
0.154717
0.140840
0.140840
0.117102
0.115358
0.112180
0.131945
0.131802
0.129648
0.128819
0.109683
0.127004
0.010706
0.010706
0.007823

229.95

0.129481
0.204237
0.204237

0.136522
0.215979
0.215979

0.143945
0.228397
0.228397

0.151772
0.241527
0.241527

0.160025
0.255413
0.255413

48.50
77.09
77.09

53.92
86.21
86.21

VARIES
VARIES

0.108797
0.120284

0.108877
0.120379

0.110929
0.122822

0.113019
0.125314

0.115720

23.69
26.19

36.98
44.45

104.499
103.613

VARIES
VARIES

0.095340
0.107876

0.094799
0.107500

0.094250
0.107116

0.093692
0.106725

0.093124
0.106327

34.06
38.65

33.66
38.37

11/01/06

97.161

10.250

0.016847

0.017774

0.018752

0.019783

6.35

5.81

12/15/11
12/15/11
12/15/11
02/21/06
04/15/23
04/15/23

57.128
57.128
57.128
98.000
100.000
100.000

VARIES
VARIES
VARIES
VARIES
VARIES
VARIES

0.234888
0.234888
0.234888
0.019075
0.237171
0.237171

0.250442
0.250442
0.250442
0.019131
0.241572
0.241572

0.267027
0.267027
0.267027
0.019196
0.248860
0.248860

0.284710
0.284710
0.284710

0.303564
0.303564
0.303564

0.253669
0.253669

0.261518
0.261518

87.87
87.87
87.87
6.89
88.28
88.28

99.90
99.90
99.90
.96
92.70
92.70

16.23

0.124411
0.131882
0.153981
0.158709
0.144206
0.144206
0.119473
0.117706
0.114401
0.129997
0.130184
0.128136
0.127298
0.110766
0.131132
0.010958
0.010958
0.008012

0.126979
0.134726
0.157846
0.162803
0.147652
0.147652
0.121893
0.120101
0.116667
0.128002
0.128527
0.126588
0.125741
0.112953
0.135394
0.011216
0.011216
0.008206

0.129599
0.137632
0.161808
0.167004
0.151180
0.151180
0.124361
0.122545
0.118977
0.128062
0.126832
0.125005
0.124148
0.115183
0.139794
0.011479
0.011479
0.008405

44.26
46.25
54.24
55.65
50.25
50.16
41.78
41.86
40.64
45.59
44.55
42.94
40.50
17.74
46.42
3.86
3.86
2.83

46.11
48.27
57.00
58.56
52.68
52.58
43.48
43.58
42.26
46.11
46.03
45.37
45.12
40.58
49.49
4.04
4.04
2.97

19

20
SECTION I-B

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

Advanced Medical Optics

00763MAF5
00763MAG3
00763MAH1
00763MAJ7
00846UAA9
00846UAB7
010714AC7
010781AQ5
010781AW2
011588AF7
011593AA8
011637AC9

06/22/04
06/22/04
07/18/05
07/18/05
11/27/01
11/27/01
02/26/98
03/14/02
03/14/02
11/10/03
02/08/00
07/28/98

07/15/24
07/15/24
07/01/25
07/01/25
12/01/21
12/01/21
03/01/10
02/01/12
02/01/10
07/31/09
02/15/10*
08/01/08

100.000
100.000
100.000
100.000
100.000
100.000
45.168
97.458
97.388
81.789
53.456
58.144

VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
7.625
7.500
VARIES
VARIES
VARIES

011679AD9
011679AE7
011679AF4
01446PAG9
01566MAA3
018490AD4
018490AE2
018803205
018803304
018803403
018804AG9
018804AH7
018804AJ3
018804AK0
020039798
020039822
020039DF7
020813AC5
020813AD3
020813AE1
022615AC2

08/26/03
08/26/03
08/26/03
11/17/03
07/12/95
11/06/02
11/06/02
02/15/00
02/15/00
02/15/00
02/19/04
02/19/04
08/13/04
08/13/04
05/06/02
05/06/02
05/06/02
06/02/99
06/02/99
06/02/99
07/14/94

08/15/11
08/15/11
08/15/11
06/30/10
07/15/05
11/06/22
11/06/22
02/15/30
02/15/30
02/15/30
02/15/24
02/15/24
08/15/24
08/15/24
05/17/07
05/17/07*
05/17/07
06/01/06
06/01/06
06/01/06
07/14/14

96.687
96.687
96.687
83.687
90.154
77.941
77.941
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
35.471

9.875
9.875
9.875
8.000
12.375
0.000
0.000
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
3.000
3.000
3.000
0.000

024061AA1
024061AB9

02/11/04
02/11/04

02/15/24
02/15/24

100.000
100.000

2.000
2.000

025198AE2 05/29/02 01/01/08
92.250
025198AF9 05/29/02 07/01/08
53.606
----------------------------* Called in 2005; reportable OID is computed to call date.

11.250
VARIES

Agilent Technologies
Aladdin Gaming Holdings
Alameda, CA
Alamosa Delaware, Inc.
Alamosa Delaware, Inc.
Alaris Medical, Inc.
Alaska Communications
Systems Holdings, Inc.

Alestra S.De R.L.De C.V.
Algoma Steel, Inc.
Allergan, Inc.
Alliant Energy Resources

Alliant Techsystems Inc

Alltel Corporation

Alpharma, Inc.

Alza Corporation
American Axle &
Manufacturing HLDG,Inc
American Commercial
Lines LLC

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Total
OID to
1/1/05
________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________
0.217075
0.217075

5.33
7.51

3.89
3.89
3.89
89.07
21.19
21.19

255.37

29.13

0.222824
0.222824
0.191668
0.191668
0.299081
0.299081
0.387244
0.006048
0.008508
0.314332
0.357627
0.309026

0.228797
0.228797
0.196463
0.196463
0.308520
0.308520
0.395222
0.006290
0.008846
0.333178

0.235003
0.235003
0.201923
0.201923
0.318372
0.318372
0.390429
0.006541
0.009198
0.333169

0.241450
0.241450

0.309026

0.309026

0.309025

0.008466
0.008466
0.008466
0.077132
0.045415
0.027745
0.027745
0.319946
0.319946
0.319946
0.172897
0.172897
0.193814
0.193814
0.203401
0.203401
0.203401
0.156163
0.156163
0.156163
0.086855

0.008910
0.008910
0.008910
0.080777
0.048651
0.027919
0.027919
0.331947
0.331947
0.331947
0.175852
0.175852
0.197667
0.197667
0.203364

0.009378
0.009378
0.009378
0.084702

0.009870
0.009870
0.009870
0.086029

0.010388
0.010388
0.010388
0.090386

0.028093
0.028093
0.344522
0.344522
0.344522
0.178898
0.178898
0.201655
0.201655
0.202213

0.028269
0.028269
0.357700
0.357700
0.357700
0.182038
0.182038
0.205782
0.205782
0.201022

0.028446
0.028446
0.371510
0.371510
0.371510
0.185273
0.185273
0.210053
0.210053
0.199788

0.203364
0.161533
0.161533
0.161533
0.089135

0.202213
0.167087
0.167087
0.167087
0.091474

0.201022

0.199788

0.093876

0.128828
0.128828

0.130505
0.130505

0.132220
0.132220

0.133975
0.133975

0.037916
0.649936

0.040430
0.728447

0.043109
0.816442

0.045967
0.915067

0.290038
0.290038
0.392211
0.005815
0.008183
0.296552
0.335998
0.309026

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______
81.13
81.13
31.24
31.24
106.60
106.60
142.61
2.21
3.10
115.49
39.82*
111.25

85.58
85.58
71.71
71.71
113.37
113.37
143.80
2.39
3.36
119.94

3.60
3.60
3.60
31.17

0.096340

3.25
3.25
3.25
28.83
9.39
10.04
10.04
120.68
120.68
120.68
63.59
63.59
71.53
71.53
73.17
9.36*
73.17
57.51
57.51
57.51
32.45

0.135770
0.135770

47.14
47.14

48.40
48.40

14.10
248.11

16.03
311.67

0.326224
0.326224
0.398704
0.006803
0.009564
0.333159

111.25

10.16
10.16
130.07
130.07
130.07
65.84
65.84
74.48
74.48
72.48
72.48
25.06
25.06
25.06
34.18

SECTION I-B

Name of Issuer
______________
American Electric Power
Company, Inc.

CUSIP No.
_________

025537200
025537AC5
American Skiing Company
029654AG5
American Towers, Inc.
03027RAA1
03027RAB9
03027RAC7
03027RAD5
AmerUs Group Co.
03072M405
03072M504
03072MAC2
03072MAD0
03072MAE8
03072MAF5
Amgen Inc.
031162AC4
031162AD2
031162AE0
031162AK6
031162AL4
Anadarko Petroleum Corp.
032511AQ0
032511AR8
Anixter International
035290AA3
035290AB1
035290AC9
035290AD7
035290AE5
035290AF2
035290AG0
Anthem, Inc.
03674BAA2
Anthony Crane Cap. Corp.
036778AC2
Aon Corporation
037389AQ6
037389AT0
Arch Escrow Corporation
039384AC6
Republic of Argentina
040114AZ3
040114BD1
040114GA2
040114GB0
040114GF1
040114GG9
040114GH7
----------------------------* Called in 2005; reportable OID

Issue
Date
________

Maturity
Date
_________

06/11/02
06/11/02
01/15/97
02/01/03
02/01/03
02/01/03
02/01/03
05/28/03
05/28/03
03/06/02
03/06/02
03/06/02
03/06/02
03/01/02
03/01/02
03/01/02
03/01/05
03/01/05
03/13/01
03/13/01
06/28/00
06/28/00
06/28/00
07/07/03
07/07/03
07/07/03
07/07/03
11/02/01
07/31/03
11/07/02
11/07/02
04/09/99
12/04/98
03/01/99
06/15/00
07/21/00
06/19/01
06/19/01
06/19/01

08/16/07*
08/16/07
07/15/06
08/01/08
08/01/08
08/01/08
08/01/08
05/16/08
05/16/08
03/06/32
03/06/32
03/06/32
03/06/32
03/01/32
03/01/32
03/01/32
03/01/32
03/01/32
03/13/21
03/13/21
06/28/20*
06/28/20*
06/28/20*
07/07/33
07/07/33
07/07/33
07/07/33
11/15/06
02/01/08
11/15/12
11/15/12
04/15/08
12/04/05
03/01/29
06/15/15
07/21/30
12/19/08
06/19/18
06/19/31

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

100.000
100.000
97.279
45.465
45.465
45.465
45.465
100.000
100.000
100.000
100.000
100.000
100.000
71.423
71.423
71.423
72.947
72.947
100.000
100.000
25.257
25.257
25.257
38.016
38.016
38.016
38.016
100.000
3.000
100.000
100.000
95.091
97.750
75.576
91.700
80.144
77.800
75.375
75.250

is computed to call date.

VARIES
VARIES
12.000
0.000
0.000
0.000
0.000
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
0.000
0.000
0.000
0.000
0.000
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
13.750
11.000
8.875
11.750
10.250
VARIES
0.000
0.000

Total
OID to
1/1/05
________

20.44
143.93
143.93
143.93
143.93

91.92
91.92
91.92

23.73
18.44
11.41
3.58

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

0.190254
0.190254
0.010839
0.232636
0.232636
0.232636
0.232636
0.179725
0.179725
0.327994
0.327994
0.327994
0.327994
0.128338
0.128338
0.128338

0.246514
0.246514
0.066198
0.066198
0.066198
0.082822
0.082822
0.082822
0.082822
0.199459
0.328490
0.283380
0.283380
0.016908
0.011834
0.025196
0.009399
0.002841
0.248570
0.513503
0.482441

0.191268
0.191268
0.011516
0.249918
0.249918
0.249918
0.249918
0.180585
0.180585
0.338270
0.338270
0.338270
0.338270
0.090634
0.090634
0.090634
0.090636
0.090636
0.255118
0.255118

0.085845
0.085845
0.085845
0.085845
0.194892
0.376727
0.291848
0.291848
0.018155
0.012513
0.025195
0.010012
0.003023
0.249578
0.548908
0.514259

0.191199
0.012235
0.268484
0.268484
0.268484
0.268484
0.181473
0.181473
0.352275
0.352275
0.352275
0.352275
0.092661
0.092661
0.092661
0.092663
0.092663
0.264021
0.264021

0.190010
0.013000
0.288428
0.288428
0.288428
0.288428
0.182389
0.182389
0.363754
0.363754
0.363754
0.363754
0.094734
0.094734
0.094734
0.094735
0.094735
0.273236
0.273236

0.188781

0.088979
0.088979
0.088979
0.088979
0.196739
0.470113
0.300702
0.300702
0.019495

0.092227
0.092227
0.092227
0.092227
0.192122
0.650905
0.309959
0.309959
0.020932

0.095593
0.095593
0.095593
0.095593

0.025194
0.010663
0.003218
0.250667
0.593220
0.554217

0.025193
0.011358
0.003425
0.209336

0.025192
0.012097
0.003645
0.167844

0.309855
0.309855
0.309855
0.309855
0.181188
0.181188
0.379021
0.379021
0.379021
0.379021
0.096852
0.096852
0.096852
0.096854
0.096854
0.282771
0.282771

1.000915
0.319637
0.319637
0.022476

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

31.51*
68.80
4.26
92.24
92.24
92.24
92.24
64.93
64.93
122.72
122.72
122.72
122.72
35.13
35.13
35.13
27.43
27.43
92.18
92.18
11.78*
11.78*
11.78*
31.43
31.43
31.43
31.43
71.83
148.18
104.34
104.34
6.51
4.06
9.07
3.51
1.12
89.69
194.94
182.85

68.29
2.51
106.45
106.45
106.45
106.45
65.48
65.48
131.96
131.96
131.96
131.96
34.23
34.23
34.23
34.23
34.23
98.73
98.73

33.77
33.77
33.77
33.77
61.71
281.40
110.79
110.79
7.50
9.07
3.99
1.26
81.81
100.25
93.66

21

22
SECTION I-B

Name of Issuer
______________
Arlington Sport Facility
Development Authority
Armor Holdings, Inc.
Armstrong County
Industrial Development
ATMEL Corporation
Aubrey Independent
School District

Avalon Cable, LLC
Avnet, Inc.
Azusa, California
Redevelopment Agency
BGLS, Inc.
Bank of America Corp.
Bank of America Corp.

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Total
OID to
1/1/05
________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

CUSIP No.
_________

Issue
Date
________

Maturity
Date
_________

04184EAA7
042260AC3

02/17/93
10/29/04

12/31/08
11/01/24

28.800
99.000

0.000
VARIES

442.88

0.162360
0.192624

0.168853
0.197423

0.175606
0.202390

0.182629
0.207531

0.189933
0.212852

59.63
70.79

64.50
74.41

04233KAB2
049513AB0
049513AC8

07/29/99
04/21/98
04/21/98

08/20/34
04/21/18
04/21/18

6.955
33.785
33.785

0.000
0.000
0.000

35.51
148.01
148.01

0.021996
0.073443
0.073443

0.022849
0.075463
0.075463

0.023734
0.077538
0.077538

0.024654
0.079670
0.079670

0.025609
0.081861
0.081861

8.30
27.09
27.09

8.96
28.60
28.60

050195GZ3
050195HA7
050195HB5
050195HC3
050195HD1
053402AB9
053807AL7

08/07/03
08/07/03
08/07/03
08/07/03
08/07/03
12/10/98
03/05/04

02/15/06
02/15/07
02/15/08
02/15/09
02/15/10
12/01/08*
03/15/34

93.203
88.833
84.421
79.705
74.664
56.332
100.000

0.000
0.000
0.000
0.000
0.000
VARIES
VARIES

37.16
42.84
45.48
47.22
48.37

0.074861
0.086579
0.092103
0.095824
0.098356
0.205581
0.225680

0.075913
0.088046
0.093844
0.097812
0.100583

0.076979
0.089539
0.095617
0.099842
0.102862

0.091056
0.097424
0.101914
0.105192

0.092600
0.099266
0.104028
0.107574

3.39
32.92
35.24
36.89
38.09

0.232379

0.239341

0.246578

0.254100

27.43
31.83
33.95
35.40
36.42
14.80*
83.90

06/16/92
05/14/01
10/29/02
09/07/99
11/10/00
03/27/02
06/28/02
11/27/02
02/20/03
04/25/03
05/30/03
06/04/03
05/29/03
06/25/03
07/25/03
11/12/03
11/28/03
12/19/03
01/30/04
03/02/04
03/25/04
05/28/04
06/09/04
06/25/04
06/24/04

12/01/12
03/31/06
03/01/07
09/07/06
11/10/07
03/28/05
07/02/07
11/29/07
02/20/08
04/29/08
06/03/08
06/04/07
05/29/08
06/25/10
07/29/08
11/13/08
11/28/08
12/23/08
02/03/09
03/04/09
03/27/09
06/01/10
06/09/08
06/28/10
06/24/10

16.502
80.884
94.733
100.000
110.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
99.000
100.000
100.000

0.000
10.000
0.000
0.250
0.250
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
11.000
0.000
0.000

333.04
128.39

0.123630
0.127417
0.101302
0.279275
0.318513
0.158756
0.145315
0.120148
0.107041
0.103750
0.083985
0.069095
0.087139
0.103956
0.099415
0.113843
0.095726
0.104763
0.098932
0.099205
0.093556
0.136375
0.095287
0.134104
0.134329

0.129195
0.137457
0.103128
0.289011
0.330586

0.135011
0.148288
0.104987
0.299094
0.343128

0.141089

0.147440

0.106879
0.309539
0.356155

0.108806

0.148773
0.122548
0.108995
0.105587
0.085201
0.069925
0.088447
0.105801
0.101133
0.116087
0.097322
0.106667
0.100663
0.100946
0.095106
0.139643
0.091502
0.137265
0.137502

0.152313
0.124996
0.110984
0.107457
0.086434
0.070764
0.089773
0.107679
0.102881
0.118374
0.098944
0.108607
0.102424
0.102717
0.096681
0.142990
0.093149
0.140501
0.140750

0.155938
0.127493
0.113009
0.109360
0.087685
0.071613
0.091120
0.109591
0.104659
0.120707
0.100593
0.110582
0.104216
0.104519
0.098282
0.146416
0.094826
0.143813
0.144075

0.159648
0.130040
0.115072
0.111297
0.088955
0.072472
0.092487
0.111536
0.106468
0.123085
0.102270
0.112592
0.106040
0.106353
0.099910
0.149925
0.096533
0.147204
0.147478

05502MAB9
055432AD0
060505AT1
06050MAC1
06050MAW7
06050MBU0
06050MBV8
06050MBY2
06050MCB1
06050MCH8
06050MCK1
06050MCM7
06050MCN5
06050MCP0
06050MCQ8
06050MCS4
06050MCU9
06050MCV7
06050MCY1
06050MDA2
06050MDC8
06050MDE4
06050MDG9
06050MDH7
06050MDJ3
----------------------------* Called in 2005; reportable OID

is computed to call date.

0.369687

45.85
49.58
37.24
104.55
118.09
13.81
54.19
43.84
39.40
37.91
30.52
25.07
31.69
37.78
36.63
41.60
34.85
38.09
36.44
36.44
34.25
49.88
33.57
48.87
48.97

89.03
50.07
13.20
38.59
75.46
127.23
56.80
45.61
40.85
39.27
31.41
25.67
32.65
39.13
37.90
43.26
36.03
39.49
37.73
37.73
35.40
52.30
33.91
51.20
51.32

SECTION I-B

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

Bank of America Corp.

06050MDK0
06050MDM6
06050MDN4
06050MDR5
06050MED5
06050MEF0
06050MEG8
06050MEH6
06050MEK9
06050MEL7
06050MEM5
06050MEP8
06050MER4
06050MEU7
06050MEZ6
06050MFA0
06050MFB8
071813406
071813604
071813AQ2
071813AR0
071813AV1
072738503
0727G0AA8
0727G0BF6
0727G0BM1
0727G0CE8
0727G0CJ7
0727G0CL2
0727G0CQ1
0727G0CR9
0727G0DH0
0727G0DM9
0727G0DQ0
073928G23
073928JS3
073928WN9

06/28/04
07/30/04
08/26/04
09/23/04
11/15/04
11/29/04
12/27/04
12/28/04
01/27/05
01/28/05
01/26/05
02/24/05
03/24/05
04/28/05
07/29/05
08/25/05
08/26/05
12/17/02
12/17/02
05/21/01
05/21/01
12/17/02
06/05/03
05/31/02
02/26/04
04/05/04
11/10/04
11/26/04
01/04/05
02/15/05
02/23/05
05/16/05
06/15/05
07/13/05
08/31/04
06/03/99
02/27/02

06/28/08
08/02/10
08/28/09
09/25/09
11/13/09
11/29/10
06/28/10
12/28/10
01/28/11
01/28/11
01/26/10
02/24/10
03/27/09
04/30/09
07/29/11
08/25/10
08/28/09
02/16/08
02/16/08
06/01/21
06/01/21
02/16/08
06/06/06
05/28/10
02/27/06
10/05/06
05/10/06
02/26/09
09/20/06
11/01/06
02/23/07
11/16/06
12/16/06
07/13/07
07/01/19
06/30/11
08/15/13

99.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
51.530
46.328
49.000

11.000
0.000
0.000
0.000
0.000
0.000
0.000
1.000
0.000
1.000
0.250
1.250
0.000
1.750
1.500
1.250
0.000
VARIES
VARIES
1.250
1.250
VARIES
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
1.000
0.000
0.000

07487TAB9

04/29/99

11/20/24

17.103

0.000

079867AS6
097850CD1
097850CE9

12/13/95
04/01/03
04/01/03

12/15/95
12/01/05
12/01/06

25.235
104.977
105.312

VARIES
VARIES
VARIES

Baxter International,Inc

Bayerische Landesbank
Bayerische Landesbank

Bear Stearns Co., Inc.

Beaver County Industrial
Development Authority
BellSouth
Telecommunications
Bond & Fayette County,IL

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Total
OID to
1/1/05
________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________
0.102033
0.126913
0.119003
0.106766
0.110110
0.110022
0.113416
0.118204
0.120091

0.097424

0.122272
0.123985
0.123985
0.206329
0.206329
0.123985
0.050287
0.171992
0.053495
0.059849
0.081717
0.108893
0.090332
0.093919
0.099358
0.107624
0.097434

6.98
197.74
94.92

0.058831
0.118854
0.098088

0.060587
0.122701
0.102864

0.100004
0.132776
0.124154
0.110909
0.114493
0.114422
0.118093
0.122093
0.122703
0.123326
0.115072
0.121543
0.127563
0.122992
0.126709
0.125294
0.122302
0.124511
0.124511
0.211563
0.211563
0.124511
0.050727
0.176545
0.054000
0.060480
0.082901
0.111007
0.091791
0.095495
0.101135
0.109709
0.099143
0.103344
0.062395
0.126673
0.104384

82.10

0.049037

0.050761

0.052545

0.054392

0.056304

18.11

19.40

0.088068
0.076623
0.091898

0.091084
0.075894
0.091233

0.094204

0.097430

0.100767

34.60

0.090557

0.089870

32.35
25.15
32.92

0.124715
0.121384

0.123470
0.123470
0.201250
0.201250
0.123470
0.049851
0.167556
0.052994
0.059224
0.080549
0.107846
0.089720
0.093258

0.098115
0.129811
0.121551
0.108818
0.112268
0.112200
0.115731
0.120128
0.120107
0.121284
0.112918
0.119711
0.124763
0.121402

0.101929
0.135808
0.126813
0.113040
0.116763
0.116688
0.120504
0.124100
0.125356
0.125412
0.117270
0.123414
0.130427
0.124617
0.128649
0.127337
0.124994

0.103891
0.138910
0.129529
0.115212
0.119077
0.118999
0.122964
0.126150
0.128066
0.127543
0.119512
0.125325
0.133355
0.126278
0.130633
0.129425
0.127745

0.124463
0.216956
0.216956
0.124463

0.123830
0.222514
0.222514
0.123830

0.181219

0.186017

0.113162
0.093273
0.097099
0.102944
0.111834
0.100882
0.105267
0.064258
0.130774
0.109467

0.115359

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

0.135007
0.111084

36.02
47.08
43.93
39.20
40.24
40.14
41.26
42.91
40.51
40.70
38.16
36.98
34.82
29.60
19.26
15.79
15.29
44.68
44.68
73.67
73.67
44.68
18.05
61.42
19.29
21.54
29.33
39.41
32.35
29.72
30.83
24.31
19.12
17.36
21.50
43.49
37.54

36.36
49.26
45.84
40.72
41.85
41.75
42.96
44.33
45.47
45.42
42.51
44.57
46.98
44.77
46.56
45.99
45.18
5.60
44.72
77.46
77.46
44.72
7.86
64.71
3.02
16.69
10.69
40.89
24.04
28.94
37.20
34.94
34.52
38.20
22.80
46.35
39.95

0.061118

0.104785

0.107225

29.76

23

24
SECTION I-B

Total
OID to
1/1/05
________

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

Bond & Fayette County,IL

097850CF6
097850CG4
109492AC2
109492AH1

04/01/03
04/01/03
12/30/97
12/30/97

12/01/07
12/01/08
12/15/07
12/15/07

105.533
105.035
89.963
92.200

VARIES
VARIES
VARIES
VARIES

0.102727
0.111484
0.131847
0.131479

119001204
119001303
119881AA8
119881AB6
119882AA6
119882AB4

06/19/98
06/19/98
05/18/04
05/18/04
06/28/02
06/28/02

06/15/28*
06/15/28*
01/31/11
01/31/11
07/15/10
07/15/10

100.000
100.000
56.873
56.873
96.181
96.181

6.250
6.250
VARIES
VARIES
11.250
11.250

0.176099
0.176099
0.225367
0.225367
0.010395
0.010395

0.241002
0.241002
0.011019
0.011019

0.257722
0.257722
0.011680
0.011680

0.275602
0.275602
0.012381
0.012381

121061CD5
121061CE3

03/18/03
03/18/03

12/01/05
12/01/06

105.386
106.270

VARIES
VARIES

0.083379
0.099070

0.082562
0.098263

0.097443

0.096609

12359RAQ5
12359RAR3
12359RAS1
12359RAT9
12359RAU6
12359RAV4
12359RAW2
12359RAX0
12359RAY8
12359RAZ5
12359RBA9
12359RBB7
125127AA8
125127AB6
130910AE2
14055XAC6
14055XAD4
151313AG8
151313AJ2
15189T206

01/15/97
01/15/97
01/15/97
01/15/97
01/15/97
01/15/97
01/15/97
01/15/97
01/15/97
01/15/97
01/15/97
01/15/97
11/26/97
11/26/97
07/24/98
07/07/04
07/07/04
05/04/01
07/27/01
09/21/99

11/01/05
05/01/06
11/01/06
05/01/07
11/01/07
05/01/08
11/01/08
05/01/09
11/01/09
05/01/10
11/01/10
05/01/11
12/01/07*
12/01/07*
08/15/08
07/15/34
07/15/34
05/04/21
08/17/06
09/15/29

51.150
49.018
47.084
45.174
43.373
41.546
39.917
38.166
36.700
35.110
33.621
32.274
42.106
42.106
64.249
100.000
100.000
100.000
99.000
100.000

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
VARIES
VARIES
VARIES
VARIES
VARIES
0.000
VARIES
2.000

427.12
412.77
397.83
383.61
369.56
356.35
342.94
330.63
317.93
306.18
294.64
283.30

0.199948
0.193570
0.186697
0.180213
0.173735
0.167765
0.161507
0.155984
0.149993
0.144649
0.139344
0.134030
0.446448
0.446448
0.248312
0.228021
0.228021
0.348178
0.203169
0.405718

0.207714
0.201137
0.194014
0.187303
0.180588
0.174415
0.167918
0.162215
0.155984
0.150456
0.144959
0.139438
0.448941
0.448941
0.248311
0.233384
0.233384
0.358256
0.202961
0.422909

11/13/97
01/15/98
01/15/98
05/06/02
05/06/02

11/15/17
01/15/08
01/15/08
05/15/07*
05/15/07

93.375
41.266
41.266
100.000
100.000

8.375
0.000
0.000
VARIES
VARIES

11.92
351.61
351.61

0.006334
0.180411
0.180411
0.213960
0.213960

Brill Media Company
Budget Group Capital
Trust
Buffets Holdings, Inc.
Buffets, Inc.
Bureau and Putnam
County, IL
Butler County Industrial
Development Authority

Sirius Satellite Radio
Call-Net Enterprises
CapitalSource Inc.
Cendant Corporation
Centerpoint Energy, Inc.
Century Communications
Corporation

156503AK0
156503AM6
156503AN4
CenturyTel, Inc.
156700403
156700AD8
----------------------------* Called in 2005; reportable OID

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

is computed to call date.

8.35
8.35

0.102132
0.111008
0.131634
0.133092

0.101527
0.110522
0.132900
0.132600

0.100911
0.110028
0.132747
0.134283

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

0.100283
0.109523
0.134089
0.133865

36.84
40.02
48.10
48.30

36.40
39.67
48.50
48.73

0.294722
0.294722
0.013124
0.013124

29.06*
29.06*
88.83
88.83
4.07
4.07

101.59
101.59
4.57
4.57

27.37
35.47

32.01

0.208999
0.201618
0.194672
0.187711
0.181330
0.174583
0.168694
0.162215
0.156495
0.150800
0.145063

0.209520
0.202330
0.195114
0.188518
0.181512
0.175432
0.168694
0.162778
0.156876
0.150915

0.248310
0.238966
0.238966
0.380947
0.202745
0.440943

0.248309
0.244778
0.244778
0.391974
0.202521
0.459862

0.248308
0.250828
0.250828
0.416800

0.006622
0.191700
0.191700

0.006924
0.197108
0.197108

0.007239
0.209442
0.209442

0.007568
0.215350
0.215350

0.213900

0.212106

0.210245

0.208314

0.210290
0.202810
0.195991
0.188717
0.182439
0.175432
0.169312
0.163197
0.157004

0.479710

61.38
71.97
69.42
67.02
64.62
62.41
60.08
58.04
55.81
53.83
51.86
49.89
110.51*
110.51*
89.39
84.87
84.87
130.84
73.05
152.89
2.36
70.73
70.73
9.41*
76.93

25.08
61.91
72.40
69.81
67.45
64.95
62.77
60.36
58.24
56.13
53.99

89.39
89.04
89.04
143.15
45.78
166.25
2.58
77.28
77.28
75.85

SECTION I-B

Total
OID to
1/1/05
________

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

0.272899
0.272899
0.119969
0.119969
0.178541
0.178541
0.186326
0.186326
0.135407
0.087111
0.135407
0.087111

0.279221
0.279221
0.123114
0.123114
0.182640
0.182640
0.189940
0.189940
0.135990
0.087490
0.135990
0.087490

0.285827
0.285827
0.127733
0.127733
0.186864
0.186864
0.193674
0.193674

0.292729
0.292729
0.131081
0.131081
0.191218
0.191218
0.197530
0.197530

0.299941
0.299941
0.135999
0.135999
0.195706
0.195706
0.201514
0.201514

106.26
106.26
47.40
47.40
69.38
69.38
70.42
70.42

0.087876
0.135965
0.087876

0.088267
0.135317
0.088267

0.088227
0.134653
0.088227

101.32
101.32
44.52
44.52
66.26
66.26
67.74
67.74
30.52*
31.53
48.88
31.53

0.029212
0.029212

0.031645
0.031645

0.034281
0.034281

0.037137
0.037137

0.040231
0.040231

11.04
11.04

12.95
12.95

0.239748

0.251201

0.079861

0.082072

0.084345

0.086680

0.220023

0.218956

0.093216
0.106086
0.121041

0.092350
0.105299
0.120374

0.104497
0.119693

0.028802

0.028982

0.029163

26.04
35.29
40.07
45.64
131.65*
142.31*
10.28

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

CENTURYTEL, INC.

156700AE6
156700AH9
170040AD1
170040AE9
170040AF6
170040AG4
170040AH2
170040AJ8
171232309
171232507
171232AG6
171232AK7

06/26/02
06/26/02
06/12/01
06/12/01
07/30/03
07/30/03
06/22/04
06/22/04
12/02/02
06/24/03
12/02/02
06/24/03

08/01/32
08/01/32
06/12/31
06/12/31
08/01/33
08/01/33
06/30/34
06/30/34
11/16/07*
08/16/08
11/16/07
08/16/08

100.000
100.000
55.045
55.045
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000

VARIES
VARIES
0.000
0.000
1.625
1.625
2.750
2.750
VARIES
VARIES
VARIES
VARIES

171276AA6
171276AB4

10/08/02
10/08/02

06/15/09
06/15/09

91.476
91.476

14.500
14.500

173073305

07/31/98

08/01/05

100.000

0.000

17307EBE2

07/01/04

09/07/16

51.400

0.000

17453BAC5

06/19/01

08/17/06

98.920

VARIES

0.222037

0.221049

187327AM3
187327AN1
187327AP6
187327AQ4
200300507
200300606
200300BH3

05/13/04
05/13/04
05/13/04
05/13/04
10/15/99
11/15/99
12/19/00

12/01/05
12/01/06
12/01/07
12/01/08
10/15/29*
11/15/29*
12/19/20

103.864
104.780
105.447
105.302
100.000
100.000
77.941

0.000
VARIES
VARIES
VARIES
2.000
2.000
0.000

0.078335
0.097580
0.110663
0.125866
0.450416
0.441713
0.028446

0.079383
0.099187
0.112712
0.128512
0.471176
0.461757
0.028623

20451NAA9
208192AC8
208192AD6
208464BG1
208464BH9

12/20/02
03/23/05
03/23/05
08/15/05
08/15/05

12/15/12
03/30/15
03/30/15
09/30/35
09/30/35

53.995
100.000
100.000
99.000
99.000

VARIES
2.000
2.000
3.500
3.500

0.244436
0.194435
0.194435

0.260018
0.194625
0.194625
0.202820
0.202820

0.276593
0.199492
0.199492
0.203793
0.203793

0.294225
0.204529
0.204529
0.207723
0.207723

0.312981
0.209743
0.209743
0.211798
0.211798

91.32
54.55
54.55
27.67
27.67

103.33
73.66
73.66
74.80
74.80

01/01/97
04/02/98
04/28/05
04/28/05
04/28/05

12/31/15*
04/01/08
12/01/16
12/01/17
12/01/18

100.000
95.696
52.896
49.824
46.339

8.360
13.000
0.000
0.000
0.000

0.015010
0.082254
0.078036
0.074269

0.016046
0.084545
0.080225
0.076400

0.017154
0.086899
0.082475
0.078593

0.018338
0.089319
0.084788
0.080848

12.54*
5.41
20.04
19.02
18.10

6.18
31.00
29.42
28.03

Chiron Corporation

Chubb Corporation

Chukchansi Economic
Development Authority
Citigroup Global Markets
Holdings, Inc.
Citigroup Global Markets
Holdings, Inc.
Citizens Communications
Company
Clinton & Wash Counties
Illinois

Comcast Corporation

Compass Minerals
International, Inc.
Connetics Corporation
Conseco, Inc.
Consumers Energy
Financing I
Convergent Communication
Cook County, Illinois

210519203
211914AC0
213309KR7
213309KS5
213309KT3
----------------------------* Called in 2005; reportable OID

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

is computed to call date.

19.13
19.13

14.32

40.17

22.50

0.232222
0.014041
0.081828
0.077635
0.073875

31.75
48.77
31.75

52.90
0.089080

29.66

31.32

79.49

49.53

30.61
38.00
43.41

10.41

25

26
SECTION I-B

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

Cook County, Illinois

213309KU0
213309KV8
213314DE4

04/28/05
04/28/05
09/16/03

12/01/19
12/01/20
12/01/08

43.603
40.881
79.030

0.000
0.000
0.000

214201FV2
214201FW0
214201FX8
214201FY6
214201FZ3
214471HQ0

09/07/05
09/07/05
09/07/05
09/07/05
09/07/05
12/30/02

12/01/10
12/01/11
12/01/12
12/01/13
12/01/14
12/01/22

78.217
73.907
70.159
66.377
62.531
21.989

0.000
0.000
0.000
0.000
0.000
0.000

214723CV8
214723CW6
214723CX4
214723CY2
214723CZ9
214723DA3
214723DC9
215030CN5
215030CP0
215030CQ8
215030CR6
215093EV3
215093EW1
215093EX9
215183FW9
215183FX7
215183FY5
215183FZ2

09/07/05
09/07/05
09/07/05
09/07/05
09/07/05
09/07/05
09/07/05
01/08/04
01/08/04
01/08/04
01/08/04
06/17/03
06/17/03
06/17/03
12/10/03
12/10/03
12/10/03
12/10/03

12/01/19
12/01/20
12/01/21
12/01/22
12/01/23
12/01/24
12/01/13
12/01/12
12/01/13
12/01/14
12/01/15
12/01/13
12/01/14
12/01/15
12/01/12
12/01/13
12/01/14
12/01/15

46.971
44.082
41.315
38.734
36.271
33.990
66.537
63.060
58.732
54.489
50.650
59.669
55.539
51.495
60.122
55.449
51.438
47.578

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000

215219DW3
215219DX1
215219DY9
215219DZ6
215219EA0
215219EB8
215219EG7
215219EH5
215219FB7
215219FC5
215219FD3
215219FE1
215219FN1

02/01/01
02/01/01
02/01/01
02/01/01
02/01/01
02/01/01
02/01/01
02/01/01
06/30/03
06/30/03
06/30/03
06/30/03
06/30/03

12/01/05
12/01/06
12/01/07
12/01/08
12/01/09
12/01/10
12/01/14
12/01/15
12/01/07
12/01/08
12/01/09
12/01/10
12/01/18

73.577
68.469
63.741
59.225
55.158
51.321
37.337
34.277
84.673
81.113
76.100
71.619
44.637

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000

Cook County, Illinois
Cook County, Illinois
School District #89

Cook County, Illinois
Cook County, Illinois
School District #127

Cook County, Illinois

Cook County, Illinois

Cook County, Illinois

Cook County, Illinois
School District No.155

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Total
OID to
1/1/05
________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

0.069870
0.066078
0.105931

0.070252
0.066441
0.108351

0.072279
0.068374
0.110826

0.074364
0.070363
0.113358

0.076509
0.072411
0.115947

17.12
16.19
38.72

26.52
25.09
40.51

0.054778

0.103172
0.100769
0.096644
0.092904
0.089434
0.056901

0.104320
0.101931
0.097764
0.094003
0.090515
0.059106

0.106797
0.104433
0.100188
0.096371
0.092845
0.061396

0.109332
0.106996
0.102672
0.098799
0.095236
0.063775

11.80
11.52
11.05
10.62
10.23
20.23

38.15
37.30
35.78
34.41
33.15
21.83

32.94
31.86
30.66
29.27
47.16
45.70
44.05
37.22
35.85
34.10
32.33

0.096334
0.093304
0.089899
0.085896
0.089049
0.086446
0.083471
0.101486
0.097898
0.093218
0.088453

0.070183
0.066726
0.063340
0.060028
0.056820
0.053716
0.092573
0.098862
0.095846
0.092439
0.088387
0.091275
0.088694
0.085725
0.104403
0.100835
0.096084
0.091239

0.071069
0.067577
0.064159
0.060813
0.057568
0.054432
0.093663
0.101457
0.098458
0.095050
0.090950
0.093557
0.091000
0.088039
0.107405
0.103860
0.099039
0.094113

0.072980
0.069419
0.065930
0.062510
0.059192
0.055980
0.096009
0.104120
0.101140
0.097735
0.093587
0.095896
0.093366
0.090416
0.110493
0.106976
0.102084
0.097078

0.074943
0.071310
0.067749
0.064254
0.060861
0.057572
0.098413
0.106853
0.103896
0.100496
0.096301
0.098293
0.095793
0.092857
0.113669
0.110185
0.105223
0.100136

8.03
7.63
7.25
6.87
6.50
6.15
10.59
35.29
34.20
32.98
31.52
32.59
31.66
30.59
37.24
35.95
34.25
32.51

26.05
24.77
23.52
22.30
21.12
19.97
34.28
37.17
36.09
34.86
33.38
34.24
33.33
32.27
39.41
38.14
36.39
34.60

207.78
198.38
187.82
177.43
166.62
156.30
120.22
112.08
49.32
48.51
50.29
50.15
36.55

0.168093
0.160963
0.152694
0.144535
0.135856
0.127566
0.098793
0.092287
0.094277
0.092816
0.096551
0.096483
0.070781

0.173512
0.166273
0.157808
0.149449
0.140508
0.131966
0.102374
0.095679
0.096068
0.094626
0.098627
0.098678
0.072657

0.171759
0.163093
0.154529
0.145320
0.136518
0.106085
0.099194
0.097893
0.096471
0.100747
0.100922
0.074582

0.177425
0.168556
0.159782
0.150296
0.141227
0.109930
0.102839
0.099753
0.098352
0.102913
0.103218
0.076559

0.174201
0.165213
0.155443
0.146099
0.113914
0.106618
0.101648
0.100270
0.105126
0.105566
0.078587

56.45
59.23
56.20
53.22
50.03
46.98
36.43
34.04
34.37
33.85
35.26
35.26
25.93

57.70
60.03
56.90
53.51
50.28
39.12
36.59
35.69
35.18
36.79
36.88
27.33

47.57

36.22

SECTION I-B

Total
OID to
1/1/05
________

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

Cook County, Illinois

215219FP6
215219FQ4
215219FR2
215219FS0
215219GA8
215219GB6
215219GC4
215219GD2
215219GE0
215219GF7
215219GG5
215219GH3
215219GQ3
215219GR1
215255EW6
215255EX4
215255EY2
215255EZ9
215255FA3
215381HK3
215381HN7
215381HP2
215381HQ0
215381HR8
215381HS6
215903EV3
215903EW1
215903EX9
216640AA0

06/30/03
06/30/03
06/30/03
06/30/03
06/02/05
06/02/05
06/02/05
06/02/05
06/02/05
06/02/05
06/02/05
06/02/05
06/02/05
06/02/05
06/30/04
06/30/04
06/30/04
06/30/04
06/30/04
12/31/96
08/07/03
08/07/03
08/07/03
08/07/03
08/07/03
06/17/03
06/17/03
06/17/03
05/16/01

12/01/19
12/01/20
12/01/21
12/01/22
12/01/15
12/01/16
12/01/17
12/01/18
12/01/19
12/01/20
12/01/21
12/01/22
12/01/23
12/01/24
12/01/11
12/01/12
12/01/13
12/01/14
12/01/15
12/01/05
12/01/06
12/01/07
12/01/12
12/01/13
12/01/14
12/01/13
12/01/14
12/01/15
05/17/21

41.690
39.193
36.482
33.892
59.242
55.669
52.327
49.294
46.448
43.922
41.054
38.699
36.261
34.002
66.619
62.198
57.985
53.847
50.015
51.854
90.595
86.272
61.760
57.537
53.466
59.669
55.539
51.495
77.941

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000

34.80
33.03
31.32
29.64

0.067449
0.064040
0.060787
0.057569

18.66
17.96
17.18
16.39
15.56
416.29
38.60
42.36
46.46
44.89
43.14
47.16
45.70
44.05
36.01

0.105085
0.101188
0.096870
0.092468
0.087788
0.193525
0.078504
0.086474
0.096223
0.093124
0.089608
0.089049
0.086446
0.083471
0.028266

0.069270
0.065786
0.062474
0.059196
0.083104
0.079793
0.076310
0.072707
0.069156
0.065640
0.062379
0.059123
0.056002
0.052986
0.108000
0.104082
0.099712
0.095256
0.090491
0.200781
0.079681
0.087966
0.098744
0.095652
0.092121
0.091275
0.088694
0.085725
0.028442

217489SY0
217489SZ7
219350AJ4
2208855A1
2208855B9
2208855C7
2208855D5
2208855E3
2208855F0
2208855G8
2208855H6
2208855J2
2208855K9

09/25/97
09/25/97
11/08/00
03/12/02
03/12/02
03/12/02
03/12/02
03/12/02
03/12/02
03/12/02
03/12/02
03/12/02
03/12/02

08/15/05
08/15/06
11/08/15
01/01/06
01/01/07
01/01/08
01/01/09
01/01/10
01/01/11
01/01/12
01/01/13
01/01/14
01/01/15

57.892
53.555
74.192
82.755
77.493
72.008
67.064
62.052
57.678
53.670
49.793
46.414
43.223

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000

379.00
356.86
63.84
123.91
124.36
123.81
120.04
116.08
110.51
104.57
98.80
92.85
87.18

0.182692
0.172552
0.044634
0.133153
0.134353
0.134516
0.130868
0.127037
0.121206
0.114876
0.108719
0.102256
0.096078

0.189131
0.178720
0.045080
0.136507
0.137966
0.138376
0.134767
0.130981
0.125053
0.118580
0.112284
0.105635
0.099277

Cook County, Illinois

Cook County, Illinois

Cook County, Illinois

Cooper Cameron Corp.
Coppell Independent
School District
Corning, Inc.
Corvallie, Benton County

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________
0.071140
0.067578
0.064208
0.060868
0.085192
0.081841
0.078304
0.074630
0.071000
0.067397
0.064076
0.060740
0.057552
0.054465
0.110997
0.107058
0.102639
0.098128
0.093278

0.073061
0.069420
0.065989
0.062587
0.087343
0.083953
0.080360
0.076611
0.072903
0.069210
0.065828
0.062411
0.059152
0.055993
0.114077
0.110120
0.105651
0.101086
0.096151

0.075033
0.071311
0.067821
0.064355
0.089548
0.086119
0.082469
0.078645
0.074857
0.071071
0.067629
0.064127
0.060797
0.057564
0.117242
0.113269
0.108752
0.104134
0.099112

0.080876
0.089483
0.101330
0.098248
0.094705
0.093557
0.091000
0.088039
0.028620

0.082089
0.091026
0.103985
0.100915
0.097361
0.095896
0.093366
0.090416
0.028799

0.092596
0.106709
0.103655
0.100092
0.098293
0.095793
0.092857
0.028979

0.185108
0.045531

0.191724
0.045986

0.141677
0.142346
0.138782
0.135047
0.129023
0.122403
0.115967
0.109126
0.102582

0.145487
0.146430
0.142917
0.139239
0.133118
0.126350
0.119770
0.112732
0.105998

0.046446

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______
24.72
23.47
22.29
21.12
17.43
16.74
16.01
15.25
14.51
13.77
13.09
12.41
11.75
11.12
38.53
37.12
35.56
33.96
32.25
65.17
28.54
31.49
35.25
34.13
32.86
32.59
31.66
30.59
10.22
42.08
64.94
16.20
48.54
49.02
49.12
47.81
46.44
44.33
42.02
39.78
37.42
35.16

26.07
24.77
23.54
22.33
31.19
29.97
28.68
27.34
26.02
24.70
23.49
22.27
21.10
19.98
40.70
39.28
37.68
36.04
34.27
26.91
32.58
37.12
36.01
34.73
34.24
33.33
32.27
10.35

42.66
16.52
51.69
51.98
50.71
49.37
47.19
44.78
42.43
39.93
37.54

27

28
SECTION I-B

Total
OID to
1/1/05
________

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

0.090370
0.084691
0.079287
0.074153
0.069281
0.064678
0.060345
0.056251
0.061926
0.061926
0.061926
0.378230
0.378230
0.378230
0.031850
0.156699
0.036524
0.036524
0.036524

0.093424
0.087574
0.082007
0.076715
0.071692
0.066939
0.062463
0.058236
0.063010
0.063010
0.063010
0.372423
0.372423
0.372423
0.033518
0.162512
0.036935
0.036935
0.036935

33.08
31.01
29.03
27.16
25.38
23.69
22.11
20.61
22.78
22.78
22.78
137.07
137.07
137.07
6.71*
59.27
13.33
13.33
13.33

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

Corvallie, Benton County

2208855L7
2208855M5
2208855N3
2208855P8
2208855Q6
2208855R4
2208855S2
2208855T0
22160QAA0
22160QAB8
22160QAC6
222814AD7
222814AG0
222814AH8
22281NAA1
224044AX5
224044BA4
224044BB2
224044BC0

03/12/02
03/12/02
03/12/02
03/12/02
03/12/02
03/12/02
03/12/02
03/12/02
08/19/97
08/19/97
08/19/97
03/11/98
03/11/98
03/11/98
03/10/04
04/19/00
02/23/01
02/23/01
02/23/01

01/01/16
01/01/17
01/01/18
01/01/19
01/01/20
01/01/21
01/01/22
01/01/23
08/19/17
08/19/17
08/19/17
03/15/08
03/15/08
03/15/08
03/15/11*
04/19/20
02/23/21
02/23/21
02/23/21

39.945
37.109
34.442
31.935
29.582
27.475
25.504
23.613
49.960
49.960
49.960
50.666
50.666
50.666
89.130
42.589
69.503
69.503
69.503

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
VARIES
VARIES
VARIES
8.250
0.426
0.348
0.348
0.348

228227AD6
228227AE4
228227AF1

05/17/99
08/03/99
08/03/99

05/15/11*
08/01/11*
08/01/11*

60.339
57.889
57.889

VARIES
VARIES
VARIES

0.288194
0.312498
0.312498

0.288194
0.312498
0.312498

228441AC5

08/13/96

08/01/06

32.367

VARIES

0.431552

0.434984

0.438694

0.442701

228800AA6
228800AB4
228800AC2
232946AA1
232946AB9
233326AA5
233326AB3
233326AC1
233326AD9
233331206
233331AL1
236277AC3

06/05/03
06/05/03
06/05/03
03/22/04
03/22/04
08/12/03
08/12/03
08/12/03
08/12/03
06/25/02
06/25/02
06/29/01

06/15/13
06/15/13
06/15/13
03/15/24
03/15/24
08/15/23
08/15/23
08/15/23
08/15/23
08/16/07*
08/16/07
04/01/08

96.985
96.985
96.985
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
28.000

10.375
10.375
10.375
VARIES
VARIES
VARIES
VARIES
3.625
3.625
VARIES
VARIES
10.000

2.89
2.89
2.89

0.005659
0.005659
0.005659
0.191554
0.191554
0.243611
0.243611
0.244812
0.244812
0.155962
0.155962
0.242222

0.005967
0.005967
0.005967
0.195910
0.195910
0.249030
0.249030
0.250865
0.250865
0.156738
0.156738
0.295712

0.006291
0.006291
0.006291
0.200412
0.200412
0.254677
0.254677
0.257173
0.257173

0.006633
0.006633
0.006633
0.205067
0.205067
0.260561
0.260561
0.263745
0.263745

0.006994
0.006994
0.006994
0.209879
0.209879
0.266692
0.266692
0.270593
0.270593

0.156682
0.361016

0.155771
0.440740

240028AB6 06/16/00 06/15/09
95.575
240028AC4 06/16/00 06/15/09
95.575
----------------------------* Called in 2005; reportable OID is computed to call date.

13.000
13.000

15.85
15.85

0.013305
0.013305

0.014228
0.014228

0.015215
0.015215

0.016271
0.016271

Costco Companies, Inc.

Covad Communications

Covanta Energy Corp.
Cox Communications, Inc.

Crown Castle
International

Crown Packaging
Enterprises, Ltd.
Crum & Forster Holdings
Corporation

Cytyc Corporation
DST Systems, Inc.

DTE Energy Company
Danka Business Systems
Dayton Superior
Corporation

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

81.87
76.67
71.72
67.02
62.57
58.39
54.45
50.72
145.52
145.52
145.52

8.97
48.69
48.69
48.69

0.096582
0.090556
0.084819
0.079365
0.074186
0.069278
0.064655
0.060292
0.064112
0.064112
0.064112
0.378987
0.378987
0.378987

0.099846
0.093639
0.087728
0.082107
0.076768
0.071699
0.066924
0.062420
0.065234
0.065234
0.065234
0.373220
0.373220
0.373220

0.066376
0.066376
0.066376
0.379853
0.379853
0.379853

0.170422
0.037350
0.037350
0.037350

0.176791
0.037771
0.037771
0.037771

0.185443
0.038196
0.038196
0.038196

35.36
33.16
31.06
29.06
27.17
25.38
23.68
22.09
23.58
23.58
23.58
137.36
137.36
137.36
64.48
13.63
13.63
13.63

53.89*
58.44*
58.44*
157.05

92.85
2.34
2.34
2.34
73.99
73.99
94.38
94.38
95.59
95.59

0.154836
0.538070

2.10
2.10
2.10
70.68
70.68
90.18
90.18
90.90
90.90
34.45*
56.38
107.52

0.017400
0.017400

4.99
4.99

55.99
160.25
5.70
5.70

SECTION I-B

Name of Issuer
______________
Dayton Superior Corp.

CUSIP No.
_________

240028AD2
240028AE0
240028AF7
240028AG5
240028AH3
Delta Air Lines, Inc.
247361YQ5
247361YT9
247361YX0
Details Capital Corp.
25063TAA5
Detroit Edison Company
250847712
Deutsche Bank AG
251525AE1
251525AH4
251525AJ0
Deutsche Bank AG
25152AAB6
25152AAC4
25152AAD2
25152AAE0
25152AAF7
25152AAH3
Deutsche Bank AG
25152CAA4
25152CAB2
25152CAC0
25152CAD8
25152CAE6
25152CAF3
25152CAH9
25152CAL0
25152CAP1
25152CAQ9
25152CAS5
25152CAT3
25152CAU0
25152CAY2
25152CBE5
25152CBF2
25152CBJ4
25152CBL9
25152CBM7
25152CBN5
25152CBP0
25152CBR6
----------------------------* Called in 2005; reportable OID

Issue
Date
________

Maturity
Date
_________

06/16/00
06/16/00
06/16/00
03/15/03
03/15/03
09/04/03
09/04/03
11/24/04
11/18/97
02/13/96
01/29/03
03/31/03
05/27/03
10/28/04
11/15/04
03/22/05
04/26/05
06/28/05
08/17/05
03/21/03
04/30/03
06/25/03
07/02/03
09/02/03
08/05/03
09/17/03
10/03/03
11/07/03
11/14/03
11/14/03
11/14/03
11/28/03
02/12/04
03/12/04
03/24/04
04/29/04
05/24/04
06/03/04
06/03/04
06/30/04
08/04/04

06/15/09
06/15/09
06/15/09
09/15/08
09/15/08
08/15/08
08/15/08
12/15/07
11/15/07
03/31/26*
01/31/08
04/02/08
11/29/06
10/28/11
11/15/16
03/22/10
04/26/10
06/28/07
08/17/07
03/26/08
11/01/06
06/27/08
07/07/08
03/06/07
02/07/07
09/19/07
10/07/08
11/07/06
05/08/07
05/08/07
05/08/07
11/24/08
02/16/07
03/16/07
03/26/07
05/04/09
05/26/09
06/04/09
06/04/09
07/06/11
08/08/05

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________
95.575
95.575
95.575
98.088
98.088
85.000
85.000
66.000
54.595
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000

is computed to call date.

13.000
13.000
13.000
10.750
10.750
10.000
10.000
8.000
VARIES
7.625
0.000
0.000
0.000
VARIES
VARIES
VARIES
4.760
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
VARIES
0.000
0.000
0.000
0.000
VARIES
0.000
0.000
0.000
VARIES
VARIES
VARIES
0.000
VARIES
0.000

Total
OID to
1/1/05
________
15.85
15.85
15.85
5.04
5.04
30.81
30.81
8.38

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________
0.013305
0.013305
0.013305
0.008530
0.008530
0.069217
0.069217
0.228360
0.347214
0.209478
0.097602
0.097994
0.061511
0.120996
0.140096

0.014228
0.014228
0.014228
0.009009
0.009009
0.074178
0.074178
0.256222
0.347213

0.015215
0.015215
0.015215
0.009514
0.009514
0.079495
0.079495
0.287484
0.347212

0.016271
0.016271
0.016271
0.010048
0.010048
0.085193
0.085193
0.322561
0.347212

0.017400
0.017400
0.017400
0.010612
0.010612
0.091299
0.091299
0.361917
0.347211

0.099233
0.099638
0.062170
0.120272
0.138182
0.115139
0.132222
0.105661
0.101253
0.075589
0.076656
0.082500
0.096190
0.091048
0.090946
0.089923
0.083121
0.091014
0.091014
0.091014
0.098254
0.076836
0.066251
0.066751
0.110510
0.121252
0.117821
0.122977
0.116830
0.065205

0.102578
0.103010
0.063510
0.124125
0.134209
0.116038
0.132222
0.109719
0.121835
0.104731
0.077556
0.078677
0.084864
0.099386
0.093919
0.093810
0.090309
0.085521
0.093885
0.093885
0.093885
0.098594
0.078918
0.067804
0.068327
0.110786
0.121490
0.118117
0.128253
0.115811

0.104292
0.104738

0.099558
0.074625
0.075665
0.081342
0.094630
0.089646
0.089547
0.089735
0.081946
0.089612
0.089612
0.089612
0.098089
0.075815
0.065489
0.065977
0.110241
0.121018
0.117534
0.120422
0.116827
0.064457

0.100892
0.101310
0.062837
0.122835
0.136221
0.115329
0.132222
0.107671
0.119274
0.102977
0.076566
0.077660
0.083673
0.097775
0.092472
0.092367
0.090115
0.084312
0.092438
0.092438
0.092438
0.098423
0.077870
0.067023
0.067535
0.110646
0.121370
0.117967
0.125587
0.116834

0.126822
0.131895
0.116005
0.132222
0.111805
0.124451
0.106514
0.079707
0.086071
0.101024
0.095388
0.095276
0.090506
0.095353
0.095353
0.095353
0.098768
0.079980
0.068594
0.069129
0.110790
0.121492
0.118122
0.130974
0.114767

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______
4.99
4.99
4.99
3.26
3.26
27.21
27.21
88.17
125.00
12.99*
35.93
35.87
22.30
44.15
49.91
32.14
32.39
19.34
15.98
36.47
27.15
27.43
29.90
34.71
32.93
32.78
32.37
29.84
32.66
32.66
32.66
35.35
27.75
23.87
24.04
39.76
43.62
42.38
43.95
42.06
14.12

5.70
5.70
5.70
3.64
3.64
31.25
31.25
111.00
125.00
37.14
37.08
20.73
45.33
48.48
41.71
47.60
39.14
44.09
37.72
23.15
28.15
30.75
35.86
33.97
33.81
32.51
26.02
33.69
33.69
33.69
35.48
28.51
24.43
24.61
39.87
43.72
42.50
45.84
41.51

29

30
SECTION I-B

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

Deutsche Bank AG

25152CBW5
25152CBX3
25152CCC8
25152CCG9
25152CCM6
25152CCN4
25152CCQ7
25152CCS3
25152CCU8
25152CDF0
25152CDG8
25153EBK6
25153EBM2
25153EBN0
25153EBP5
25153EBR1
25179MAA1
25179MAB9
25212EAD2
25212EAE0
25212EAF7
25212EAG5
255013AA2
255013AB0
255013AC8
255013AD6
255013AL8
255013AM6
256886AE2
256886AH5
263417GR2

09/23/04
09/30/04
12/22/04
02/03/05
02/28/05
02/28/05
03/03/05
04/08/05
04/20/05
07/29/05
07/29/05
05/15/00
11/15/00
11/15/00
01/12/01
02/08/01
08/02/98
08/02/98
11/10/03
11/10/03
11/10/03
02/11/04
05/30/96
05/30/96
05/30/96
05/30/96
02/19/98
02/19/98
05/28/98
05/18/99
04/04/02

09/27/07
10/05/09
12/24/09
02/03/12
03/02/10
03/02/10
03/03/10
04/12/10
04/22/10
08/03/10
02/02/09
05/15/07
11/15/07
11/15/05
01/12/08
02/08/08
08/15/08
08/15/08
11/15/13
11/15/13
11/15/13
11/15/13
05/15/06
05/15/06
05/15/06
05/15/06
03/01/08
03/01/08
06/01/08
05/15/09
02/01/11

100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
96.300
100.000
100.000
97.500
96.562
64.314
64.314
64.314
69.384
52.946
52.946
52.946
52.946
50.100
50.100
57.120
50.892
55.425

0.000
VARIES
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
1.250
0.250
0.000
0.250
2.750
4.900
4.950
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
0.000

263594AB9
264399551
264399EJ1
26439RAP1
26439VAA5
269153AA0
269153AB8
269153AD4
269153AE2
269153AH5
269153AJ1

06/16/92
11/19/01
05/07/03
03/19/01
11/19/01
11/14/95
03/26/96
11/14/95
03/26/96
07/24/98
07/24/98

12/01/12
11/16/06
05/15/23
05/18/06
11/16/06
11/01/05
04/01/06
11/01/05
04/01/06
07/01/08
07/01/08

16.484
100.000
100.000
100.000
100.000
53.515
53.809
53.515
53.809
59.989
59.989

0.000
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES

Deutsche Bank Financial

Devon Energy
Dex Media, Inc.

DIVA Systems Corporation

Dolphin Telecom, PLC
DuPage County, IL SDN99
Duarte, California
Redevelopment Agency
Duke Capital Corporation
Duke Capital Corporation
Duke Capital Corporation
E. Spire Communications

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Total
OID to
1/1/05
________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________
0.088802
0.102238
0.110178

0.284189
0.245969
0.237903
0.190232
0.174836
0.238161
0.234378
0.175795
0.175795
0.175795
0.171720
0.364241
0.364241
0.364241
0.364241
0.366468
0.366468
0.319440
0.388883
0.122290

0.090221
0.102483
0.112362
0.120783
0.115469
0.115469
0.119316
0.127614
0.119965
0.125803
0.122935
0.288994
0.254129
0.245998
0.198774
0.180669
0.241962
0.237986
0.183705
0.183705
0.183705
0.178906
0.364447
0.364447
0.364447
0.364447
0.367534
0.367534
0.319440
0.388883
0.126447

0.091663
0.102733
0.114590
0.123409
0.119876
0.119876
0.121879
0.130544
0.122555
0.125866
0.122981
0.303748
0.262569

0.093127
0.102860
0.116862
0.126092
0.120426
0.120426
0.124496
0.133541
0.125201
0.128717
0.125703
0.308973
0.271296

0.094615
0.102990
0.119179
0.128834
0.125023
0.125023
0.127170
0.136607
0.127904
0.131631
0.128484
0.324839
0.280321

0.200987
0.180694
0.245904
0.241729
0.191972
0.191972
0.191972
0.186392
0.364666
0.364666
0.364666
0.364666
0.368673
0.368673
0.319440
0.388882
0.130746

0.210024
0.186797
0.249993
0.245611
0.200610
0.200610
0.200610
0.194191

0.212374
0.186896
0.254234
0.249637
0.209637
0.209637
0.209637
0.202317

0.369888
0.369888
0.319440
0.388882
0.135190

0.371186
0.371186
0.319439
0.388881
0.139786

0.123654
0.142819
0.178757
0.171416
0.142819
0.361075
0.354155
0.361075
0.354155
0.295106
0.295106

0.129224
0.142184
0.182681
0.168324
0.142184
0.361073
0.354154
0.361073
0.354154
0.295104
0.295104

0.135044
0.141533
0.186724
0.170802
0.141533

0.141127
0.140865
0.190888

0.147484

0.117355
0.117355
0.127549
0.119936

111.64
333.01

0.140865

0.354153
0.354153
0.295103
0.295103

0.295101
0.295101

0.195177

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______
32.49
36.89
40.09
40.01
35.99
35.99
35.86
33.79
30.29
19.13
18.69
105.53
90.78
76.16
72.84
65.73
87.48
86.03
65.45
65.45
65.45
63.79
131.18
131.18
131.18
131.18
132.38
132.38
115.00
140.00
46.04

33.54
37.03
41.69
45.71
44.48
44.48
44.97
48.01
44.97
46.68
45.58
112.82
96.91

45.86
51.24
65.43
61.97
51.24
108.32
127.50
108.32
127.50
106.24
106.24

50.08
44.46
68.36
23.40
44.46

76.97
67.96
90.39
88.80
71.48
71.48
71.48
69.24
48.87
48.87
48.87
48.87
133.24
133.24
115.00
140.00
49.22

31.87
31.87
106.24
106.24

SECTION I-B

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

East Orange NJ

274137WT1
274137WU8
274137WV6
274137WW4
274137WX2
274137WY0
274137WZ7

04/14/03
04/14/03
04/14/03
04/14/03
04/14/03
04/14/03
04/14/03

04/01/22
04/01/23
04/01/24
04/01/25
04/01/26
04/01/27
04/01/28

29.893
27.886
26.105
24.381
22.763
21.292
19.913

0.000
0.000
0.000
0.000
0.000
0.000
0.000

28176EAA6
28176EAB4
28264QAP9
28264QAQ7
28264QAV6
28336L208
28336LAA7
28336LAC3
28336LAG4
28336LAH2
283875AE2
284745AA4

05/09/03
05/09/03
12/29/04
02/22/05
07/19/05
06/26/02
02/28/01
02/28/01
06/26/02
06/26/02
08/11/99
06/04/03

05/15/33
05/15/33
12/29/06
02/22/07
07/19/07
08/16/07*
02/28/21
02/28/21
08/16/07
08/16/07
08/15/06
06/01/23

100.000
100.000
100.000
100.000
100.000
100.000
45.289
45.289
100.000
100.000
92.196
100.000

VARIES
VARIES
0.000
0.000
0.000
VARIES
0.000
0.000
VARIES
VARIES
9.500
VARIES

285661AB0
285661AE4
285661AF1
285661AG9

10/10/01
06/30/03
06/30/03
06/26/01

10/10/21
07/15/23
07/15/23
08/17/06

77.941
100.000
100.000
100.000

291525AF0
291530AA1
293561CC8
293561CD6

03/27/01
03/27/01
02/07/01
02/07/01

03/15/11
03/15/11
02/07/21
02/07/21

29364H200

01/28/97
03/30/99
03/30/99
03/30/99
12/15/04
12/15/04
12/18/01
12/18/01

Edwards Lifesciences
Corporation
Eksportfinans ASA

El Paso Corporation

El Salvador, Republic
Electronics for Imaging
Electronic Data Systems
Corporation

Emmis Communications
Corporation
Emmis Escrow Corporation
Enron Corporation
Entergy Gulf States
Capital Trust I
Essex County Utilities
Authority

296816AY7
296816BH3
296816BJ9
Euronet Worldwide Inc.
298736AC3
298736AD1
Evergreen Resources,Inc.
299900AA8
299900AB6
----------------------------* Called in 2005; reportable OID

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Total
OID to
1/1/05
________
34.52
32.36
30.34
28.43
26.63
24.95
23.37

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

0.058974
0.055294
0.051850
0.048588
0.045514
0.042645
0.039950

0.060882
0.057091
0.053537
0.050175
0.047005
0.044044
0.041262

0.062851
0.058947
0.055280
0.051813
0.048544
0.045489
0.042617

0.064884
0.060862
0.057079
0.053505
0.050134
0.046981
0.044017

0.066983
0.062840
0.058937
0.055251
0.051776
0.048522
0.045463

21.92
20.56
19.28
18.07
16.93
15.86
14.86

23.36
21.92
20.55
19.27
18.05
16.92
15.85

0.136790
0.136790
0.092698

0.137497
0.137497
0.094245
0.101094

0.138220
0.138220
0.095817
0.102934
0.110730

0.138961
0.138961
0.097416
0.104807
0.112937

0.139720
0.139720

49.44
49.44
33.66
31.48
17.94
36.13*
21.30
21.30
72.29
72.29
14.08
88.78

49.96
49.96
34.59
37.88
40.98

0.106714
0.115188

0.199932
0.057484
0.057484
0.199932
0.199932
0.036516
0.241333

0.200968
0.057678
0.057678
0.200968
0.200968
0.038548
0.249222

0.059806
0.059806
0.200909
0.200909
0.040694
0.257424

0.060008
0.060008
0.199717
0.199717
0.042959
0.265950

0.062222
0.062222
0.198482
0.198482

VARIES
VARIES
VARIES
VARIES

0.133348
0.164394
0.164394
0.177729

0.136147
0.166040
0.166040
0.177116

0.140536
0.167733
0.167733
0.176484

0.143486
0.169476
0.169476
0.175832

0.148112
0.171269
0.171269

49.78
60.03
60.03
63.71

52.46
61.28
61.28
39.77

54.760
54.760
65.524
65.524

VARIES
VARIES
0.000
0.000

0.289470
0.289470
0.041647
0.041647

0.307561
0.307561
0.042089
0.042089

0.326781
0.326781
0.042537
0.042537

0.347203
0.347203
0.042989
0.042989

0.347202
0.347202
0.043445
0.043445

111.42
111.42
15.20
15.20

123.48
123.48
15.53
15.53

03/31/46*

100.000

8.750

04/01/12
04/01/05
04/01/06
12/15/24
12/15/24
12/15/21
12/15/21

60.121
69.072
64.504
100.000
100.000
100.000
100.000

0.000
0.000
0.000
VARIES
VARIES
VARIES
VARIES

is computed to call date.

74.41
74.41

54.44

56.31
56.31

0.274813

0.240385
151.82
294.10
279.79

0.081849
0.168614
0.160830
0.251450
0.251450
0.285740
0.285740

22.16
22.16
71.79
71.79
9.52
94.73

16.83*
0.083466

0.085116

0.086797

0.088512

0.165944
0.260788
0.260788
0.292664
0.292664

0.171221
0.270548
0.270548
0.299900
0.299900

0.280750
0.280750
0.307461
0.307461

0.291414
0.291414
0.315363
0.315363

30.05
15.18
59.75
92.51
92.51
104.34
104.34

31.25
15.41
99.57
99.57
109.57
109.57

31

32
SECTION I-B

Name of Issuer
______________
First Citizens Bancorp.
of South Carolina
Federal Home Loan
Mortgage Corporation

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Total
OID to
1/1/05
________

CUSIP No.
_________

Issue
Date
________

Maturity
Date
_________

30244CAC0

03/24/98

03/15/28

100.000

8.250

3128X02Z1
3128X03C1
3128X03L1
3128X04L0
3128X04V8
3128X0AN9
3128X0AP4
3128X0AQ2
3128X0AR0
3128X0AS8
3128X0AT6
3128X0AU3
3128X0AV1
3128X0AW9
3128X0AX7
3128X0AY5
3128X0AZ2
3128X0DJ5
3128X0DS5
3128X0EU9
3128X0KM0
3128X0L23
3128X0M48
3128X0MG1
3128X0MX4
3128X0NH8
3128X0NJ4
3128X0PM5
3128X0RP6
3128X0S91
3128X0TU3
3128X0V48
3128X0W47
3128X0WW5
3128X0Z69
3128X0Z93

03/28/03
04/01/03
04/14/03
04/21/03
04/29/03
10/03/02
10/03/02
10/03/02
10/03/02
10/03/02
10/03/02
10/03/02
10/03/02
10/03/02
10/03/02
10/03/02
10/03/02
11/05/02
11/05/02
11/05/02
12/03/02
03/04/03
03/18/03
12/16/02
11/26/02
12/13/02
12/13/02
12/06/02
12/30/02
04/07/03
12/27/02
03/24/03
04/07/03
01/28/03
04/14/03
04/01/03

03/28/33
04/01/33
04/14/33
04/21/33
04/29/33
12/30/05
12/30/06
12/30/07
12/30/09
01/02/13
01/02/22
01/02/30
04/15/32
06/15/32
09/15/32
12/15/32
01/02/34
11/05/32*
11/05/32
11/05/32*
12/03/32*
03/04/33
03/18/33
12/16/32*
11/26/32*
12/13/22*
12/13/32*
12/06/32
12/30/32*
04/07/33
12/27/17
03/24/23
04/07/33
01/28/33
04/14/33
04/01/33

15.782
15.108
13.648
14.464
14.152
91.510
87.710
83.710
75.410
63.710
36.810
23.710
21.010
20.810
20.510
20.210
19.160
12.693
14.675
11.807
13.847
14.890
14.676
13.847
13.648
29.718
13.648
14.255
13.648
15.108
100.000
30.359
14.676
14.675
14.152
13.847

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
VARIES
0.000
0.000
0.000
0.000
0.000

18.06
17.63
16.47
16.71
16.32
57.98
63.04
66.24
68.96
66.15
45.53
29.87
26.47
26.23
25.88
25.53
24.16
20.31
21.71
19.61
20.33
18.31
17.78
19.95
20.40
39.37
19.90
20.51
19.41
17.45

0.000

Federal Home Loan
Mortgage Corporation
3128X12R7 11/05/03 11/05/14
54.324
----------------------------* Called in 2005; reportable OID is computed to call date.

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

0.229167

0.229167

0.229167

0.229167

0.229167

82.50

82.50

0.030988
0.030466
0.029223
0.029937
0.029670
0.075488
0.082604
0.087290
0.091722
0.086895
0.060444
0.039697
0.035715
0.035709
0.034764
0.034750
0.032119

0.031957
0.031441
0.030210
0.030917
0.030653

0.032955
0.032447
0.031229
0.031930
0.031668

0.033985
0.033485
0.032283
0.032976
0.032717

0.083891
0.088783
0.093527
0.088827
0.062034
0.040759
0.036671
0.036665
0.035696
0.035683
0.032979

0.085197
0.090301
0.095367
0.090803
0.063666
0.041850
0.037653
0.037647
0.036653
0.036640
0.033863

0.091846
0.097243
0.092822
0.065340
0.042970
0.038661
0.038655
0.037635
0.037623
0.034770

0.031092

0.032103

0.033146

0.034223

0.030290
0.030114

0.031267
0.031093

0.032275
0.032103

0.033316
0.033147

0.030741

0.031756

0.032803

0.033886

0.030466
0.040205
0.057480
0.030114
0.030113
0.029670
0.029402

0.031441
0.039491
0.059219
0.031093
0.031092
0.030653
0.030387

0.032447
0.038908
0.061010
0.032103
0.032103
0.031668
0.031405

0.033485
0.038309
0.062856
0.033147
0.033146
0.032717
0.032457

11.16
10.97
10.50
10.74
10.63
26.92
29.51
31.16
32.70
31.63
22.04
14.48
12.83
12.72
12.55
12.38
11.72
3.51*
11.13
3.40*
4.47*
10.96
10.87
4.85*
4.24*
9.24*
4.73*
10.94
5.23*
10.96
14.59
20.72
10.83
10.96
10.66
10.59

11.87
11.68
11.22
11.46
11.35

33.80
17.23
19.24
16.75
16.95

0.030049
0.029521
0.028269
0.028988
0.028719
0.074462
0.081338
0.085822
0.089952
0.085005
0.058895
0.038662
0.034784
0.034778
0.033857
0.033843
0.031281
0.028322
0.030113
0.027417
0.029402
0.029344
0.029166
0.029402
0.029223
0.057412
0.029223
0.029759
0.029223
0.029521
0.040901
0.055792
0.029166
0.029166
0.028719
0.028449

36.01

0.089722

0.092246

0.094840

0.097507

0.100250

33.04

34.93

30.35
32.24
34.00
33.05
23.22
15.27
13.53
13.41
13.23
13.05
12.35
11.86

11.68
11.59

11.67
11.67
14.11
21.99
11.55
11.69
11.38
11.31

SECTION I-B

Name of Issuer
______________
Federal Home Loan
Mortgage Corporation

Federal Home Loan
Mortgage Corporation

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

CUSIP No.
_________

Issue
Date
________

Maturity
Date
_________

3128X1BK2
3128X1BY2
3128X1CN5
3128X1DB0
3128X1GZ4
3128X1HA8
3128X1HB6
3128X1HD2
3128X1HZ3
3128X1JE8
3128X1KF3
3128X1MD6
3128X1MS3
3128X1NP8
3128X1NV5
3128X1PP6
3128X1QB6
3128X1QT7
3128X1RP4
3128X1RQ2
3128X1TD9
3128X1TM9
3128X1UM7
3128X1Y76

05/12/03
05/20/03
05/27/03
05/27/03
06/17/03
06/23/03
06/13/03
06/23/03
06/17/03
06/20/03
06/18/03
06/30/03
06/30/03
07/07/03
07/07/03
07/07/03
07/07/03
06/30/03
07/16/03
07/03/03
07/28/03
07/28/03
08/14/03
10/21/03

05/12/33
05/20/33
05/27/33
05/27/33
06/17/33
06/23/33
06/13/33
06/23/33
06/17/33
06/20/28
06/18/18*
06/30/33
06/30/33
07/07/33
07/07/33
07/07/33
07/07/33
06/30/33
07/16/33
06/26/08
07/28/33*
07/28/33
08/14/33*
10/21/33

15.108
15.727
15.419
15.285
18.796
16.728
17.732
16.728
16.925
23.542
99.500
16.631
17.222
17.680
17.475
16.728
16.201
16.679
14.890
87.646
14.464
14.676
13.569
14.152

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
3.250
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000

04/27/05
04/15/04
04/28/04
03/18/04
03/18/04
12/30/03
03/18/04
03/18/04
12/29/03
12/24/03
12/30/03
01/20/04
02/11/04
03/22/04
01/30/04

04/27/35
04/15/19
04/28/34
03/18/19
03/18/19
12/30/19
03/18/19
03/18/19
06/29/07
12/24/07
12/22/08
01/20/34*
02/11/09*
03/22/19
04/01/05

14.152
42.355
15.108
40.899
40.899
100.000
40.781
40.899
98.050
98.050
83.523
13.258
99.700
40.721
98.411

0.000
0.000
0.000
0.000
0.000
VARIES
0.000
0.000
2.455
2.810
0.000
0.000
2.000
0.000
0.000

3128X23Z6
3128X24W2
3128X26L4
3128X2G74
3128X2G82
3128X2GG4
3128X2H73
3128X2J55
3128X2KD6
3128X2KE4
3128X2KW4
3128X2LR4
3128X2PY5
3128X2Q40
3128X2RQ0
----------------------------* Called in 2005; reportable OID

is computed to call date.

Total
OID to
1/1/05
________

16.42
16.47
16.12
16.06
16.83
15.89
16.58
15.89
16.15
21.80
15.64
15.86
15.82
15.74
15.47
15.26
15.66
14.45
35.38
13.92
14.02
13.08
11.48

17.65
6.58
19.67
19.67
19.67
19.67
5.39
4.73
30.86
8.74
19.40
12.48

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

0.029521
0.030007
0.029768
0.029663
0.032071
0.030741
0.031417
0.030741
0.030879
0.041867
0.007126
0.030673
0.031081
0.030490
0.030354
0.029839
0.029455
0.030707
0.028427
0.067479
0.028068
0.028248
0.027274
0.027798

0.070342
0.027719
0.070814
0.070814
0.047580
0.070848
0.070814
0.015237
0.013200
0.087727
0.026091
0.008380
0.070865
0.037904

0.030466
0.030947
0.030711
0.030606
0.032977
0.031671
0.032336
0.031671
0.031807
0.043096

0.031441
0.031916
0.031683
0.031579
0.033909
0.032629
0.033282
0.032629
0.032762
0.044361

0.032447
0.032915
0.032685
0.032583
0.034867
0.033616
0.034255
0.033616
0.033747
0.045663

0.033485
0.033945
0.033720
0.033620
0.035852
0.034633
0.035257
0.034633
0.034761
0.047003

0.031604
0.032006
0.031384
0.031250
0.030741
0.030363
0.031637
0.029344
0.068379
0.028988
0.029166

0.032563
0.032958
0.032303
0.032172
0.031671
0.031298
0.032596
0.030290
0.069290

0.033551
0.033939
0.033250
0.033121
0.032629
0.032262
0.033584
0.031267
0.070213

0.034570
0.034948
0.034224
0.034098
0.033616
0.033255
0.034601
0.032275
0.071149

0.030114

0.031093

0.032103

0.028719

0.029670

0.030653

0.031668

0.026044
0.072386
0.028606
0.072956
0.072956
0.046643
0.072998
0.072956
0.015469
0.013421
0.089328

0.026907
0.074489
0.029521
0.075163
0.075163
0.045758
0.075214
0.075163
0.015705
0.013644
0.090958

0.027798
0.076652
0.030466
0.077437
0.077437
0.044926
0.077496
0.077437
0.015944
0.013872
0.092618

0.028719
0.078879
0.031441
0.079779
0.079779
0.044150
0.079848
0.079779
0.016187
0.014103
0.094308

0.073019

0.075239

0.077527

0.079883

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

10.89
11.05
10.95
10.91
11.73
11.25
11.51
11.25
11.31
15.32
1.19*
11.21
11.36
11.45
11.40
11.22
11.09
11.22
10.71
24.46
5.98*
10.62
1.17*
10.30

11.60
11.75
11.66
11.62
12.41
11.94
12.19
11.94
12.00
16.23

6.41
26.01
10.25
26.33
26.33
16.96
26.34
26.33
5.53
4.79
31.90
.50*
.34*
26.33
3.41

9.96
27.54
10.92
27.94
27.94
16.32
27.97
27.94
5.70
4.96
33.07

11.90
12.04
12.13
12.09
11.91
11.78
11.91
11.41
25.12
11.32
11.00

27.96

33

34
SECTION I-B

Name of Issuer
______________
Federal Home Loan
Mortgage Corporation

CUSIP No.
_________

3128X2RR8
3128X2RU1
3128X2RV9
3128X2RW7
3128X2RX5
3128X2RY3
3128X2RZ0
3128X2S48
3128X2S97
3128X2SA4
3128X2SB2
3128X2SC0
3128X2SD8
3128X2SE6
3128X2SF3
3128X2SG1
3128X2SH9
3128X2SJ5
3128X2SK2
3128X2SL0
3128X2SM8
3128X2SN6
3128X2SP1
3128X2SQ9
3128X2SR7
3128X2SS5
3128X2ST3
3128X2SU0
3128X2SV8
3128X2SW6
3128X2SX4
3128X2SY2
3128X2SZ9
3128X2U94
3128X2V28
3128X2V36
3128X2V85
3128X2VK8
3128X2XE0
3128X2Y58
----------------------------* Called in 2005; reportable OID

Issue
Date
________

Maturity
Date
_________

01/30/04
01/30/04
01/30/04
01/30/04
01/30/04
01/30/04
01/30/04
04/07/04
04/08/04
01/30/04
01/30/04
01/30/04
01/30/04
01/30/04
01/30/04
01/30/04
01/30/04
01/30/04
01/30/04
01/30/04
01/30/04
01/30/04
01/30/04
01/30/04
01/30/04
01/30/04
01/30/04
01/30/04
01/30/04
01/30/04
01/30/04
01/30/04
01/30/04
04/08/04
04/08/04
04/07/04
03/17/04
02/23/04
02/25/04
03/30/04

10/01/05
04/01/06
10/01/06
10/01/07
04/01/08
10/01/08
04/01/09
04/07/34
04/08/19
10/01/09
04/01/10
10/01/10
04/01/11
10/01/11
04/01/12
10/01/12
04/01/13
10/01/13
04/01/14
10/01/14
04/01/15
10/01/15
04/01/16
10/01/16
04/01/17
10/01/17
04/01/18
10/01/18
04/01/19
10/01/19
04/01/20
10/01/20
04/01/07
04/08/19
04/08/19
04/07/34
03/17/34
02/23/34*
02/25/19
09/30/08*

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

97.222
95.755
94.087
90.198
88.056
85.870
83.646
15.782
42.727
81.441
79.227
77.037
74.840
72.645
70.491
68.379
66.275
64.227
62.210
60.256
58.361
56.535
54.741
52.987
51.299
49.661
48.064
46.530
45.040
43.600
42.215
40.880
92.208
42.727
42.727
15.329
15.782
13.648
99.000
99.750

is computed to call date.

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
3.050
2.250

Total
OID to
1/1/05
________

15.21
17.78
19.99
23.66
25.09
26.20
27.05
7.31
18.11
27.63
28.04
28.28
28.41
28.45
28.37
28.21
27.99
27.70
27.36
26.97
26.53
26.06
25.58
25.07
24.55
24.02
23.48
22.93
22.38
21.84
21.29
20.75
21.99
18.11
18.11
7.21
7.87
7.99

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

0.046275
0.054156
0.060926
0.072271
0.076729
0.080174
0.082843
0.028256
0.070207
0.084678
0.085985
0.086761
0.087210
0.087363
0.087171
0.086698
0.086061
0.085198
0.084189
0.083011
0.081701
0.080275
0.078795
0.077264
0.075670
0.074041
0.072393
0.070720
0.069043
0.067364
0.065687
0.064020
0.067106
0.070207
0.070207
0.027898
0.028256
0.026454
0.013763
0.006987

0.046667
0.054700
0.061625
0.073293
0.077908
0.081492
0.084286
0.029139
0.072225
0.086225
0.087623
0.088475
0.088991
0.089202
0.089056
0.088619
0.088013
0.087170
0.086176
0.085004
0.083694
0.082260
0.080770
0.079225
0.077612
0.075961
0.074289
0.072589
0.070882
0.069172
0.067462
0.065761
0.067970
0.072225
0.072225
0.028784
0.029139

0.055250
0.062333
0.074331
0.079106
0.082832
0.085754
0.030049
0.074302
0.087800
0.089292
0.090222
0.090807
0.091079
0.090983
0.090583
0.090010
0.089189
0.088211
0.087046
0.085736
0.084295
0.082794
0.081235
0.079604
0.077931
0.076234
0.074506
0.072770
0.071028
0.069285
0.067549
0.068845
0.074302
0.074302
0.029697
0.030049

0.014009

0.014259

0.063048
0.075383
0.080321
0.084194
0.087248
0.030988
0.076438
0.089404
0.090993
0.092003
0.092661
0.092997
0.092951
0.092590
0.092051
0.091254
0.090293
0.089137
0.087828
0.086380
0.084869
0.083297
0.081646
0.079951
0.078231
0.076475
0.074708
0.072935
0.071157
0.069386
0.069732
0.076438
0.076438
0.030640
0.030988

0.076450
0.081556
0.085578
0.088767
0.031957
0.078636
0.091037
0.092726
0.093820
0.094553
0.094954
0.094961
0.094642
0.094139
0.093367
0.092425
0.091278
0.089971
0.088516
0.086996
0.085411
0.083742
0.082025
0.080279
0.078495
0.076698
0.074892
0.073080
0.071273
0.070629
0.078636
0.078636
0.031613
0.031957

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

12.56
19.69
22.19
26.39
28.05
29.34
30.35
10.48
25.98
31.04
31.55
31.85
32.04
32.12
32.06
31.91
31.69
31.39
31.03
30.61
30.13
29.62
29.08
28.53
27.94
27.35
26.75
26.14
25.52
24.91
24.29
23.68
24.47
25.98
25.98
10.35
10.52
1.38*
5.06
.62*

4.97
16.96
27.14
28.92
30.31
31.41
11.15
27.49
32.19
32.76
33.12
33.36
33.48
33.47
33.34
33.14
32.86
32.51
32.09
31.62
31.10
30.56
29.99
29.40
28.79
28.17
27.54
26.90
26.26
25.62
24.98
25.10
27.49
27.49
11.02
11.19
.77

SECTION I-B

Name of Issuer
______________
Federal Home Loan
Mortgage Corporation
Federal Home Loan
Mortgage Corporation

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Total
OID to
1/1/05
________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

CUSIP No.
_________

Issue
Date
________

Maturity
Date
_________

3128X2ZJ7
3128X2ZY4

03/04/04
03/18/04

03/04/19
03/18/16

41.198
99.000

0.000
VARIES

20.63

0.070725
0.024158

0.072846
0.024657

0.075032
0.024738

0.077283

0.079601

26.35
8.85

27.95
1.90

12/29/04
01/19/05
01/19/05
01/19/05
02/01/05
01/26/05
01/26/05
02/01/05
02/01/05
02/14/05
02/16/05
03/01/05
02/14/05
02/16/05
02/28/05
02/28/05
02/28/05
03/23/05
03/28/05
03/28/05
04/06/05
03/30/05
03/28/05
10/20/04
10/27/04
04/26/04
11/03/04
11/15/04
07/15/04
07/02/04
07/02/04
07/02/04
07/02/04
07/02/04
07/02/04
07/02/04
07/02/04

12/29/34
01/19/35
01/19/35
01/19/35
02/01/07
01/26/35
01/26/35
02/01/35
02/01/35
02/14/25
02/16/35
03/28/13
02/14/35
02/16/35
02/28/35
02/28/35
02/28/35
03/23/35
03/28/35
06/28/06
04/06/35
03/30/35
03/28/35
10/20/34
10/27/34
04/21/09
11/03/34
11/15/34
07/15/19*
09/30/05
12/30/05
03/31/06
06/30/06
09/29/06
12/29/06
03/30/07
06/29/07

16.486
13.948
14.463
14.152
93.204
15.152
15.374
15.108
14.675
30.359
14.890
70.400
16.154
15.644
15.463
15.329
14.890
15.782
14.847
99.270
14.675
14.463
14.255
14.049
14.463
82.475
14.675
14.675
38.309
96.916
96.002
95.007
93.992
92.958
91.898
90.817
89.742

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
VARIES
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000

.06

0.027935

0.028787
0.025862
0.026316
0.026044
0.091913
0.026895
0.027076
0.026859
0.026497
0.051021
0.026678
0.086203
0.027686
0.027291
0.026557
0.026451
0.026098
0.027399
0.026642
0.030059
0.026497
0.026316
0.026135
0.026816
0.027177
0.092859
0.027358
0.027358
0.071417
0.069441
0.075321
0.079743
0.084194
0.086839
0.090282
0.091652
0.094327

0.029665
0.026725
0.027177
0.026907
0.093544
0.027755
0.027934
0.027719
0.027358
0.052564
0.027539
0.088097
0.028540
0.028148
0.027850
0.027744
0.027387
0.028256
0.027503
0.030413
0.027358
0.027177
0.026997
0.027707
0.028068
0.094671
0.028247
0.028247

0.030570
0.027617
0.028068
0.027798
0.095205
0.028641
0.028819
0.028606
0.028247
0.054154
0.028427
0.090033
0.029420
0.029032
0.028262
0.028158
0.027809
0.029139
0.028391

0.031502
0.028539
0.028987
0.028719
0.096894
0.029556
0.029733
0.029521
0.029166
0.055792
0.029344
0.092010
0.030328
0.029943
0.029638
0.029533
0.029181
0.030049
0.029308

0.028247
0.028068
0.027888
0.028628
0.028987
0.096518
0.029166
0.029166

0.029166
0.028987
0.028808
0.029580
0.029936
0.098401
0.030113
0.030113

10.21
8.98
9.14
9.05
30.58
9.14
9.20
8.99
8.87
16.39
8.52
26.03
8.89
8.71
8.31
8.28
8.17
7.70
7.35
8.17
7.09
7.21
7.21
9.62
9.74
33.36
9.80
9.77
13.82*
18.60
26.86
28.71
30.08
31.27
32.23
33.00
33.66

10.85
10.08
10.24
10.14
34.48
10.43
10.49
10.41
10.28
19.65
10.32
32.43
10.68
10.53
10.46
10.42
10.29
10.51
10.23
5.38
10.16
10.11
10.05
10.27
10.39
34.67
10.44
10.42

3128X32B8
3128X32G7
3128X32J1
3128X33A9
3128X33L5
3128X33P6
3128X33R2
3128X33S0
3128X33V3
3128X33Y7
3128X34B6
3128X34E0
3128X34J9
3128X34N0
3128X35C3
3128X35M1
3128X35S8
3128X36B4
3128X36K4
3128X36M0
3128X36W8
3128X37C1
3128X37F4
3128X3A37
3128X3D59
3128X3DR1
3128X3E90
3128X3K36
3128X3QA4
3128X3QS5
3128X3QT3
3128X3QU0
3128X3QV8
3128X3QW6
3128X3QX4
3128X3QY2
3128X3QZ9
----------------------------* Called in 2005; reportable OID

is computed to call date.

0.085914

0.029612

1.84
1.68
22.02
1.54
1.22
11.48
12.24
13.12
14.02
14.69
15.23
15.63
16.05
16.29

0.025953
0.026316
0.091082
0.026497
0.026497
0.069169
0.068573
0.074300
0.078582
0.082898
0.085437
0.088765
0.090059
0.092636

0.080922
0.085510
0.088264
0.091826
0.093274
0.096049

0.089713
0.093396
0.094925
0.097802

0.096605
0.099587

7.20
15.31
23.92
33.16
34.18
34.90

35

36
SECTION I-B

Name of Issuer
______________
Federal Home Loan
Mortgage Corporation

Federal Home Loan
Mortgage Corporation

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

CUSIP No.
_________

Issue
Date
________

Maturity
Date
_________

3128X3R39
3128X3RA3
3128X3TY9
3128X3U68
3128X3UK7
3128X3UU5
3128X3V42
3128X3V75
3128X3W25
3128X3W66
3128X3W74
3128X3WD1
3128X3X57
3128X3Y72
3128X3YB3
3128X3Z63

12/06/04
07/06/04
08/26/04
12/07/04
09/15/04
09/15/04
12/13/04
12/22/04
12/22/04
12/28/04
12/06/04
09/22/04
12/22/04
12/29/04
10/20/04
12/29/04

12/06/34
07/06/09
08/26/24
12/07/09*
09/15/06*
09/15/34*
12/13/34
12/22/34
12/22/34
12/28/34
12/06/34
09/22/34
12/22/34
12/29/34
10/20/34
12/29/34

14.464
80.880
29.204
99.950
99.900
14.152
15.218
14.569
14.463
14.675
14.463
14.463
14.675
14.890
14.890
14.675

0.000
0.000
0.000
3.000
VARIES
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000

04/19/05
04/19/05
04/19/05
05/18/05
05/11/05
05/18/05
06/15/05
06/29/05
07/06/05
08/10/05
07/21/05
08/10/05
08/10/05
08/04/05
08/04/05
08/04/05
08/04/05
08/04/05
08/04/05
08/04/05
08/24/05
08/04/05
08/04/05

04/15/14
12/15/14
04/15/17
05/18/35
11/10/05
05/18/35
06/15/35
06/29/35
07/06/35
08/10/35
08/15/06
08/10/35
08/10/35
12/01/06
06/01/11
06/01/07
12/01/07
06/01/08
12/01/11
12/01/08
08/24/35
06/01/12
06/01/09

65.973
63.722
56.285
14.675
99.984
15.108
15.329
16.874
15.966
15.509
100.000
15.782
15.419
94.798
77.489
92.716
90.774
88.800
75.722
86.894
15.108
73.943
84.918

0.000
0.000
0.000
0.000
3.500
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000

3128X4AC5
3128X4AD3
3128X4AE1
3128X4AG6
3128X4AM3
3128X4AU5
3128X4BN0
3128X4CH2
3128X4DN8
3128X4ES6
3128X4EV9
3128X4EY3
3128X4FC0
3128X4FU0
3128X4FV8
3128X4FX4
3128X4FY2
3128X4FZ9
3128X4GA3
3128X4GB1
3128X4GC9
3128X4GD7
3128X4GE5
----------------------------* Called in 2005; reportable OID

is computed to call date.

Total
OID to
1/1/05
________

.66
16.86
6.34

2.76
.49
.24
.24
.08
.66
2.61
.24
.05
1.89
.05

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

0.026316
0.096369
0.050701
0.002777
0.009054
0.026044
0.026949
0.026407
0.026316
0.026497
0.026316
0.026316
0.026497
0.026678
0.026678
0.026497

0.083567

0.027178
0.098436
0.052286

0.028068
0.100547
0.053920

0.028988
0.102704
0.055605

0.029937
0.104906
0.057342

0.026907
0.027808
0.027268
0.027177
0.027358
0.027177
0.027177
0.027358
0.027539
0.027539
0.027358

0.028695
0.028158
0.028068
0.028247
0.028068
0.028068
0.028247
0.028427
0.028427
0.028247

0.029609
0.029077
0.028987
0.029166
0.028987
0.028987
0.029166
0.029344
0.029344
0.029166

0.030553
0.030025
0.029936
0.030113
0.029936
0.029936
0.030113
0.030290
0.030290
0.030113

0.087746
0.086173
0.077656
0.027358

0.089799
0.088207
0.079540
0.028247

0.091901
0.090290
0.081470
0.029166

0.027719
0.027898
0.029067
0.027542
0.027184
0.111473
0.027399
0.027112
0.108571
0.096630
0.109237
0.107473
0.106216
0.094839
0.104456
0.026859
0.093179
0.103301

0.028606
0.028784
0.029942
0.028397
0.028041
0.113704
0.028256
0.027970
0.110779
0.098768
0.111522
0.109732
0.108472
0.096947
0.106686
0.027719
0.095262
0.105532

0.029521
0.029697
0.030843
0.029279
0.028926

0.085780
0.084186
0.075857
0.026497
0.000894
0.026859
0.027039
0.028218

0.111176

0.107146
0.095258
0.107764
0.106019
0.104769
0.093488
0.103025
0.091841
0.101865

0.029139
0.028855
0.100954
0.113856
0.112039
0.110775
0.099101
0.108962
0.028606
0.097392
0.107810

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

9.67
35.80
18.94
.43*
.67*
6.77*
9.89
9.68
9.64
9.70
9.67
9.80
9.71
9.76
9.88
9.70

10.32
37.35
20.14

21.77
21.21
19.25
5.95
.16
6.03
5.31
5.14
4.82
3.83
17.83
3.86
3.82
15.79
14.04
15.89
15.63
15.44
13.78
15.19
3.41
13.54
15.02

32.27
31.45
28.59
10.09

10.53
10.32
10.29
10.34
10.32
10.45
10.35
10.40
10.53
10.34

10.22
10.23
10.63
10.37
10.19
25.37
10.26
10.16
36.23
35.30
39.88
39.23
38.78
34.65
38.14
10.05
34.05
37.73

SECTION I-B

Name of Issuer
______________
Federal Home Loan
Mortgage Corporation

Federal Home Loan
Mortgage Corporation

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

CUSIP No.
_________

Issue
Date
________

Maturity
Date
_________

3128X4GF2
3128X4GG0
3128X4GH8
3128X4GJ4
3128X4GK1
3128X4HU8
3128X4HY0
3128X4JH5

08/04/05
08/04/05
08/04/05
08/04/05
08/04/05
08/12/05
09/06/05
09/06/05

12/01/09
12/01/12
06/01/10
12/01/10
06/01/13
01/10/13
09/06/35
09/06/35

83.027
72.215
81.144
79.323
70.468
71.011
14.675
15.196

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000

3129023V9
3129026G9
3129026H7
312902FP9
312902FQ7
312902FR5
312902FS3
312902FT1
312902FU8
312902FV6
312902FW4
312902FX2
312902FY0
312902FZ7
312902LX5
312902VG1
312902VH9
312902VJ5
312902VK2
312902VL0
312902VM8
312902VN6
312902VS5
312902VT3
312902VU0
312902VV8
312902VW6
312902VX4
312902WC9
312902WD7
312902WE5
312902WF2
312902WG0

10/30/00
12/06/00
12/06/00
10/12/99
10/12/99
10/12/99
10/12/99
10/12/99
10/12/99
10/12/99
10/12/99
10/12/99
10/12/99
10/12/99
12/17/99
04/25/00
04/25/00
04/25/00
04/25/00
04/25/00
04/25/00
04/25/00
04/25/00
04/25/00
04/25/00
04/25/00
04/25/00
04/25/00
04/25/00
04/25/00
04/25/00
04/25/00
04/25/00

05/15/07
03/30/10
03/30/05
03/01/05
06/01/05
08/01/05
12/01/05
07/01/07
08/01/08
03/01/06
06/01/06
08/01/06
06/01/07
07/01/08
12/17/29
01/04/21
01/04/22
01/04/23
01/04/24
01/04/25
01/04/26
01/04/27
01/04/12
01/04/13
01/04/14
01/04/18
01/04/19
01/04/20
01/04/05
01/04/06
01/04/07
01/04/08
01/04/09

67.060
56.100
77.160
70.745
69.503
68.721
67.176
60.216
55.888
66.014
64.867
64.123
60.546
56.244
14.255
25.643
24.042
22.536
21.145
20.007
18.780
17.654
46.161
43.203
40.436
31.141
29.163
27.313
73.471
68.696
64.216
59.995
56.172

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000

Total
OID to
1/1/05
________

194.60
161.26
213.78
282.01
278.51
275.86
270.62
246.39
230.34
266.92
263.16
260.61
247.80
231.35
55.19
92.54
86.67
81.18
76.06
71.43
66.97
62.81
167.60
156.88
146.85
112.72
105.53
98.80
264.75
248.71
233.41
218.97
204.79

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

0.147881
0.124420
0.164307
0.175606
0.176388
0.171022
0.171522
0.157410
0.143275
0.166515
0.166961
0.161814
0.157419
0.147917
0.036159
0.062747
0.058760
0.055031
0.051551
0.048378
0.045345
0.042524
0.113715
0.106448
0.099641
0.076457
0.071577
0.067011
0.179483
0.168699
0.158387
0.148662
0.139013

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

0.100228
0.090127
0.098642
0.096876
0.088525

0.101648
0.091443
0.100051
0.098262
0.089829
0.092161
0.026497
0.026931

0.103857
0.093498
0.102240
0.100422
0.091861
0.093935
0.027358
0.027790

0.106114
0.095598
0.104477
0.102630
0.093938
0.096130
0.028247
0.028677

14.78
13.29
14.54
14.28
13.05
12.81
3.05
3.10

37.12
33.41
36.55
35.89
32.83
34.18
9.90
10.05

0.152466
0.128339

0.157194
0.132382

0.162069
0.136553

0.167094
0.140854

57.92
49.18

0.176638
0.177172
0.162666
0.148088
0.172017
0.172495
0.167185
0.162676
0.152878
0.037353
0.064844
0.060722
0.056867
0.053269
0.049980
0.046845
0.043928
0.117537
0.110026
0.102990
0.079020
0.073976
0.069256

0.168098
0.153063
0.177701
0.178211
0.172734
0.168108
0.158006
0.038585
0.067012
0.062750
0.058765
0.055044
0.051635
0.048395
0.045378
0.121487
0.113724
0.106452
0.081668
0.076455
0.071576

0.173711
0.158204

0.163519

0.174355
0.163715
0.153681
0.143701

0.180200
0.169222
0.158869
0.148548

54.49
46.22
14.62
10.54
26.46
36.93
57.62
57.61
53.91
62.28
61.44
60.86
57.94
54.14
13.27
23.72
22.21
20.80
19.49
18.28
17.13
16.07
43.00
40.25
37.68
28.91
27.06
25.34
.54
63.79
59.90
56.23
52.58

0.178467
0.173722
0.163306
0.039859
0.069252
0.064846
0.060727
0.056879
0.053345
0.049996
0.046876
0.125570
0.117546
0.110030
0.084406
0.079016
0.073974

0.174914
0.164233
0.153558

0.179523
0.041174
0.071567
0.067012
0.062753
0.058775
0.055112
0.051650
0.048424
0.129789
0.121497
0.113728
0.087235
0.081664
0.076452

0.180798
0.169777
0.158737

61.53
57.60
10.66
26.73
37.31
61.87
57.84
14.16
25.33
23.72
22.21
20.81
19.51
18.29
17.14
45.94
43.00
40.25
30.88
28.91
27.06
.54
63.99
60.09
56.18

37

38
SECTION I-B

Name of Issuer
______________
Federal Home Loan
Mortgage Corporation

Federal Home Loan
Mortgage Corporation

Federal Home Loan
Mortgage Corporation
Federal Home Loan
Mortgage Corporation

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Total
OID to
1/1/05
________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

CUSIP No.
_________

Issue
Date
________

Maturity
Date
_________

312902WH8
312902WJ4
312902WK1
312902WL9
312902WM7

04/25/00
04/25/00
04/25/00
04/25/00
04/25/00

01/04/10
01/04/11
01/04/15
01/04/16
01/04/17

52.605
49.272
37.975
35.607
33.256

0.000
0.000
0.000
0.000
0.000

191.53
179.15
137.36
128.58
120.41

0.129993
0.121576
0.093162
0.087188
0.081671

0.134372
0.125667
0.096282
0.090104
0.084409

0.138899
0.129896
0.099507
0.093118
0.087239

0.143578
0.134266
0.102841
0.096232
0.090164

0.148415
0.138784
0.106285
0.099451
0.093187

312923C94
312923CN3
312923RN7
312923VH5

05/16/01
01/10/01
03/20/01
04/10/01

01/03/05
08/17/12
03/14/06
05/31/05

83.780
61.750
77.428
81.380

0.000
1.000
0.000
0.000

161.93
105.05
165.92
165.87

0.133726
0.081030
0.133734
0.136444

0.083259
0.137211

0.085551
0.140778

0.087905

0.090324

312924TN3

11/19/01

11/19/20

100.000

5.881

0.163362

0.168166

0.173111

0.178201

0.183441

08/26/02
08/27/02
09/10/02
09/10/02
09/19/02
08/19/02
08/26/02
06/05/02
06/05/02
06/05/02
08/27/02
06/21/02
07/26/02
06/12/03
06/09/03
06/09/03
06/10/03
06/16/03
06/16/03
06/23/03
06/23/03
06/23/03
06/19/03
06/18/03
06/26/03
06/26/03
07/03/03

02/26/21*
08/27/32*
09/10/32*
09/10/32*
09/14/07
08/19/32*
08/26/32*
06/05/22*
06/05/22*
06/05/22*
08/27/32*
06/21/32
01/26/07
06/12/23
06/09/28
06/09/33
06/10/33
06/16/33
06/16/33
06/23/33*
06/23/33*
06/23/28
06/19/18
06/18/18
06/26/23
06/26/08
07/03/23

30.624
12.693
13.162
12.693
84.361
12.693
12.693
24.774
24.654
24.774
12.693
12.693
83.786
100.000
22.811
15.782
15.108
15.554
15.967
15.108
15.108
23.714
100.000
44.966
31.870
100.000
32.181

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
VARIES
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
VARIES
0.000
0.000
VARIES
0.000

3129252H2
3129252N9
3129252U3
3129253H1
3129255S5
312925F88
312925N97
312925QQ6
312925QU7
312925QW3
312925S68
312925UB4
312925ZY9
Federal Home Loan Banks
31339X6F6
31339XA53
31339XAF1
31339XBL7
31339XDQ4
31339XGE8
31339XJ70
31339XJL9
31339XKS2
31339XKT0
31339XMN1
31339XMW1
31339XN42
31339XQ72
----------------------------* Called in 2005; reportable OID

is computed to call date.

49.65
22.24
22.25
21.87
68.36
22.46
22.27
48.72
48.67
48.72
22.24
24.12
84.03
22.07
15.92
15.59
15.61
15.79
15.21
15.21
21.72
38.36
28.82
28.45

0.062840
0.028322
0.028774
0.028322
0.086260
0.028322
0.028322
0.058170
0.058129
0.058170
0.028322
0.029314
0.099958
0.084982
0.041543
0.030049
0.029521
0.029874
0.030189
0.029521
0.029521
0.041939
0.084966
0.073062
0.055944
0.085850
0.054399

0.087744

0.089253

0.090788

0.092350

0.030340
0.101942
0.084357
0.042790
0.030988
0.030466
0.030815
0.031126

0.031402
0.103965
0.083722
0.044073
0.031957
0.031441
0.031786
0.032093

0.032501
0.106029
0.083077
0.045395
0.032955
0.032447
0.032787
0.033089

0.033638
0.108134
0.082422
0.046757
0.033985
0.033485
0.033820
0.034117

0.043164
0.084539
0.075034
0.057567
0.086067
0.055963

0.044424
0.084105
0.077060
0.059236
0.086145
0.057572

0.045721
0.083664
0.079141
0.060954
0.086080
0.059227

0.047056
0.083217
0.081278
0.062722
0.085871
0.060930

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

49.16
45.98
35.22
32.96
30.88

52.53
49.12
37.62
35.20
32.99

.27
30.18
49.52
20.33

31.86
10.28

60.08

63.67

3.46*
1.59*
1.99*
1.95*
31.64
1.36*
1.56*
8.96*
8.95*
8.96*
1.59*
10.76
36.96
30.46
15.24
11.03
10.84
10.95
11.07
5.08*
5.08*
15.34
30.50
26.71
20.45
30.95
20.43

32.74

11.52
38.45
30.00
16.16
11.73
11.54
11.65
11.76

16.25
30.19
28.17
21.65
31.00
21.62

SECTION I-B

Name of Issuer
______________
Federal Home Loan Banks

CUSIP No.
_________

31339XRT3
31339XSM7
31339XUQ5
Federal Home Loan Banks
31339Y4A7
31339YBR2
31339YMR0
31339YPD8
31339YQP0
31339YX23
31339YXB3
Federal Home Loan Banks
3133M2H59
3133M2JB4
Federal Home Loan Banks
3133M3CT0
Federal Home Loan Banks
3133M4JQ7
3133M4T86
Federal Home Loan Banks
3133M5ER7
3133M5LN8
3133M5QZ6
Federal Home Loan Banks
3133M7A30
Federal Home Loan Banks
3133M95W8
3133M9CD2
3133M9JE3
3133M9UQ3
Federal Home Loan Banks
3133MA6W4
Federal Home Loan Banks
3133MCF83
Federal Home Loan Banks
3133MFR42
Federal Home Loan Banks
3133MHR63
Federal Home Loan Banks
3133MLRW7
Federal Home Loan Banks
3133MQDM3
Federal Home Loan Banks
3133MS3B4
3133MSHD5
3133MSHE3
3133MSRX0
3133MSYC8
Federal Home Loan Banks
3133MTES3
Federal Home Loan Banks
3133MUP74
3133MUSN6
Federal Home Loan Banks
3133MV4K6
3133MV5T6
3133MV7H0
3133MVSL8
----------------------------* Called in 2005; reportable OID

Issue
Date
________

Maturity
Date
_________

06/30/03
07/02/03
06/30/03
07/16/03
07/07/03
07/28/03
07/29/03
08/07/03
08/11/03
08/04/03
01/27/98
12/18/97
04/07/98
06/05/98
07/07/98
09/08/98
09/18/98
09/29/98
01/26/99
07/13/99
08/17/99
07/29/99
09/01/99
10/20/99
10/27/00
06/21/01
09/24/01
02/22/02
08/05/02
09/19/02
10/17/02
10/17/02
10/15/02
11/05/02
11/15/02
12/27/02
01/13/03
02/04/03
01/28/03
01/27/03
02/18/03

06/30/23
07/02/18
07/02/18
07/16/18
07/07/23
07/28/23
07/29/19
08/07/08
08/11/23*
08/04/23*
01/27/23*
12/18/12
04/07/28*
06/05/28
07/07/28
09/08/28
09/18/28
09/29/28
01/26/29*
07/13/29
08/17/29
07/27/06
03/01/05
04/20/05
04/27/10
06/13/06
09/15/06
02/22/07
08/05/08
09/14/07
10/19/09
10/19/09
10/05/07
11/05/32
11/15/32
12/27/32
01/13/33
02/04/28*
01/28/13
01/27/33*
02/18/33*

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________
33.134
100.000
46.694
100.000
32.181
30.656
39.750
100.000
28.367
28.588
17.905
33.623
12.693
12.678
13.648
13.727
13.928
14.934
13.648
12.331
11.806
64.021
71.017
70.101
79.882
77.119
80.023
100.000
100.000
84.850
76.775
76.745
85.446
14.255
13.648
15.241
14.675
20.207
100.000
13.569
13.968

is computed to call date.

0.000
VARIES
0.000
VARIES
0.000
0.000
0.000
VARIES
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
VARIES
VARIES
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
VARIES
0.000
0.000

Total
OID to
1/1/05
________
28.68
37.01
28.24
26.96
33.99
25.96
26.37
109.36
224.43
74.83
72.55
73.41
71.25
71.26
72.70
65.86
57.26
55.05
264.46
279.62
279.75
155.95
126.27

66.33
66.65
66.73
61.93
21.44
20.72
20.49
19.68
26.25
18.59
18.24

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________
0.055994
0.082191
0.070160
0.081407
0.054399
0.054204
0.068427
0.035869
0.053709
0.053768
0.054450
0.114940
0.038601
0.038587
0.038112
0.038175
0.038334
0.039077
0.036867
0.034471
0.033947
0.158414
0.170193
0.176545
0.053770
0.135828
0.115046
0.137172
0.118939
0.083595
0.087602
0.087709
0.080546
0.029759
0.029223
0.030571
0.029166
0.040159
0.081182
0.028197
0.028557

0.057562
0.081738
0.071964
0.080967
0.055963
0.055831
0.070428
0.036173

0.059173
0.081278
0.073813
0.080521
0.057572
0.057505
0.072488
0.036480

0.060830
0.080811
0.075710
0.080068
0.059227
0.059231
0.074609
0.036599

0.062534
0.080337
0.077656
0.079608
0.060930
0.061008
0.076791
0.036721

0.119192

0.123602

0.128176

0.132918

0.039939
0.039398
0.039460
0.039615
0.040335

0.041337
0.040727
0.040788
0.040938
0.041634

0.042785
0.042102
0.042160
0.042305
0.042975

0.044284
0.043523
0.043579
0.043718
0.044358

0.035695
0.035178
0.163546

0.036962
0.036453
0.168844

0.038274
0.037774
0.174313

0.039633
0.039144

0.035613
0.139419
0.117652
0.137131
0.119230
0.084983
0.089271
0.089381
0.081830
0.030741
0.030210
0.031545
0.030113

0.036746
0.143106
0.120316
0.136425
0.119341
0.086395
0.090970
0.091086
0.083135
0.031756
0.031229
0.032550
0.031092

0.025498

0.026310

0.123041
0.135701
0.119269
0.087830
0.092703
0.092823
0.084460
0.032803
0.032283
0.033586
0.032103

0.134297
0.119011
0.089289
0.094468
0.094593
0.085806
0.033886
0.033373
0.034656
0.033146

0.082693

0.081511

0.083033

0.081851

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______
20.44
29.34
26.24
29.08
20.42
20.31
25.61
13.06
2.15*
1.77*
1.42*
42.26
3.71*
14.21
14.41
14.27
14.30
14.53
.92*
13.05
12.78
59.56
10.21
19.24
15.00
49.68
42.44
49.28
42.93
30.64
32.08
32.12
29.45
11.00
10.79
11.19
10.99
1.33*
29.96
.73*
1.34*

21.60
29.01
27.60
28.76
21.61
21.55
27.13
13.19

45.44
15.22
15.40
15.25
15.27
15.48
13.99
13.72
35.77

10.54
23.18
31.05
48.71
42.90
31.67
33.31
33.36
30.40
11.74
11.53
11.91
11.72
30.08

39

40
SECTION I-B

Name of Issuer
______________
Federal Home Loan Banks

CUSIP No.
_________

3133MVT52
3133MVZN6
Federal Home Loan Banks
3133MW2W0
3133MW2X8
3133MW4W8
3133MW7G0
3133MWGF2
3133MWH95
3133MWU90
Federal Home Loan Banks
3133MXEJ4
3133MXWJ4
Federal Home Loan Banks
3133MY6C6
3133MYD95
3133MYGP6
3133MYGY7
3133MYTD9
Federal Home Loan Banks
3133X02D0
3133X05F2
3133X0DG1
3133X0RS0
Federal Home Loan Banks
3133X16J1
3133X1BR7
3133X1D38
3133X1DT1
3133X1LK1
Federal Home Loan Banks
3133X4UM1
3133X4UW9
3133X4V65
3133X4V81
Federal Home Loan Banks
3133X5BL1
3133X5C30
3133X5FD5
3133X5GD4
3133X5GW2
3133X5HB7
3133X5HN1
3133X5JF6
3133X5KQ0
3133X5MR6
3133X5PZ5
3133X5R59
----------------------------* Called in 2005; reportable OID

Issue
Date
________

Maturity
Date
_________

02/24/03
02/25/03
02/25/03
02/27/03
02/27/03
03/03/03
03/05/03
02/28/03
03/24/03
04/01/03
04/14/03
04/28/03
04/28/03
05/05/03
04/23/03
05/27/03
08/11/03
08/18/03
08/11/03
09/05/03
09/29/03
09/17/03
09/29/03
10/06/03
10/16/03
03/30/04
03/11/04
03/10/04
03/09/04
04/08/04
04/08/04
03/18/04
04/14/04
04/14/04
04/16/04
04/16/04
04/08/04
03/25/04
04/21/04
04/23/04
04/22/04

02/24/23*
02/25/28*
02/25/28*
02/27/20*
02/27/20*
03/03/08
03/05/07
02/28/23*
03/24/08
04/01/33
04/14/15
04/28/33*
04/28/33*
05/05/06
01/23/06
05/27/33*
08/11/23*
08/18/23*
08/11/17*
09/05/06
09/29/10
09/12/08
09/29/06
10/06/08
10/16/06
03/30/11
03/11/11
03/10/08
01/23/09
10/08/09
04/08/09
03/18/09
10/14/09
10/14/09
10/16/09
10/16/09
10/08/09
03/25/09
04/21/14
04/23/13
10/22/09

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________
28.643
20.207
20.207
36.604
36.484
100.000
100.000
30.066
100.000
14.977
55.287
13.451
13.451
100.000
100.000
14.676
27.823
27.661
43.708
100.000
100.000
84.441
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000

is computed to call date.

0.000
0.000
0.000
0.000
0.000
VARIES
VARIES
0.000
VARIES
0.000
0.000
0.000
0.000
VARIES
VARIES
0.000
0.000
0.000
0.000
VARIES
VARIES
0.000
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
1.560
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES

Total
OID to
1/1/05
________
35.21
25.41
25.41
42.21
42.22

35.18
17.56
48.88
15.96
15.96

15.77
25.88
25.47
37.44

37.76

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________
0.055490
0.040159
0.040159
0.066665
0.066686
0.090696
0.090867
0.055443
0.102735
0.029415
0.082693
0.028089
0.028089
0.062807
0.016662
0.029166
0.053554
0.053504
0.077282
0.020956
0.070392
0.082962
0.024575
0.097382
0.063839
0.138208
0.138360
0.050002
0.049042
0.075474
0.073708
0.077610
0.070837
0.071207
0.070837
0.072391
0.075843
0.077270
0.067219
0.097275
0.072761

0.090912
0.090977

0.090989
0.090883

0.090925
0.090583

0.090717
0.090072

0.103041
0.030360
0.084761

0.103151
0.031337
0.086880

0.103063
0.032344
0.089052

0.102771
0.033384
0.091278

0.062768
0.016631

0.062651
0.016509

0.021052
0.071402
0.084381
0.024604
0.097812
0.063815
0.137496
0.137652
0.050494
0.049578
0.075367
0.073580
0.077503
0.070713
0.071087
0.070713
0.072248
0.075741
0.077166
0.067024
0.097032
0.072623

0.021150
0.072193
0.085824
0.024524
0.098076
0.063790
0.136767
0.136925
0.050774
0.049477
0.075258
0.073450
0.077394
0.070587
0.070966
0.070587
0.072104
0.075637
0.077061
0.066826
0.096785
0.072482

0.020775
0.072760
0.087292
0.024333
0.098173
0.063568
0.136020
0.136181
0.050837
0.050149
0.075149
0.073319
0.077284
0.070460
0.070843
0.070460
0.071957
0.075532
0.076954
0.066626
0.096533
0.072340

0.073098
0.088785
0.098098
0.135253
0.135418
0.050681
0.050179
0.075037
0.073186
0.077172
0.070331
0.070718
0.070331
0.071808
0.075425
0.076846
0.066423
0.096277
0.072195

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______
2.94*
2.17*
2.17*
3.73*
3.73*
32.72
32.73
3.22*
37.08
10.93
30.46
3.29*
3.29*
22.59
5.97
4.26*
2.14*
2.51*
3.09*
7.58
25.69
30.43
8.85
35.19
22.97
49.50
49.52
18.17
17.80
27.13
26.49
27.90
25.46
25.59
25.46
26.01
27.27
27.78
24.14
34.94
26.15

32.71
32.57
37.08
11.65
32.01

7.77
.36

5.09
26.19
31.48
6.54
35.33
18.14
48.96
48.99
18.29
18.01
27.05
26.40
27.82
25.37
25.51
25.37
25.91
27.19
27.70
23.99
34.76
26.05

SECTION I-B

Total
OID to
1/1/05
________

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

Federal Home Loan Banks

3133X5SZ2
3133X5VL9
3133X5YM4
3133X5ZP6
3133X63U8
3133X64C7
3133X64S2
3133X64Y9
3133X65D4
3133X6DJ2
3133X6P42
3133X6TT3
3133X8C75
3133X8FZ0
3133X8G22
3133X9GW4
3133X9HG8
3133X9TS9
3133XAD95
3133XBNM3
3133XC6C2
3133XD2X8

04/06/04
04/23/04
04/23/04
04/19/04
04/26/04
04/30/04
04/30/04
04/15/04
04/28/04
04/23/04
05/12/04
05/10/04
09/03/04
09/03/04
09/09/04
11/18/04
11/24/04
12/07/04
01/12/05
04/29/05
06/30/05
09/15/05

04/06/09
04/23/14
10/23/09
04/19/24*
10/26/09
10/30/09
10/30/09
04/15/09
04/28/09
10/23/09
05/12/14
05/10/24*
03/03/10
09/03/13
03/09/10
05/18/10
05/24/10
11/02/06
01/12/07
04/29/15
06/30/20
09/15/10

100.000
100.000
100.000
30.389
100.000
100.000
100.000
100.000
100.000
100.000
100.000
27.822
100.000
61.428
100.000
100.000
100.000
94.250
93.670
100.000
100.000
100.000

VARIES
VARIES
VARIES
0.000
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
0.000
VARIES
0.000
VARIES
VARIES
VARIES
0.000
0.000
VARIES
VARIES
VARIES

3134A12K5
3134A1BU3
3134A1CT5
3134A1DL1
3134A1FK1
3134A1H60
3134A1HH6
3134A1HU7
3134A1JD3
3134A1MX5
3134A1MY3
3134A1MZ0
3134A1NA4
3134A1X39

02/04/98
09/25/96
10/21/96
11/01/96
11/20/96
10/22/97
12/23/96
12/27/96
12/31/96
02/12/97
02/12/97
02/12/97
02/12/97
12/11/97

02/04/28
06/01/16
09/15/16
02/01/16
09/03/19
06/03/24
12/01/15
12/02/19
12/01/14
02/01/14
02/01/20
03/01/16
01/02/19
06/01/15

13.067
23.214
23.550
25.038
20.641
16.813
26.483
19.720
28.804
30.030
19.238
25.716
20.877
33.207

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000

78.13
196.61
191.76
200.25
155.71
104.11
200.16
150.58
214.20
224.98
146.45
194.07
158.35
186.25

05/22/98
06/02/98
06/09/98

05/22/28
06/02/28
06/09/28

12.511
12.879
12.602

0.000
0.000
0.000

72.67
73.12
72.23

Federal Home Loan Banks

Federal Home Loan Banks

Federal Home Loan Banks

Federal Home Loan Banks
Federal Home Loan Banks
Federal Home Loan Banks
Federal Home Loan Banks
Federal Home Loan
Mortgage Corporation

Federal Home Loan
Mortgage Corporation

3134A2EX2
3134A2FE3
3134A2FR4
----------------------------* Called in 2005; reportable OID

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

is computed to call date.

12.97

11.69
11.05

1.97

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________
0.074559
0.101245
0.075296
0.052571
0.077120
0.079772
0.080208
0.081708
0.084984
0.080989
0.096691
0.051868
0.096094
0.093651
0.095874
0.102637
0.101046
0.082088

0.074423
0.101064
0.075129
0.054160
0.076926
0.079541
0.079974
0.081500
0.084733
0.080743
0.096379

0.074284
0.100881
0.074959

0.074144
0.100694
0.074787

0.074002
0.100504
0.074612

0.076728
0.079306
0.079736
0.081289
0.084477
0.080494
0.096061

0.076528
0.079068
0.079495
0.081074
0.084218
0.080242
0.095738

0.076325
0.078827
0.079250
0.080857
0.084380
0.079985
0.095409

0.095825
0.096221
0.095659
0.102480
0.100914
0.083128
0.085773
0.130336
0.054927

0.095551
0.098862
0.095440
0.102321
0.100779
0.084432
0.087186
0.130103
0.053874
0.179232

0.095272
0.101575
0.095217
0.102158
0.100641
0.085755
0.088623
0.129864
0.052796
0.177845

0.094988
0.104362
0.094991
0.101993
0.100501

0.038924
0.089451
0.085948
0.088959
0.069268
0.051248
0.091673
0.069218
0.098022
0.102216
0.066733
0.088802
0.071701
0.091799

0.040267
0.092832
0.089128
0.092217
0.071709
0.052994
0.094946
0.071712
0.101485
0.105904
0.069170
0.092024
0.074313
0.094741

0.041656
0.096340
0.092426
0.095594
0.074235
0.054799
0.098336
0.074296
0.105072
0.109725
0.071697
0.095362
0.077021
0.097778

0.038438
0.038763
0.038520

0.039793
0.040110
0.039873

0.041196
0.041504
0.041273

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______
26.69
36.26
26.93

0.090084
0.129620
0.051863
0.176413

26.79
36.39
27.05
10.55*
27.70
28.65
28.80
29.35
30.52
29.08
34.72
6.69*
34.48
34.79
34.43
36.91
36.34
29.88
30.17
31.53
9.94
19.00

0.043093
0.099981
0.095845
0.099094
0.076850
0.056665
0.101846
0.076973
0.108785
0.113684
0.074316
0.098822
0.079826
0.100911

0.044580
0.103759
0.099391
0.102723
0.079557
0.058596
0.105482
0.079747
0.112629
0.117786
0.077031
0.102407
0.082734
0.104146

14.66
33.02
32.20
33.61
25.96
18.86
33.79
25.51
36.12
38.59
25.21
33.34
27.23
33.76

15.68
35.56
34.63
36.11
27.82
20.17
36.25
27.39
38.72
41.42
27.08
35.80
29.26
35.96

0.042648
0.042946
0.042723

0.044151
0.044439
0.044224

14.19
14.28
14.17

15.21
15.29
15.18

27.56
28.48
28.63
29.19
30.36
28.90
34.49
34.28
36.73
34.27
36.79
36.25
25.65
32.14
46.76
19.20
63.98

41

42
SECTION I-B

Name of Issuer
______________
Federal Home Loan
Mortgage Corporation

Federal Home Loan
Mortgage Corporation

Federal National
Mortgage Association
Federal National
Mortgage Association
Federal National
Mortgage Association

Federal National
Mortgage Corporation

Federal National
Mortgage Association

Federal National
Mortgage Association

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Total
OID to
1/1/05
________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

CUSIP No.
_________

Issue
Date
________

Maturity
Date
_________

3134A2G77
3134A2GC6
3134A2GJ1
3134A2HF8
3134A2HG6
3134A2NQ7
3134A2QA9
3134A2QP6
3134A2UL0

12/28/98
06/05/98
06/12/98
06/30/98
06/30/98
07/30/98
09/08/98
09/18/98
11/02/98

11/15/28
06/05/28
06/12/28
11/24/14
12/11/25
08/15/14
09/08/28
09/18/28
11/02/28*

20.230
12.804
12.712
38.078
19.896
37.992
14.152
14.078
13.162

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000

76.70
72.84
72.36
177.68
92.74
179.75
72.08
71.55
68.05

0.041715
0.038698
0.038617
0.092115
0.048213
0.093064
0.038507
0.038451
0.037707

0.042845
0.040047
0.039968
0.094866
0.049652
0.095914
0.039783
0.039728

0.044006
0.041442
0.041366
0.097700
0.051134
0.098851
0.041101
0.041047

0.045199
0.042887
0.042813
0.100619
0.052661
0.101878
0.042462
0.042411

0.046424
0.044381
0.044310
0.103625
0.054233
0.104998
0.043869
0.043819

15.33
14.25
14.20
33.86
17.67
34.80
14.39
14.34
4.56*

16.17
15.26
15.21
35.92
18.75
36.97
15.35
15.31

3134A3D29
3134A3ZJ8
3134A3ZU3

09/09/99
09/14/99
08/02/99

08/15/27
09/14/29
12/14/29

14.928
12.656
15.469

0.000
0.000
0.000

65.07
55.77
61.09

0.040186
0.034781
0.037299

0.041577
0.036000
0.038463

0.043017
0.037262
0.039663

0.044507
0.038568
0.040901

0.046048
0.039920
0.042177

15.10
13.01
13.68

16.17
13.93
14.54

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

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

31364KF21
31364KM80
31364KM98
31364KSS0

12/21/00
01/18/01
01/18/01
08/17/00

12/28/07
06/14/05
12/13/05
08/17/12

78.513
78.720
76.438
60.070

0.000
0.000
0.000
2.000

0.074285
0.148801
0.146076
0.079739

0.074444

0.061678

0.061847

0.048316

0.150133
0.082515

0.085388

0.088362

0.091438

26.73
24.25
50.69
29.96

22.19

188.54
184.93
109.42

3136F0L67
3136F0PV8
3136F0W73
3136F0W81

09/28/01
06/21/01
10/19/01
10/19/01

09/15/06
06/13/06
10/11/06
10/11/06

79.592
77.295
80.002
80.002

0.000
0.000
0.000
0.000

128.71
154.81
123.45
123.45

0.117850
0.134713
0.115112
0.115112

0.120591
0.138244
0.117721
0.117721

0.123395
0.141866
0.120389
0.120389

0.126265

43.51
49.26
42.33
42.33

31.86
22.98
34.20
34.20

3136F12V1
3136F1DL1
3136F1EQ9
3136F1KN9
3136F1MG2

06/21/02
12/20/01
12/27/01
01/29/02
02/08/02

06/15/07
12/15/06
03/17/31
02/01/09
01/31/07

80.050
78.270
16.751
87.729
78.566

0.000
0.000
0.000
0.000
0.000

95.67
125.71
33.90

0.112178
0.125246
0.034122
0.045635
0.120647

0.114710
0.128361
0.035181
0.045506
0.123605

0.117300
0.131554
0.036274
0.040711
0.126634

0.119948
0.134826
0.037399
0.040586
0.129738

0.122656
0.038560
0.017064
0.132919

40.92
45.75
12.70
15.67
44.87

42.79
45.84
13.50
11.09
47.10

12/20/02
12/20/02
12/24/02
12/24/02
09/04/02
09/19/02

12/30/32
12/28/07
12/30/09
12/28/07
09/15/07
09/14/07

19.252
84.684
76.570
85.056
85.596
84.258

0.000
0.000
0.000
0.000
0.000
0.000

22.69
58.88
61.16
57.33

0.033249
0.083947
0.088213
0.082097
0.080295
0.086822

0.034174
0.085348
0.089907
0.083433
0.078870
0.088326

0.035125
0.086772
0.091634
0.084792
0.077419
0.089856

0.036102
0.088220
0.093394
0.086172
0.075940
0.091413

0.037106
0.089692
0.095187
0.087575
0.074434
0.092996

12.14
30.48
32.06
29.80
28.34
31.85

12.82
31.51
33.31
30.78
27.29
32.96

3136F2B31
3136F2B49
3136F2C63
3136F2C71
3136F2FZ6
3136F2KY3
----------------------------* Called in 2005; reportable OID

is computed to call date.

118.52

68.79

0.123117
0.123117

32.09

SECTION I-B

Name of Issuer
______________
Federal National
Mortgage Association
Federal National
Mortgage Association

Federal National
Mortgage Association
Federal National
Mortgage Association
Federal National
Mortgage Association

Financial Federal Corp
The Finova Group Inc.
Fremont General
Financing I
Community College
District No. 534, IL
Gabelli Asset Management
GATX Financial Corp.

General Electric Capital
Corporation
General Mills, Inc.
General Motors
Acceptance Corporation

General Motors Corp.
Global Marine, Inc.

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Total
OID to
1/1/05
________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

CUSIP No.
_________

Issue
Date
________

Maturity
Date
_________

3136F2NT1
3136F2W20

10/15/02
01/30/03

10/05/07
01/22/08

85.661
84.961

0.000
0.000

61.06
55.12

0.079369
0.081765

0.080614
0.083115

0.081879
0.084487

0.083163
0.085881

0.084467
0.087299

29.01
30.11

29.93
31.11

3136F3LA2
3136F3QM1
3136F3ZC3

04/04/03
04/28/03
06/09/03

10/03/33
04/22/08
12/15/33

20.285
85.266
23.674

0.000
0.000
0.000

19.37
46.96

0.032297
0.080075
0.033964

0.033152
0.081366
0.034780

0.034031
0.082678
0.035616

0.034933
0.084011
0.036471

0.035858
0.085365
0.037348

11.93
29.24
12.40

12.57
30.19
13.00

3136F4R55
3136F4WV2

01/07/04
12/15/03

12/15/34
12/15/09

18.268
99.125

0.000
3.000

10.16

0.029767
0.009719

0.030596
0.009883

0.031448
0.010049

0.032324

0.033224

10.89
3.53

11.51
1.65

3136F5NZ0
3136F5XH9

04/01/04
05/04/04

04/01/07
05/04/07

93.380
90.900

0.000
0.000

16.14
19.26

0.060244
0.082243

0.060936
0.083561

0.061635
0.084901

0.062343
0.086261

0.063059
0.087644

21.94
30.00

22.44
30.97

3136F66E4
3136F6G86
3136F6GP8
3136F6GQ6
3136F6GT0
317492AE6
317492AF3
317928AA7

05/13/05
02/24/05
10/05/04
10/05/04
10/05/04
04/12/04
04/12/04
08/22/01

02/15/09
02/15/15
12/30/05
12/29/06
12/28/07
04/15/34
04/15/34
11/15/09

98.144
63.549
97.190
93.900
90.250
100.000
100.000
76.270

3.600
0.000
0.000
0.000
0.000
VARIES
VARIES
7.500

0.012961
0.082918

0.013229
0.084824

0.013503
0.086773

0.076617
0.083417
0.222117
0.222117
0.269016

0.077704
0.084752
0.228259
0.228259
0.273811

0.086108
0.234628
0.234628
0.278903

2.94
25.15
22.72
27.01
29.33
77.69
77.69
94.86

4.79
30.72

0.062917
0.074489
0.080811
0.210479
0.210479
0.260250

0.012825
0.081146
0.063646
0.075546
0.082104
0.216193
0.216193
0.264501

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

360395DF1
36239YAA0
36804PAC0
36804PAD8
36804PAE6

06/13/05
02/06/02
10/25/04
10/25/04
10/25/04

12/01/07
02/17/07
06/15/11
06/15/11
06/15/11

103.900
100.000
95.703
95.703
95.703

VARIES
VARIES
6.273
6.273
6.273

0.194602
0.014524
0.014524
0.014524

0.123339
0.194562
0.015039
0.015039
0.015039

0.125799
0.193600
0.015573
0.015573
0.015573

0.128487
0.192604
0.016125
0.016125
0.016125

0.120637
0.191574
0.016697
0.016697
0.016697

24.49
69.92
5.34
5.34
5.34

45.62
69.25
5.72
5.72
5.72

36962FTF3
370334AT1
370334AU8

04/14/94
10/28/02
10/28/02

04/01/08
10/28/22
10/28/22

99.800
67.165
67.165

VARIES
VARIES
VARIES

0.206543
0.143336
0.143336

0.205850
0.148159
0.148159

0.205131
0.153145
0.153145

0.204387
0.158298
0.158298

0.203616
0.163625
0.163625

74.10
53.09
53.09

73.58
56.72
56.72

37042FCD8
37042FCK2
37042FDA3
37042FDC9
37042FMH8
370442AT2
379352AM9
379352AN7

12/12/96
12/19/96
01/16/97
01/16/97
09/30/97
03/20/96
06/23/00
06/23/00

12/15/06
12/15/06
01/15/07
01/15/12
09/15/07
03/15/36
06/23/20
06/23/20

51.935
51.453
50.115
34.258
52.157
19.874
49.960
49.960

0.000
0.000
0.000
0.000
0.000
VARIES
0.000
0.000

0.162164
0.164486
0.164322
0.118221
0.151693
0.087341
0.056780
0.056780

0.167560
0.170049
0.170099
0.122519
0.156732
0.090869
0.057774
0.057774

0.173135
0.175801
0.176079
0.126974
0.161939
0.094539
0.058785
0.058785

0.178896
0.181746
0.182269
0.131591
0.167318
0.098358
0.059814
0.059814

0.188677
0.136375
0.172877
0.102331
0.060861
0.060861

59.53
60.40
62.15
44.79
56.60
32.84
20.64
20.64

60.60
61.55
66.59
48.10
60.43
35.55
21.36
21.36

5.38
6.36
6.90

.95
.95
.95

360.53
363.53
367.47
262.29
316.46
84.88
84.88

27.62
30.28
82.02
82.02
98.16

43

44
SECTION I-B

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

Globe Holdings, Inc.

379432AA5
379432AB3
379432AC1
379432AD9
379432AE7
379432AF4
37957FAD3
37957FAE1
38141G310
38141G534
38141GAG9
38141GAJ3
38141GAM6
38141GAP9
38141GAR5
38141GAS3
38141GAT1
38141GAU8
38141GAX2
38141GAY0
38141GBB9
38141GBC7
38141GBD5
38141GBF0
38141GBG8
38141GBH6
38141GBJ2
38141GBK9
38141GBL7
38141GBN3
38141GBP8
38141GBQ6
38141GBV5
38141GBW3
38141GBX1
38141GBY9
38141GBZ6
38141GCA0
38141GCB8
38141GCC6
38141GCD4
38141GCE2
38141GCH5

08/06/98
08/06/98
08/06/98
08/06/98
08/06/98
08/06/98
04/23/02
04/23/02
04/21/03
01/28/02
12/17/99
01/13/00
03/22/00
05/25/00
06/08/01
07/25/01
11/01/00
11/07/00
01/12/01
01/16/01
02/23/01
05/17/01
05/24/01
07/12/01
08/29/01
09/04/01
10/05/01
10/05/01
10/16/01
10/30/01
11/09/01
11/09/01
01/15/02
02/01/02
01/22/02
02/08/02
02/12/02
03/08/02
04/08/02
04/10/02
04/29/02
07/03/02
08/27/02

Globix Corporation
Goldman Sachs Group,Inc.

Maturity
Date
_________
08/01/09
08/01/09
08/01/09
08/01/09
08/01/09
08/01/09
05/01/08
05/01/08
04/18/08
07/25/06
06/17/05
01/13/07
03/22/07
05/25/07
11/01/05
10/26/07
11/01/05
11/07/05
01/12/08
01/16/08
02/23/08
05/17/08
05/24/08
07/12/08
10/29/06
09/04/08
10/05/08
10/05/08
09/04/08
10/05/08
11/09/08
11/09/08
01/15/09
02/01/12
09/04/08
02/08/09
02/12/09
03/08/09
04/08/12
04/10/12
04/29/12
07/03/12
08/27/09

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________
49.672
49.672
49.672
49.672
49.672
49.672
100.000
100.000
100.000
100.000
99.500
100.000
99.000
99.000
91.445
90.813
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
101.920
100.000
100.000
100.000
100.000
102.800
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000

VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
0.000
0.000
0.000
0.500
0.250
1.000
VARIES
VARIES
0.750
0.250
0.250
0.250
1.000
0.000
1.000
3.500
0.000
3.500
3.000
2.000
VARIES
2.000
1.250
0.000
3.500
0.000
2.000
1.000
2.000
2.000
2.000
2.500
3.500
3.000
0.000

Total
OID to
1/1/05
________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

0.392922
0.392922
0.392922
0.392922
0.392922
0.392922
0.375513
0.375513
0.110103
0.178509
0.285558
0.293854
0.303065
0.322754
0.179076
0.183862
0.258131
0.270749
0.232592
0.242465
0.227396
0.227984
0.225104
0.201853
0.186194
0.192175
0.175486
0.180679
0.178519
0.177879
0.184760
0.191257
0.176021
0.219445
0.191633
0.190596
0.193247
0.199526
0.207672
0.207729
0.205923
0.188437
0.159215

141.59
141.59
141.59
141.59
141.59
141.59
145.06
145.06
40.31
66.74
47.40
111.40
113.55
119.34
54.63
67.81
78.97
84.60
87.69
91.50
84.81
84.09
82.71
74.48
68.63
70.44
64.12
66.33
65.75
65.26
67.76
70.44
64.58
82.57
70.70
70.93
71.56
73.72
76.53
76.38
75.27
69.64
59.09

0.393211
0.393211
0.393211
0.393211
0.393211
0.393211
0.416648
0.416648
0.112167
0.183508

0.393519
0.393519
0.393519
0.393519
0.393519
0.393519
0.416648
0.416648
0.114270
0.188646

0.393850
0.393850
0.393850
0.393850
0.393850
0.393850
0.462289
0.462289
0.116413
0.193928

0.394205
0.394205
0.394205
0.394205
0.394205
0.394205
0.462289
0.462289
0.118595

0.304605
0.314707
0.335162
0.184111
0.189047
0.266662
0.280459
0.240151
0.250625
0.234088
0.235451
0.231665
0.205306
0.191429
0.195183
0.178156
0.184304
0.182067
0.181325
0.189111
0.196803
0.178366
0.226796
0.195733
0.195521
0.197550
0.204151
0.212730
0.212375
0.209624
0.191769
0.163335

0.315768
0.326807
0.348093

0.327360
0.339382
0.361567

0.339398
0.352452
0.375607

0.194389

0.199894

0.205568

0.247963
0.259069
0.241005
0.243162
0.238444
0.208873
0.196811
0.198286
0.180903
0.188035
0.185717
0.184868
0.193588
0.202511
0.180780
0.234394
0.199955
0.200595
0.201987
0.208924
0.217956
0.217177
0.213452
0.195206
0.167561

0.256038
0.267805
0.248153
0.251126
0.245449
0.212558
0.202344
0.201487
0.183730
0.191873
0.189472
0.188510
0.198195
0.208384
0.183266
0.242246
0.204305
0.205823
0.206563
0.213851
0.223356
0.222141
0.217409
0.198753
0.171897

0.264382
0.276844
0.255541
0.259350
0.252686
0.216364
0.204789
0.186639
0.195823
0.193335
0.192255
0.202936
0.214427
0.185825
0.250361
0.208787
0.211209
0.211282
0.218937
0.228936
0.227272
0.221502
0.202411
0.176345

141.83
141.83
141.83
141.83
141.83
141.83
160.95
160.95
41.84
39.43
119.73
122.45
128.73
71.70

93.49
97.77
89.91
89.68
87.63
77.12
59.65
72.72
66.13
69.05
68.43
67.84
71.01
74.58
66.37
88.19
73.80
74.67
74.83
77.23
80.35
79.90
78.05
72.20
62.19

SECTION I-B

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

Goldman Sachs Group,Inc.

38141GCJ1
38141GCK8
38141GCL6
38141GCT9
38141GCV4
38141GCW2
38141GCX0
38141GCZ5
38141GDC5
38141GDD3
38141GDF8
38141GDG6
38141GDH4
38141GDJ0
38141GDL5
38141GDM3
38141GDN1
38141GDP6
38141GDR2
38141GDS0
38141GDT8
38141GDW1
38141GDY7
38141GEB6
38141GEC4
38141GED2
38143U457
38143U648
38143U739
38143U804
38143U812
38143UAC5
38143UAD3
38143UAF8
38143UAG6
38143UAH4
38143UAJ0
38143UAK7
38143UAL5
38143UAM3
38143UAN1
38143UAP6
38143UAQ4

09/16/02
10/28/02
10/30/02
02/11/03
02/28/03
02/27/03
03/05/03
04/21/03
04/21/03
05/09/03
05/30/03
06/11/03
06/20/03
07/08/03
08/07/03
08/04/03
08/25/03
08/28/03
01/21/04
04/13/04
04/16/04
11/23/04
01/11/05
02/15/05
06/29/05
08/30/05
04/16/04
02/05/04
12/24/03
08/15/03
11/28/03
02/18/04
03/09/04
04/08/04
04/08/04
04/12/04
04/12/04
09/21/04
05/20/04
06/11/04
07/22/04
07/23/04
09/10/04

Goldman Sachs Group,Inc.

Maturity
Date
_________
09/16/12
10/28/12
10/30/07
02/11/10
02/28/13
02/27/13
03/05/13
04/18/13
04/21/13
05/09/10
05/30/13
06/11/13
06/20/13
07/08/10
08/07/11
08/04/10
08/25/10
08/28/10
04/06/10
06/13/11
04/16/09
11/23/11
01/11/12
02/15/12
06/29/12
08/30/08
10/16/11
02/05/09
12/24/07
08/15/06
11/29/07
02/18/14
03/09/09
04/08/09
04/08/09
04/12/09
04/12/09
09/21/09
05/20/14
06/11/09
07/22/09
07/23/09
09/10/11

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000

2.500
3.000
1.000
0.500
0.000
0.500
0.000
0.000
2.250
2.500
0.000
3.000
0.250
0.000
0.000
0.000
1.000
1.500
0.000
0.000
0.250
2.000
1.000
2.000
1.000
0.250
0.000
0.000
0.000
0.000
0.000
3.000
2.000
1.250
0.250
0.750
0.250
VARIES
VARIES
0.000
1.500
1.500
VARIES

Total
OID to
1/1/05
________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________
0.165613
0.168238
0.124372
0.140557
0.154182
0.153293
0.151174
0.154329
0.149440
0.118191
0.137752
0.120316
0.128428
0.120112
0.147758
0.148371
0.140577
0.142303
0.112575
0.133932
0.115359
0.127778

0.168305
0.170670
0.126400
0.143565
0.155589
0.156882
0.154992
0.158303
0.151679
0.119202
0.140941
0.121102
0.131070
0.122604
0.151496
0.152139
0.143324
0.144793
0.114794
0.137063
0.117568
0.129439
0.131389
0.126389
0.129167

0.134671
0.107561
0.099763
0.087326
0.103641
0.140278
0.093684
0.110343
0.110887
0.109177
0.109446
0.108885
0.170241
0.137989
0.125000
0.125000
0.126950

0.137860
0.109605
0.101494
0.088657
0.105507
0.141701
0.094322
0.111825
0.112924
0.110886
0.111429
0.110958
0.174485
0.141336
0.126875
0.126875
0.127382

0.171073
0.173172
0.128471
0.146645
0.162256
0.160564
0.158905
0.162379
0.153975
0.120234
0.144203
0.121904
0.133770
0.125148
0.155329
0.156004
0.146137
0.147346
0.117057
0.140267
0.119822
0.131138
0.133839
0.128000
0.131524
0.118269
0.141124
0.111687
0.103255
0.090010
0.107406
0.143160
0.094972
0.113336
0.115001
0.112629
0.113451
0.112550
0.178855
0.144763
0.128792
0.128792
0.128871

0.173919
0.175746
0.130586
0.149798
0.163737
0.164341
0.162917
0.166561
0.156331
0.121288
0.147542
0.122724
0.136528
0.127745
0.159259
0.159966
0.149019
0.149961
0.119364
0.143545
0.122122
0.132877
0.136348
0.129649
0.133936
0.120008
0.144466
0.113809
0.105046
0.091382
0.109339
0.144656
0.095632
0.114877
0.117119
0.114405
0.115512
0.113605
0.182224
0.148273
0.130753
0.130752
0.130190

0.176844
0.178394
0.132745
0.153026
0.170753
0.168216
0.167031
0.170850
0.158747
0.122364
0.150957
0.123561
0.139347
0.130395
0.163288
0.164029
0.151971
0.152642
0.121717
0.146901
0.124469
0.134655
0.138916
0.131334
0.136404
0.123116
0.147887
0.115972
0.106869
0.111307
0.146189
0.096303
0.116448
0.119279
0.116216
0.117613
0.114159
0.185693
0.151869
0.132757
0.132757
0.131585

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______
60.68
61.31
45.39
51.99
57.53
56.73
56.01
56.86
54.52
42.84
50.36
43.49
46.77
44.56
54.96
55.21
51.80
52.30
41.31
48.89
42.26
46.43
46.40
40.16
23.51
14.67
49.54
39.69
36.25
32.04
37.77
51.14
33.99
40.24
40.63
39.88
40.07
39.94
62.40
50.41
45.94
45.94
45.99

62.70
63.13
46.89
54.25
60.54
59.43
58.87
59.83
56.19
43.58
52.72
44.07
48.71
46.43
57.77
58.05
53.86
54.17
42.95
51.21
43.90
47.66
49.50
46.83
47.79
44.09
51.91
41.21
37.52
20.41
39.14
52.21
34.46
41.34
42.14
41.15
41.54
40.87
65.27
52.89
47.35
47.34
46.93

45

46
SECTION I-B

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

Goldman Sachs Group,Inc.

38143UAR2
38143UAS0
38143UAT8
38143UAU5
38143UAX9
38143UAY7
38143UAZ4
38143UBA8
38143UBB6
38143UBC4
38143UBF7
38143YAA1
390559AC6
391164605
391164AA8
39787MAA6
39787MAB4
398433AA0
398433AB8
402040AC3
404085AD4
404085AE2
404085AF9
404085AG7
404085AH5

09/01/04
09/10/04
09/20/04
09/28/04
10/08/04
12/15/04
12/15/04
02/02/05
03/16/05
04/13/05
08/18/05
03/07/05
05/22/98
06/14/04
06/14/04
10/28/03
10/28/03
07/18/03
07/18/03
06/13/03
06/17/02
06/17/02
06/17/02
06/17/02
06/17/02

09/01/09
09/10/12
09/20/11
09/28/09
10/08/11
12/15/09
12/15/09
02/02/12
03/16/12
04/13/12
08/18/11
03/07/11
05/15/09
02/16/09
02/16/09
10/15/33
10/15/33
07/18/23
07/18/23
07/15/13
06/15/13
06/15/13
06/15/13
06/15/13
06/15/13

100.000
100.000
100.000
100.000
100.000
100.000
120.000
100.000
100.000
100.000
100.000
100.000
53.092
100.000
100.000
100.000
100.000
100.000
100.000
100.000
80.016
80.016
80.016
80.016
80.016

1.000
0.500
VARIES
VARIES
1.500
1.000
0.000
2.000
1.000
0.500
0.000
0.000
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
12.500
12.500
12.500
12.500
12.500

404120AA5
40425KAA6
40425KAB4
40425KAC2
40425KAD0
40425KAE8
40425KAF5
40425LAA4
40425LAB2
40425LAC0
40429C409

04/01/91
05/09/03
05/09/03
05/09/03
05/09/03
05/09/03
05/09/03
10/03/03
10/03/03
10/03/03
10/30/02

07/01/05
05/15/08*
05/15/08*
05/15/08*
05/15/08*
05/15/08*
05/15/08*
10/15/13
10/15/13
10/15/13
02/15/08

101.750
32.580
32.580
32.580
32.580
32.580
32.580
56.960
56.960
56.960
94.200

17.500
0.000
0.000
0.000
0.000
0.000
0.000
VARIES
VARIES
VARIES
VARIES

10/29/02
12/28/95
12/28/95

04/15/15
04/01/05
04/01/06

50.000
55.409
51.318

0.000
0.000
0.000

Goldman Sachs Group,Inc.
Great Lakes Carbon Corp.
Great Plains Energy,Inc.
Grey Global Group, Inc.
Griffon Corporation
Guitar Center, Inc.
H & E Equipment Services

HCA-Hospital Corporation
of America
HMP Equity Holdings Corp

HM Publishing Corp.

HSBC Finance Corporation
John Hancock Life
Insurance Company
Harrisburg, PA

41013MBT6
414738NL4
414738NM2
----------------------------* Called in 2005; reportable OID

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

is computed to call date.

Total
OID to
1/1/05
________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________
0.112500
0.132500
0.123625
0.109166
0.126389
0.112222
0.134667

21.03
21.03
21.03
21.03
21.03

145.38
145.38
145.38
145.38
145.38
145.38

64.28
430.22
408.88

0.364570
0.139450
0.139450
0.272460
0.272460
0.246973
0.246973
0.247924
0.028853
0.028853
0.028853
0.028853
0.028853
0.493878
0.300431
0.300431
0.300431
0.300431
0.300431
0.300431
0.204243
0.204243
0.204243
0.296693
0.087369
0.174315
0.166520

0.114216
0.135329
0.126292
0.111191
0.128316
0.113928
0.137387
0.128333
0.140000
0.138889
0.129167
0.364569
0.139986
0.139986
0.278739
0.278739
0.252747
0.252747
0.253738
0.031232
0.031232
0.031232
0.031232
0.031232

0.115966
0.138225
0.128381
0.112753
0.130287
0.115668
0.140162
0.130014
0.142828
0.142014
0.134444
0.132170
0.364568
0.140536
0.140536
0.285312
0.285312
0.258767
0.258767
0.259798
0.033808
0.033808
0.033808
0.033808
0.033808

0.117752
0.141191
0.129877
0.113838
0.132304
0.117444
0.142993
0.131734
0.145727
0.145217
0.137698
0.135243
0.364567
0.141100
0.141100
0.292195
0.292195
0.265042
0.265042
0.266116
0.036597
0.036597
0.036597
0.036597
0.036597

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

0.119574
0.144227
0.130823
0.114454
0.134366
0.119255
0.145882
0.133494
0.148699
0.148500
0.141030
0.138387
0.364566
0.141677
0.141677
0.299401
0.299401
0.271585
0.271585
0.272702
0.039616
0.039616
0.039616
0.039616
0.039616

41.22
48.84
45.47
40.00
46.17
40.76
49.06
42.47
40.20
36.08
17.88
38.32
131.25
50.45
50.45
100.19
100.19
91.87
91.87
92.27
10.89
10.89
10.89
10.89
10.89

42.50
50.96
46.73
40.94
47.60
42.02
51.06
47.63
52.56
52.21
49.86
48.84
131.24
50.85
50.85
105.02
105.02
96.37
96.37
96.81
12.77
12.77
12.77
12.77
12.77

88.90
17.12*
17.12*
17.12*
17.12*
17.12*
17.12*
77.48
77.48
77.48
108.09

86.64
86.64
86.64
109.46

0.215986
0.215986
0.215986
0.299470

0.228404
0.228404
0.228404
0.302399

0.241536
0.241536
0.241536
0.304121

0.255424
0.255424
0.255424
0.304470

0.089833

0.092367

0.094971

0.097650

0.172022

0.177707

32.28
15.69
61.94

34.12
15.99

SECTION I-B

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

Harrisburg, PA

414738NN0
414738NP5
414738NQ3
414738NR1
414738NS9
414738NT7
414738NU4
414738NV2
414738NW0
414738NX8
414738NY6
414738NZ3
414738PA6

12/28/95
12/28/95
12/28/95
12/28/95
12/28/95
12/28/95
12/28/95
12/28/95
12/28/95
12/28/95
12/28/95
12/28/95
12/28/95

04/01/07
04/01/08
04/01/09
04/01/10
04/01/11
04/01/12
04/01/13
04/01/14
04/01/15
04/01/16
04/01/17
04/01/18
04/01/19

47.774
44.423
41.259
38.328
35.259
32.621
30.247
27.925
25.992
24.047
22.322
20.535
19.125

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000

416515203
416515401
416515500
416515AH7
418056AM9
418056AN7
42210PAA0
42210PAB8
434110QH8
434110QJ4
434110QK1
434110QL9
434110QM7
434110QN5
434110QP0

09/13/02
09/13/02
05/23/03
05/23/03
11/30/01
11/30/01
06/01/04
06/01/04
08/28/03
08/28/03
08/28/03
08/28/03
08/28/03
08/28/03
08/28/03

11/16/08
11/16/08
08/16/08
08/16/08
12/01/21
12/01/21
06/01/16
06/01/16
04/01/27
04/01/28
04/01/29
04/01/30
04/01/31
04/01/32
04/01/33

100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
19.107
17.813
16.606
15.481
14.432
13.454
12.543

VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
0.000
0.000
0.000
0.000
0.000
0.000
0.000

43613PAA1
43613PAB9
43613PAC7
43613PAE3

08/10/99
08/10/99
08/10/99
06/15/01

08/01/06
08/01/06
08/01/06
08/01/06

100.000
100.000
100.000
103.000

440327AF1
440327AG9
44043UAA8
44043UAB6
44043UAC4
44043UAD2
44043UAE0
44043UAF7

05/14/02
05/14/02
09/26/00
09/26/00
09/26/00
09/26/00
09/26/00
09/26/00

05/14/32
05/14/32
10/01/10
10/01/10
10/01/10
10/01/10
10/01/10
10/01/10

47.500
47.500
43.889
43.889
43.889
43.889
43.889
43.889

Hartford Financial
Services Group, Inc.

Hasbro, Inc.
Headwaters, Inc.
City of Hoboken

Hollywood Casino
Shreveport

Horace Mann Educators
Corporation
Horizon PCS, Inc.

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Total
OID to
1/1/05
________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

385.15
362.35
340.48
319.36
300.01
280.73
262.27
244.87
228.35
212.83
198.30
184.46
171.79

0.157225
0.148266
0.139645
0.131241
0.123819
0.116137
0.108667
0.101695
0.094871
0.088564
0.082579
0.076994
0.071709

0.162468
0.153254
0.144385
0.135729
0.128121
0.120207
0.112497
0.105310
0.098248
0.091734
0.085543
0.079781
0.074304

0.167885
0.158411
0.149286
0.140370
0.132573
0.124420
0.116462
0.109054
0.101745
0.095018
0.088614
0.082669
0.076994

0.173483
0.163740
0.154353
0.145170
0.137179
0.128781
0.120567
0.112930
0.105367
0.098419
0.091795
0.085661
0.079781

18.91
17.63
16.43
15.32
14.28
13.31
12.41

0.132327
0.132327
0.100843
0.100843
0.270716
0.270716
0.227916
0.227916
0.040914
0.038143
0.035558
0.033149
0.030904
0.028810
0.026858

0.132760
0.132760
0.101376
0.101376
0.278722
0.278722
0.233838
0.233838
0.042375
0.039504
0.036828
0.034333
0.032007
0.029838
0.027817

0.133203
0.133203
0.101918
0.101918
0.287057
0.287057
0.239997
0.239997
0.043888
0.040915
0.038143
0.035558
0.033149
0.030903
0.028810

0.133657
0.133657
0.102470
0.102470
0.295648
0.295648
0.246403
0.246403
0.045454
0.042375
0.039504
0.036828
0.034333
0.032006
0.029839

VARIES
VARIES
VARIES
VARIES

0.389311
0.389311
0.389311
0.377700

0.391218
0.391218
0.391218
0.377800

0.386415
0.386415
0.386415
0.377000

0.381287
0.381287
0.381287
0.375500

1.426
1.426
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES

0.100347
0.100347
0.353967
0.353967
0.353967
0.353967
0.353967
0.353967

0.102439
0.102439
0.381895
0.381895
0.381895
0.381895
0.381895
0.381895

0.104603
0.104603
0.412026
0.412026
0.412026
0.412026
0.412026
0.412026

0.106841
0.106841
0.413852
0.413852
0.413852
0.413852
0.413852
0.413852

0.179268
0.169249
0.159593
0.150135
0.141945
0.133294
0.124816
0.116944
0.109118
0.101942
0.095090
0.088762
0.082669

0.133532
0.102407
0.304593
0.304593
0.253064
0.253064
0.047077
0.043888
0.040914
0.038143
0.035558
0.033149
0.030904

0.109157
0.109157
0.415822
0.415822
0.415822
0.415822
0.415822
0.415822

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______
58.50
55.19
51.99
48.88
46.14
43.29
40.51
37.92
35.38
33.03
30.81
28.73
26.76

62.47
58.96
55.58
52.28
49.40
46.37
43.42
40.67
37.94
35.44
33.06
30.85
28.73

47.76
47.76
36.54
36.54
99.39
99.39
83.48
83.48
15.26
14.23
13.26
12.36
11.53
10.74
10.02

42.04
48.05
23.03
36.86
105.41
105.41
87.94
87.94
16.37
15.26
14.23
13.26
12.36
11.53
10.75

140.06
140.06
140.06
135.89

80.22
80.22
80.22
78.90

36.70
36.70
137.68
137.68
137.68
137.68
137.68
137.68

38.27
38.27
149.00
149.00
149.00
149.00
149.00
149.00

47

48
SECTION I-B

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

Host Marriott Corp.

441079209
441079308
441079407
441815677
441815AQ0
449130AD5
449130AE3
449516202
449516301
451039AB7
452092CK3
452092CL1
452092CM9
453838500
457661AA4
457661AB2
457661AC0
45766X304

12/02/96
12/02/96
05/19/97
10/30/02
10/30/02
07/05/05
07/05/05
11/01/96
11/01/96
11/20/96
12/20/02
12/20/02
12/20/02
12/18/96
08/17/98
08/17/98
08/17/98
11/01/96

12/02/26
12/02/26
12/02/26
02/15/08
02/15/08
07/01/12
07/01/12
09/03/16*
09/03/16*
11/15/06
12/15/10
12/15/10
12/15/10
12/31/26
08/15/08
08/15/08
08/15/08
09/30/16

100.000
100.000
100.000
94.200
94.200
97.000
97.000
100.000
100.000
50.931
97.480
97.480
97.480
100.000
49.411
49.411
49.411
100.000

6.750
6.750
6.750
VARIES
VARIES
9.875
9.875
6.500
6.500
VARIES
11.500
11.500
11.500
9.250
VARIES
VARIES
VARIES
6.500

458801BA4
458801BB2

02/24/99
02/24/99

03/01/09
03/01/09

55.057
55.057

VARIES
VARIES

03/06/85
03/06/85
03/06/85
03/06/85
03/06/85
03/06/85
03/06/85
03/06/85
03/06/85
03/06/85
03/06/85
03/06/85
03/06/85
03/06/85
03/06/85
03/06/85
03/06/85
03/06/85
03/06/85

02/15/05
08/15/05
02/15/06
08/15/06
02/15/07
08/15/07
02/15/08
08/15/08
02/15/09
08/15/09
02/15/10
08/15/10
02/15/11
08/15/11
02/15/12
08/15/12
02/15/13
08/15/13
02/15/14

10.357
9.785
9.429
8.912
8.423
7.962
7.690
7.272
6.955
6.732
6.446
6.175
5.992
5.676
5.445
5.159
5.019
4.757
4.634

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000

Household Finance Corp.
Hynix Semiconductor, Inc
IFT Financing I
ICON Fitness Corporation
Illinois Power Company

IBC Capital Finance
Insilco Holdings Co.

Insignia Financing I
Intermedia
Communications, Inc.
International Bank for
Reconstruction

459056GA9
459056GB7
459056GC5
459056GD3
459056GE1
459056GF8
459056GG6
459056GH4
459056GJ0
459056GK7
459056GL5
459056GM3
459056GN1
459056GP6
459056GQ4
459056GR2
459056GS0
459056GT8
459056GU5
----------------------------* Called in 2005; reportable OID

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

is computed to call date.

Total
OID to
1/1/05
________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________
0.187500
0.187500
0.187500
0.296693
0.296693

4.39
4.38
4.38

882.92
834.14
787.14
744.00
703.23
664.69
628.69
594.51
562.64
533.26
505.25
478.93
454.95
430.94
409.05
387.55
369.08
349.84
333.61

0.187500
0.187500
0.187500
0.299470
0.299470
0.008378
0.008378

0.187500
0.187500
0.187500
0.302399
0.302399
0.008808
0.008808

0.187500
0.187500
0.187500
0.304121
0.304121
0.009270
0.009270

0.179558
0.179558
0.388871
0.006816
0.006892
0.006892
0.256944
0.394579
0.394579
0.394579
0.178571

0.388870
0.007185
0.007305
0.007305
0.256944
0.394988
0.394988
0.394988
0.177596

0.388868
0.007658
0.007744
0.007744
0.256944
0.395425
0.395425
0.395425
0.178571

0.388867
0.008073
0.008208
0.008208
0.256944
0.395895
0.395895
0.395895
0.177596

0.340268
0.340268

0.340267
0.340267

0.340266
0.340266

0.340266
0.340266

0.300262
0.283671
0.266087
0.251507
0.237729
0.224696
0.211253
0.199770
0.188490
0.177569
0.167732
0.158512
0.149656
0.141755
0.134146
0.127093
0.120293
0.114023
0.108067

0.305236
0.286180
0.270500
0.255682
0.241664
0.227099
0.214755
0.202581
0.190753
0.180144
0.170201
0.160616
0.152136
0.143935
0.136368
0.129010
0.122287
0.115844

0.297836
0.281517
0.266096
0.251507
0.236238
0.223397
0.210683
0.198289
0.187216
0.176842
0.166803
0.157996
0.149445
0.141588
0.133884
0.126907
0.120164

0.302776
0.286191
0.270499
0.253958
0.240153
0.226433
0.213012
0.201069
0.189882
0.179018
0.169566
0.160351
0.151921
0.143587
0.136104
0.128812

0.187500
0.187500
0.187500
0.304470
0.304470

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______
67.50
67.50
67.50
109.46
109.46
3.25
3.25

0.008605
0.008701
0.008701
0.256944
0.396398
0.396398
0.396398
0.178571

67.50
67.50
67.50
108.09
108.09
1.47
1.47
1.80*
1.80*
139.99
2.57
2.57
2.57
92.50
142.24
142.24
142.24
65.00

0.340265
0.340265

122.50
122.50

122.50
122.50

0.297848
0.281517
0.264177
0.249817
0.235489
0.221426
0.208963
0.197291
0.185914
0.176098
0.166488
0.157735
0.149012
0.141247
0.133616

13.51
68.01
105.17
99.41
93.96
88.81
83.45
78.91
74.43
70.08
66.18
62.52
58.99
55.88
52.86
50.08
47.37
44.91
42.53

13.40
67.47
105.18
99.41
93.32
88.25
83.20
78.26
73.86
69.75
65.75
62.28
58.89
55.79
52.73
49.98
47.29

122.10
2.89
2.89
2.89
92.50
142.57
142.57
142.57
65.00

SECTION I-B

Name of Issuer
______________
International Bank for
Reconstruction

International Finance
Corporation
International Minerals &
Chemicals Corporation
International Game Tech
Ionica, PLC.
Ivax Corporation

JDS Uniphase Corporation
JL French Automotive
Castings, Inc.
JP Morgan Chase & Co.
JP Morgan Chase & Co.

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

CUSIP No.
_________

Issue
Date
________

Maturity
Date
_________

459056GV3
459056GW1
459056HY6
459056JC2
459056JD0
459056JE8
459056JF5
459056JG3
459056JH1
459056JJ7
459056JK4
459056JL2
459056JM0
459056JN8

03/06/85
03/06/85
01/07/86
01/07/86
01/07/86
01/07/86
01/07/86
01/07/86
01/07/86
01/07/86
01/07/86
01/07/86
01/07/86
01/07/86

08/15/14
02/15/15
02/15/16
02/15/05
02/15/06
02/15/07
02/15/08
02/15/09
02/15/10
02/15/11
02/15/12
02/15/13
02/15/14
02/15/15

4.395
4.349
5.299
13.899
12.535
11.305
10.303
9.297
8.388
7.569
6.915
6.323
5.865
5.604

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000

45950K209

12/08/03

12/08/10

100.000

0.000

459884AH5
459902AK8
459902AL6
462213AK5
462213AL3
465823AH5
465823AJ1
465823AK8
465823AL6
465823AM4
465823AN2
46612JAA9
46612JAB7

11/14/88
01/29/03
01/29/03
03/19/97
03/19/97
03/03/04
03/03/04
12/22/04
03/03/04
03/03/04
12/22/04
10/31/03
10/31/03

11/14/05
01/29/33
01/29/33
05/01/07
05/01/07
03/01/24
03/01/24
12/15/24
03/01/24
03/01/24
12/15/24
11/15/10
11/15/10

26.355
59.291
59.291
47.688
47.688
100.000
100.000
98.500
100.000
100.000
98.500
98.000
98.000

0.000
0.000
0.000
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
0.000
0.000

46620QAC9
46623EBY4
46625HAQ3
46625HAU4
46625HAY6
46625HAZ3
46625HBB5
46625HBG4
46625HBT6
46625HBU3
46625HBW9

12/27/02
11/01/04
11/26/02
03/12/03
09/18/03
10/30/03
12/17/03
03/31/04
06/25/04
09/21/04
09/30/04

12/31/07
11/01/11
11/26/07
03/12/08
09/22/08
10/30/08
01/21/09
03/31/09
07/07/09
09/21/09
09/30/10

97.410
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000

12.000
VARIES
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000

Total
OID to
1/1/05
________

316.38
303.17
284.92
848.70
765.43
690.33
622.59
561.77
506.88
457.37
413.46
374.12
339.78
311.15

670.81

3.29
3.29

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

0.102483
0.097292
0.088471
0.273510
0.246676
0.222472
0.200031
0.180487
0.162858
0.146946
0.132433
0.119465
0.107833
0.097528

0.109858
0.104220
0.094434

0.113955
0.108030
0.097539

0.122155
0.115722
0.104113

0.126711
0.119952
0.107535

0.264053
0.238145
0.214072
0.193156
0.174289
0.157261
0.141695
0.127789
0.115293
0.104176

0.273513
0.246676
0.221689
0.200028
0.180491
0.162856
0.146701
0.132273
0.119281
0.107678

0.264054
0.237250
0.214068
0.193160
0.174287
0.156961
0.141491
0.127533
0.115017

0.113824

0.116066

0.118353

0.204323
0.143061
0.143061
0.416651
0.416651
0.199736
0.199736
0.157354
0.199736
0.199736
0.157354
0.007839
0.007839

0.209031
0.148604
0.148604
0.416650
0.416650
0.205268
0.205268
0.160263
0.205268
0.205268
0.160263
0.007850
0.007850

0.624544
0.122234
0.108674
0.093565
0.109704
0.109056
0.108183
0.094878
0.132166
0.111230
0.114495

0.648243
0.122173
0.110652
0.095067
0.111789
0.111118
0.110243
0.096472
0.135305
0.113457
0.116855

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

44.85
42.48
38.18

0.273513
0.245691
0.221684
0.200033
0.180488
0.162507
0.146455
0.131945
0.118883

40.34
38.26
34.63
12.31
96.91
87.40
78.56
70.89
63.96
57.71
52.00
46.89
42.30
38.21

0.120686

0.123064

41.48

43.14

0.154363
0.154363
0.416649
0.416649
0.210995
0.210995
0.163374
0.210995
0.210995
0.163374
0.007862
0.007862

0.160344
0.160344
0.416648
0.416648
0.216921
0.216921
0.166574
0.216921
0.216921
0.166574
0.007873
0.007873

0.166558
0.166558
0.416646
0.416646
0.223055
0.223055
0.169866
0.223055
0.223055
0.169866
0.007884
0.007884

65.64
54.22
54.22
149.99
149.99
74.25
74.25
57.27
74.25
74.25
57.27
2.83
2.83

58.50
58.50
149.99
149.99
78.47
78.47
59.49
78.47
78.47
59.49
2.83
2.83

0.672946
0.122111
0.112666
0.096594
0.113914
0.113219
0.112342
0.098092
0.138519
0.115728
0.119263

0.698704
0.122385
0.114716
0.098145
0.116079
0.115360
0.114481
0.099740
0.141809
0.118046
0.121721

0.725572
0.122382
0.116804
0.099720
0.118286
0.117541
0.116661
0.101415
0.145178
0.120409
0.124230

229.15
43.99
39.62
34.28
40.29
39.89
39.98
34.74
49.25
40.89
42.08

246.95
44.03
41.07
35.39
41.83
41.41
41.52
35.91
51.62
42.55
43.83

12.31
96.91
87.07
78.56
70.89
63.96
57.60
51.92
46.79
42.19

49

50
SECTION I-B

Name of Issuer
______________
J.P. Morgan Chase & Co

CUSIP No.
_________

46625HBZ2
46625HCB4
46625HCF5
46625HCG3
46625HCH1
46625HCJ7
46625HCL2
46625HCN8
46625HCQ1
JP Morgan Chase & Co.
4662A0NW7
Jackson, TN
468826GP1
Jacobs Entertainment
469815AA2
469815AB0
Jersey & Greene Counties
476538CP6
476538CQ4
476538CR2
476538CS0
Josephine County, OR
480890AA0
480890AB8
480890AE2
480890AF9
480890AG7
480890AH5
480890AJ1
480890AK8
480890AL6
480890AM4
480890AN2
480890AP7
480890AQ5
480890AR3
Jostens Holding Corp.
481086AA4
481086AB2
481086AC0
Jostens, Inc.
481088AB8
481088AC6
481088AD4
481088AE2
481088AF9
KI Holdings, Inc.
48247EAA9
48247EAB7
----------------------------* Called in 2005; reportable OID

Issue
Date
________

Maturity
Date
_________

10/29/04
01/31/05
03/23/05
03/31/05
04/29/05
04/27/05
05/31/05
05/25/05
06/22/05
08/08/05
07/09/98
02/08/02
02/08/02
06/26/03
06/26/03
06/26/03
06/26/03
10/30/01
10/30/01
10/30/01
10/30/01
10/30/01
10/30/01
10/30/01
10/30/01
10/30/01
10/30/01
10/30/01
10/30/01
10/30/01
10/30/01
12/02/03
12/02/03
12/02/03
05/10/00
05/10/00
05/10/00
05/10/00
05/10/00
11/18/04
11/18/04

10/29/10
01/29/10
03/22/12
04/02/08
05/01/08
04/27/10
05/31/12
05/24/07
06/22/11
09/03/10
07/01/12
02/01/09
02/01/09
02/01/05
02/01/06
02/01/07
02/01/08
06/01/17
06/01/18
06/01/05
06/01/06
06/01/07
06/01/08
06/01/09
06/01/10
06/01/11
06/01/12
06/01/13
06/01/14
06/01/15
06/01/16
12/01/13
12/01/13
12/01/13
05/01/10*
05/01/10*
05/01/10*
05/01/10*
05/01/10*
11/15/14
11/15/14

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
40.347
96.040
96.040
100.000
100.000
100.000
100.000
36.621
33.518
84.358
80.090
74.256
69.953
65.529
61.462
57.805
54.034
50.411
46.941
43.624
40.464
60.682
60.682
60.682
91.173
91.173
91.173
91.173
91.173
61.808
61.808

is computed to call date.

0.000
VARIES
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
11.875
11.875
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
VARIES
VARIES
VARIES
12.750
12.750
12.750
12.750
12.750
VARIES
VARIES

Total
OID to
1/1/05
________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________
0.114761

0.128185
0.121762

210.99
12.46
12.46

83.06
77.92
136.89
132.87
136.68
131.32
126.63
121.04
114.91
109.42
103.95
98.54
93.21
87.97

26.65
26.65
26.65
26.65
26.65

0.112651
0.013912
0.013912
0.065490
0.077225
0.093511
0.109989
0.081293
0.076452
0.130178
0.126560
0.131273
0.126339
0.122129
0.116931
0.111096
0.105958
0.100833
0.095741
0.090708
0.085751
0.190885
0.190885
0.190885
0.021892
0.021892
0.021892
0.021892
0.021892
0.169538
0.169538

0.117132
0.119383
0.137832
0.128218
0.121792
0.127291
0.127804
0.116121
0.129180
0.131705
0.116368
0.014799
0.014799

0.119552
0.118367
0.141233
0.131176
0.124461
0.130207
0.130744
0.120555
0.132184
0.132139
0.120209
0.015742
0.015742

0.122021
0.117323
0.144737
0.134203
0.127189
0.133191
0.133752
0.121123
0.135258
0.135272
0.124175
0.016745
0.016745

0.124542
0.117262
0.148328
0.137300
0.129977
0.136242
0.136829
0.125761
0.138403
0.138479

0.078267
0.095030
0.112079
0.083955
0.079013

0.079324
0.096574
0.114208
0.086705
0.081659

0.098143
0.116378
0.089544
0.084395

0.099738
0.118588
0.092476
0.087222

0.129660
0.134817
0.129812
0.125578
0.120292
0.114318
0.109084
0.103857
0.098661
0.093520
0.088451
0.200668
0.200668
0.200668

0.132836
0.138457
0.133382
0.129125
0.123750
0.117633
0.112301
0.106973
0.101670
0.096419
0.091238
0.210952
0.210952
0.210952

0.142194
0.137049
0.132773
0.127308
0.121044
0.115614
0.110182
0.104771
0.099408
0.094111
0.221764
0.221764
0.221764

0.146033
0.140818
0.136523
0.130968
0.124554
0.119024
0.113487
0.107966
0.102489
0.097076
0.233129
0.233129
0.233129

0.177769
0.177769

0.186546
0.186546

0.195756
0.195756

0.205422
0.205422

0.017813
0.017813

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______
42.04
39.36
38.65
35.01
29.63
31.25
27.06
25.83
24.44
18.89
41.22
5.44
5.44
1.96
28.30
34.40
40.61
29.91
28.14
19.53
46.31
48.11
46.32
44.80
42.90
40.77
38.90
37.03
35.17
33.33
31.52
71.08
71.08
71.08
2.63*
2.63*
2.63*
2.63*
2.63*
63.30
63.30

43.79
42.26
52.18
48.31
45.63
47.80
47.80
44.30
48.20
48.88
43.99
6.16
6.16
2.38
35.52
42.16
31.90
30.06
19.93
50.74
48.90
47.36
45.41
43.17
41.23
39.28
37.35
35.43
33.54
78.55
78.55
78.55

69.68
69.68

SECTION I-B

Total
OID to
1/1/05
________

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

KI Holdings, Inc.
Kaydon Corporation

48247EAC5
486587AA6
486587AB4

11/18/04
05/23/03
05/23/03

11/15/14
05/23/23
05/23/23

61.808
100.000
100.000

VARIES
VARIES
VARIES

0.169538
0.252846
0.252846

0.177769
0.258872
0.258872

0.186546
0.265154
0.265154

0.195756
0.271704
0.271704

0.205422
0.278532
0.278532

63.30
92.58
92.58

69.68
97.14
97.14

488764NN7
488764NP2
488764NQ0
488764NR8
488764NS6
488764NT4
49337W407
49337WAE0

04/22/03
04/22/03
04/22/03
04/22/03
04/22/03
04/22/03
05/06/02
05/06/02

10/01/08
10/01/09
10/01/10
10/01/11
10/01/12
10/01/13
05/16/08*
05/16/08

105.843
105.260
100.839
106.125
100.093
100.778
100.000
100.000

VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES

0.110085
0.117450
0.121986
0.134737
0.132941
0.137010
0.159959
0.159959

0.109538
0.117016
0.121920
0.134321
0.132932
0.136964

0.108981
0.116572
0.121853
0.133896
0.132922
0.136917

0.108414
0.116119
0.121784
0.133461
0.132912
0.136869

0.107835
0.115657
0.121714
0.133016
0.132902
0.136820

39.03
41.80
43.84
48.05
47.85
49.27

0.160044

0.159543

0.159028

0.158499

39.43
42.12
43.89
48.35
47.86
49.31
13.28*
57.58

502424AE4

07/29/05

08/01/35

100.000

VARIES

0.175822

0.175854

0.178783

0.181803

26.73

64.73

504238AW6
504238AX4
504570DA7
504570DB5
504570DC3
504592AL0
504592AM8
504592AN6
504597AQ8
504597AR6
504597AS4
504597AT2

09/04/03
09/04/03
04/01/04
04/01/04
04/01/04
04/16/03
06/19/03
06/19/03
11/17/03
11/17/03
11/17/03
11/17/03

12/30/05
12/30/06
12/01/05
12/01/06
12/01/07
12/01/05
12/01/05
12/01/06
12/01/05
12/01/06
12/01/07
12/01/08

101.029
100.029
96.342
103.959
104.125
105.089
103.742
104.790
105.154
105.821
105.602
105.395

VARIES
VARIES
0.000
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES

0.096636

0.096626

0.075044
0.087179

0.074471
0.086685

0.072599

0.072102

0.095720
0.112299
0.124303

0.094825
0.111557
0.123685

509262CQ2
509262CR0
509262CS8
509262CT6
509262CU3
509262CV1

04/09/03
04/09/03
04/09/03
04/09/03
04/09/03
04/09/03

01/01/06
01/01/07
01/01/08
01/01/09
01/01/10
01/01/21

92.198
87.867
83.406
78.814
74.126
35.244

0.000
0.000
0.000
0.000
0.000
0.000

0.093882
0.099663
0.102970
0.104602
0.068620

0.095524
0.101593
0.105132
0.106955
0.070668

512503NS8

07/17/98

09/01/05

63.714

0.000

06/11/04
06/11/04
06/11/04

06/15/13
06/15/13
06/15/13

50.460
50.460
50.460

VARIES
VARIES
VARIES

Kendall, Kane and Will
Counties, IL

Keyspan Corporation
L-3 Communications
Holdings, Inc.
LaSalle & DeKalb
Counties, Illinois
LaSalle County, IL

LaSalle County, IL

LaSalle County, IL

Lake County, IL
School District No.187

Lakeway Municipal
Utility District
Language Line
Holdings II, Inc.

515860AA2
515860AB0
515860AC8
----------------------------* Called in 2005; reportable OID

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

is computed to call date.

0.077546
0.096656
0.061055
0.078184
0.090487
0.083484
0.066879
0.073573
0.079069
0.097464
0.113739
0.125498

0.077369
0.096646
0.061741
0.079224
0.091874
0.082688
0.066388
0.073089
0.078122
0.096599
0.113026
0.124907

48.69
54.31
57.21
58.71
59.28
37.74

0.080868
0.090681
0.095911
0.098779
0.100050
0.064700

0.082080
0.092268
0.097769
0.100853
0.102301
0.066631

321.66

0.167630

0.173018

0.212300
0.212300
0.212300

0.227293
0.227293
0.227293

16.31

0.086183

0.110801
0.123055

27.81
34.79
20.27
28.24
32.73
27.41
21.98
26.37
25.92
34.88
40.77
45.04
29.33
32.93
34.86
35.93
36.42
23.64

57.30

34.69
24.66
31.27

23.87
31.43
40.25
44.60

34.09
36.23
37.46
38.08
25.07

41.20
0.243346
0.243346
0.243346

0.260532
0.260532
0.260532

0.278932
0.278932
0.278932

79.62
79.62
79.62

91.27
91.27
91.27

51

52
SECTION I-B

Name of Issuer
______________
Language Line
Holdings II, Inc.

Lee & Ogle Counties, IL

Lehman Brothers
Holdings, Inc.

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

CUSIP No.
_________

Issue
Date
________

Maturity
Date
_________

515861AA0
515861AB8
515861AC6
523372AC4
523372AD2
523372AE0
523372AF7
523372AG5
523372AH3
523372AT7
523372AU4
523372AV2
523372AW0
523372AX8

06/11/04
06/11/04
06/11/04
07/02/03
07/02/03
07/02/03
07/02/03
07/02/03
07/02/03
06/09/05
06/09/05
06/09/05
06/09/05
06/09/05

06/15/12
06/15/12
06/15/12
04/01/05
04/01/06
04/01/07
04/01/08
04/01/09
04/01/10
04/01/07
04/01/08
04/01/09
04/01/10
04/01/11

97.432
97.432
97.432
100.286
100.261
100.510
100.396
100.704
101.077
88.783
83.138
77.853
72.903
68.268

11.125
11.125
11.125
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
0.000
0.000
0.000
0.000
0.000

524908779
524908CH1
524908CS7
524908CT5
524908CU2
524908CZ1
524908DH0
524908DN7
524908DU1
524908DW7
524908ED8
524908EE6
524908EF3
524908EK2
524908EN6
524908EP1
524908ES5
524908FB1
524908FJ4
524908FL9
524908FN5
524908FP0
524908FR6
524908JE1
524908JJ0
524908JK7
524908LS7

02/05/02
02/24/00
11/14/00
11/14/00
01/05/01
02/26/01
06/01/01
07/03/01
10/02/01
12/26/01
04/30/02
07/02/02
06/19/02
08/05/02
08/05/02
09/27/02
10/02/02
12/11/02
04/29/03
05/01/03
05/08/03
05/13/03
05/27/03
09/10/03
10/09/03
11/06/03
02/11/04

02/05/07
02/24/07
11/14/07
11/14/07
01/05/06
02/27/06
06/01/08
07/03/06
07/02/06
12/26/06
04/30/05
07/02/05
06/19/09
08/05/07
08/05/08
09/27/07
10/02/07
12/11/07
04/29/10
05/01/10
05/08/10
05/13/10
05/27/08
06/10/10
10/09/10
11/06/09
02/11/11

100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000

0.000
0.250
0.250
0.250
0.250
0.250
0.250
0.250
0.000
0.000
0.000
0.000
0.250
0.000
0.000
0.000
0.250
0.625
0.000
0.250
0.250
0.250
0.250
0.000
1.600
0.000
0.750

Total
OID to
1/1/05
________

1.13
1.13
1.13

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

0.005966
0.005966
0.005966
0.066214
0.076053
0.094237
0.108077
0.118118
0.125514

0.006313
0.006313
0.006313

0.006680
0.006680
0.006680

0.007068
0.007068
0.007068

0.007479
0.007479
0.007479

0.076029
0.094186
0.108045
0.118060
0.125432
0.164518
0.154117
0.144341
0.135176
0.126594

0.076005
0.094135
0.108012
0.118002
0.125348
0.167935
0.157321
0.147340
0.137988
0.129224

0.094083
0.107979
0.117942
0.125263
0.173537
0.162570
0.152257
0.142594
0.133538

0.094029
0.107945
0.117881
0.125175
0.179325
0.167995
0.157338
0.147353
0.137995

0.180401
0.321316
0.289335
0.289335
0.240013
0.163702
0.234874
0.191303
0.181009
0.189335
0.151868
0.130057
0.142328
0.153305
0.161758
0.120268
0.088019
0.125275
0.130469
0.129999
0.125289
0.123724
0.088638
0.133988
0.123000
0.122524
0.122143

0.185497
0.334126
0.300278
0.300278
0.252285
0.167619
0.242571
0.196681
0.186075
0.194778

0.190737
0.347459
0.311645
0.311645
0.256616
0.171634
0.250527
0.202217
0.191283
0.200378

0.196126
0.361335
0.323452
0.323452

0.201666
0.375777
0.335717
0.335717

0.258752
0.207914
0.196637
0.206139

0.267255

0.132853
0.145442
0.157137
0.166004
0.122673
0.089236
0.127541
0.133340
0.132706
0.127804
0.126176
0.089888
0.137042
0.124693
0.125115
0.124332

0.148628
0.161066
0.170362
0.125127
0.090470
0.129854
0.136273
0.135473
0.130373
0.128680
0.091157
0.140166
0.126422
0.127762
0.126567

0.151886
0.165092
0.174834
0.127629
0.091723
0.132217
0.139271
0.138301
0.132995
0.131237
0.092446
0.143361
0.128189
0.130464
0.128851

0.155220
0.169220
0.179423
0.130182
0.092994
0.134629
0.142335
0.141190
0.135674
0.133847
0.093754
0.146629
0.129994
0.133223
0.131184

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

2.22
2.22
2.22
5.96
27.37
33.91
38.90
42.50
45.16
33.54
31.42
29.43
27.56
25.81
67.37
121.30
107.18
107.18
92.81
60.62
86.41
71.78
67.91
69.20
18.07
24.04
51.87
57.01
60.25
44.19
32.12
45.60
47.85
47.62
45.83
45.22
32.22
48.92
44.87
44.86
44.98

2.49
2.49
2.49
6.84
33.87
38.87
42.46
45.09
62.49
58.54
54.83
51.35
48.09
71.23
131.18
115.45
115.45
1.03
9.61
92.17
37.83
35.59
72.17

54.17
59.90
63.46
45.97
33.02
47.27
49.97
49.62
47.69
47.03
33.14
51.17
46.12
46.78
46.62

SECTION I-B

Name of Issuer
______________
Lehman Brothers
Holdings, Inc.
Lehman Brothers
Holdings, Inc.

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Total
OID to
1/1/05
________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

CUSIP No.
_________

Issue
Date
________

Maturity
Date
_________

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

10/15/93
07/07/95
01/16/03
01/30/03
02/18/03
05/21/03
06/12/03
05/23/03
06/12/03
07/03/03
07/17/03
06/24/03
07/16/03
07/30/03
08/07/03
08/27/03
09/25/03
09/30/03
10/30/03
12/17/03
01/13/04
03/16/04
04/08/04
04/08/04
05/13/04
07/07/04
07/29/04
08/20/04
08/26/04
08/30/04
09/15/04
09/15/04
10/25/04
10/27/04
10/25/04
11/01/04
12/07/04
12/06/04

10/15/23
07/07/05
01/16/13*
01/30/13
02/18/08
05/21/15*
06/12/13
05/23/13
06/12/18
07/03/18
07/17/15
06/24/08
01/16/09
07/30/07
08/07/08
08/27/10
09/25/10
09/30/10
10/30/13*
12/17/18
01/13/11
03/16/07
04/08/14
04/08/11
09/16/10
07/07/11
07/29/14
08/20/09
08/26/14
08/30/19*
09/15/14
09/15/14
10/25/11
10/27/14
10/25/11
11/01/14
12/07/16
12/06/11

100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
90.250
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000

VARIES
VARIES
0.000
0.000
0.000
10.000
VARIES
VARIES
VARIES
VARIES
VARIES
0.250
VARIES
VARIES
VARIES
0.250
0.250
0.250
VARIES
VARIES
0.250
VARIES
VARIES
VARIES
1.000
0.250
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES

0.209056
0.025314
0.152083
0.123704
0.120599
0.137031
0.121651
0.118473
0.143590
0.125350
0.116043
0.083805
0.088674
0.084730
0.107186
0.136434
0.127049
0.124634
0.161797
0.167932
0.124181
0.076831
0.129727
0.113566
0.122652
0.140277
0.148574
0.127677
0.149109
0.189389
0.146292
0.146292
0.127978
0.141407
0.127959
0.137178
0.145238
0.129882

0.208858
0.024916

0.208654

0.208442

0.208223

75.04

0.128440
0.125155

0.129045
0.125682

0.133987
0.130430

0.134618
0.130980

0.119371
0.115973
0.142610
0.125535
0.116157
0.084920
0.089348
0.085686
0.108173
0.139477
0.129686
0.127170
0.163090
0.168583
0.126748
0.075067
0.126186
0.110308
0.124944
0.143644
0.148558
0.127001
0.148918

0.118365
0.117306
0.142470
0.121583
0.112444
0.086050
0.087095
0.083840
0.105616
0.142592
0.132380
0.129761

0.116028
0.114800
0.140750
0.121615
0.112417
0.087197
0.087715
0.084766
0.106544
0.145780
0.135133
0.132408

0.114927
0.116087
0.140551
0.117635
0.108684
0.088361
0.085462
0.082959
0.103982
0.149042
0.137947
0.135112

0.171134
0.129372
0.075784
0.124628
0.108496
0.127291
0.147095
0.143631
0.122120
0.143799

0.171593
0.132053
0.074023
0.121653
0.105737
0.129695
0.150634
0.144150
0.121544
0.144130

0.173980
0.134793
0.076276
0.119960
0.104093
0.132156
0.154262
0.140662
0.117584
0.140451

0.141242
0.141242
0.124834
0.137925
0.123861
0.135764
0.143951
0.126639

0.140436
0.140436
0.123644
0.136596
0.121364
0.134315
0.142631
0.124728

0.134969
0.134969
0.121378
0.134072
0.117785
0.134202
0.142729
0.121069

0.133890
0.133890
0.121048
0.133682
0.116072
0.134086
0.142830
0.118670

75.19
4.64
2.28*
46.84
45.53
6.99*
43.92
42.74
52.21
45.10
41.77
30.39
32.22
30.96
39.07
50.43
46.72
45.79
49.10*
61.46
46.04
27.61
46.27
40.42
45.05
52.29
53.46
45.74
53.71
10.98*
51.83
51.83
45.84
50.66
45.51
48.96
51.99
46.68

52517PAE1
52517PEV9
52517PTE1
52517PTG6
52517PTP6
52517PUD1
52517PUH2
52517PUK5
52517PUL3
52517PUP4
52517PUR0
52517PUS8
52517PUT6
52517PUW9
52517PUX7
52517PVC2
52517PVE8
52517PVG3
52517PVK4
52517PVN8
52517PVR9
52517PVX6
52517PWB3
52517PWC1
52517PWR8
52517PWX5
52517PWY3
52517PXB2
52517PXD8
52517PXE6
52517PXF3
52517PXG1
52517PXJ5
52517PXK2
52517PXL0
52517PXQ9
52517PXZ9
52517PYC9
----------------------------* Called in 2005; reportable OID

is computed to call date.

48.86
47.45
42.71
42.31
51.65
43.67
40.41
31.20
31.63
30.63
38.48
52.71
48.69
47.68
62.59
47.97
27.39
44.55
38.72
46.77
54.84
52.06
43.86
52.12
49.55
49.55
44.54
49.20
43.28
48.32
51.37
44.70

53

54
SECTION I-B

Name of Issuer
______________
Lehman Brothers
Holdings Inc.

Level 3 Communications

Liberty Media Corp.

Liberty Media Corp.
Lin Television Corp.

Lithia Motors, Inc.
Lockheed Martin Corp.
Loral Cyberstar, Inc.
Lowe's Companies, Inc.
Lucent Technologies
Capital Trust I

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

CUSIP No.
_________

Issue
Date
________

Maturity
Date
_________

52517PYF2
52517PYG0
52517PYH8
52517PYJ4
52517PYK1
52517PYL9
52517PYM7
52729NAD2
52729NAE0
52729NAF7
52729NAR1
530715AF8
530715AG6
530715AK7
530715AL5
530715AM3
530715AN1
530715AP6
530715AQ4
530715AR2
530718AB1
530718AF2
532776AD3
532776AE1
532776AF8
536797AA1
536797AB9
539830AN9
539830AP4
543868AC7
548661CD7

12/23/04
12/30/04
01/06/05
12/30/04
12/29/04
12/29/04
01/28/05
12/02/98
12/02/98
12/02/98
02/29/00
11/16/99
11/16/99
02/10/00
02/10/00
01/11/01
01/11/01
03/08/01
03/08/01
03/08/01
03/26/03
03/26/03
06/14/01
06/14/01
06/14/01
05/03/04
05/03/04
08/13/03
08/13/03
12/27/01
02/16/01

06/23/08
12/30/19
01/06/20
12/30/19
12/29/11
12/29/14
01/28/20
12/01/08
12/01/08
12/01/08
03/15/10
11/15/29
11/15/29
02/15/30
02/15/30
01/15/31
01/15/31
03/15/31
03/15/31
03/15/31
03/30/23
03/30/23
01/15/08*
01/15/08*
01/15/08*
05/01/14
05/01/14
08/15/33
08/15/33
07/15/06
02/16/21

100.000
100.000
100.000
100.000
100.000
100.000
100.000
59.966
59.966
59.966
53.308
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
98.500
98.500
96.288
96.288
96.288
100.000
100.000
98.500
98.500
71.938
60.841

VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
4.000
4.000
3.750
3.750
3.500
3.500
3.250
3.250
3.250
0.750
0.750
8.000
8.000
8.000
VARIES
VARIES
VARIES
VARIES
10.000
0.000

03/19/02
03/19/02
12/04/02
12/04/02
08/17/01
08/17/01
03/28/02
03/28/02

03/15/17
03/15/17
12/15/08
12/15/08
08/17/21*
08/17/21*
06/01/05
06/01/06

100.000
100.000
97.750
97.750
55.126
55.126
84.618
79.181

7.750
7.750
9.500
9.500
0.000
0.000
0.000
0.000

549462208
549462307
Lyondell Chemical Co.
552078AS6
552078AT4
Manpower Inc.
56418HAB6
56418HAC4
Marion County, OR
56913RAD0
56913RAE8
----------------------------* Called in 2005; reportable OID

is computed to call date.

Total
OID to
1/1/05
________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

0.110428
0.153834
0.163290
0.131534
0.143295

61.50

0.291664
0.291664
0.291664
0.335987
0.330448
0.330448
0.343321
0.343321
0.328095
0.328095
0.372575
0.372575
0.372575
0.164767
0.164767
0.015169
0.015169
0.015169
0.257568
0.257568
0.184800
0.184800
0.195642
0.046090

6.31
6.31
58.24
58.24
132.20
132.11

0.215278
0.215278
0.009509
0.009509
0.050231
0.050231
0.144155
0.144781

17.40
17.40
17.40

0.108188
0.147325
0.163208
0.157884
0.127994
0.139032
0.164319
0.291664
0.291664
0.291664
0.357613
0.340394
0.340394
0.354597
0.354597
0.339061
0.339061
0.387211
0.387211
0.387211
0.168797
0.168797
0.016096
0.016096
0.016096
0.265565
0.265565
0.191963
0.191963
0.215563
0.046666

0.107656
0.140636
0.162290
0.152319
0.126517
0.136993
0.163428
0.291664
0.291664
0.291664
0.357612
0.350791
0.350791
0.366405
0.366405
0.350548
0.350548
0.402607
0.402607
0.402607
0.172941
0.172941

0.107023
0.141069
0.161346
0.152714
0.123605
0.133741
0.162511
0.291663
0.291663
0.291663
0.357610
0.361659
0.361659
0.378769
0.378769
0.362581
0.362581
0.418801
0.418801
0.418801
0.177200
0.177200

0.107510
0.141514
0.160373
0.153120
0.121999
0.131893
0.161566
0.291663
0.291663
0.291663
0.357608
0.373020
0.373020
0.391717
0.391717
0.375186
0.375186
0.435834
0.435834
0.435834
0.181579
0.181579

0.273921
0.273921
0.192998
0.192998
0.237512
0.047249

0.282654
0.282654
0.200571
0.200571
0.261697
0.047840

0.291779
0.291779
0.199674
0.199674

0.215278
0.215278
0.009984
0.009984
0.050985
0.050985

0.215278
0.215278
0.010484
0.010484

0.215278
0.215278
0.011008
0.011008

0.215278
0.215278
0.011559
0.011559

0.148884

0.153103

0.048438

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

39.87
54.20
57.78
57.80
47.35
51.50
54.58
105.00
105.00
105.00
127.14
121.69
121.69
128.76
128.76
123.82
123.82
139.94
139.94
139.94
60.79
60.79
1.19*
1.19*
1.19*
95.15
95.15
69.89
69.89
80.97
16.85

39.18
50.71
57.92
54.91
45.63
49.39
58.38
105.00
105.00
105.00
128.74
129.26
129.26
137.57
137.57
132.45
132.45
151.38
151.38
151.38
63.81
63.81

77.50
77.50
3.52
3.52
4.50*
4.50*
21.62
53.11

77.50
77.50
3.89
3.89

101.25
101.25
72.74
72.74
50.43
17.28

22.97

SECTION I-B

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

Marion County, OR

56913RAF5
56913RAG3
56913RAH1
56913RAJ7
56913RAK4
56913RAL2
56913RAM0
56913RAN8
56913RAP3
56913RAQ1
56913RAR9
56913RAS7
56913RAT5
56913RAU2
570535AD6
570535AE4
57143VAA7
57143VAB5
57143VAC3

03/28/02
03/28/02
03/28/02
03/28/02
03/28/02
03/28/02
03/28/02
03/28/02
03/28/02
03/28/02
03/28/02
03/28/02
03/28/02
03/28/02
05/23/02
05/23/02
08/18/04
08/18/04
08/18/04

06/01/07
06/01/08
06/01/09
06/01/10
06/01/11
06/01/12
06/01/13
06/01/14
06/01/15
06/01/16
06/01/17
06/01/18
06/01/19
06/01/20
08/15/07
05/15/08
08/15/14
08/15/14
08/15/14

73.606
68.057
63.326
58.440
53.951
49.948
46.303
42.967
39.329
36.142
33.393
31.307
28.898
26.649
92.756
90.005
55.894
55.894
55.894

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
7.200
7.000
VARIES
VARIES
VARIES

571903AA1
571903AB9
571903AC7
574599AW6
574599BB1
576817AA8
576817AB6
579472AA9
579472AB7
579472AC5
579472AD3
579472AE1
581156AV8
581156AW6
581156AX4
581156AY2
581156AZ9

05/08/01
05/08/01
05/08/01
07/20/01
07/20/01
07/09/01
07/09/01
03/06/97
03/06/97
03/06/97
03/06/97
03/06/97
03/11/04
03/11/04
03/11/04
03/11/04
03/11/04

05/08/21
05/08/21
05/08/21
07/20/31
07/20/31
05/01/08
05/01/08
04/15/07
04/15/07
04/15/07
04/15/07
04/15/07
12/01/05
12/01/06
12/01/07
12/01/08
12/01/09

86.095
86.095
86.095
39.445
39.445
93.500
93.500
50.991
50.991
50.991
50.991
50.991
95.554
108.179
100.444
104.812
106.159

0.000
0.000
0.000
VARIES
VARIES
11.000
11.000
VARIES
VARIES
VARIES
VARIES
VARIES
0.000
VARIES
VARIES
VARIES
VARIES

584690AB7
585055AA4
585055AB2
585055AD8

08/14/03
09/11/01
09/11/01
09/11/01

06/04/33
09/15/21
09/15/21
09/15/21

93.000
100.000
100.000
100.000

586362DH5

06/10/04

12/01/05

104.007

Markel Corporation
Marquee Holdings, Inc.

Marriott International
Incorporated

Masco Corporation
Matria Healthcare, Inc.
McCaw International LTD.

McHenry County, Illinois

Medicis Pharmaceutical
Corporation
Medtronic, Inc.

Cass & Sangamon
Counties, Illinois

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Total
OID to
1/1/05
________
130.70
127.75
121.70
116.24
110.09
103.53
97.02
90.73
84.96
79.25
73.76
68.65
63.84
59.30
32.02
37.10

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

0.143935
0.141345
0.134921
0.129258
0.122701
0.115559
0.108403
0.101443
0.095196
0.088926
0.082831
0.077033
0.071684
0.066639
0.037691
0.044824
0.186307
0.186307
0.186307

0.148259
0.145817
0.139285
0.133574
0.126897
0.119568
0.112202
0.105023
0.098628
0.092176
0.085879
0.079848
0.074322
0.069108
0.039380
0.046888
0.197299
0.197299
0.197299

0.152713
0.150431
0.143790
0.138034
0.131236
0.123717
0.116134
0.108730
0.102183
0.095544
0.089039
0.082766
0.077056
0.071668
0.041145
0.049048
0.209136
0.209136
0.209136

0.157301
0.155191
0.148440
0.142644
0.135723
0.128009
0.120204
0.112567
0.105866
0.099036
0.092315
0.085791
0.079892
0.074323
0.042990
0.051307
0.221684
0.221684
0.221684

0.162026
0.160101
0.153241
0.147407
0.140364
0.132450
0.124417
0.116540
0.109682
0.102655
0.095712
0.088926
0.082831
0.077076
0.044917
0.053670
0.234985
0.234985
0.234985

52.86
51.96
49.62
47.57
45.18
42.57
39.94
37.38
35.10
32.80
30.55
28.41
26.44
24.59
14.34
16.70
72.15
72.15
72.15

56.08
55.30
52.88
50.80
48.33
45.57
42.79
40.07
37.67
35.24
32.84
30.53
28.42
26.44
15.66
18.28
81.06
81.06
81.06

0.255832
0.255832
0.255832
0.113055
0.113055
0.026112
0.026112
0.368254
0.368254
0.368254
0.368254
0.368254
0.071881
0.099066
0.103350
0.122907
0.132398

0.266196
0.266196
0.266196
0.117648
0.117648
0.027284
0.027284
0.368731
0.368731
0.368731
0.368731
0.368731
0.072836
0.100661
0.105215
0.125426
0.135279

0.276978
0.276978
0.276978
0.122427
0.122427
0.029462
0.029462
0.369240
0.369240
0.369240
0.369240
0.369240

0.288198
0.288198
0.288198
0.127401
0.127401
0.030785
0.030785
0.369782
0.369782
0.369782
0.369782
0.369782

0.299872
0.299872
0.299872
0.132577
0.132577
0.033242
0.033242
0.370361
0.370361
0.370361
0.370361
0.370361

102.95
102.95
102.95
46.60
46.60
11.23
11.23
133.11
133.11
133.11
133.11
133.11

0.092261
0.100534
0.117535
0.126375

0.090883
0.100469
0.116955
0.125740

0.100402
0.116363
0.125092

95.09
95.09
95.09
43.04
43.04
9.95
9.95
132.73
132.73
132.73
132.73
132.73
23.89
35.75
37.46
44.54
48.00

VARIES
VARIES
VARIES
VARIES

0.260552
0.218288
0.218288
0.218288

0.270566
0.223650
0.223650
0.223650

0.281038
0.229192
0.229192
0.229192

0.291989
0.234921
0.234921
0.234921

0.303441
0.240842
0.240842
0.240842

96.15
80.70
80.70
80.70

103.75
84.78
84.78
84.78

0.000

0.088331

0.089662

26.65
26.65

20.57

29.39

30.20
36.18
42.17
45.34

55

56
SECTION I-B

Name of Issuer
______________
Cass & Sangamon
Counties, Illinois
The Mens Wearhouse, Inc.
Mercury Interactive Corp
Merisant Worldwide, Inc.
Merrill Lynch & Co.,Inc.

Merrill Lynch & Co.,Inc.
Merrill Lynch & Co.,Inc.

Merrill Lynch & Co.,Inc.

Merrill Lynch & Co.,Inc.

CUSIP No.
_________

Issue
Date
________

Maturity
Date
_________

586362DJ1
586362DK8
587118AB6
587118AC4
589405AC3
589405AD1
58985CAA8
590188249
590188256
590188264
590188272
590188280
590188298
590188A40
590188A65
590188A73
590188JA7
590188P44
590188P51
590188V70
590188V88
590188V96
590188W20
590188W38
590188W79
59018FBA9
59018FBD3
59018SB94
59018SRZ9
59018SZT4
59018YDJ7
59018YKD2
59018YNR8
59021J109
59021J141
59021J208
59021J307
59021J315
59021J471
59021J489
59021J513
59021J521

06/10/04
06/10/04
10/21/03
10/21/03
04/29/03
04/29/03
11/12/03
09/13/00
08/04/00
08/04/00
06/29/00
03/30/00
03/03/00
07/26/00
05/23/01
03/13/02
02/09/98
09/30/03
10/03/03
07/30/04
08/31/04
09/27/04
10/29/04
11/30/04
12/30/04
05/16/03
12/30/03
03/20/98
02/25/97
02/09/98
01/12/01
06/27/01
10/03/02
10/06/00
06/03/03
11/20/00
04/30/01
06/03/03
09/04/02
08/07/02
06/28/02
05/31/02

12/01/06
12/01/07
10/15/23
10/15/23
05/01/08
05/01/08
05/15/14
09/13/07
08/03/07
08/03/07
06/29/07
03/30/07
03/05/07
07/26/05
05/23/31
03/13/32
02/02/05
09/30/08
10/03/08
07/30/07
08/31/07
09/27/07
10/29/07
11/30/07
01/02/14
05/17/10
12/30/06
03/20/28
02/25/27
02/02/05
01/07/08
06/27/08
04/03/06
10/05/07
06/03/10
11/20/07
06/27/07
09/03/08
09/04/09
08/07/09
06/29/09
06/01/09

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

104.830
105.112
100.000
100.000
98.000
98.000
55.131
100.000
100.000
100.000
100.000
100.000
100.000
100.000
51.108
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
12.154
9.506
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000

VARIES
VARIES
VARIES
VARIES
0.000
0.000
VARIES
0.000
0.000
0.000
0.000
0.000
0.000
2.000
VARIES
VARIES
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.250
0.000
0.000
0.000
0.000
0.250
0.250
1.500
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000

Total
OID to
1/1/05
________

6.64
6.64

74.19
80.93

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

0.107775
0.120546
0.233083
0.233083
0.011065
0.011065
0.211490
0.264205
0.275783
0.275783
0.300892
0.289220
0.249673
0.249705
0.107571
0.182700
0.245961
0.097656
0.104261
0.087697
0.070697
0.069911
0.069972
0.087928
0.128589
0.118509
0.066854
0.038109
0.038044
0.240611
0.217752
0.212446
0.099046
0.258190
0.102561
0.263323
0.202717
0.087719
0.152737
0.161898
0.175605
0.192049

39.01
43.70
85.87
85.87
3.99
3.99
79.70
99.50
106.61
106.61
111.72
108.07
93.35
53.51
39.57
67.85
7.62
35.76
38.21
32.24
25.68
25.49
25.46
31.99
46.84
43.27
24.21
14.24
14.36
7.70
81.96
77.68
36.01
97.30
37.35
97.28
74.10
32.14
56.57
60.29
64.11
70.52

0.109735
0.122988
0.238935
0.238935
0.011088
0.011088
0.224443
0.269261
0.290934
0.290934
0.310876
0.300039
0.258017
0.261172
0.110870
0.187919

0.103091
0.115943
0.245020
0.245020
0.011110
0.011110
0.238190
0.283585
0.296990
0.296990
0.324731
0.311263
0.266639

0.102086
0.115112
0.251348
0.251348
0.011132
0.011132
0.252779
0.289012
0.313306
0.313306
0.335506
0.322906
0.275550

0.114265
0.257930
0.257930
0.011155
0.011155
0.268261
0.304388
0.319828
0.319828
0.350458
0.334985
0.284759

0.114270
0.193287

0.117774
0.198809

0.121385
0.204488

0.099316
0.106148
0.089081
0.070791
0.070791
0.070854
0.089320
0.128622
0.120759
0.067640
0.039471
0.039566

0.101004
0.108070
0.090488
0.072488
0.071682
0.071746
0.090733
0.131599
0.123053
0.068435
0.040882
0.041148

0.102720
0.110027
0.091916
0.072584
0.072584
0.072650
0.092169
0.134645
0.125394
0.069239
0.042344
0.042794

0.104466
0.112019
0.093367
0.074323
0.073498
0.073565
0.093628
0.137761
0.127783

0.224448
0.218838
0.100030
0.265906
0.104358
0.272745
0.208696
0.089052
0.156543
0.166151
0.180448
0.197779

0.231356
0.225428
0.101031
0.276870
0.106187
0.282503
0.214852
0.090406
0.160443
0.170516
0.185426
0.203680

0.238484
0.232223

0.245838
0.239230

0.285144
0.108048
0.292611
0.221189
0.091781
0.164441
0.174996
0.190541
0.209758

0.296901
0.109941
0.303080
0.227713
0.093176
0.168538
0.179593
0.195796
0.216017

0.043858
0.044506

33.84
41.54
90.33
90.33
4.01
4.01
89.76
106.80
114.80
114.80
120.58
116.31
99.70
42.04
71.79
36.99
39.60
33.27
26.34
26.14
26.10
33.01
49.03
44.93
24.71
15.28
15.53
87.09
82.43
9.29
104.33
38.67
104.36
78.54
33.12
59.43
63.50
67.69
74.79

SECTION I-B

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

Merrill Lynch & Co., Inc

59021J588
59021J596
59021J679
59021J695
59021J794
59021J877
59021J885
59021JAA7
59021S695
59021S778
59021S794
59021S836
59021S851
59021S877
59021W159
59021W183
59021W217
59021W225
59021W290
59021W308
59021W324
59021W464
59021W555
59021W571
59021W613
59021W654
59021W704
59021W712
59021W795
59021W845
59021W860
59021WAA8
59156RAF5

05/03/02
05/03/02
03/28/02
03/28/02
01/16/02
09/28/01
08/31/01
05/28/02
03/08/05
02/04/05
12/10/04
11/30/04
11/05/04
11/30/04
09/29/04
11/01/04
08/31/04
08/31/04
08/04/04
07/02/03
08/02/04
05/14/04
07/30/04
03/01/04
03/30/04
12/26/03
08/05/03
12/08/03
01/30/04
09/30/03
09/03/03
07/15/04
04/04/00

05/04/09
05/04/09
03/30/09
03/30/09
01/16/09
09/29/08
08/29/08
05/28/09
03/08/10
02/04/10
01/02/08
01/30/06
01/05/06
11/30/09
09/29/09
04/30/12
08/31/11
08/31/09
08/04/09
07/02/10
08/01/08
02/14/12
07/29/11
03/28/11
03/21/07
12/27/10
08/05/10
03/08/11
01/31/11
09/30/10
09/03/08
07/15/11
05/15/05

100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
99.520

0.000
0.000
0.000
0.000
0.000
0.000
0.000
1.000
VARIES
3.800
0.000
0.000
0.000
VARIES
VARIES
0.000
0.000
3.940
VARIES
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
VARIES

591695AE1
593048BN0

09/30/99
03/30/01

09/30/07*
12/30/19

77.427
89.000

VARIES
8.125

06/20/96
05/25/99
05/31/01
06/17/93

06/01/06
06/01/09
06/15/21
12/01/08

43.193
55.731
100.000
34.265

VARIES
VARIES
2.500
0.000

Merrill Lynch & Co.,Inc.

Merrill Lynch & Co.,Inc.

Metlife, Inc.
Metromedia International
Group, Inc.
United Mexican States
Microcell
Telecommunications

59501TAG1
59501TAL0
Mirant Corporation
604675AA6
Mississippi Home Corp.
60535JAD8
----------------------------* Called in 2005; reportable OID

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

is computed to call date.

Total
OID to
1/1/05
________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

0.198669
0.198669
0.204111
0.204111
0.182277
0.180285
0.182442
0.194587

0.204774
0.204774
0.210532
0.210532
0.187473
0.185254
0.188628
0.199724
0.132219

0.211067
0.211067
0.217155
0.217155
0.192817
0.190360
0.192898
0.205020
0.132324

0.217554
0.217554
0.223986
0.223986
0.198314
0.195607
0.199438
0.210479
0.132300

0.224240
0.224240
0.231032
0.231032
0.203968
0.200998
0.203953
0.216107
0.132276

73.33
73.33
75.82
75.82
68.29
66.72
69.02
71.32
38.75

77.90
77.90
80.67
80.67
72.24
70.45
72.98
75.16
47.63

0.100598
0.068888
0.069894
0.103102
0.110096
0.110796
0.111279
0.110674
0.110604
0.104980
0.110117
0.089048
0.116226
0.101534
0.050501
0.123407
0.127618
0.110904
0.103844
0.119483
0.113586
0.114789
0.229943

0.100821
0.069173
0.070187
0.103191
0.110075
0.112993
0.112222
0.109444
0.110593
0.106893
0.112288
0.090464
0.118644
0.103352
0.050956
0.126035
0.130425
0.113055
0.105750
0.121950
0.115819
0.117161

0.102646
0.070030
0.071070
0.103168
0.110055
0.115246
0.115731
0.110674
0.110583
0.108841
0.114513
0.091903
0.121126
0.105203
0.051415
0.128719
0.133294
0.115247
0.107692
0.124468
0.118097
0.119582

0.104505

0.106397

0.103176
0.110034
0.117545
0.116712
0.109444
0.110573
0.110825
0.116783
0.093364
0.123660
0.107087
0.051879
0.131460
0.136225
0.117483
0.109668
0.127037
0.120419
0.122053

0.103152
0.110013
0.119889
0.120361
0.110674
0.110562
0.112845
0.119098
0.094849
0.126247
0.109004
0.052346
0.134259
0.139221
0.119761
0.111681
0.129660
0.122787
0.124575

36.62
25.02
25.42
37.13
39.63
40.55
40.77
39.62
39.81
38.83
40.69
32.70
43.02
37.22
18.35
44.92
47.28
40.80
38.31
43.91
41.83
42.55
30.81

37.96
2.03
.28
37.14
39.61
42.19
42.40
39.62
39.80
40.26
42.32
33.75
44.84
38.57
18.69
46.85
49.38
42.40
39.73
45.74
43.49
44.32

9.87

0.272648
0.008828

0.270392
0.009242

0.009675

0.010129

0.010604

419.72

0.416271
0.333323
0.295212
0.148446

0.418356
0.333322
0.304855
0.153679

0.420600
0.333322
0.314911
0.159097

0.333321
0.325396
0.164706

0.333320
0.336329
0.170513

59.42*
3.25
150.36
120.00
108.33
54.70

3.57
63.09
120.00
115.60
58.63

57

58
SECTION I-B

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

Mississippi Home Corp.
Mississippi Home Corp.
J.P. Morgan & Co., Inc.

60535JAH9
60535MCB3
61688AAF5
61688AAG3
61688AAH1
61688AAJ7
61688AAK4
61688AAW8

07/22/93
07/21/93
02/26/97
04/24/97
05/21/97
06/18/97
07/01/97
06/30/98

06/01/09
09/15/16
04/15/27
04/24/27
05/15/27
06/18/27
07/01/27
06/30/28

36.262
19.775
10.165
8.845
9.170
9.169
9.644
12.693

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000

617446232
617446DD8
617446DJ5
617446DM8
617446DN6
617446DP1
617446DZ9
617446GC7
617446GD5
617446GF0
617446GJ2
617446GK9
617446GN3
617446GQ6
617446GR4
617446GT0
617446GU7
617446GV5
617446GX1
617446GY9
617446HH5
617446HP7
617446HV4
617446HX0
617446HZ5
617446JB6
617446JC4
617446JE0
617446JF7
617446JG5
617446JH3
617446JJ9
617446JL4
617446JP5

05/20/99
12/30/98
05/19/99
08/06/99
08/17/99
10/19/99
07/19/00
11/17/00
11/17/00
01/24/01
04/02/01
04/03/01
05/02/01
05/30/01
08/21/01
08/16/01
09/27/01
10/05/01
11/08/01
12/11/01
08/05/02
02/14/03
03/12/03
03/18/03
04/28/03
04/23/03
04/25/03
04/30/03
05/28/03
05/06/03
05/21/03
07/10/03
08/08/03
11/25/03

05/18/05
12/30/05
05/30/06
08/06/06
08/17/05
10/19/06
07/30/07
11/30/07
11/30/07
01/30/08
03/30/08
04/15/08
05/30/08
05/30/08
12/30/08
12/30/08
12/30/08
12/30/09
12/30/08
12/30/09
12/15/09
03/30/10
03/31/08
06/30/08
09/15/10
04/30/10
04/30/08
04/30/10
12/30/10
05/15/10
05/30/10
06/30/08
03/23/07
12/30/10

100.000
86.996
98.259
98.266
88.745
98.266
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
92.281
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000

0.000
0.000
0.000
0.000
0.000
0.000
0.250
0.250
0.250
0.250
0.500
0.250
0.250
0.250
1.250
0.250
0.250
0.000
0.000
0.000
1.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.250
0.000
0.000
0.000
1.500

Morgan Stanley Dean
Witter & Co.

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Total
OID to
1/1/05
________
391.34
242.99
82.75
76.23
76.51
75.42
76.62
71.62

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________
0.135385
0.085431
0.038968
0.037169
0.037593
0.037607
0.038217
0.038601

0.139784
0.088474
0.040474
0.038702
0.039121
0.039135
0.039737
0.039952

0.245209
0.186270
0.236168
0.273660
0.253743
0.272106
0.262785
0.243560
0.243560
0.203674
0.192111
0.194689
0.199265
0.202730
0.179880
0.187133
0.163663
0.164498
0.143172
0.159478
0.176839
0.140462
0.105146
0.107878
0.140715
0.136759
0.113896
0.138167
0.117224
0.121245
0.102879
0.096391
0.100084
0.155772

0.191439
0.243465
0.283348
0.262903
0.281698
0.271970
0.250259
0.250259
0.209579
0.197244
0.200112
0.204917
0.208588
0.183939
0.192204
0.167616
0.168644
0.146382
0.163707
0.181087
0.143755
0.106464
0.109842
0.144056
0.139901
0.116100
0.141375
0.119548
0.123598
0.104686
0.097984
0.101819
0.158839

0.144327
0.091626
0.042039
0.040298
0.040711
0.040725
0.041316
0.041350

0.149017
0.094890
0.043664
0.041961
0.042366
0.042380
0.042958
0.042797

0.250988
0.293378

0.303764

0.291628
0.281485
0.259983
0.259983
0.215660
0.202526
0.205692
0.210735
0.214621
0.188111
0.197419
0.171670
0.172894
0.149663
0.168047
0.185455
0.147125
0.108987
0.111842
0.147475
0.143115
0.118346
0.144657
0.121918
0.125999
0.106524
0.099604
0.103583
0.161988

0.301908
0.291342
0.267149
0.267149
0.221924
0.207960
0.211432
0.216723
0.220834
0.192399
0.202779
0.175826
0.177251
0.153018
0.172503
0.189948
0.150575
0.110353
0.113878
0.150976
0.146403
0.120635
0.148015
0.124335
0.128450
0.108395
0.101251
0.105378
0.165222

0.153859
0.098270
0.045352
0.043691
0.044088
0.044101

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

0.044295

49.80
31.96
14.53
13.87
13.95
13.85
14.03
14.14

0.301553
0.277545
0.277545
0.228376
0.213550
0.217338
0.222888
0.227234
0.196808
0.208291
0.180087
0.181718
0.156448
0.177076
0.194569
0.154105
0.112968
0.115952
0.154560
0.149766
0.122969
0.151452
0.126800
0.130951
0.110298
0.102925
0.107205
0.168543

33.59
67.80
86.79
103.12
58.99
101.09
99.08
90.65
90.65
76.20
71.03
71.90
73.11
74.41
65.50
68.29
59.64
59.97
52.13
58.18
64.56
51.77
38.98
39.19
51.98
50.19
41.67
50.71
42.62
44.29
37.47
34.99
36.69
56.64

53.09
34.28
15.68
15.03
15.11
15.00
15.17
15.15

37.40
64.95
85.84
106.14
96.77
96.77
80.69
74.89
75.97
77.32
78.77
68.50
72.05
62.56
63.03
54.49
61.31
67.72
54.22
40.40
40.63
54.47
52.52
43.30
53.10
44.33
46.03
38.80
36.16
37.97
58.90

SECTION I-B

Total
OID to
1/1/05
________

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

Morgan Stanley

617446JQ3
617446MD8
617446MF3
617446MG1
617446MH9
617446MJ5
617446MK2
617446ML0
617446MM8
617446MQ9
617446SX8
617446YM5

12/26/03
12/22/03
01/28/04
01/21/04
02/25/04
02/17/04
03/29/04
03/22/04
03/24/04
04/08/04
12/06/04
08/30/05

12/30/10
12/30/08
01/30/11
07/30/11
04/30/11
07/30/11
06/30/11
05/15/10
04/01/09
04/15/09
12/30/11
09/01/14

100.000
115.000
100.000
100.000
100.000
102.625
100.000
121.125
100.000
115.000
100.000
100.000

2.000
0.000
1.000
0.300
2.000
0.300
1.500
0.250
0.250
0.750
0.500
0.000

0.120395
0.119663
0.115411
0.116988
0.117580
0.121638
0.105893
0.121008
0.102906
0.122500
0.125306

0.121769
0.121824
0.117203
0.119231
0.118873
0.124013
0.107096
0.123016
0.104653
0.124419
0.127813
0.134642

0.123172
0.124024
0.119032
0.121520
0.120193
0.126439
0.108323
0.125059
0.106431
0.126373
0.130375
0.134661

0.124604
0.126263
0.120899
0.123856
0.121541
0.128915
0.109572
0.127138
0.108242
0.128364
0.132996
0.137925

0.126067
0.128543
0.122803
0.126241
0.122918
0.131442
0.110844
0.129254
0.110086
0.130393
0.135675
0.141268

43.59
43.47
42.42
43.20
42.72
44.94
38.34
44.11
37.68
44.74
45.57
16.29

44.60
45.06
43.76
44.88
43.68
46.72
39.22
45.59
38.97
46.16
47.41
49.86

61744Y132
61744Y140
61744Y173
61744Y181
61744Y199
61744Y231
61744Y249
61744Y264
61744Y280
61744Y322
61744Y348
61744Y363
61746S190
61746S273
61746S422
61746S539
61746S646
61746S703
61746S778
61746S877
61746SAA7
61746SAC3
61746SAW9
61746SBD0
61746SBF5
61746SBG3
61746SBH1
61746SBJ7
61746Y155
61746Y288

07/29/02
03/27/03
01/28/03
12/17/02
11/26/02
10/28/02
10/16/02
09/26/02
08/27/02
06/26/02
06/11/02
05/10/02
01/27/04
10/26/04
09/28/04
08/27/04
07/28/04
02/25/04
04/28/04
03/29/04
03/10/04
04/05/04
10/12/04
11/30/04
06/30/05
07/27/05
07/22/05
08/30/05
08/29/05
06/28/05

07/30/09
06/15/10
12/30/09
03/30/09
03/30/09
12/30/08
10/30/09
06/30/09
02/28/09
12/30/08
12/30/08
08/30/08
03/30/11
10/30/11
09/30/12
03/30/11
01/30/11
12/30/11
12/30/11
12/30/11
03/31/09
04/15/09
10/30/09
12/30/11
01/04/07
07/22/08
01/22/07
08/31/08
08/30/10
06/30/11

100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
1.875
0.000
1.300
0.000
0.000
0.400
0.000
0.500
0.000
0.000
0.250
0.250
0.000
0.000
0.000
0.000
0.000
0.500

0.136421
0.143646
0.137136
0.135734
0.147257
0.156356
0.146520
0.147756
0.159453
0.147090
0.153892
0.157011
0.118709
0.118035
0.123828
0.123931
0.128488
0.129575
0.140164
0.115560
0.105135
0.100842
0.113253
0.123381

0.139486
0.147072
0.140242
0.138796
0.150829
0.160304
0.150028
0.151287
0.160935
0.150554
0.157660
0.160127
0.120111
0.120542
0.125783
0.126684
0.131459
0.132244
0.143587
0.117619
0.107084
0.102638
0.115416
0.125958
0.109006

0.142620
0.150579
0.143418
0.141927
0.154489
0.164352
0.153621
0.154902
0.167861
0.154101
0.161519
0.165104
0.121542
0.123102
0.127781
0.129499
0.134499
0.134974
0.147094
0.119721
0.109069
0.104467
0.117623
0.128592
0.109054
0.122915
0.116561
0.129020
0.126178
0.121642

0.145824
0.154169
0.146666
0.145129
0.158237
0.168502
0.157300
0.158604
0.169422
0.157730
0.165474
0.168380
0.123003
0.125716
0.129824
0.132376
0.137609
0.137765
0.150687
0.121864
0.111091
0.106328
0.119875
0.131284
0.111193
0.125559
0.119007
0.130517
0.128370
0.123957

0.149100
0.157845
0.149988
0.148403
0.162076
0.172757
0.161067
0.162394
0.176712
0.161446
0.169525
0.173614
0.124494
0.128386
0.131912
0.135317
0.140790
0.140618
0.154367
0.124051
0.113151
0.108222
0.122172
0.134036
0.113375
0.128337
0.121504
0.135014
0.132039
0.126322

50.60
52.44
49.93
49.98
54.31
57.01
53.81
53.83
59.51
53.58
56.09
58.88
43.25
43.25
45.29
45.62
47.70
47.13
51.08
41.98
38.56
36.90
41.43
44.89
19.74
18.93
18.53
15.61
15.77
21.85

52.90
54.97
52.22
52.26
56.98
59.92
56.42
56.44
62.65
56.14
58.87
61.92
44.29
45.11
46.74
47.67
49.93
49.10
53.61
43.49
40.00
38.23
43.03
46.78
40.41
45.59
43.19
47.44
47.18
44.21

Morgan Stanley Dean
Witter & Co.

Morgan Stanley

Morgan Stanley

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

0.119351

0.125471
0.119376

59

60
SECTION I-B

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

Morgan Stanley

61746Y361
61746Y478
61746Y593
61746Y650
61746Y759
61746Y858
61746YAB2
61748A114
61748A122
61748A742
61748A775
61748A874
61748AAA4
61748AAC0
61748AAD8

05/26/05
04/27/05
03/29/05
02/24/05
01/26/05
12/28/04
12/30/04
06/24/03
08/22/03
06/01/04
11/25/03
07/29/03
09/24/03
04/30/04
04/30/04

12/30/08
10/30/10
09/30/08
09/01/10
06/30/08
12/30/11
12/30/12
06/15/10
08/30/09
03/30/12
12/30/10
12/30/09
12/30/10
12/30/11
12/30/11

100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000

0.000
1.000
0.300
0.000
0.000
0.000
0.000
0.000
0.000
2.800
2.000
0.000
0.000
0.000
0.000

619429AA1
619429AB9
619429AC7

07/07/03
07/07/03
07/07/03

07/01/10
07/01/10
07/01/10

85.000
85.000
85.000

7.500
7.500
7.500

62472FAC9
625506HH6
625506HJ2
625506HK9
625506HL7
625506HN3
625506HP8
625506HQ6
625506HR4
625506HS2
625506HT0
625506HU7
625506HV5
625506HW3
625506HX1
625506HY9
62844VAC5
629568AE6
629568AF3
631158AC6
631158AD4
640071AK2
640071AN6

08/24/98
12/08/99
12/08/99
12/08/99
12/08/99
12/08/99
12/08/99
12/08/99
12/08/99
12/08/99
12/08/99
12/08/99
12/08/99
12/08/99
12/08/99
12/08/99
03/18/99
02/05/01
02/05/01
03/15/05
03/15/05
09/30/03
09/30/03

12/01/05
06/01/13
06/01/14
06/01/15
06/01/16
06/01/20
06/01/21
06/01/22
06/01/23
06/01/24
06/01/25
06/01/26
06/01/27
06/01/28
06/01/29
06/01/30
03/15/10
02/05/21
02/05/21
03/15/35
03/15/35
09/30/10
09/30/10

50.853
36.019
33.298
30.863
28.606
21.112
19.568
18.137
16.811
15.582
14.442
13.386
12.407
11.500
10.659
9.879
53.328
60.841
60.841
46.611
46.611
91.536
91.536

VARIES
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
VARIES
0.000
0.000
VARIES
VARIES
11.000
11.000

Morgan Stanley

Morton's Restaurant
Group, Inc.

Mrs. Fields Holding
Company, Inc.
Multnomah County, OR

Muzak Holdings Finance
Nabors Industries, Inc.
Nash Finch Company
Neenah Foundry Company

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Total
OID to
1/1/05
________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________
0.118099
0.126716
0.129406
0.122673
0.107684
0.123012
0.131206
0.112185
0.135333
0.147109
0.173743
0.129498
0.148641
0.140203
0.140203

0.118573
0.126754
0.129437
0.122778
0.109470
0.125735
0.134305
0.114328
0.136907
0.148930
0.177282
0.132336
0.152376
0.143629
0.143629

0.121094
0.129011
0.132258
0.125490
0.111592
0.128518
0.137477
0.116511
0.141629
0.150799
0.180926
0.135237
0.156204
0.147139
0.147139

0.123668
0.131320
0.135145
0.128261
0.113755
0.131363
0.140723
0.118736
0.143276
0.152717
0.184679
0.138201
0.160128
0.150735
0.150735

0.048705
0.048705
0.048705

0.051284
0.051284
0.051284

0.054001
0.054001
0.054001

0.056861
0.056861
0.056861

62.00
62.00

0.421013
0.112639
0.104502
0.096860
0.089777
0.066259
0.061413
0.056922
0.052760
0.048902
0.045325
0.042011
0.038939
0.036091
0.033452
0.031005
0.361108
0.046090
0.046090

10.30
10.30

0.024584
0.024584

0.421524
0.116987
0.108546
0.100609
0.093251
0.068823
0.063790
0.059125
0.054802
0.050794
0.047080
0.043637
0.040446
0.037488
0.034747
0.032205
0.361107
0.046666
0.046666
0.103638
0.103638
0.026166
0.026166

0.121503
0.112747
0.104502
0.096860
0.071487
0.066259
0.061413
0.056922
0.052760
0.048901
0.045326
0.042011
0.038939
0.036091
0.033451
0.361107
0.047249
0.047249
0.105972
0.105972
0.027850
0.027850

0.126193
0.117110
0.108546
0.100609
0.074253
0.068823
0.063790
0.059125
0.054802
0.050794
0.047080
0.043637
0.040446
0.037488
0.034746
0.361107
0.047840
0.047840
0.108399
0.108399
0.029642
0.029642

23.50
23.50
23.50

168.46
156.21
144.79
134.20
99.05
91.80
85.09
78.87
73.10
67.75
62.80
58.21
53.95
50.01
46.35

0.126297
0.133682
0.138099
0.131093
0.115960
0.134271
0.144047
0.121003
0.148217
0.154686
0.188545
0.141230
0.164151
0.154418
0.154418

0.131064
0.121642
0.112747
0.104502
0.077127
0.071487
0.066259
0.061414
0.056923
0.052760
0.048902
0.045325
0.042011
0.038939
0.036091
0.361107
0.048438
0.048438
0.110923
0.110923
0.031550
0.031550

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______
25.48
31.07
35.59
38.02
36.40
44.78
47.80
40.84
49.76
53.62
63.19
47.14
54.19
51.10
51.10

44.06
47.14
48.66
46.35
40.57
46.78
50.08
42.42
52.08
54.99
65.82
49.22
56.95
53.62
53.62

18.00
18.00
18.00

19.96
19.96
19.96

140.71
41.60
38.60
35.77
33.16
24.47
22.68
21.02
19.49
18.06
16.74
15.52
14.38
13.33
12.35
11.45
130.00
16.87
16.87
29.89
29.89
9.43
9.43

44.87
41.64
38.60
35.77
26.40
24.47
22.68
21.02
19.49
18.06
16.74
15.52
14.38
13.33
12.35
130.00
17.29
17.29
39.11
39.11
10.69
10.69

SECTION I-B

Total
OID to
1/1/05
________

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

Network Associates, Inc.
New Jersey Economic
Development Authority

640938AA4

02/13/98

02/13/18

39.106

0.000

149.20

0.070009

645913AH7
645913AJ3
645913AK0
645913AL8
645913AM6
645913AN4
645913AP9
645913AQ7
645913AR5
645913AS3
645913AT1
645913AU8
645913AV6
645913AW4
645913AX2
645913AY0
645913AZ7
645913BA1
645913BB9
645913BC7
645913BD5
645913BE3
647536AC5
649653ME9
649653MG4
649654NK2
649654NL0
649655LL9
649655LN5
65332AAA7
65332AAB5
65332AAC3
65333HAQ6
65334YAA3
65334YAB1

06/30/97
06/30/97
06/30/97
06/30/97
06/30/97
06/30/97
06/30/97
06/30/97
06/30/97
06/30/97
06/30/97
06/30/97
06/30/97
06/30/97
06/30/97
06/30/97
06/30/97
06/30/97
06/30/97
06/30/97
06/30/97
06/30/97
04/11/03
05/27/93
05/27/93
05/27/93
05/27/93
05/27/93
05/27/93
03/12/98
03/12/98
03/12/98
11/17/99
03/16/01
03/16/01

02/15/05
02/15/06
02/15/07
02/15/08
02/15/09
02/15/10
02/15/11
02/15/12
02/15/13
02/15/14
02/15/15
02/15/16
02/15/17
02/15/18
02/15/19
02/15/20
02/15/21
02/15/22
02/15/23
02/15/24
02/15/25
02/15/26
12/31/07
05/15/05
05/15/06
05/15/07
05/15/08
05/15/09
05/15/10
04/15/08
04/15/08
04/15/08
12/01/09
04/01/08*
04/01/08*

59.440
55.059
51.069
47.236
43.647
40.322
37.204
34.381
31.673
29.262
27.085
25.082
23.177
21.450
19.886
18.435
17.088
15.838
14.678
13.601
12.602
11.676
86.094
39.612
35.938
32.768
29.863
27.086
24.595
54.915
54.915
54.915
55.257
96.012
96.012

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
VARIES
VARIES
VARIES
VARIES
12.000
12.000

397.40
374.82
351.71
329.96
308.94
288.66
269.36
250.85
233.48
217.00
201.54
187.11
173.64
161.10
149.48
138.69
128.67
119.36
110.71
102.67
95.21
88.29
48.37
575.63
538.12
499.82
463.12
428.57
395.55

0.186275
0.176249
0.165729
0.155874
0.146294
0.136974
0.128075
0.119448
0.111387
0.103636
0.096313
0.089464
0.083086
0.077123
0.071574
0.066417
0.061626
0.057175
0.053041
0.049200
0.045633
0.042321
0.080751
0.210842
0.198641
0.185401
0.172536
0.160511
0.148790
0.333005
0.333005
0.333005
0.333098
0.015761
0.015761

03/27/03
03/27/03
03/27/03

04/01/13
04/01/13
04/01/13

57.442
57.442
57.442

VARIES
VARIES
VARIES

New Millennium Homes
The City of New York
The City of New York
The City of New York
Nextel International

Nextlink Communications
Nexstar Finance, Inc.
Nexstar Finance
Holdings, Inc.

65335BAD6
65335BAE4
65335BAF1
----------------------------* Called in 2005; reportable OID

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

is computed to call date.

17.16
17.16

0.214526
0.214526
0.214526

0.071672

0.073374

0.075117

0.076901

0.182452
0.171615
0.161473
0.151604
0.141990
0.132807
0.123888
0.115561
0.107538
0.099949
0.092847
0.086239
0.080056
0.074297
0.068946
0.063974
0.059355
0.055064
0.051078
0.047376
0.043938
0.082042

0.188873
0.177711
0.167273
0.157107
0.147190
0.137714
0.128493
0.119891
0.111586
0.103722
0.096359
0.089511
0.083099
0.077124
0.071571
0.066411
0.061618
0.057164
0.053028
0.049185
0.045618
0.083354

0.184023
0.173281
0.162809
0.152580
0.142802
0.133269
0.124383
0.115787
0.107637
0.100004
0.092908
0.086259
0.080058
0.074296
0.068941
0.063967
0.059345
0.055052
0.051064
0.047361
0.084686

0.190559
0.179505
0.168718
0.158168
0.148078
0.138223
0.129044
0.120146
0.111700
0.103786
0.096433
0.089539
0.083104
0.077124
0.071568
0.066405
0.061609
0.057153
0.053015
0.049172
0.086040

0.206636
0.192956
0.179644
0.167212
0.155069
0.331180
0.331180
0.331180
0.331277

0.214953
0.200819
0.187045
0.174193
0.161613
0.332993
0.332993
0.332993
0.333097

0.209002
0.194751
0.181465
0.168433
0.331167
0.331167
0.331167
0.331277

0.217518
0.202775
0.189041
0.175541
0.332979
0.332979
0.332979
0.333096

0.226727
0.226727
0.226727

0.239622
0.239622
0.239622

0.253250
0.253250
0.253250

0.267653
0.267653
0.267653

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______
25.97
8.20
66.28
62.35
58.67
55.09
51.60
48.27
45.03
42.01
39.09
36.33
33.75
31.35
29.10
27.01
25.07
23.26
21.58
20.02
18.57
17.22
15.97
29.31
28.25
73.70
68.81
64.06
59.62
55.28
121.21
121.21
121.21
121.25
1.42*
1.42*
81.68
81.68
81.68

27.22

8.31
66.86
62.96
59.16
55.45
51.90
48.44
45.21
42.09
39.13
36.36
33.78
31.36
29.11
27.01
25.06
23.26
21.58
20.02
18.57
17.22
30.25
28.80
74.54
69.45
64.70
60.05
121.21
121.21
121.21
121.25

91.24
91.24
91.24

61

62
SECTION I-B

Name of Issuer
______________
NorAm Energy Corporation
Northwest Airlines, Inc.

CUSIP No.
_________

655419AC3
667280AD3
667280AE1
667280AF8
Northwest Airlines, Inc.
667281AQ2
NOVA Gas Transmission
66978QAD3
Novi, Michigan
670012ZJ5
670012ZK2
670012ZL0
O'Sullivan Industries
67104RAA2
67104RAB0
67104RAC8
67104RAD6
Ocean Star 2004 PLC
675067AF9
Lee and DeKalb Counties
676865AB4
676865AC2
Omnicom Group, Inc.
681919AH9
681919AJ5
681919AK2
681919AL0
681919AM8
681919AN6
681919AP1
Oneok, Inc.
682680202
682680400
682680AP8
Onyx Acceptance Corp.
682914AA4
Orange County, CA
68428LAV6
68428LAW4
68428LAX2
68428LAY0
68428LAZ7
68428LBA1
68428LBB9
68428LBT0
68428LBU7
68428LBV5
68428LBW3
68428LBX1
68428LBY9
68428LBZ6
----------------------------* Called in 2005; reportable OID

Issue
Date
________

Maturity
Date
_________

06/17/96
11/04/03
11/04/03
01/29/04
12/12/03
10/17/95
10/11/95
10/11/95
10/11/95
11/30/99
11/30/99
11/30/99
11/30/99
10/07/04
06/05/03
06/05/03
02/07/01
02/07/01
02/07/01
03/06/02
03/06/02
06/10/03
06/10/03
01/28/03
01/28/03
01/28/03
04/17/00
06/12/96
06/12/96
06/12/96
06/12/96
06/12/96
06/12/96
06/12/96
03/03/97
04/01/97
04/01/97
01/17/97
04/01/97
01/17/97
01/17/97

03/15/12
11/15/23
11/15/23
02/01/09
04/01/09
10/17/25
10/01/07
10/01/08
10/01/09
10/15/09
10/15/09
10/15/09
10/15/09
11/13/10
12/01/05
12/01/06
02/07/31
02/07/31
02/07/31
07/31/32
07/31/32
06/15/33
06/15/33
02/16/08*
02/16/08
02/16/08
06/15/06*
09/01/11
09/01/12
09/01/13
09/01/10
09/01/14
09/01/15
09/01/16
09/01/11
09/01/12
09/01/13
09/01/14
09/01/15
09/01/16
09/01/17

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________
80.000
100.000
100.000
96.227
85.817
100.000
95.988
93.268
90.349
94.546
94.546
94.546
94.546
100.000
102.155
101.805
100.000
100.000
100.000
102.250
102.250
100.000
100.000
100.000
100.000
100.000
96.000
29.734
27.201
25.020
32.377
23.005
21.183
19.464
34.929
30.602
28.339
26.499
24.175
22.492
20.762

is computed to call date.

6.000
7.625
7.625
10.000
10.500
VARIES
6.500
6.250
6.000
13.375
13.375
13.375
13.375
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
12.500
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000

Total
OID to
1/1/05
________
77.22

5.53
20.65
27.81
41.35
52.81
19.04
19.04
19.04
19.04

27.49
290.66
268.56
247.85
314.39
228.65
210.89
194.42
267.24
249.06
230.65
217.75
197.74
187.03
173.23

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________
0.034698
0.211806
0.211806
0.017161
0.058126
0.024919
0.011308
0.016852
0.021563
0.014572
0.014572
0.014572
0.014572
0.132438
0.072130
0.086393
0.234873
0.234873
0.234873
0.217925
0.217925
0.136890
0.136890
0.138196
0.138196
0.138196
0.022288
0.129269
0.119696
0.110544
0.139623
0.102052
0.094160
0.086867
0.123520
0.117650
0.108954
0.100405
0.093501
0.086443
0.080121

0.036138
0.211806
0.211806
0.018104
0.062316
0.024695
0.011704
0.017446
0.022329
0.015623
0.015623
0.015623
0.015623
0.129960
0.071807
0.086163
0.242754
0.242754
0.242754
0.228951
0.228951
0.140039
0.140039
0.138860
0.138860
0.138860

0.037637
0.211806
0.211806
0.019100
0.066807
0.024740
0.012113
0.018061
0.023121
0.016750
0.016750
0.016750
0.016750
0.127353

0.039199
0.211806
0.211806
0.020151
0.071622
0.024512
0.012538
0.018698
0.023942
0.017959
0.017959
0.017959
0.017959
0.125005

0.040825
0.211806
0.211806
0.021259
0.076784
0.024549
0.012976
0.019357
0.024792
0.019254
0.019254
0.019254
0.019254
0.122527

0.085929
0.250900
0.250900
0.250900
0.232756
0.232756
0.143260
0.143260
0.139540
0.139540
0.139540

0.085691
0.259319
0.259319
0.259319
0.244533
0.244533
0.146555
0.146555

0.268020
0.268020
0.268020
0.248596
0.248596
0.149926
0.149926

0.139497
0.139497

0.138711
0.138711

0.134523
0.124597
0.115081
0.145270
0.106251
0.098039
0.090454
0.128084
0.122256
0.113219
0.104260
0.097175
0.089793
0.083233

0.139991
0.129699
0.119805
0.151145
0.110622
0.102078
0.094190
0.132817
0.127042
0.117651
0.108263
0.100994
0.093272
0.086466

0.145680
0.135009
0.124722
0.157258
0.115174
0.106283
0.098079
0.137725
0.132015
0.122257
0.112420
0.104963
0.096886
0.089825

0.151601
0.140537
0.129841
0.163618
0.119913
0.110662
0.102130
0.142814
0.137183
0.127043
0.116737
0.109088
0.100640
0.093315

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______
13.06
76.25
76.25
6.64
22.46
9.04
4.21
6.28
8.04
5.60
5.60
5.60
5.60
46.99
23.74
31.05
88.28
88.28
88.28
83.82
83.82
49.95
49.95
43.77*
50.05
50.05
1.65*
48.77
45.17
41.72
52.66
38.52
35.55
32.80
46.40
44.31
41.03
37.78
35.22
32.54
30.17

14.17
76.25
76.25
7.39
25.82
8.97
4.51
6.73
8.62
6.44
6.44
6.44
6.44
45.19
28.31
94.30
94.30
94.30
89.53
89.53
52.27
52.27
50.11
50.11
52.81
48.95
45.22
57.01
41.76
38.54
35.56
49.90
47.85
44.31
40.74
38.04
35.11
32.55

SECTION I-B

Total
OID to
1/1/05
________

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

Orange County, CA

68428LCA0
68428LCB8
68428LCC6
68428LCD4
68428LCE2
68428LCF9
68428LCG7
68428LCH5
68428LCJ1
68428LCK8
68583RAB8
68583RAC6
68583RAD4
68583RAE2
68583RAF9
68583RAG7
68583RAH5
68583RAJ1
68583RAK8
68583RAL6
68583RAM4
68583RAN2
68583RAP7
68583RAQ5
68583RAR3
68583RAS1
68583RAT9
68583RAU6
68583RAV4

01/17/97
01/17/97
01/17/97
01/17/97
03/31/97
01/17/97
01/17/97
01/17/97
01/17/97
01/17/97
04/23/03
04/23/03
04/23/03
04/23/03
04/23/03
04/23/03
04/23/03
04/23/03
04/23/03
04/23/03
04/23/03
04/23/03
04/23/03
04/23/03
04/23/03
04/23/03
04/23/03
04/23/03
04/23/03

09/01/18
09/01/19
09/01/20
09/01/21
09/01/05
09/01/06
09/01/07
09/01/08
09/01/09
09/01/10
06/30/05
06/30/06
06/30/07
06/30/08
06/30/09
06/30/10
06/30/11
06/30/12
06/30/13
06/30/14
06/30/15
06/30/16
06/30/17
06/30/18
06/30/19
06/30/20
06/30/21
06/30/22
06/30/23

19.198
17.826
16.480
15.306
54.381
50.677
46.931
43.315
39.915
36.871
95.669
91.623
87.036
82.583
77.449
72.765
68.075
63.740
59.557
55.504
51.363
47.583
44.239
40.975
37.976
35.297
32.815
30.636
28.748

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000

160.45
148.74
137.74
127.71
409.25
382.31
357.86
334.99
313.07
291.73
33.29
43.50
50.17
53.13
56.00
56.49
56.25
55.06
53.48
51.64
49.73
47.53
45.15
42.78
40.41
38.07
35.81
33.66
31.64

0.074236
0.068792
0.063727
0.059065
0.190345
0.173384
0.162629
0.152651
0.143050
0.133523
0.055960
0.073684
0.085493
0.090900
0.096260
0.097413
0.097282
0.095439
0.092876
0.089843
0.086712
0.083023
0.078965
0.074928
0.070850
0.066808
0.062887
0.059128
0.055581

686053AC3
686053AD1
686053AE9
686053AF6
686053AG4
686053AH2
686053AJ8
686053AK5
686053AL3
686053AM1
686053AN9
686053AP4
686053AQ2

10/31/02
10/31/02
10/31/02
10/31/02
10/31/02
10/31/02
10/31/02
10/31/02
10/31/02
10/31/02
10/31/02
10/31/02
10/31/02

06/30/05
06/30/06
06/30/07
06/30/08
06/30/09
06/30/10
06/30/11
06/30/12
06/30/13
06/30/14
06/30/15
06/30/16
06/30/17

93.073
89.333
85.050
80.119
75.501
70.827
66.180
62.040
57.955
53.950
50.233
46.574
43.110

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000

55.98
61.67
66.51
70.98
72.33
72.65
72.08
70.20
68.04
65.64
62.91
60.10
57.18

0.074255
0.082213
0.089132
0.095670
0.097875
0.098672
0.098233
0.095889
0.093156
0.090076
0.086490
0.082798
0.078916

Oregon Community College

Oregon School Boards
Association

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

0.077123
0.071464
0.066205
0.061360
0.197355
0.179616
0.168524
0.158245
0.148349
0.138503

0.080123
0.074240
0.068781
0.063743

0.083240
0.077124
0.071456
0.066219

0.086478
0.080121
0.074236
0.068792

0.186072
0.174632
0.164044
0.153845
0.143669

0.192761
0.180961
0.170055
0.159544
0.149027

0.187520
0.176287
0.165455
0.154585

0.074703
0.086922
0.092593
0.098268
0.099591
0.099593
0.097807
0.095269
0.092238
0.089115
0.085394
0.081268
0.077161
0.073001
0.068863
0.064843
0.060979
0.057324

0.075735
0.088375
0.094316
0.100319
0.101818
0.101960
0.100234
0.097723
0.094697
0.091585
0.087832
0.083638
0.079461
0.075217
0.070981
0.066860
0.062888
0.059122

0.089853
0.096072
0.102412
0.104095
0.104383
0.102721
0.100240
0.097222
0.094122
0.090341
0.086076
0.081830
0.077501
0.073164
0.068940
0.064857
0.060976

0.091355
0.097861
0.104549
0.106423
0.106863
0.105269
0.102823
0.099813
0.096730
0.092921
0.088586
0.084269
0.079854
0.075414
0.071085
0.066887
0.062888

27.95
25.90
23.99
22.24
46.94
65.06
61.05
57.33
53.75
50.18
10.02
26.71
31.04
33.03
35.02
35.47
35.44
34.79
33.87
32.78
31.65
30.32
28.85
27.38
25.90
24.42
23.00
21.62
20.33

0.083487
0.090692
0.097559
0.099960
0.100917
0.100600
0.098286
0.095568
0.092489
0.088872
0.085146
0.081212

0.084780
0.092279
0.099485
0.102088
0.103212
0.103024
0.100743
0.098043
0.094968
0.091321
0.087559
0.083576

0.095536
0.103453
0.106483
0.107961
0.108049
0.105842
0.103187
0.100126
0.096421
0.092594
0.088510

13.29
29.83
32.37
34.78
35.61
35.93
35.79
34.96
33.98
32.87
31.57
30.23
28.83

0.093894
0.101450
0.104263
0.105560
0.105507
0.103261
0.100582
0.097513
0.093836
0.090041
0.086007

30.17
27.95
25.90
24.00
45.86
65.55
61.61
57.80
54.00
13.56
32.08
34.27
36.50
37.07
37.15
36.54
35.64
34.55
33.43
32.08
30.55
29.04
27.49
25.95
24.45
23.00
21.62

15.18
33.51
36.17
37.15
37.58
37.54
36.73
35.76
34.65
33.33
31.97
30.53

63

64
SECTION I-B

Name of Issuer
______________
Oregon School Boards
Association

Orion Network Sys, Inc.
PF.NET Communications

PMA Capital Corporation
PPL Capital Funding
Park n' View, Inc.
Paterson, City of

CUSIP No.
_________

Issue
Date
________

Maturity
Date
_________

686053AR0
686053AS8
686053AT6
686053BU2
686053BV0
686053BW8
686053BX6
686053BY4
686053BZ1
686053CA5
686053CB3
686053CC1
686053CD9
686053CE7
686053CF4
686053CG2
686053CH0
686053CJ6
686053CK3
686053CL1
686053CM9
686053CN7
68628KAD6
69333SAA9
69333SAB7
69333SAC5
693419AA1
69352FAA3
700592AB4
7031302A1
7031302B9
7031302C7
703130Y81
703130Y99
703130Z23
703130Z31
703130Z49
703130Z56
703130Z64
703130Z72
703130Z80
703130Z98

10/31/02
10/31/02
10/31/02
04/21/03
04/21/03
04/21/03
04/21/03
04/21/03
04/21/03
04/21/03
04/21/03
04/21/03
04/21/03
04/21/03
04/21/03
04/21/03
04/21/03
04/21/03
04/21/03
04/21/03
04/21/03
04/21/03
01/31/97
05/10/00
05/10/00
05/10/00
10/21/02
05/09/01
05/27/98
04/11/03
04/11/03
04/11/03
04/11/03
04/11/03
04/11/03
04/11/03
04/11/03
04/11/03
04/11/03
04/11/03
04/11/03
04/11/03

06/30/18
06/30/19
06/30/20
06/30/05
06/30/06
06/30/07
06/30/08
06/30/09
06/30/10
06/30/11
06/30/12
06/30/13
06/30/14
06/30/15
06/30/16
06/30/17
06/30/18
06/30/19
06/30/20
06/30/21
06/30/22
06/30/23
01/15/07
05/15/10
05/15/10
05/15/10
09/30/22
05/18/06
05/15/08
04/01/15
04/01/16
04/01/17
04/01/05
04/01/06
04/01/07
04/01/08
04/01/09
04/01/10
04/01/11
04/01/12
04/01/13
04/01/14

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

40.030
37.212
34.591
95.669
91.623
87.036
82.583
77.449
72.765
68.075
63.740
59.557
55.504
51.363
47.583
44.239
40.975
37.976
35.297
32.815
30.636
28.748
53.923
76.400
76.400
76.400
100.000
100.543
93.800
51.501
47.811
44.317
95.571
91.771
87.261
82.728
77.835
72.826
68.193
63.812
59.701
55.492

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
VARIES
13.750
13.750
13.750
VARIES
VARIES
13.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000

Total
OID to
1/1/05
________

54.15
51.14
48.20
33.32
43.57
50.27
53.25
56.13
56.64
56.40
55.22
53.63
51.79
49.88
47.67
45.29
42.92
40.54
38.19
35.93
33.76
31.74
60.33
60.33
60.33

31.22
51.65
49.27
46.82
38.58
46.85
53.15
56.20
58.38
59.39
58.86
57.53
55.69
53.81

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

0.074838
0.070760
0.066763
0.055819
0.073560
0.085387
0.090814
0.096189
0.097355
0.097235
0.095402
0.092847
0.089820
0.086695
0.083010
0.078956
0.074921
0.070847
0.066806
0.062887
0.059129
0.055583
0.351228
0.054692
0.054692
0.054692
0.221517
0.207955
0.020300
0.087235
0.083325
0.079268
0.063434
0.077405
0.088209
0.093578
0.097511
0.099499
0.098805
0.096743
0.093773
0.090751

27.35
25.86
24.41
9.99
26.67
31.00
33.00
34.99
35.44
35.42
34.78
33.86
32.77
31.65
30.31
28.84
27.38
25.90
24.42
23.00
21.62
20.33
126.57
21.13
21.13
21.13
82.10
75.14
7.70
32.29
30.87
29.39
5.71
28.27
32.31
34.34
35.85
36.65
36.44
35.72
34.65
33.56

0.077057
0.072889
0.068799

0.079342
0.075083
0.070897

0.074575
0.086813
0.092503
0.098194
0.099530
0.099544
0.097767
0.095237
0.092213
0.089096
0.085379
0.081258
0.077154
0.072997
0.068860
0.064843
0.060979
0.057326
0.351482
0.059922
0.059922
0.059922
0.224240
0.204045
0.021740
0.089686
0.085729
0.081610

0.075604
0.088263
0.094224
0.100241
0.101754
0.101908
0.100192
0.097689
0.094670
0.091564
0.087817
0.083626
0.079453
0.075212
0.070977
0.066859
0.062888
0.059123
0.351753
0.065653
0.065653
0.065653
0.229577
0.206879
0.023281
0.092206
0.088202
0.084022

0.078531
0.089735
0.095380
0.099578
0.101787
0.101205
0.099195
0.096230
0.093219

0.079674
0.091288
0.097216
0.101689
0.104128
0.103665
0.101710
0.098751
0.095755

0.081694
0.077343
0.073060

0.084116
0.079671
0.075288

0.089736
0.095976
0.102331
0.104028
0.104327
0.102676
0.100204
0.097193
0.094100
0.090324
0.086064
0.081820
0.077494
0.073160
0.068938
0.064856
0.060976
0.352040
0.071931
0.071931
0.071931
0.232559

0.091235
0.097761
0.104464
0.106353
0.106805
0.105222
0.102784
0.099783
0.096706
0.092902
0.088572
0.084258
0.079846
0.075409
0.071082
0.066886
0.062888
0.352346
0.078811
0.078811
0.078811
0.238258

0.024932
0.094797
0.090746
0.086504

0.026700
0.097461
0.093364
0.089061

0.092867
0.099087
0.103845
0.106523
0.106184
0.104288
0.101338
0.098359

0.094473
0.100994
0.106047
0.108973
0.108764
0.106932
0.103993
0.101035

28.99
27.44
25.92
13.53
32.04
34.24
36.47
37.05
37.13
36.52
35.63
34.54
33.42
32.07
30.55
29.03
27.49
25.95
24.45
23.00
21.62
126.78
25.37
25.37
25.37
85.15
28.34
8.84
34.13
32.68
31.15
7.17
33.43
35.67
37.39
38.35
38.23
37.55
36.49
35.42

SECTION I-B

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

Penton Media, Inc.

709668AA5
709668AB3

06/28/01
06/28/01

06/15/11
06/15/11

97.749
97.749

10.375
10.375

713040FA6
713040FB4
713040FC2
713165ED6
713165EE4
713165EG9
713165EH7

08/15/05
08/15/05
08/15/05
06/30/04
06/01/04
06/01/04
06/01/04

01/01/11
01/01/12
01/01/13
12/01/05
12/01/06
12/01/08
12/01/09

77.688
73.711
69.865
104.992
106.585
107.011
108.053

71646DAE2
71646DAJ1
71646DAK8
71781LAP4
71781LAQ2
71781LAR0
71781LAS8
71781LAT6
71781LAU3
71781LAV1
71781LAW9
71781LAX7
71781LAY5
71781LAZ2
71781LBA6
71781LBB4
71781LBC2
71781LBD0

07/23/99
02/09/04
02/09/04
02/03/99
02/03/99
02/03/99
02/03/99
02/03/99
02/03/99
02/03/99
02/03/99
02/03/99
02/03/99
02/03/99
02/03/99
02/03/99
02/03/99
02/03/99

08/01/08
04/30/14
04/30/14
04/15/24
04/15/12
04/15/13
04/15/14
04/15/15
04/15/16
04/15/17
04/15/18
04/15/19
04/15/20
04/15/21
04/15/22
04/15/23
04/15/25
04/15/26

71902E406
71902E505
71902EAA7

12/20/02
12/20/02
12/20/02

722299AD6
722299AH7
7252085V0
7252085W8
7252085X6
7252085Y4
7252085Z1
7252086B3
728117AA0

10/01/97
10/01/97
03/14/97
03/14/97
03/14/97
03/14/97
03/14/97
03/14/97
03/15/05

City of Peoria, IL
School District #150

Peoria County, IL

Petro Stopping Centers
Holdings, LP

Philadelphia Authority

The Phoenix
Companies, Inc.

Pindo Deli Finance
Mauritius Limited
Pittsburgh, PA

Playboy Enterprises,Inc.

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Total
OID to
1/1/05
________
5.44
5.44

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________
0.005254
0.005254

0.005536
0.005536

0.005834
0.005834

0.006148
0.006148

0.000
0.000
0.000
0.000
VARIES
VARIES
VARIES

0.104328
0.100898
0.097245

0.106805
0.103339
0.099637

0.092954
0.109993
0.142981
0.146658

0.102485
0.099082
0.095468
0.094416
0.112000
0.146340
0.150158

0.104161
0.137051
0.140816

36.636
93.312
100.000
19.046
43.760
40.766
37.933
35.256
32.784
30.618
28.637
26.727
24.985
23.403
21.872
20.437
17.878
16.697

VARIES
5.000
5.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000

0.466878
0.145961
0.145961
0.051504
0.110456
0.104216
0.098206
0.092427
0.086846
0.081444
0.076332
0.071534
0.067012
0.062769
0.058783
0.055039
0.048248
0.045153

0.471571
0.150861
0.150861
0.053227
0.113968
0.107561
0.101388
0.095449
0.089707
0.084135
0.078858
0.073909
0.069240
0.064855
0.060740
0.056875
0.049859
0.046663

02/16/08
02/16/08
02/16/08

100.000
100.000
100.000

VARIES
VARIES
VARIES

0.208731
0.208725
0.208731

10/01/27
10/01/27
03/01/05
09/01/05
03/01/06
09/01/06
03/01/07
03/01/24
03/15/25

92.750
92.750
61.808
59.733
57.478
55.533
53.656
47.086
100.000

10.875
10.875
0.000
0.000
0.000
0.000
0.000
VARIES
VARIES

0.007054
0.007054
0.198693
0.192017
0.186766
0.180457
0.174351
0.166481

90.63
196.11
184.73
173.79
163.30
153.23
143.62
134.57
126.04
118.04
110.57
103.52
96.90
84.92
79.45

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

0.006478
0.006478

1.95
1.95

2.17
2.17
38.00
36.76
35.44

0.102768
0.136029
0.139867

0.134982
0.138896

13.94
13.48
12.98
30.94
39.78
51.90
53.25

0.476704
0.155961
0.155961
0.055007
0.117591
0.111014
0.104672
0.098570
0.092662
0.086915
0.081468
0.076363
0.071542
0.067012
0.062763
0.058772
0.051524
0.048224

0.482315
0.161272
0.161272
0.056847
0.121330
0.114577
0.108063
0.101793
0.095715
0.089788
0.084165
0.078898
0.073920
0.069240
0.064853
0.060731
0.053245
0.049837

0.488452
0.166802
0.166802
0.058748
0.125188
0.118254
0.111564
0.105121
0.098869
0.092755
0.086950
0.081517
0.076378
0.071542
0.067012
0.062757
0.055023
0.051504

170.39
54.04
54.04
19.12
40.94
38.64
36.42
34.28
32.22
30.22
28.32
26.55
24.87
23.29
21.82
20.43
17.91
16.76

174.39
57.76
57.76
20.42
43.58
41.16
38.82
36.56
34.38
32.25
30.23
28.34
26.55
24.87
23.29
21.81
19.12
17.90

0.209672
0.209665
0.209672

0.210647
0.210641
0.210647

0.210586
0.210593

0.209464
0.209470

75.57
75.57
75.57

9.48
75.66
75.66

0.007472
0.007472

0.007915
0.007915

0.008384
0.008384

0.008880
0.008880

3.02
3.02

0.198689
0.193303
0.186773
0.180453
0.172640
0.215286

0.200068
0.193310
0.186769
0.179028
0.220399

0.200076
0.193306
0.185652
0.225711

2.69
2.69
11.92
47.29
70.01
67.64
65.36
62.55
62.11

0.200071
0.192521
0.231228

34.12
49.09
50.47

12.00
47.61
70.01
67.26
81.45

65

66
SECTION I-B

Total
OID to
1/1/05
________

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

Playboy Enterprises,Inc.
Pliant Corporation

728117AB8
729136AG6
729136AH4
729136AJ0
732827AC4
732827AD2

03/15/05
02/17/04
02/17/04
02/17/04
07/30/02
07/30/02

03/15/25
06/15/09
06/15/09
06/15/09
06/01/13
06/01/13

100.000
73.627
73.627
73.627
86.415
86.415

VARIES
VARIES
VARIES
VARIES
8.375
8.375

741020DW8
741020DX6
741020DY4
741020DZ1
741020EA5
741020EB3
741020EC1
741020ED9
741020EE7
741020EF4
741020EG2
74153QAC6
74153QAD4
741932AE7
74267CAA4

05/14/98
05/14/98
05/14/98
05/14/98
05/14/98
05/14/98
05/14/98
05/14/98
05/14/98
05/14/98
05/14/98
03/28/03
03/28/03
01/16/01
07/07/03

02/15/12
02/15/13
02/15/14
02/15/15
02/15/16
02/15/17
02/15/18
02/15/19
02/15/20
02/15/21
02/15/22
05/15/33
05/15/33
01/16/21
06/30/23

38.054
35.472
33.066
30.822
28.486
26.541
24.728
22.810
21.242
19.782
18.422
100.000
100.000
60.841
97.250

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
VARIES
VARIES
0.000
VARIES

225.89
210.57
196.29
182.97
170.56
158.92
148.07
137.75
128.28
119.46
111.25

74406AAB8
74406AAC6
74406AAD4
74406QAM9
744320AA0
74622TAF6
747271AA2
74729CAA6
74729LAA6
74834LAF7
74837RAA2
74837RAB0
749387403
74962JAD1
74972EAH1
750408AC0
758750AA1
758750AB9
75952J207
761253AB9

02/15/01
05/27/03
03/19/04
05/08/95
12/18/01
12/10/04
09/10/02
04/15/02
09/24/04
11/26/01
11/01/04
11/01/04
05/09/01
06/13/03
11/09/98
07/27/98
04/05/04
04/05/04
09/21/99
05/18/98

02/15/21
05/15/08
03/15/16
06/02/25
11/15/06
11/30/09
04/15/22
04/15/22
09/24/24
11/30/21
11/01/24
11/01/24
05/15/06
06/01/13
11/01/08
08/01/06
03/15/24
03/15/24
09/15/29
05/15/08

45.289
100.000
100.000
62.648
100.000
100.000
55.100
59.358
67.165
99.000
98.500
98.500
100.000
97.205
94.489
63.256
100.000
100.000
100.000
57.907

0.000
4.000
VARIES
5.000
VARIES
VARIES
0.000
0.000
0.000
VARIES
VARIES
VARIES
VARIES
12.000
12.000
VARIES
VARIES
VARIES
2.000
6.500

75.20

Pope & Talbot, Inc.
Presidio Independent
School District

Pride International Inc.
Pride International Inc.
Proassurance Corporation
Providian Financial
Corporation

Providian Corporation
Prudential Financial
PURE Mortgages 2004
QBE Funding Trust II
QBE Funding Trust
QBE Funding Trust III
Quest Diagnostics, Inc.
Quicksilver Resources
RC Trust I
R.J.Tower Corporation
RSL Communications, PLC
Radio Unica Corporation
Regal Beloit Corporation
Reliant Energy, Inc.
Restaurant Company

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

18.82
18.82

62.88

41.42

40.10
43.50
3.62

2.47
25.63

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

0.248779
0.248779
0.248779
0.024770
0.024770

0.215286
0.262609
0.262609
0.262609
0.026070
0.026070

0.220399
0.277208
0.277208
0.277208
0.027440
0.027440

0.225711
0.292619
0.292619
0.292619
0.028881
0.028881

0.231228
0.308886
0.308886
0.308886
0.030397
0.030397

62.11
92.50
92.50
92.50
9.23
9.23

81.45
103.08
103.08
103.08
10.23
10.23

0.117259
0.109306
0.101892
0.094981
0.088664
0.082610
0.076969
0.071707
0.066779
0.062189
0.057914
0.248791
0.248791
0.046090
0.253719

0.121451
0.113214
0.105534
0.098376
0.091855
0.085583
0.079739
0.074307
0.069199
0.064443
0.060013
0.255330
0.255330
0.046666
0.260080

0.125792
0.117261
0.109306
0.101893
0.095162
0.088664
0.082610
0.077000
0.071707
0.066779
0.062189
0.262139
0.262139
0.047249
0.266719

0.130288
0.121452
0.113213
0.105535
0.098587
0.091855
0.085583
0.079791
0.074307
0.069199
0.064443
0.269229
0.269229
0.047840
0.273648

0.134945
0.125793
0.117260
0.109308
0.102136
0.095162
0.088664
0.082683
0.077000
0.071707
0.066779
0.276612
0.276612
0.048438
0.280880

44.13
41.14
38.34
35.74
33.38
31.10
28.97
27.00
25.15
23.42
21.81
91.36
91.36
16.89
92.50

47.34
44.13
41.14
38.35
35.82
33.38
31.10
29.00
27.00
25.15
23.42
96.31
96.31
17.31
97.28

0.057803
0.338570
0.272592
0.017547
0.173772
0.129391
0.049994
0.046198
0.037314
0.223075
0.184699
0.184699
0.209596
0.004937
0.016808
0.326377
0.249547
0.249547
0.405718
0.180556

0.058959
0.351078
0.281911
0.018287
0.172968
0.128557
0.050760
0.046804
0.037688
0.227946
0.189175
0.189175
0.208885
0.005246
0.017900
0.326377
0.257123
0.257123
0.422909
0.180556

0.060138
0.364274
0.291673
0.019059
0.172139
0.127693
0.051538
0.047418
0.038064
0.235536
0.193801
0.193801
0.208146
0.005574
0.019064
0.326376
0.265031
0.265031
0.440943
0.180556

0.061341
0.378196
0.301899
0.019863
0.171284
0.126794
0.052327
0.048041
0.038445
0.240773
0.198583
0.198583

0.062568
0.392883
0.312610
0.020701

0.005922
0.020303
0.326375
0.273284
0.273284
0.459862
0.180556

0.006292
0.021623

21.33
125.32
101.83
6.49
62.34
46.38
18.25
16.83
13.57
82.71
67.84
67.84
75.26
1.85
6.38
117.50
92.84
92.84
152.89
65.00

22.20
134.96
109.06
7.05
53.90
45.75
18.82
17.28
13.85
87.36
71.21
71.21
27.89
2.09
7.24
68.54
98.68
98.68
166.25
65.00

0.125921
0.053129
0.048671
0.038830
0.248884
0.203527
0.203527

0.281899
0.281899
0.479710
0.180556

SECTION I-B

Total
OID to
1/1/05
________

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

Rhodia, SA

762397AK3
762397AL1
762397AM9
763165AC1
771196AG7
771196AH5
771196AJ1
774285UV0

05/17/04
05/17/04
05/17/04
02/14/97
01/19/00
01/19/00
01/19/00
07/02/98

06/01/10
06/01/10
06/01/10
06/15/06
01/19/15
01/19/15
01/19/15
08/15/08

96.743
96.743
96.743
95.000
66.386
66.386
66.386
52.654

10.250
10.250
10.250
8.250
0.000
0.000
0.000
0.000

2.48
2.48
2.48
39.26
96.11
96.11
96.11
268.41

0.011595
0.011595
0.011595
0.019571
0.057343
0.057343
0.057343
0.138813

0.012233
0.012233
0.012233
0.020457
0.058131
0.058131
0.058131
0.143282

775109AE1
776696AA4
78008EAC1
784186AA6
784186AB4
784186AP3
784186AQ1
784186AR9
784186AS7
784186AT5
784186AU2
784186AV0
784186AW8
784186AX6
784186AY4
784186AZ1
784186BA5
784186BB3
784186BC1
784186BD9
784186BE7
784186BF4
784186BG2
78422XBL6
78422XBU6
78442FCY2
788448HA9
788448HB7
788448HC5

11/26/93
12/29/03
08/31/05
10/15/99
12/20/99
01/31/01
02/28/01
02/28/01
03/30/01
03/30/01
04/30/01
04/30/01
05/31/01
05/31/01
06/29/01
06/29/01
07/31/01
08/31/01
08/31/01
11/02/01
11/02/01
01/31/02
03/15/02
10/31/02
02/28/03
10/01/04
11/03/04
11/03/04
11/03/04

11/26/05*
01/15/34
02/26/10
03/30/05
06/20/05
01/31/06
02/28/06
02/28/06
03/31/06
03/31/06
04/28/06
04/28/06
05/31/06
05/31/06
06/30/06
06/30/06
07/31/06
08/31/06
08/31/07
11/02/06
11/02/06
01/31/07
03/15/07
10/31/08
02/29/08
10/01/14
12/01/05
12/01/06
12/01/07

67.814
39.502
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
101.759
103.698
104.904

2.000
1.482
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
1.250
VARIES
0.000
VARIES
VARIES

289.36

0.098426
0.078176

0.101256
0.079472

0.254250
0.253603
0.195039
0.186693
0.186693
0.181967
0.181967
0.175849
0.175849
0.183254
0.183254
0.184708
0.184708
0.183475
0.173792
0.173860
0.140052
0.140052
0.153339
0.147838
0.106414
0.134756
0.138915
0.083934
0.103169
0.116260

0.204084
0.188768
0.188768
0.185932
0.185932
0.179545
0.179545
0.187278
0.187278
0.186715
0.186715
0.191835
0.175546
0.175617
0.140829
0.140829
0.159769
0.148887
0.108313
0.135508
0.138222
0.085178
0.105011
0.118572

0.206642
0.197246
0.197246
0.192076
0.192076
0.185340
0.185340
0.193498
0.193498
0.195053
0.195053
0.194089
0.183245
0.183320
0.146344
0.146344
0.161084
0.154956
0.110246
0.139356
0.137510

0.202933
0.185094
0.185172
0.147157
0.147157
0.167839
0.156055
0.112213
0.140161
0.137573

0.101029
0.114108

0.100129
0.113228

0.112331

792228AA6 03/12/02 03/15/22
100.000
792228AB4 03/12/02 03/15/22
100.000
----------------------------* Called in 2005; reportable OID is computed to call date.

VARIES
VARIES

0.310449
0.310449

0.317984
0.317984

0.325896
0.325896

0.334203
0.334203

0.342925
0.342925

Richardson Electronics
Roche Holdings, Inc.

Rockwell ISD, TX
Rogers Communications,
Inc.
Roper Industries, Inc.
Royal Bank of Canada
SG Holdings, Inc.

SG Structured Products
SLM Corporation
St. Clair County, IL

St. Mary Land &
Exploration Company

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________
0.012906
0.012906
0.012906
0.021384
0.058930
0.058930
0.058930
0.147895

0.013616
0.013616
0.013616

0.014365
0.014365
0.014365

0.059741
0.059741
0.059741
0.152657

0.060562
0.060562
0.060562
0.157571

0.080813
0.125588

0.082200
0.128364

0.083636
0.131266

0.193294

0.169221
0.162416
0.114216
0.144170
0.137637

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______
4.33
4.33
4.33
7.23
21.04
21.04
21.04
52.01
20.95*
28.81
15.20
22.37
43.11
74.61
69.82
69.82
68.08
68.08
65.48
65.48
67.95
67.95
67.80
67.80
70.12
64.92
64.95
51.64
51.64
58.33
54.92
38.88
49.20
49.76
27.92
37.41
42.21
114.76
114.76

4.82
4.82
4.82
3.51
21.63
21.63
21.63
55.42

29.81
46.42

6.20
11.44
11.44
17.09
17.09
21.68
21.68
29.02
29.02
35.11
35.11
42.55
44.69
68.48
44.78
44.78
61.27
57.57
40.28
50.90
49.53
33.18
40.87
120.62
120.62

67

68
SECTION I-B

Name of Issuer
______________
St. Mary Land &
Exploration Company
Salomon Smith Barney
Holdings, Inc.
Salomon Smith Barney
Holdings, Inc.
Salomon, Inc.
Salt Holdings Corp.

San Luis Obispo County

Schaumburg Park Dist, IL
Sea Containers Ltd
Selective Insurance
Group, Inc.
Christian and Macon
Counties, IL

Silicon Graphics, Inc.
Sinclair Broadcast
Group, Inc.

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Total
OID to
1/1/05
________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

0.310449

0.317984

0.325896

0.334203

0.342925

114.76

120.62

0.075869

0.077276

0.080487

0.081980

0.085387

28.12

29.84

0.239748
0.256019
0.186498
0.203276
0.244436
0.244436
0.244436
0.221682
0.221682
0.070668
0.067368
0.064075
0.060778
0.057562
0.054454
0.051471
0.048640
0.045928
0.043406
0.041022
0.038768
0.036639
0.078218
0.006242

0.251201
0.263951
0.193489
0.211674
0.260018
0.260018
0.260018
0.234982
0.234982
0.072530
0.069177
0.065828
0.062462
0.059173
0.055989
0.052933
0.050026
0.047244
0.044649
0.042197
0.039879
0.037688
0.079300
0.006586

0.200743
0.220420
0.276593
0.276593
0.276593
0.249080
0.249080
0.074441
0.071034
0.067628
0.064192
0.060830
0.057568
0.054436
0.051452
0.048598
0.045928
0.043406
0.041022
0.038768

0.294225
0.294225
0.294225
0.264024
0.264024
0.076403
0.072941
0.069477
0.065970
0.062533
0.059192
0.055982
0.052918
0.049990
0.047244
0.044649
0.042197
0.039879

0.312981
0.312981
0.312981
0.279864
0.279864
0.078416
0.074899
0.071377
0.067797
0.064284
0.060861
0.057572
0.054427
0.051422
0.048598
0.045928
0.043406
0.041021

12.04
20.50
103.33
103.33
103.33
93.28
93.28
27.63
26.38
25.13
23.86
22.62
21.41
20.25
19.14
18.08
17.09
16.15
15.27
14.43

0.006948

0.007330

0.007733

52.90
64.15
70.11
76.18
91.32
91.32
91.32
83.02
83.02
26.23
25.02
23.81
22.59
21.40
20.25
19.15
18.10
17.09
16.15
15.27
14.43
13.63
26.01
2.34

0.077075
0.077075

26.69
26.69

27.39
27.39

29.26
37.26
40.59
44.81
30.39
105.44
105.44
20.13

CUSIP No.
_________

Issue
Date
________

Maturity
Date
_________

792228AC2

03/12/02

03/15/22

100.000

VARIES

79548GBA4

02/28/03

02/28/18

41.198

0.000

79549B818
79549B826
79549GZN9
79549GZS8
795559AA1
795559AB9
795559AC7
795559AD5
795559AE3
798703AQ7
798703AR5
798703AS3
798703AT1
798703AU8
798703AV6
798703AW4
798703AX2
798703AY0
798703AZ7
798703BA1
798703BB9
798703BC7
806356LU3
811371AN3

07/31/98
03/04/98
03/01/96
04/04/96
12/20/02
12/20/02
12/20/02
05/22/03
05/22/03
07/02/03
07/02/03
07/02/03
07/02/03
07/02/03
07/02/03
07/02/03
07/02/03
07/02/03
07/02/03
07/02/03
07/02/03
07/02/03
05/25/04
05/04/04

08/01/05
09/06/05
03/01/16
04/04/16
12/15/12
12/15/12
12/15/12
06/01/13
06/01/13
09/01/18
09/01/19
09/01/20
09/01/21
09/01/22
09/01/23
09/01/24
09/01/25
09/01/26
09/01/27
09/01/28
09/01/29
09/01/30
12/01/05
05/15/12

100.000
100.000
47.900
44.500
53.995
53.995
53.995
55.677
55.677
45.439
42.462
39.603
37.061
34.700
32.578
30.563
28.774
27.018
25.534
24.132
22.806
21.553
100.363
97.369

0.000
0.000
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
10.500

816300AA5
816300AB3

09/24/02
09/24/02

09/24/32
09/24/32

38.012
38.012

1.615
1.615

0.073151
0.073151

0.074085
0.074085

0.075049
0.075049

0.076046
0.076046

821510AJ3
821510AK0
821510AL8
821510AM6
821510AN4
827056AB8

04/01/03
04/01/03
04/01/03
04/01/03
04/01/03
11/02/93

12/01/05
12/01/06
12/01/07
12/01/08
12/01/09
11/02/13

103.693
103.939
104.240
104.513
104.283
43.977

VARIES
VARIES
VARIES
VARIES
VARIES
0.000

0.076447
0.089937
0.104773
0.113951
0.125503
0.079652

0.075902
0.089448
0.104301
0.113511
0.125120
0.081305

0.088952
0.103819
0.113063
0.124728
0.082992

0.088447
0.103329
0.112606
0.124328
0.084714

0.102831
0.112140
0.123920
0.086472

25.13
32.26
37.60
40.92
45.09
29.17

829226AS8
829226AU3
829226AV1

05/20/03
05/20/03
06/15/05

07/15/18
07/15/18
09/15/12

100.000
100.000
81.000

VARIES
VARIES
6.000

0.270264
0.270264

0.276499
0.276499
0.051809

0.283023
0.283023
0.053068

0.289848
0.289848
0.055644

0.296989
0.296989
0.058346

100.54
100.54
10.29

47.52

36.87
35.13
33.39
31.66
29.98
28.35
26.79
25.31
23.90
22.59
21.35
20.17
19.06
1.42

255.89

2.61

SECTION I-B

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

Solectron Corporation
Sovereign Bancorp, Inc.
Sprint Capital Corp.
Steel Heddle Group, Inc.
Sunsource, Inc.
TVN Entertainment Corp.

834182AK3
846048205
852060AK8
858123AB8
867948AA9
87307RAB3
87307RAD9
87336NAA9
87336NAB7
87943MAF5
87944FAA0
87944FAB8
87944FAC6
87944FAD4

05/08/00
02/26/04
08/10/01
05/26/98
09/30/97
07/29/98
07/29/98
11/12/03
11/12/03
02/26/96
08/12/98
08/12/98
08/10/01
08/10/01

05/08/20
03/01/34
08/17/06
06/01/09
09/30/27
08/01/08
08/01/08
05/15/14
05/15/14
02/15/06
08/15/08
08/15/08
08/15/08
08/15/08

57.912
100.000
100.000
51.337
110.000
92.930
92.930
55.131
55.131
91.270
57.120
57.120
79.837
79.837

0.000
VARIES
VARIES
VARIES
11.600
14.000
14.000
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES

879571AA5
879571AB3

11/15/03
11/15/03

05/15/09
05/15/09

100.000
100.000

12.000
12.000

879946AE1
880779AJ2
883672AC1
88579YAA9
88579YAB7
88579YAC5
887315AZ2
892335209
892335308
892335AJ9
89233PSP2
893830AA7
894172AD7
894172AE5
894172AF2
894172AG0
895130H96
895130J29
895130J37
895130J45
895130J52
895130J60
895130J78
895130J86
895130J94

10/29/97
03/09/99
04/27/99
11/21/02
11/21/02
11/21/02
01/17/96
05/28/02
05/06/05
05/28/02
10/01/04
05/24/00
11/14/00
11/14/00
11/14/00
11/14/00
03/13/03
03/13/03
03/13/03
03/13/03
03/13/03
03/13/03
03/13/03
03/13/03
03/13/03

11/01/07
04/01/08
04/27/14
11/21/32
11/21/32
11/21/32
01/15/36
08/16/07
08/15/05
08/16/07
10/01/09
05/24/20
05/01/09
05/01/09
05/01/09
05/01/09
04/01/06
04/01/07
04/01/08
04/01/09
04/01/10
04/01/11
04/01/12
04/01/13
04/01/14

59.915
94.802
45.454
86.087
86.087
86.087
17.038
96.460
99.180
96.460
100.000
57.912
92.822
92.822
92.822
92.822
91.538
87.375
82.851
78.228
73.222
69.016
64.697
60.578
56.464

VARIES
8.875
12.000
VARIES
VARIES
VARIES
VARIES
VARIES
0.000
VARIES
1.220
0.000
12.750
12.750
12.750
12.750
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000

Tabletop Holdings, Inc.
Telemundo Group, Inc.
Telemundo Holdings, Inc.

Telex Communications
Holdings, Inc.
Telesystem International
Wireless, Inc.
Terex Corporation
Thermwood Corporation
3M Company

Time Warner Inc.
Toys R Us, Inc.

Toyota Motor Credit Corp
TransOcean SedcoForex
TravelCenters of America

Trenton, City of

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Total
OID to
1/1/05
________
78.39

28.07
39.86

77.59
24.96
24.96
24.96
24.96
49.06
54.05
57.51
59.34
60.71
59.73
58.60
56.97
55.16

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

0.050023
0.210255
0.180523
0.381936
0.319316
0.021103
0.021103
0.211490
0.211490
0.097195
0.319441
0.319441
0.319431
0.319431

0.050711
0.213561
0.182886
0.381936
0.319163
0.019847
0.019847
0.224443
0.224443
0.097193
0.319440
0.319440
0.319430
0.319430

0.051408
0.216990
0.179265
0.381935
0.319003
0.018282
0.018282
0.238190
0.238190
0.097192
0.319440
0.319440
0.319429
0.319429

0.052115
0.220546
0.181565
0.381934
0.318834
0.016374
0.016374
0.252779
0.252779

0.052832
0.224235

0.319440
0.319440
0.319428
0.319428

0.319440
0.319440
0.319427
0.319427

18.21
77.09
66.15
137.50
114.90
6.95
6.95
79.70
79.70
4.28
115.00
115.00
114.99
114.99

18.71
79.63
41.29
137.50
114.78
5.61
5.61
89.76
89.76
4.27
115.00
115.00
114.99
114.99

0.405744
0.405744

0.430089
0.430089

0.455895
0.455895

0.483248
0.483248

0.512243
0.512243

152.76
152.76

171.64
171.64

0.291661
0.017455
0.037486
0.118865
0.118865
0.118865
0.086559
0.222189

0.291661
0.018306
0.042572
0.121565
0.121565
0.121565
0.090367
0.224144
0.081180
0.224144
0.135602
0.050711
0.023808
0.023808
0.023808
0.023808
0.078785
0.087315
0.093398
0.096817
0.099539
0.098182
0.096590
0.094125
0.091378

0.291661
0.019199
0.048347
0.124327
0.124327
0.124327
0.094343
0.224843

0.291660
0.020135
0.054906
0.127151
0.127151
0.127151
0.098495
0.224236

0.291660
0.021117
0.062355
0.130040
0.130040
0.130040
0.102828
0.223606

105.00
7.25
19.48
45.49
45.49
45.49
36.12
80.67

0.224843
0.218080
0.051408
0.025503
0.025503
0.025503
0.025503
0.079935
0.088782
0.095154
0.098801
0.101764
0.100469
0.098942
0.096502
0.093772

0.224236

0.223606

0.052115
0.027318
0.027318
0.027318
0.027318

0.052832
0.029262
0.029262
0.029262
0.029262

0.090274
0.096943
0.100827
0.104038
0.102810
0.101351
0.098938
0.096228

0.091790
0.098765
0.102893
0.106363
0.105206
0.103819
0.101436
0.098749

105.00
6.59
15.11
43.50
43.50
43.50
33.14
80.70
8.20
80.70
43.82
18.18
8.48
8.48
8.48
8.48
28.36
31.44
33.63
34.86
35.84
35.35
34.78
33.89
32.90

0.222189
-0.011733
0.050023
0.022226
0.022226
0.022226
0.022226
0.077652
0.085873
0.091675
0.094872
0.097363
0.095946
0.094294
0.091807
0.089045

0.381934
0.318656
0.014079
0.014079
0.268261
0.268261

80.67
18.69
9.73
9.73
9.73
9.73
7.19
32.50
34.90
36.30
37.46
37.02
36.49
35.62
34.65

69

70
SECTION I-B

Total
OID to
1/1/05
________

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

Trenton, City of

895130K27
895130K35
895728AA1
895728AB9
895728AC7

03/13/03
03/13/03
06/18/01
06/18/01
06/18/01

04/01/15
04/01/22
06/01/06
06/01/06
06/01/06

52.558
31.423
88.800
88.800
88.800

0.000
0.000
12.500
12.500
12.500

53.07
36.37

0.085795
0.059175
0.055772
0.055772
0.055772

0.088116
0.061001
0.060497
0.060497
0.060497

89816NAC0

12/10/97

05/01/06*

96.073

11.250

30.23

0.017614

0.018672

2.47*

12/10/97
03/25/03
03/25/03
03/25/03
03/25/03
03/25/03
03/25/03
04/30/02
04/30/02
05/29/02
06/06/02
10/31/02
11/29/02
12/24/02
01/30/03
02/27/03
03/31/03
04/07/03
04/30/03
05/30/03
05/30/03
06/30/03
07/31/03
08/27/03
09/30/03
10/31/03
12/31/03
01/30/04
02/27/04
03/31/04
05/28/04
07/30/04
09/30/04

05/01/06*
03/15/10*
03/15/10*
09/15/10*
09/15/10*
03/15/10*
09/15/10*
11/03/05
04/30/09
05/29/09
12/05/05
11/07/07
12/07/07
10/07/11
02/07/08
09/08/10
04/08/10
10/07/09
05/07/10
06/07/10
08/29/08
07/08/10
08/06/10
09/08/09
07/30/09
01/31/12
01/08/09
02/06/09
05/31/11
01/03/12
05/31/11
08/07/09
10/07/10

94.200
94.832
94.832
100.000
100.000
94.832
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000

11.250
11.625
11.625
11.625
11.625
11.625
11.625
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000

44.52
9.24
9.24

0.026225
0.016051
0.016051
0.181827
0.181827
0.016051
0.181827
0.138011
0.173163
0.165292
0.134658
0.112768
0.108557
0.132513
0.097477
0.114743
0.116061
0.107042
0.113298
0.093013
0.080374
0.090636
0.115681
0.118411
0.112145
0.126030
0.100773
0.097077
0.113746
0.105193
0.137873
0.112146
0.110377

0.027848
0.017075
0.017075
0.187281
0.187281
0.017075
0.187281
0.141081
0.177881
0.169615
0.137590
0.114891
0.110529
0.135436
0.099103
0.116977
0.118346
0.108996
0.115478
0.094497
0.081038
0.092069
0.117995
0.120832
0.114336
0.128798
0.102567
0.098744
0.116006
0.107165
0.141213
0.114408
0.112568

3.68*
2.30*
2.30*
25.63*
25.63*
2.30*
25.63*
42.23
63.77
60.56
45.50
41.21
39.53
48.73
35.86
42.22
42.58
39.22
41.42
33.82
29.33
33.39
42.74
43.62
41.43
46.71
37.23
35.74
41.50
38.93
50.45
41.44
40.50

Tri-Union Development

Trump Atlantic City
Funding II
Trump Atlantic City
Funding III
Trump Casino Holdings

89816PAB7
89816RAA5
89816RAB3
89816RAC1
89816RAD9
89816RAE7
89816RAF4
UBS AG
90261KBA7
90261KBB5
90261KBF6
90261KBJ8
90261KBV1
90261KBY5
90261KBZ2
90261KCK4
90261KCN8
90261KCZ1
90261KDA5
90261KDE7
90261KDH0
90261KDL1
90261KDY3
90261KED8
90261KEV8
90261KFE5
90261KFS4
90261KGC8
90261KGT1
90261KHK9
90261KHL7
90261KHS2
90261KHW3
90261KJA9
----------------------------* Called in 2005; reportable OID

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

is computed to call date.

9.24

0.090500
0.062883
0.065621
0.065621
0.065621

0.092947
0.064823

0.095462
0.066822

0.182728
0.174050

0.187708
0.178602

0.192822
0.183272

0.117054
0.112537
0.138424
0.100757
0.119255
0.120676
0.110985
0.117701
0.096005
0.082624
0.093523
0.120355
0.123302
0.116571
0.131626
0.104394
0.100439
0.118311
0.109175
0.144633
0.116715
0.114803

0.119257
0.114581
0.141478
0.102438
0.121577
0.123051
0.113010
0.119966
0.097536
0.083307
0.095001
0.122762
0.125822
0.118849
0.134516
0.106253
0.102163
0.120662
0.111222
0.148136
0.119069
0.117082

0.121502
0.116663
0.144600
0.104147
0.123944
0.125474
0.115073
0.122275
0.099093
0.084936
0.096502
0.125217
0.128395
0.121172
0.137469
0.108145
0.103917
0.123060
0.113308
0.151724
0.121471
0.119406

31.73
21.97
21.22
21.22
21.22

33.47
23.34
9.84
9.84
9.84

67.29
63.77
42.78
40.98
50.90
37.06
43.88
44.27
40.66
43.03
34.91
30.15
34.45
44.47
45.42
43.07
48.79
38.57
36.97
43.16
40.41
52.92
43.13
42.13

SECTION I-B

Total
OID to
1/1/05
________

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

UBS AG

90261KJE1
90261KJV3
90261KJW1
90261KKR0
90261KKU3
90261KKW9
90261KLD0
90261KLE8
90261KLN8
90261KLP3
90261KLS7
90261XAE2
90261XAG7
90261XAH5
90261XAJ1
90261XAL6
90261XAN2
90261XAP7
90261XAQ5
90261XAT9
90261XAU6
90261XAY8
90261XAZ5
90261XBA9
90261XBF8

10/29/04
01/31/05
02/28/05
04/29/05
05/23/05
06/30/05
06/30/05
07/26/05
07/25/05
08/04/05
09/27/05
09/27/02
12/22/04
02/28/05
03/07/05
03/22/05
04/27/05
04/20/05
05/19/05
05/27/05
06/23/05
07/18/05
07/28/05
07/28/05
08/30/05

11/07/12
07/31/06
05/31/11
10/27/06
11/22/06
12/30/11
12/29/06
07/30/10
04/29/11
08/04/08
09/27/07
09/28/09
12/22/14
08/28/06
05/07/06
05/22/06
04/27/35
10/20/06
07/19/06
11/27/06
08/23/06
10/18/06
09/28/06
11/28/06
10/30/06

100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
12.879
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000

2.810
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
VARIES
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000

902745AC2
903290AD6

05/14/96
03/03/94

05/15/06
03/03/09

50.816
51.298

VARIES
0.000

317.61

0.393455
0.102315

910734AE2
911365AC8
911365AD6
911365AE4
913017AR0

02/05/98
12/24/02
12/24/02
12/24/02
11/13/89

02/15/08*
04/15/08*
04/15/08*
04/15/08*
11/15/19

59.069
97.045
97.045
97.045
98.974

VARIES
10.750
10.750
10.750
8.875

9.26
9.26
9.26
2.20

0.298595
0.014251
0.014251
0.014251
0.000734

0.000755

0.000802

0.000824

0.000875

13.14*
1.48*
1.48*
1.48*
.27

08/14/91
08/14/91
08/14/91
08/14/91
08/14/91
08/14/91

02/15/10
02/15/11
02/15/12
02/15/13
02/15/14
02/15/15

19.000
17.000
16.000
14.000
13.000
12.000

0.000
0.000
0.000
0.000
0.000
0.000

441.56
403.47
369.19
335.94
307.41
281.33

0.155650
0.143046
0.129883
0.119465
0.108881
0.099407

0.162794
0.149694
0.135819
0.125054
0.113931
0.103994

0.170266
0.156651
0.142027
0.130904
0.119214
0.108792

0.178081
0.163932
0.148518
0.137027
0.124743
0.113812

0.186255
0.171550
0.155306
0.143437
0.130528
0.119063

59.31
54.54
49.48
45.57
41.51
37.89

UBS AG

UIH Australia/Pacific,
Inc.
USF&G Corporation
United International
Holdings, Inc.
United Rentals, Inc.

United Technologies Corp
University of North
Carolina Chapel Hill

914713KR2
914713KS0
914713KT8
914713KU5
914713KV3
914713KW1
----------------------------* Called in 2005; reportable OID

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

is computed to call date.

0.112693
0.125982

0.115382
0.131772
0.096389
0.100555

0.111559
0.094172
0.127410
0.102885
0.102497
0.115279
0.103338
0.122770
0.131666

0.117602
0.128968
0.096665
0.096947
0.101162
0.024863
0.102193
0.101109
0.103053
0.103610
0.108805
0.110731
0.111666
0.116112

0.114137
0.095769
0.130299
0.104769
0.104378
0.117671
0.105250
0.122831
0.133296
0.123337
0.122213
0.119865
0.126097
0.098347
0.098629
0.102993
0.025727
0.104677
0.101722
0.104964
0.104254
0.109870
0.111467
0.113163
0.116921

0.393776
0.104617

0.394120
0.106971

0.113009
0.097392
0.133254
0.106709
0.106304
0.120113
0.107208
0.125545
0.136455
0.126076
0.124902
0.122172
0.125299
0.100058

0.115642

0.026621
0.106051
0.103574
0.106911
0.106198
0.112022
0.113689
0.115437
0.119364

0.027546

0.109378

0.111839

0.136276

0.122605
0.128319
0.139689
0.128875
0.127649
0.124522
0.124615

41.00
31.41
38.31
25.02
22.42
20.87
18.71
19.04
20.64
18.13
11.49
42.35
46.88
29.50
28.56
28.26
6.12
26.34
22.55
22.12
19.56
17.81
17.01
17.13
14.10

41.54
20.31
47.62
31.36
33.85
42.81
38.03
45.54
48.95
45.71
44.99
44.00
45.24
23.62
12.43
14.52
9.54
30.82
20.47
34.57
24.54
31.92
30.16
37.41
35.40

141.73
37.80

52.81
39.52

.30
64.88
59.73
54.10
49.93
45.45
41.47

71

72
SECTION I-B

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

Upshur County, WV

916734AC0
916734AD8
917288AK8
917288AL6
917288AM4
917288AN2
917288AT9
917288AU6
917288AV4
917288AX0
917288AY8
917288AZ5
917288BA9
918905AC4

12/30/93
12/30/93
03/20/02
05/29/03
05/29/03
05/29/03
05/29/03
05/29/03
05/29/03
05/29/03
05/29/03
05/29/03
05/29/03
10/20/92

04/01/05
04/01/10
03/25/09
11/18/08
07/02/09
01/02/10
03/25/14
05/04/14
06/22/15
01/20/17
02/15/11
03/15/15
01/15/33
10/20/07

96.024
96.023
87.661
85.000
68.000
68.000
76.000
73.000
76.000
73.000
76.500
71.500
100.000
25.759

8.250
8.750
7.875
7.875
2.145
2.036
7.875
7.250
8.750
7.625
7.250
7.500
7.875
0.000

923439CK7
923439CL5
923439CM3
923439CN1
923439CP6
923439CQ4
923439CR2
923439CS0
923439CT8

07/07/04
07/07/04
07/07/04
07/07/04
07/07/04
07/07/04
07/07/04
07/07/04
07/07/04

12/01/06
12/01/07
12/01/08
12/01/09
12/01/10
12/01/11
12/01/12
12/01/13
12/01/14

102.850
102.860
102.103
103.843
103.260
103.596
102.910
103.470
103.682

92343VAA2
92343W300

05/15/01
12/22/97

05/15/21
01/01/28

05/15/01
05/15/01
11/09/99
08/05/03
08/05/03
12/23/04
12/23/04
12/23/04
12/23/04
04/20/04
04/20/04
03/07/03
04/01/02

05/15/21
05/15/21
11/15/09
08/05/23
08/05/23
12/15/15*
12/15/15*
12/15/14
12/15/14
05/01/24
05/01/24
03/15/23
04/01/07*

Uruguay, Republic

Valhi, Inc.
Vermilion & Edgar
Counties, Illinois

Verizon Global Funding
Corporation
Veritas Capital Trust
Verizon Global Funding
Corporation

92344GAN6
92344GAP1
VoiceStream Wireless
92861LAD0
WCI Communities, Inc.
92923CAJ3
92923CAK0
WMG Holdings Corp.
92930MAA1
92930MAB9
92930MAE3
92930MAF0
Walter Industries, Inc.
93317QAB1
93317QAC9
Watson Pharmaceuticals
942683AB9
WebMD Corporation
94769MAA3
----------------------------* Called in 2005; reportable OID

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Total
OID to
1/1/05
________

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

0.015009
0.008069
0.044385
0.066827
0.123842
0.113242
0.037111
0.041898
0.030059
0.027030
0.061917
0.037207
0.113750
0.195898

0.008441
0.046692
0.070724
0.129478
0.118038
0.039314
0.044347
0.031966
0.028600
0.065634
0.039458
0.117345
0.204959

0.008830
0.049120
0.074847
0.135371
0.123037
0.041647
0.046938
0.033993
0.030262
0.069574
0.041845
0.121112
0.214438

0.009238
0.051673
0.079211
0.141532
0.128247
0.044119
0.049681
0.036150
0.032019
0.073750
0.044376
0.123773
0.224356

0.009664
0.054359
0.083829
0.147974
0.133678
0.046738
0.052585
0.038443
0.033879
0.078178
0.047060
0.126552
0.234732

1.35
3.04
16.85
25.10
47.66
43.38
14.19
15.81
11.20
10.53
24.00
14.29
42.82
73.47

3.33
18.65
28.12
52.10
47.14
15.93
17.71
12.67
11.79
26.97
16.07
44.98
80.42

VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES

0.110222
0.129308
0.146094
0.154685
0.159931
0.169489
0.175888
0.179913
0.183350

0.112317
0.132183
0.149782
0.158747
0.164295
0.174368
0.181173
0.185410
0.189044

0.106692
0.125395
0.141992
0.149786
0.155136
0.164274
0.170593
0.174399
0.177704

0.106133
0.124941
0.141720
0.149342
0.154821
0.163966
0.170377
0.174168
0.177486

0.124476
0.141441
0.148887
0.154498
0.163648
0.170155
0.173930
0.177261

39.95
46.95
53.13
56.27
58.22
61.74
64.11
65.59
66.86

35.11
45.03
51.05
53.82
55.77
59.06
61.36
62.73
63.92

55.126
100.000

0.000
10.000

0.147117
0.277778

0.150125
0.277778

0.158316
0.277778

0.161554
0.277778

0.170368

54.78
100.00

58.95
100.00

55.126
55.126
56.061
100.000
100.000
98.000
98.000
63.002
63.002
100.000
100.000
100.000
97.000

0.000
0.000
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
VARIES
3.250

0.147117
0.147117
0.329854
0.259698
0.259698
0.258343
0.258343
0.166246
0.166247
0.219853
0.219853
0.193918
0.016803

0.150125
0.150125
0.329854
0.266312
0.266312

0.158316
0.158316
0.329853
0.273221
0.273221

0.161554
0.161554
0.329853
0.280437
0.280437

0.170368
0.170368
0.329852
0.287975
0.287975

58.95
58.95
118.75
101.81
101.81

0.173792
0.173792
0.224335
0.224335
0.198635
0.017132

0.182046
0.182047
0.228992
0.228992
0.203507

0.190693
0.190694
0.233829
0.233829
0.208189

0.199751
0.199751
0.238853
0.238853
0.213023

54.78
54.78
118.75
96.66
96.66
42.37*
42.37*
61.46
61.46
80.50
80.50
71.68
2.54*

is computed to call date.

38.41
20.28
38.83
34.54
67.59
62.00
19.52
21.76
15.21
14.51
32.94
19.60

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

518.72

15.79

67.38
67.38
83.90
83.90
75.11

SECTION I-B

Total
OID to
1/1/05
________

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

WebMD Corporation

94769MAD7
94769MAE5
94769MAF2
94769MAG0

06/25/03
06/25/03
08/30/05
08/30/05

06/15/23
06/15/23
09/01/25
09/01/25

97.250
97.250
100.000
100.000

VARIES
VARIES
VARIES
VARIES

948679DC6
948679DD4
948679DE2
948774AH7
949746ET4
949746EU1
949746EV9
949746FB2
949746FG1
949746FL0
949746FN6
949746FU0
949746FV8
949746FW6
949746HZ7
949746JA0
949746JH5
949746JK8
962757LH1
964559JB5
964559JC3
964559JR0
966837AC0
96808BAA5
96808BAB3

12/16/97
12/16/97
12/16/97
06/18/02
12/19/02
12/23/02
03/05/03
05/05/03
08/29/03
12/29/03
06/04/04
04/30/04
04/29/04
05/25/04
07/07/04
07/09/04
11/05/04
12/07/04
12/28/04
03/20/97
03/20/97
03/20/97
03/02/98
05/25/04
05/25/04

08/15/05
08/15/06
08/15/07
04/01/08
01/04/08
01/04/08
04/15/09
05/05/10
08/25/09
01/08/10
06/05/06
05/05/11
04/29/14
10/25/12
10/07/11
01/20/10
11/05/07
12/07/11
12/30/06
02/15/06
02/15/07
02/15/05
03/02/18
05/15/34
05/15/34

61.021
56.735
52.647
78.200
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
92.911
54.197
50.112
58.502
37.243
100.000
100.000

0.000
0.000
0.000
VARIES
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.250
2.350
2.900
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
VARIES
VARIES

350.58
332.07
313.87

11/19/97
11/19/97
04/10/00
04/10/00
10/30/02
01/28/03
04/09/03
04/09/03
12/28/95
12/28/95

11/01/16
11/01/17
04/15/10
04/15/10
11/01/10
12/31/09*
04/01/08
04/01/08
02/01/11
02/01/12

23.888
22.150
48.990
48.990
92.793
67.310
96.550
96.550
35.767
33.049

0.000
0.000
VARIES
VARIES
12.000
VARIES
0.000
0.000
0.000
0.000

170.18
157.80

Weimer Independent
School District

Weirton Steel Corp.
Wells Fargo & Company

Dupage County, Illinois
White Settlement ISD

Whole Foods Market, Inc.
Wild Oats Markets, Inc.
Will County, IL School
District 122

968852FG3
968852FH1
Winstar Communications
975515AY3
975515AZ0
Wynn Las Vegas, LLC
983130AA3
XM Satellite Radio, Inc.
98375YAG1
Yahoo, Inc.
984332AA4
984332AB2
York County, PA
986812LW3
986812LX1
----------------------------* Called in 2005; reportable OID

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

is computed to call date.

.29
383.83
361.37
406.83
149.45

12.83
11.84
11.84
303.12
283.83

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________
0.236664
0.236664

0.244187
0.244187
0.188892
0.188892

0.252011
0.252011
0.188913
0.188913

0.260148
0.260148
0.192385
0.192385

0.170554
0.162038
0.153620
0.247421
0.104212
0.104177
0.111498
0.113333
0.087090
0.099623
0.081608
0.088342
0.132007
0.149032
0.142635
0.123565
0.091347
0.124717
0.095510
0.175356
0.165637
0.185249
0.071306
0.234612
0.234612

0.176139
0.167425
0.158804
0.259534
0.106064
0.106028
0.113605
0.115517
0.088415
0.101377
0.082789
0.089724
0.134915
0.151252
0.144221
0.126309
0.092849
0.127516
0.097277
0.181492
0.171516

0.172991
0.164163
0.259321
0.107948
0.107912
0.115751
0.117742
0.089760
0.103162
0.083988
0.091128
0.137890
0.153530
0.145846
0.129115
0.094376
0.130379
0.099076
0.187844
0.177604

0.178742
0.169702
0.259097
0.109866
0.109829
0.117939
0.120011
0.091126
0.104978

0.073088
0.240566
0.240566

0.086384
0.080097
0.381572
0.381572
0.019031
0.339777
0.019148
0.019148
0.123622
0.116059

0.089709
0.083181
0.409711
0.409711
0.020316
0.363570
0.019216
0.019216
0.127905
0.120121

0.268611
0.268611
0.195975
0.195975

0.175429
0.258863
0.111818
0.111780
0.120167
0.122323
0.092512
0.106826

0.092555
0.140934
0.155869
0.147513
0.131983
0.095927
0.133306
0.100909

0.094003
0.144049
0.158270
0.149223
0.134914
0.097505
0.136298

0.183909

0.190436

0.074915
0.246767
0.246767

0.076788
0.253223
0.253223

0.078708
0.259945
0.259945

0.093163
0.086383
0.409711
0.409711
0.021687

0.096750
0.089709
0.409710
0.409710
0.023151

0.100474
0.093163
0.409709
0.409709
0.024714

0.019284
0.019284
0.132336
0.124325

0.019352
0.019352
0.136922
0.128676

0.019420
0.019420
0.141665
0.133179

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______
86.80
86.80
22.86
22.86
39.21
60.79
57.67
92.32
38.51
38.50
40.84
41.44
31.93
36.79
29.65
32.21
48.41
54.35
51.90
45.87
33.32
45.54
34.71
65.93
62.32
8.15
26.42
86.09
86.09
32.10
29.77
144.57
144.57
7.24
126.26*
6.92
6.92
46.58
43.75

92.45
92.45
69.48
69.48

39.79
61.63
93.27
39.89
39.88
42.40
43.05
32.91
38.10
12.93
33.22
50.57
56.00
53.09
47.93
34.43
47.61
35.90
8.27
66.82
27.76
90.60
90.60
34.62
32.10
147.50
147.50
8.25
6.97
6.97
49.87
46.87

73

74
SECTION I-B

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

York County, PA

986812LY9
986812LZ6
986812MA0
986812MB8
986812MC6
986812MD4
986812ME2
986812MF9
986812MG7
986812MH5
986812MJ1
986812MK8

12/28/95
12/28/95
12/28/95
12/28/95
12/28/95
12/28/95
12/28/95
12/28/95
12/28/95
12/28/95
12/28/95
12/28/95

02/01/13
02/01/14
02/01/15
02/01/16
02/01/17
02/01/18
02/01/19
02/01/20
02/01/21
02/01/22
02/01/23
02/01/24

30.649
28.302
26.297
24.378
22.586
20.780
19.353
18.025
16.787
15.635
14.561
13.562

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000

989390AG4
989390AH2
98951UAD8
98951UAE6
9FI546712

03/30/03
03/30/03
08/12/02
08/12/02
08/12/05

03/30/23
03/30/23
08/12/09
08/12/09
08/03/09

100.000
100.000
100.000
100.000
100.000

VARIES
VARIES
VARIES
VARIES
0.000

C55185AE9
F7813KAH4
G2652NAB5
G2737TCL7
G2737TFA8
G2737TFB6
G2737TFC4
G28058AD0
G6520PAA3
G7303WAA9

05/25/99
05/17/04
06/29/01
11/27/02
12/20/02
03/10/03
03/10/03
05/18/99
11/12/02
04/15/02

06/01/09
06/01/10
04/01/08
11/27/05
12/20/07
03/13/06
09/12/06
05/15/09
11/01/09
04/15/22

55.731
96.743
28.000
100.000
100.000
100.000
100.000
50.892
55.746
59.358

VARIES
10.250
10.000
0.000
0.000
0.000
0.000
VARIES
VARIES
0.000

U00730AA6
U01143AA1

02/04/04
07/28/98

12/15/11
08/01/08

57.128
58.144

VARIES
VARIES

08/26/03
06/28/00
07/07/03
10/19/04
12/10/98
03/18/02
05/18/04
03/17/98

08/15/11
06/28/20*
07/07/33
11/01/11
12/01/08
01/04/17
01/31/11
03/15/05

96.687
25.257
38.016
63.700
56.332
38.300
56.873
72.055

9.875
0.000
VARIES
VARIES
VARIES
0.000
VARIES
VARIES

Zenith National
Insurance Corp.
Ziff Davis Media Inc.
Goldman Sachs Group,Inc.
Microcell
Telecommunications
Rhodia, SA
Danka Business Systems
Deutsche Bank AG

Dolphin Telecom, PLC
NII Holdings, Inc.
QBE Funding Trust
Advanced Accessory
Holdings Corporation
Alaris Medical, Inc.
Alaska Communcations
Systems Holdings, Inc.
Anixter International

U01173AA8
U03525AA7
U03525AB5
ASG Consolidated LLC
U04402AA8
Avalon Cable, LLC
U05225AA2
Bank of America Corp.
U0662KBL4
Buffets Holdings, Inc.
U08940AA3
Big City Radio, Inc.
U0897TAA7
----------------------------* Called in 2005; reportable OID

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

is computed to call date.

Total
OID to
1/1/05
________
265.20
247.65
230.98
215.32
200.60
186.61
173.80
161.87
150.76
140.41
130.77
121.79

2.48

43.50

3.89
91.92

75.92

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

0.108604
0.101647
0.094872
0.088539
0.082580
0.076994
0.071709
0.066786
0.062201
0.057932
0.053954
0.050251

0.112426
0.105255
0.098249
0.091704
0.085544
0.079781
0.074304
0.069204
0.064453
0.060029
0.055907
0.052070

0.116383
0.108991
0.101747
0.094982
0.088615
0.082669
0.076994
0.071709
0.066786
0.062201
0.057931
0.053955

0.120480
0.112860
0.105369
0.098378
0.091796
0.085662
0.079781
0.074304
0.069204
0.064453
0.060028
0.055908

0.124720
0.116866
0.109120
0.101895
0.095091
0.088762
0.082669
0.076994
0.071709
0.066786
0.062201
0.057932

40.95
38.34
35.79
33.41
31.17
29.07
27.08
25.22
23.49
21.87
20.37
18.97

43.89
41.11
38.39
35.84
33.45
31.21
29.07
27.08
25.22
23.49
21.87
20.37

0.213489
0.213489
0.450418
0.450418

0.212030
0.212030
0.487433
0.487433

0.217677
0.217677
0.510429
0.510429
0.130369

0.216304
0.216304

0.222185
0.222185

79.62
79.62

0.133275

0.136403

78.04
78.04
179.62
179.62
18.12

120.00
4.82
160.25

99.90
111.25

0.333323
0.011595
0.242222
0.089487
0.102676
0.063276
0.070351
0.388883
0.431146
0.046198

0.333322
0.012233
0.295712
0.090845
0.104448
0.063973
0.071210
0.388883
0.437921
0.046804

0.333322
0.012906
0.361016

0.333321
0.013616
0.440740

0.333320
0.014365
0.538070

0.106251
0.064678
0.072079
0.388882
0.445352
0.047418

0.108085

0.109950

0.072959
0.388882
0.453501
0.048041

0.388881
0.462439
0.048671

120.00
4.33
107.52
29.42
37.32
23.06
25.67
140.00
157.28
16.83

0.234888
0.309026

0.250442
0.309026

0.267027
0.309026

0.284710
0.309026

0.303564
0.309025

87.87
111.25

0.008466
0.066198
0.082822
0.204237
0.326214
0.081402
0.225367
0.310760

0.008910

0.009378

0.009870

0.010388

0.085845
0.215979
0.324430
0.084085
0.241002

0.088979
0.228397
0.326211
0.086857
0.257722

0.092227
0.241527
0.324427
0.089720
0.275602

0.095593
0.255413
0.326208
0.092677
0.294722

3.25
11.78*
31.43
77.09
118.74
30.75
88.83
22.69

48.35

38.62
4.66
18.25
140.00
162.82
17.28

3.60
33.77
86.21
118.74
32.81
101.59

SECTION I-B

Name of Issuer
______________
Chukchansi Economic
Development Authority
Crown Castle
International
Covad Communications
Crum & Forster Holdings
Corporation
Dayton Superior
Corporation

H & E Equipment Services
Details Capital Corp.
Dex Media, Inc.
DIVA Systems Corporation
E. Spire Communications
Fedders North America
Focal Communications
Globe Holdings, Inc.
GATX Financial Corp.
Great Lakes Acquisition
HMP Equity Holdings Corp
HM Publishing Corp.
Hollywood Casino
Shreveport
ICG Services, Inc.
Intermedia
Communications, Inc.
Jacobs Entertainment
Jostens Holding Corp.
KI Holdings, Inc.
Language Line
Holdings II, Inc.
Language Line
Holdings II, Inc.
Level 3 Communications

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

CUSIP No.
_________

Issue
Date
________

Maturity
Date
_________

U17133AA4

10/08/02

06/15/09

91.476

14.500

U2159JAB6
U22015AB4

08/03/99
03/11/98

08/01/11*
03/15/08

57.889
50.666

VARIES
VARIES

U22859AA7

06/05/03

06/15/13

96.985

10.375

U23993AA3
U23993AB1
U23993AC9
U24432AB9
U24922AA1
U24975AB7
U24975AC5
U2539PAC1
U26851AA0
U31334AB8
U31430AA6
U33975AA8
U3697RAA7
U39022AA3
U43337AA9
U43337AB7
U43338AA7

06/16/00
06/16/00
03/15/03
06/17/02
11/18/97
11/10/03
02/11/04
02/19/98
07/24/98
08/24/99
02/18/98
08/06/98
10/25/04
05/22/98
05/09/03
05/09/03
10/03/03

06/15/09
06/15/09
09/15/08
06/15/13
11/15/07
11/15/13
11/15/13
03/01/08
07/01/08
08/15/07
02/15/08
08/01/09
06/15/11
05/15/09
05/15/08
05/15/08
10/15/13

95.575
95.575
98.088
80.016
54.595
64.314
69.384
50.100
59.989
95.304
55.565
49.672
95.703
53.092
32.580
32.580
56.960

13.000
13.000
10.750
12.500
VARIES
VARIES
VARIES
VARIES
VARIES
9.375
VARIES
VARIES
6.273
VARIES
0.000
0.000
VARIES

U4378HAA3
U4493DAA2
U4493DAB0

08/10/99
02/12/98
04/27/98

08/01/06
02/15/08
05/01/08

100.000
61.341
61.691

VARIES
VARIES
VARIES

U45855AE0
U46754AA2
U47995AA0
U49400AA9

02/24/99
02/08/02
12/02/03
11/18/04

03/01/09
02/01/09
12/01/13
11/15/14

55.057
96.040
60.682
61.808

VARIES
11.875
VARIES
VARIES

U51303AA0

06/11/04

06/15/13

50.460

VARIES

06/11/04
12/02/98
02/29/00
01/11/01

06/15/12
12/01/08
03/15/10
01/15/31

97.432
59.966
53.308
100.000

11.125
VARIES
VARIES
3.500

U51304AA8
U52782AB2
U52782AE6
Liberty Media Corp.
U52892AD5
----------------------------* Called in 2005; reportable OID

is computed to call date.

Total
OID to
1/1/05
________

19.13

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

0.029212

0.031645

0.034281

0.037137

0.040231

11.04

12.95

0.312498
0.378230

0.312498
0.372423

0.378987

0.373220

0.379853

58.44*
137.07

137.36

2.89

0.005659

0.005967

0.006291

0.006633

0.006994

2.10

2.34

15.86
15.86
5.04
21.03

0.013159
0.013159
0.008530
0.028853
0.347214
0.175794
0.171720
0.366468
0.295106
0.018030
0.336803
0.392922
0.014524
0.364570
0.300431
0.300431
0.204243

0.013995
0.013995
0.009009
0.031232
0.347213
0.183705
0.178906
0.367534
0.295104
0.018955
0.336802
0.393211
0.015039
0.364569
0.335953
0.335953
0.215986

0.015048
0.015048
0.009514
0.033808
0.347212
0.191971
0.186392
0.368673
0.295103
0.019926
0.336802
0.393519
0.015573
0.364568
0.375675
0.375675
0.228404

0.016004
0.016004
0.010048
0.036597
0.347212
0.200610
0.194191
0.369888
0.295101
0.020947
0.336802
0.393850
0.016125
0.364567
0.420094
0.420094
0.241536

0.017208
0.017208
0.010612
0.039616
0.347211
0.209637
0.202317
0.371186
0.022021
0.336802
0.394205
0.016697
0.364566
0.469765
0.469765
0.255424

4.99
4.99
3.26
10.89
125.00
65.45
63.79
132.38
106.24
6.92
121.25
141.59
5.34
131.25
118.01
118.01
77.48

5.70
5.70
3.64
12.77
125.00
71.48
69.24
133.24
106.24
7.64
121.25
141.83
5.72
131.24
147.57
147.57
86.64

0.389311
0.271740
0.272789

0.391218
0.276244
0.268341

0.386415
0.271740
0.272789

0.381287
0.276244
0.268341

0.271741
0.272788

140.06
100.00
98.75

80.22
100.00
98.75

0.340268
0.013912
0.190885
0.169538

0.340267
0.014799
0.200668
0.177769

0.340266
0.015742
0.210952
0.186546

0.340266
0.016745
0.221764
0.195756

0.340265
0.017813
0.233129
0.205422

122.50
5.44
71.08
63.30

122.50
6.16
78.55
69.68

0.212300

0.227293

0.243346

0.260532

0.278932

79.62

91.27

0.005966
0.291664
0.335987
0.328095

0.006313
0.291664
0.357613
0.339061

0.006680
0.291664
0.357612
0.350548

0.007068
0.291663
0.357610
0.362581

0.007479
0.291663
0.357608
0.375186

2.22
105.00
127.14
123.82

2.49
105.00
128.74
132.45

27.27

.95
145.38
145.38

12.46

1.13

75

76
SECTION I-B

Total
OID to
1/1/05
________

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______

0.015169
0.009509
0.368254
0.186307
0.026112

0.016096
0.009984
0.368731
0.197299
0.027284

0.010484
0.369240
0.209136
0.029462

0.011008
0.369782
0.221684
0.030785

0.011559
0.370361
0.234985
0.033242

1.19*
3.52
132.73
72.15
9.95

3.89
133.11
81.06
11.23

0.048705
0.361108
0.276384
0.015761

0.051284
0.361107
0.276384
0.016776

0.054001
0.361107
0.276384
0.017856

0.056861
0.361107
0.276383
0.019006

0.361107
0.276383
0.020230

18.00
130.00
99.50
6.05

19.96
130.00
99.50
6.85

0.214526
0.333005
0.333098
0.234873
0.014572
0.005254
0.466878
0.248779
0.024770
0.057343

0.226727
0.331180
0.331277
0.242754
0.015623
0.005536
0.471571
0.262609
0.026070
0.058131

0.239622
0.332993
0.333097
0.250900
0.016750
0.005834
0.476704
0.277208
0.027440
0.058930

0.253250
0.331167
0.331277
0.259319
0.017959
0.006148
0.482315
0.292619
0.028881
0.059741

0.267653
0.332979
0.333096
0.268020
0.019254
0.006478
0.488452
0.308886
0.030397
0.060562

81.68
121.21
121.25
88.28
5.60
1.95
170.39
92.50
9.23
21.04

91.24
121.21
121.25
94.30
6.44
2.17
174.39
103.08
10.23
21.63

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

Lin Television Corp.
Lyondell Chemical Co.
McCaw International LTD
Marquee Holdings, Inc.
Matria Healthcare, Inc.
Morton's Restaurant
Group, Inc.
Muzak Holdings Finance
Nextel Communications
Nexstar Finance, Inc.
Nexstar Finance
Holdings, Inc.
Nextel International
Nextlink Communications
Omnicom Group, Inc.
O'Sullivan Industries
Penton Media, Inc.
Petro Stopping Centers
Pliant Corporation
Pope & Talbot, Inc.
Roche Holdings, Inc.
Compass Minerals
International, Inc.
Tabletop Holdings, Inc.
Sinclair Broadcast
Group, Inc.
Steel Heddle Group, Inc.
Telemundo Holdings, Inc.
Thermadyne Holdings
TravelCenters of America
Tritel PCS, Inc.
Trump Atlantic City
Funding II
Trump Atlantic City
Funding III
Trump Casino Holdings

U53546AB0
U55193AB9
U56707AA7
U57131AA9
U57614AA4

06/14/01
12/04/02
03/06/97
08/18/04
07/09/01

01/15/08*
12/15/08
04/15/07
08/15/14
05/01/08

96.288
97.750
50.991
55.894
93.500

8.000
9.500
VARIES
VARIES
11.000

17.40
6.31

U61945AA6
U62340AA9
U64977AB4
U6497AAA9

07/07/03
03/18/99
02/11/98
03/16/01

07/01/10
03/15/10
02/15/08
04/01/08

85.000
53.328
61.471
96.012

7.500
VARIES
VARIES
12.000

23.50

U6497BAC3
U64982AA6
U6500EAE8
U68191AF9
U68328AA8
U7100RAA9
U71660AB7
U7263LAC1
U7316MAA0
U75000AE6

03/27/03
03/12/98
11/17/99
02/07/01
11/30/99
06/28/01
07/23/99
02/17/04
07/30/02
01/19/00

04/01/13
04/15/08
12/01/09
02/07/31
10/15/09
06/15/11
08/01/08
06/15/09
06/01/13
01/19/15

57.442
54.915
55.257
100.000
94.546
97.749
36.636
73.627
86.415
66.386

VARIES
VARIES
VARIES
VARIES
13.375
10.375
VARIES
VARIES
8.375
0.000

U79616AB1
U81965AA0

05/22/03
11/12/03

06/01/13
05/15/14

55.677
55.131

VARIES
VARIES

0.221682
0.211490

0.234982
0.224443

0.249080
0.238190

0.264024
0.252779

0.279864
0.268261

83.02
79.70

93.28
89.76

U82751AE5
U85799AA9
U8795AAA4
U88342AA5
U89398AA6
U89678AA1

05/20/03
05/26/98
08/10/01
05/22/98
11/14/00
05/11/99

07/15/18
06/01/09
08/15/08
06/01/08
05/01/09
05/15/09

100.000
51.337
79.837
54.374
92.822
53.828

VARIES
VARIES
VARIES
VARIES
12.750
VARIES

0.270264
0.381936
0.319431
0.347204
0.022226
0.354158

0.276499
0.381936
0.319430
0.347203
0.023808
0.354158

0.283023
0.381935
0.319429
0.347202
0.025503
0.354157

0.289848
0.381934
0.319428
0.347201
0.027318
0.354157

0.296989
0.381934
0.319427
0.347199
0.029262
0.354156

100.54
137.50
114.99
124.99
8.48
127.50

105.44
137.50
114.99
124.99
9.73
127.50

U89685AA6

12/10/97

05/01/06*

96.073

11.250

30.23

0.017614

0.018672

2.47*

12/10/97
03/25/03
03/25/03
11/21/01
12/24/02
11/09/99
12/23/04

05/01/06*
03/15/10*
09/15/10*
05/15/09
04/15/08
11/15/09
12/15/15*

94.200
94.832
100.000
95.404
97.045
56.061
98.000

11.250
11.625
11.625
8.750
10.750
VARIES
VARIES

44.52
9.24

0.026225
0.016051
0.181827
0.015934
0.014251
0.329854
0.258343

0.027848
0.017075
0.187281
0.016701
0.015071
0.329854

3.68*
2.30*
25.63*
5.95
5.41
118.75
42.37*

U89686AA4
U89688AA0
U89688AB8
Vail Resorts, Inc.
U90984AB8
United Rentals, Inc.
U91139AB8
VoiceStream Wireless
U92709AB7
WMG Holdings Corp.
U97137AA8
----------------------------* Called in 2005; reportable OID

Maturity
Date
_________

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________

is computed to call date.

26.65

17.16

19.04
5.44

18.82
96.11

24.96

15.31
9.26

0.017505
0.015938
0.329853

0.018348
0.016855
0.329853

0.019231
0.017825
0.329852

6.53
6.05
118.75

SECTION I-B

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

WMG Holdings Corp.
Hynix Semiconductor, Inc

U97137AC4
Y3817WAK5

12/23/04
07/05/05

Maturity
Date
_________
12/15/14
07/01/12

Issue Price Annual
(Percent of Stated
Principal Interest
Amount)
Rate
__________ ________
63.002
97.000

VARIES
9.875

Total
OID to
1/1/05
________

Daily OID Per $1,000
of Maturity Value
for Each Accrual Period
--------------------------------------------------2005 1st
2005 2nd
2005 3rd
2006 2nd 2006 3rd
Period
Period
2006 1st
Period
Period
________
________
________
________ ________
0.166247

0.173792
0.008378

0.182047
0.008808

0.190694
0.009270

0.199751

OID per
$1,000 of
Maturity
Value for
Calendar Year
-------------2005
2006
______
______
61.46
1.47

67.38
3.25

77

78
SECTION 1-C Inflation Indexed Debt Instruments

Name of Issuer
______________

CUSIP No.
_________

Issue
Date
________

U.S.Treasury
U.S.Treasury
U.S.Treasury
U.S.Treasury
U.S.Treasury
U.S.Treasury
U.S.Treasury
U.S.Treasury
U.S.Treasury
U.S.Treasury
U.S.Treasury
U.S.Treasury
U.S.Treasury
U.S.Treasury
U.S.Treasury
U.S.Treasury
U.S.Treasury

9128272M3
9128273T7
912810FD5
9128274Y5
912810FH6
9128275W8
9128276R8
912810FQ6
9128277J5
912828AF7
912828BD1
912828BW9
912810FR4
912828CP3
912828CZ1
912828DH0
912828EA4

01/15/97
01/15/98
04/15/98
01/15/99
04/15/99
01/18/00
01/15/01
10/15/01
01/15/02
07/15/02
07/15/03
01/15/04
07/15/04
07/15/04
10/15/04
01/15/05
07/15/05

Maturity
Date
_________

Inflation-Adj
Principal on
Issue Date
___________

Stated
Interest
Rate
________

01/15/07
01/15/08
04/15/28
01/15/09
04/15/29
01/15/10
01/15/11
04/15/32
01/15/12
07/15/12
07/15/13
01/15/14
01/15/25
07/15/14
04/15/10
01/15/15
07/15/15

100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000
100.000

3.375%
3.625%
3.625%
3.875%
3.875%
4.250%
3.500%
3.375%
3.375%
3.000%
1.875%
2.000%
2.375%
2.000%
0.875%
1.625%
1.875%

Total OID
to 1/1/05
_________

2005 1st
Period
________

2005 2nd
Period
________

2005 3rd
Period
________

203.87
181.64
180.29
164.03
161.24
134.60
96.83
75.50
75.11
61.73
39.39
33.15
12.75
12.75
7.68

0.020360
0.019967
0.018628
0.019670
0.018327
0.019173
0.018534
0.016974
0.018167
0.017941
0.017564
0.017458
0.017113
0.017113
0.015903

0.124300
0.121900
0.156707
0.120082
0.154178
0.117052
0.113151
0.142793
0.110909
0.109530
0.107225
0.106581
0.104476
0.104476
0.133790
0.103137

0.174141
0.170779
0.265414
0.168233
0.261130
0.163988
0.158523
0.241848
0.155381
0.153449
0.150220
0.149318
0.146369
0.146369
0.226599
0.144492
0.141845

Calendar Year
2005
_____________
52.39
51.38
51.32
50.61
50.49
49.33
47.69
46.76
46.74
46.16
45.19
44.92
44.03
44.03
43.81
43.23
24.11

Section II
STRIPPED COMPONENTS OF U.S. TREASURY AND
GOVERNMENT-SPONSORED ENTERPRISES

FOR BROKERS & MIDDLEMEN ONLY: Original Issue Discount (OID) to be reported for stripped
interest & principal components per $1000 Maturity Value (for calendar year 2005).
Strips
Maturing
From
Through
--------------01/01/05
03/31/05
04/01/05
06/30/05
07/01/05
09/30/05
10/01/05
12/31/05
01/01/06
03/31/06
04/01/06
06/30/06
07/01/06
09/30/06
10/01/06
12/31/06
01/01/07
03/31/07
04/01/07
06/30/07
07/01/07
09/30/07
10/01/07
12/31/07
01/01/08
03/31/08
04/01/08
06/30/08
07/01/08
09/30/08
10/01/08
12/31/08
01/01/09
03/31/09
04/01/09
06/30/09
07/01/09
09/30/09
10/01/09
12/31/09
01/01/10
03/31/10
04/01/10
06/30/10
07/01/10
09/30/10
10/01/10
12/31/10
01/01/11
03/31/11
04/01/11
06/30/11
07/01/11
09/30/11
10/01/11
12/31/11
01/01/12
03/31/12
04/01/12
06/30/12
07/01/12
09/30/12
10/01/12
12/31/12
01/01/13
03/31/13
04/01/13
06/30/13
07/01/13
09/30/13
10/01/13
12/31/13
01/01/14
03/31/14
04/01/14
06/30/14
07/01/14
09/30/14
10/01/14
12/31/14
01/01/15
03/31/15
04/01/15
06/30/15
07/01/15
09/30/15
10/01/15
12/31/15
01/01/16
03/31/16
04/01/16
06/30/16
07/01/16
09/30/16
10/01/16
12/31/16

OID
per $1000
--------5.46
12.78
19.65
26.95
27.54
28.19
28.74
29.25
29.48
29.61
29.72
29.83
30.02
30.10
30.27
30.41
30.55
30.60
30.71
30.81
30.83
30.83
30.83
30.82
30.79
30.76
30.66
30.61
30.49
30.36
30.23
30.10
29.90
29.75
29.55
29.34
29.13
28.97
28.76
28.54
28.28
28.06
27.84
27.62
27.40
27.17
26.95
26.72

Strips
Maturing
From
Through
--------------01/01/17
03/31/17
04/01/17
06/30/17
07/01/17
09/30/17
10/01/17
12/31/17
01/01/18
03/31/18
04/01/18
06/30/18
07/01/18
09/30/18
10/01/18
12/31/18
01/01/19
03/31/19
04/01/19
06/30/19
07/01/19
09/30/19
10/01/19
12/31/19
01/01/20
03/31/20
04/01/20
06/30/20
07/01/20
09/30/20
10/01/20
12/31/20
01/01/21
03/31/21
04/01/21
06/30/21
07/01/21
09/30/21
10/01/21
12/31/21
01/01/22
03/31/22
04/01/22
06/30/22
07/01/22
09/30/22
10/01/22
12/31/22
01/01/23
03/31/23
04/01/23
06/30/23
07/01/23
09/30/23
10/01/23
12/31/23
01/01/24
03/31/24
04/01/24
06/30/24
07/01/24
09/30/24
10/01/24
12/31/24
01/01/25
03/31/25
04/01/25
06/30/25
07/01/25
09/30/25
10/01/25
12/31/25
01/01/26
03/31/26
04/01/26
06/30/26
07/01/26
09/30/26
10/01/26
12/31/26
01/01/27
03/31/27
04/01/27
06/30/27
07/01/27
09/30/27
10/01/27
12/31/27
01/01/28
03/31/28
04/01/28
06/30/28
07/01/28
09/30/28
10/01/28
12/31/28

OID
per $1000
--------26.49
26.26
26.03
25.80
25.53
25.29
25.06
24.82
24.59
24.32
24.08
23.84
23.58
23.34
23.08
22.83
22.58
22.33
22.08
21.83
21.58
21.32
21.08
20.83
20.58
20.33
20.08
19.83
19.59
19.35
19.11
18.87
18.63
18.39
18.16
17.93
17.70
17.48
17.25
17.04
16.82
16.61
16.40
16.19
15.99
15.79
15.59
15.41
79

(continued)

Strips
Maturing
From
Through
--------------01/01/29
03/31/29
04/01/29
06/30/29
07/01/29
09/30/29
10/01/29
12/31/29
01/01/30
03/31/30
04/01/30
06/30/30
07/01/30
09/30/30
10/01/30
12/31/30
01/01/31
03/31/31
04/01/31
06/30/31
07/01/31
09/30/31
10/01/31
12/31/31
01/01/32
03/31/32
04/01/32
06/30/32
07/01/32
09/30/32
10/01/32
12/31/32
01/01/33
03/31/33
04/01/33
06/30/33
07/01/33
09/30/33
10/01/33
12/31/33
01/01/34
03/31/34
04/01/34
06/30/34
07/01/34
09/30/34
10/01/34
12/31/34
01/01/35
03/31/35
04/01/35
06/30/35
07/01/35
09/30/35
10/01/35
12/31/35
01/01/36
03/31/36
04/01/36
06/30/36
07/01/36
09/30/36
10/01/36
12/31/36
01/01/37
03/31/37
04/01/37
06/30/37

OID
per $1000
--------15.22
15.02
14.84
14.65
14.47
14.29
14.11
13.94
13.78
13.61
13.44
13.28
13.11
12.95
12.79
12.63
12.48
12.35
12.20
12.05
11.90
11.75
11.61
11.47
11.33
11.19
11.05
10.92
10.79
10.65
10.52
10.39
10.27
10.14

Strips
Maturing
From
Through
--------------07/01/37
09/30/37
10/01/37
12/31/37
01/01/38
03/31/38
04/01/38
06/30/38
07/01/38
09/30/38
10/01/38
12/31/38
01/01/39
03/31/39
04/01/39
06/30/39
07/01/39
09/30/39
10/01/39
12/31/39
01/01/40
03/31/40
04/01/40
06/30/40
07/01/40
09/30/40
10/01/40
12/31/40
01/01/41
03/31/41
04/01/41
06/30/41
07/01/41
09/30/41
10/01/41
12/31/41
01/01/42
03/31/42
04/01/42
06/30/42
07/01/42
09/30/42
10/01/42
12/31/42
01/01/43
03/31/43
04/01/43
06/30/43
07/01/43
09/30/43
10/01/43
12/31/43
01/01/44
03/31/44
04/01/44
06/30/44
07/01/44
09/30/44
10/01/44
12/31/44
01/01/45
03/31/45
04/01/45
06/30/45
07/01/45
09/30/45
10/01/45
12/31/45

OID
per $1000
--------10.02
9.90
9.78
9.66
9.54
9.42
9.31
9.20
9.09
8.97
8.87
8.76
8.65
8.55
8.44
8.34
8.24
8.14
8.04
7.94
7.85
7.75
7.66
7.56
7.47
7.38
7.29
7.21
7.12
7.03
6.95
6.86
6.78
6.70

Note: This section lists OID for use SOLELY by brokers and other middlemen
in preparing information returns for zero coupon instruments issued under the
Department of the Treasury's STRIPS program, by government-sponsored enterprises
such as the Resolution Funding Corporation and the Financing Corporation, or as
instruments backed by U.S. Treasury securities that represent ownership
interests in such securities. If you owned or held such debt instruments in 2005,
do not rely on the amounts listed in this section. Instead, follow the OID
computation rules and methods described earlier in this publication under
"Figuring OID on Stripped Bonds and Coupons."

80

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

CUSIP
Number
--------912795RU7
RV5
912795TG6
912795RW3
RX1
RY9
RZ6
912795TH4
912795SA0
SB8
SC6
SD4
912795TJ0
912795SE2
SF9
SG7
SH5
SJ1
912795TK7
TL5
912795SK8
SL6
SM4
SN2
SP7
SQ5
SR3
SS1
912795TM3
912795ST9
SU6
SV4
912795VF5
VG3
912795TN1
912795VH1
VJ7
VK4
VL2
VM0
VN8
VP3
VQ1
912795TP6
912795VR9
VS7

Maturity
Date
-------01/06/05
01/13/05
01/18/05
01/20/05
01/27/05
02/03/05
02/10/05
02/14/05
02/17/05
02/24/05
03/03/05
03/10/05
03/15/05
03/17/05
03/24/05
03/31/05
04/07/05
04/14/05
04/15/05
04/18/05
04/21/05
04/28/05
05/05/05
05/12/05
05/19/05
05/26/05
06/02/05
06/09/05
06/15/05
06/16/05
06/23/05
06/30/05
07/07/05
07/14/05
07/15/05
07/21/05
07/28/05
08/04/05
08/11/05
08/18/05
08/25/05
09/01/05
09/08/05
09/14/05
09/15/05
09/22/05

Issue
Date
-------07/08/04
07/15/04
01/03/05
07/22/04
07/29/04
08/05/04
08/12/04
02/11/05
08/16/04
08/26/04
09/02/04
09/09/04
03/03/05
09/16/04
09/23/04
09/30/04
10/07/04
10/14/04
04/01/05
04/14/05
10/21/04
10/28/04
11/04/04
11/12/04
11/18/04
11/26/04
12/02/04
12/09/04
06/01/05
12/16/04
12/23/04
12/30/04
01/06/05
01/13/05
07/01/05
01/20/05
01/27/05
02/03/05
02/10/05
02/17/05
02/24/05
03/03/05
03/10/05
09/08/05
03/17/05
03/24/05

Issue Price
(% of Principal
Amount)
--------------99.176
99.176
99.912
99.166
99.123
99.123
99.158
99.980
99.128
99.115
99.103
99.060
99.918
99.070
99.054
99.014
98.993
99.011
99.894
99.970
98.993
98.968
98.918
98.863
98.847
98.810
98.798
98.796
99.887
98.774
98.753
98.705
98.705
98.685
99.876
98.667
98.680
98.629
98.629
98.604
98.559
98.521
98.516
99.942
98.483
98.465

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------8.24
8.24
0.88
8.34
8.77
8.77
8.42
0.20
8.72
8.85
8.97
9.40
0.82
9.30
9.46
9.86
10.07
9.89
1.06
0.30
10.07
10.32
10.82
11.37
11.53
11.90
12.02
12.04
1.13
12.26
12.47
12.95
12.95
13.15
1.24
13.33
13.20
13.71
13.71
13.96
14.41
14.79
14.84
0.58
15.17
15.35

81

Section III-A (continued)

CUSIP
Number
--------VT5
VU2
VV0
912795TQ4
912795VW8
VX6
VY4
VZ1
912795WA5
WB3
WC1
WD9
WE7
WF4
WG2

CUSIP
Number
--------912795WH0
WJ6
WK3
WL1
WM9
WN7
WP2
WQ0
WR8
WS6
WT4
WU1
WV9
WW7
WX5

82

Maturity
Date
-------09/29/05
10/06/05
10/13/05
10/17/05
10/20/05
10/27/05
11/03/05
11/10/05
11/17/05
11/25/05
12/01/05
12/08/05
12/15/05
12/22/05
12/29/05

Maturity
Date
-------01/05/06
01/12/06
01/19/06
01/26/06
02/02/06
02/09/06
02/16/06
02/23/06
03/02/06
03/09/06
03/16/06
03/23/06
03/30/06
04/06/06
04/13/06

Issue
Date
-------03/31/05
04/07/05
04/14/05
10/06/05
04/21/05
04/28/05
05/05/05
05/12/05
05/19/05
05/26/05
06/02/05
06/09/05
06/16/05
06/23/05
06/30/05

Issue Price
(% of Principal
Amount)
--------------98.437
98.465
98.450
99.893
98.463
98.437
98.440
98.422
98.447
98.419
98.442
98.453
98.422
98.394
98.372

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------15.63
15.35
15.50
1.07
15.37
15.63
15.60
15.53
15.53
15.81
15.58
15.47
15.78
16.06
16.28

Issue
Date
-------07/07/05
07/14/05
07/21/05
07/28/05
08/04/05
08/11/05
08/18/05
08/25/05
09/01/05
09/08/05
09/15/05
09/22/05
09/29/05
10/06/05
10/13/05

Issue Price
(% of Principal
Amount)
--------------98.319
98.303
98.271
98.210
98.180
98.139
98.126
98.134
98.126
98.195
98.144
98.121
98.106
98.043
98.003

Discount to be
Reported as 2006
Interest(Per $1,000
Maturity Value)
------------------16.81
16.97
17.29
17.90
18.20
18.61
18.74
18.66
18.74
18.05
18.56
18.79
18.94
19.57
19.97

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

CUSIP
Number
---------

Maturity
Date
--------

Issue
Date
--------

Issue Price
(% of Principal
Amount)
---------------

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
-------------------

No Short-Term Discount Obligations
Maturing in 2005

83

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

CUSIP
Number
--------313385AC0
AD8
AE6
AF3
AG1
AK2
AL0
AM8
AN6
AP1
AT3
AU0
AV8
AW6
AZ9
313385BA3
BB1
BC9
BD7
BG0
BH8
BJ4
BK1
BL9
BP0
BQ8
BR6
BS4
BT2
BW5
BX3
BY1
BZ8
313385CA2
CE4
CF1
CG9
CH7
CL8
CM6
CN4
CP9
CQ7
CT1
CU8
CV6
CW4

84

Maturity
Date
-------01/03/05
01/04/05
01/05/05
01/06/05
01/07/05
01/10/05
01/11/05
01/12/05
01/13/05
01/14/05
01/18/05
01/19/05
01/20/05
01/21/05
01/24/05
01/25/05
01/26/05
01/27/05
01/28/05
01/31/05
02/01/05
02/02/05
02/03/05
02/04/05
02/07/05
02/08/05
02/09/05
02/10/05
02/11/05
02/14/05
02/15/05
02/16/05
02/17/05
02/18/05
02/22/05
02/23/05
02/24/05
02/25/05
02/28/05
03/01/05
03/02/05
03/03/05
03/04/05
03/07/05
03/08/05
03/09/05
03/10/05

Issue
Date
-------01/09/04
01/12/04
05/10/04
01/13/04
01/14/04
01/28/04
01/23/04
01/20/04
01/21/04
01/20/04
01/26/04
01/26/04
01/28/04
01/28/04
01/30/04
02/02/04
02/02/04
02/02/04
02/03/04
02/09/04
02/18/04
02/09/04
02/09/04
02/11/04
02/13/04
02/18/04
02/19/04
04/01/04
02/17/04
02/23/04
02/23/04
02/24/04
02/23/04
02/24/04
04/07/04
03/02/04
03/03/04
03/02/04
03/05/04
03/18/04
09/01/04
03/08/04
03/09/04
03/12/04
03/16/04
03/16/04
03/16/04

Issue Price
(% of Principal
Amount)
--------------98.720
98.821
99.000
98.803
98.853
98.859
98.850
98.807
98.846
98.800
98.837
98.833
98.829
98.833
98.760
98.757
98.753
98.750
98.750
98.760
98.866
98.753
98.752
98.753
98.840
98.843
98.843
99.010
98.840
98.830
98.817
98.817
98.810
98.840
98.912
98.854
98.799
98.800
98.870
98.908
99.060
98.892
98.910
98.880
98.899
98.886
98.883

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------12.80
11.79
10.00
11.97
11.47
11.41
11.50
11.93
11.54
12.00
11.63
11.67
11.71
11.67
12.40
12.43
12.47
12.50
12.50
12.40
11.34
12.47
12.48
12.47
11.60
11.57
11.57
9.90
11.60
11.70
11.83
11.83
11.90
11.60
10.88
11.46
12.01
12.00
11.30
10.92
9.40
11.08
10.90
11.20
11.01
11.14
11.17

Section III-C (continued)

CUSIP
Number
--------CX2
313385DA1
DB9
DC7
DD5
DE3
DH6
DJ2
DK9
DL7
DM5
DQ6
DR4
DS2
DT0
DU7
DX1
DY9
DZ6
313385EA0
EB8
EE2
EF9
EG7
EH5
EJ1
EM4
EN2
EP7
EQ5
ER3
EU6
EV4
EW2
EX0
EY8
313385FB7
FC5
FD3
FE1
FF8
FJ0
FK7
FL5
FM3
FN1
FR2

Maturity
Date
-------03/11/05
03/14/05
03/15/05
03/16/05
03/17/05
03/18/05
03/21/05
03/22/05
03/23/05
03/24/05
03/25/05
03/28/05
03/29/05
03/30/05
03/31/05
04/01/05
04/04/05
04/05/05
04/06/05
04/07/05
04/08/05
04/11/05
04/12/05
04/13/05
04/14/05
04/15/05
04/18/05
04/19/05
04/20/05
04/21/05
04/22/05
04/25/05
04/26/05
04/27/05
04/28/05
04/29/05
05/02/05
05/03/05
05/04/05
05/05/05
05/06/05
05/09/05
05/10/05
05/11/05
05/12/05
05/13/05
05/16/05

Issue
Date
-------03/17/04
03/19/04
03/22/04
03/22/04
03/22/04
03/24/04
03/29/04
03/29/04
03/30/04
03/29/04
03/24/05
04/02/04
08/31/04
06/08/04
04/05/04
04/06/04
04/12/04
07/07/04
04/16/04
04/16/04
04/14/04
04/16/04
07/09/04
04/26/04
04/20/04
04/20/04
04/26/04
04/30/04
05/21/04
04/26/04
04/27/04
04/30/04
05/06/04
07/16/04
05/05/04
05/05/04
11/04/04
05/11/04
08/09/04
05/10/04
05/14/04
05/14/04
05/17/04
11/15/04
05/18/04
05/19/04
08/12/04

Issue Price
(% of Principal
Amount)
--------------98.883
98.873
98.876
98.873
98.870
98.893
98.889
98.813
98.817
98.846
99.993
98.734
98.892
98.574
98.690
98.690
98.820
98.587
98.619
98.616
98.614
98.620
98.553
98.533
98.624
98.620
98.498
98.466
98.376
98.480
98.480
98.440
98.442
98.512
98.429
98.424
98.906
98.215
98.638
98.200
98.178
98.170
98.180
98.859
98.225
98.225
98.500

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------11.17
11.27
11.24
11.27
11.30
11.07
11.11
11.87
11.83
11.54
0.07
12.66
11.08
14.26
13.10
13.10
11.80
14.13
13.81
13.84
13.86
13.80
14.47
14.67
13.76
13.80
15.02
15.34
16.24
15.20
15.20
15.60
15.58
14.88
15.71
15.76
10.94
17.85
13.62
18.00
18.22
18.30
18.20
11.41
17.75
17.75
15.00

85

Section III-C (continued)

CUSIP
Number
--------FS0
FT8
FU5
FV3
FY7
FZ4
313385GA8
GB6
GC4
GG5
GH3
GJ9
GK6
GN0
GP5
GQ3
GR1
GS9
GV2
GW0
GX8
GY6
GZ3
313385HC3
HD1
HE9
HF6
HG4
HK5
HL3
HM1
HN9
HP4
HT6
HU3
HV1
HW9
HZ2
313385JA5
JB3
JC1
JD9
JG2
JH0
JJ6
JK3
JL1

86

Maturity
Date
-------05/17/05
05/18/05
05/19/05
05/20/05
05/23/05
05/24/05
05/25/05
05/26/05
05/27/05
05/31/05
06/01/05
06/02/05
06/03/05
06/06/05
06/07/05
06/08/05
06/09/05
06/10/05
06/13/05
06/14/05
06/15/05
06/16/05
06/17/05
06/20/05
06/21/05
06/22/05
06/23/05
06/24/05
06/27/05
06/28/05
06/29/05
06/30/05
07/01/05
07/05/05
07/06/05
07/07/05
07/08/05
07/11/05
07/12/05
07/13/05
07/14/05
07/15/05
07/18/05
07/19/05
07/20/05
07/21/05
07/22/05

Issue
Date
-------07/07/04
07/07/04
05/24/04
05/26/04
05/28/04
06/04/04
08/19/04
06/04/04
06/02/04
06/17/04
06/08/04
06/10/04
06/08/04
06/17/04
06/24/04
12/10/04
06/17/04
06/16/04
06/18/04
06/23/04
07/01/04
06/21/04
06/23/04
06/25/04
07/01/04
06/28/04
09/23/04
06/29/04
07/02/04
07/06/04
07/07/04
09/16/04
07/08/04
07/14/04
10/01/04
07/13/04
07/15/04
07/19/04
07/19/04
07/20/04
07/20/04
07/20/04
07/23/04
01/13/05
09/09/04
07/26/04
07/27/04

Issue Price
(% of Principal
Amount)
--------------98.343
98.338
98.120
98.155
98.160
98.063
98.559
98.161
98.145
97.922
98.011
97.899
98.000
97.925
97.951
98.770
97.868
97.896
97.841
97.844
97.906
97.880
97.866
97.850
97.850
97.826
98.445
97.810
98.000
97.987
97.967
98.374
97.971
97.983
98.340
97.966
97.943
97.957
97.951
97.951
97.946
97.920
97.880
98.608
98.186
97.840
97.810

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------16.57
16.62
18.80
18.45
18.40
19.37
14.41
18.39
18.55
20.78
19.89
21.01
20.00
20.75
20.49
12.30
21.32
21.04
21.59
21.56
20.94
21.20
21.34
21.50
21.50
21.74
15.55
21.90
20.00
20.13
20.33
16.26
20.29
20.17
16.60
20.34
20.57
20.43
20.49
20.49
20.54
20.80
21.20
13.92
18.14
21.60
21.90

Section III-C (continued)

CUSIP
Number
--------JP2
JQ0
JR8
JS6
JT4
JW7
JX5
JY3
JZ0
313385KA3
KD7
KE5
KF2
KG0
KH8
KL9
KM7
KN5
KP0
KQ8
KT2
KU9
KV7
KW5
KX3
313385LA2
LB0
LC8
LD6
LE4
LJ3
LK0
LL8
LM6
LQ7
LR5
LS3
LT1
LU8
LX2
LY0
LZ7
313385MA1
MB9
ME3
MF0
MG8

Maturity
Date
-------07/25/05
07/26/05
07/27/05
07/28/05
07/29/05
08/01/05
08/02/05
08/03/05
08/04/05
08/05/05
08/08/05
08/09/05
08/10/05
08/11/05
08/12/05
08/15/05
08/16/05
08/17/05
08/18/05
08/19/05
08/22/05
08/23/05
08/24/05
08/25/05
08/26/05
08/29/05
08/30/05
08/31/05
09/01/05
09/02/05
09/06/05
09/07/05
09/08/05
09/09/05
09/12/05
09/13/05
09/14/05
09/15/05
09/16/05
09/19/05
09/20/05
09/21/05
09/22/05
09/23/05
09/26/05
09/27/05
09/28/05

Issue
Date
-------07/30/04
10/19/04
10/08/04
09/30/04
08/05/04
08/06/04
02/01/05
08/18/04
08/09/04
08/10/04
08/13/04
08/16/04
08/17/04
08/17/04
08/18/04
08/23/04
09/01/04
08/26/04
08/23/04
08/24/04
08/27/04
08/31/04
09/01/04
08/30/04
08/31/04
09/03/04
09/08/04
09/09/04
09/08/04
09/07/04
09/15/04
10/12/04
09/13/04
09/14/04
09/22/04
12/10/04
12/09/04
09/21/04
09/22/04
09/24/04
09/27/04
03/08/05
09/28/04
09/29/04
10/04/04
03/31/05
10/08/04

Issue Price
(% of Principal
Amount)
--------------97.768
98.336
98.216
98.219
97.862
98.040
98.610
98.056
98.000
97.980
97.960
97.961
97.961
97.956
97.986
98.001
98.013
97.923
97.930
97.930
97.900
97.937
97.937
97.880
97.920
97.920
97.844
97.874
97.862
97.820
97.874
97.993
97.850
97.850
97.880
97.992
97.985
97.866
97.876
97.820
97.782
98.386
97.776
97.766
97.759
98.405
97.732

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------22.32
16.64
17.84
17.81
21.38
19.60
13.90
19.44
20.00
20.20
20.40
20.39
20.39
20.44
20.14
19.99
19.87
20.77
20.70
20.70
21.00
20.63
20.63
21.20
20.80
20.80
21.56
21.26
21.38
21.80
21.26
20.07
21.50
21.50
21.20
20.08
20.15
21.34
21.24
21.80
22.18
16.14
22.24
22.34
22.41
15.95
22.68

87

Section III-C (continued)

CUSIP
Number
--------MH6
MJ2
MM5
MN3
MP8
MQ6
MR4
MV5
MW3
MX1
MY9
313385NB8
NC6
ND4
NE2
NF9
NJ1
NK8
NL6
NM4
NN2
NR3
NS1
NT9
NU6
NV4
NY8
NZ5
313385PA8
PB6
PF7
PG5
PH3
PJ9
PK6
PN0
PP5
PQ3
PS9
PV2
PW0
PX8
PY6
PZ3
313385QC3
QD1
QE9

88

Maturity
Date
-------09/29/05
09/30/05
10/03/05
10/04/05
10/05/05
10/06/05
10/07/05
10/11/05
10/12/05
10/13/05
10/14/05
10/17/05
10/18/05
10/19/05
10/20/05
10/21/05
10/24/05
10/25/05
10/26/05
10/27/05
10/28/05
10/31/05
11/01/05
11/02/05
11/03/05
11/04/05
11/07/05
11/08/05
11/09/05
11/10/05
11/14/05
11/15/05
11/16/05
11/17/05
11/18/05
11/21/05
11/22/05
11/23/05
11/25/05
11/28/05
11/29/05
11/30/05
12/01/05
12/02/05
12/05/05
12/06/05
12/07/05

Issue
Date
-------03/30/05
10/06/04
01/05/05
11/22/04
04/04/05
01/06/05
10/12/04
01/04/05
10/25/04
10/18/04
10/20/04
10/22/04
12/21/04
01/19/05
01/19/05
10/27/04
10/29/04
11/04/04
11/03/04
11/01/04
11/05/04
11/09/04
11/08/04
11/08/04
11/08/04
11/09/04
05/05/05
11/17/04
12/02/04
11/16/04
11/19/04
12/01/04
11/22/04
11/22/04
11/23/04
12/01/04
02/18/05
11/29/04
12/01/04
12/03/04
12/07/04
12/16/04
12/09/04
12/07/04
12/13/04
12/20/04
06/03/05

Issue Price
(% of Principal
Amount)
--------------98.378
97.706
97.907
97.718
98.400
97.862
97.760
97.838
97.829
97.791
97.774
97.740
97.676
97.808
97.800
97.746
97.700
97.683
97.660
97.670
97.531
97.607
97.464
97.457
97.450
97.450
98.342
97.439
97.416
97.408
97.380
97.363
97.387
97.370
97.300
97.308
97.669
97.278
97.278
97.300
97.342
97.363
97.342
97.310
97.313
97.260
98.312

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------16.22
22.94
20.93
22.82
16.00
21.38
22.40
21.62
21.71
22.09
22.26
22.60
23.24
21.92
22.00
22.54
23.00
23.17
23.40
23.30
24.69
23.93
25.36
25.43
25.50
25.50
16.58
25.61
25.84
25.92
26.20
26.37
26.13
26.30
27.00
26.92
23.31
27.22
27.22
27.00
26.58
26.37
26.58
26.90
26.87
27.40
16.88

Section III-C (continued)

CUSIP
Number
--------QF6
QG4
QK5
QL3
QM1
QN9
QP4
QS8
QT6
QU3
QV1
QW9
313385RA6
RB4
RC2
RD0

Maturity
Date
-------12/08/05
12/09/05
12/12/05
12/13/05
12/14/05
12/15/05
12/16/05
12/19/05
12/20/05
12/21/05
12/22/05
12/23/05
12/27/05
12/28/05
12/29/05
12/30/05

Issue
Date
-------06/01/05
03/11/05
12/17/04
05/19/05
06/01/05
12/20/04
12/23/04
01/05/05
03/16/05
12/27/04
12/27/04
12/28/04
01/06/05
01/05/05
01/03/05
01/05/05

Issue Price
(% of Principal
Amount)
--------------98.279
97.573
97.250
98.093
98.214
97.190
97.186
97.177
97.481
97.178
97.170
97.160
97.121
97.104
97.140
97.089

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------17.21
24.27
27.50
19.07
17.86
28.10
28.14
28.23
25.19
28.22
28.30
28.40
28.79
28.96
28.60
29.11

89

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

CUSIP
Number
--------313589AC7
AD5
AE3
AF0
AG8
AK9
AL7
AM5
AN3
AP8
AT0
AU7
AV5
AW3
AZ6
313589BA0
BB8
BC6
BD4
BG7
BH5
BJ1
BK8
BL6
BP7
BQ5
BR3
BS1
BT9
BW2
BX0
BY8
BZ5
313589CA9
CE1
CF8
CG6
CH4
CL5
CM3
CN1
CP6
CQ4
CT8
CU5
CV3

90

Maturity
Date
-------01/03/05
01/04/05
01/05/05
01/06/05
01/07/05
01/10/05
01/11/05
01/12/05
01/13/05
01/14/05
01/18/05
01/19/05
01/20/05
01/21/05
01/24/05
01/25/05
01/26/05
01/27/05
01/28/05
01/31/05
02/01/05
02/02/05
02/03/05
02/04/05
02/07/05
02/08/05
02/09/05
02/10/05
02/11/05
02/14/05
02/15/05
02/16/05
02/17/05
02/18/05
02/22/05
02/23/05
02/24/05
02/25/05
02/28/05
03/01/05
03/02/05
03/03/05
03/04/05
03/07/05
03/08/05
03/09/05

Issue
Date
-------03/01/04
04/02/04
04/07/04
02/11/04
01/14/04
03/08/04
05/11/04
07/14/04
03/12/04
03/09/04
03/23/04
04/19/04
03/22/04
08/26/04
04/22/04
08/27/04
07/28/04
04/23/04
04/28/04
07/30/04
03/25/04
04/02/04
10/05/04
02/11/04
04/12/04
10/05/04
08/11/04
04/14/04
04/12/04
04/19/04
06/14/04
04/21/04
10/13/04
05/20/04
04/22/04
07/06/04
04/23/04
04/22/04
05/11/04
03/16/04
09/01/04
06/03/04
03/10/04
07/02/04
05/12/04
09/08/04

Issue Price
(% of Principal
Amount)
--------------99.025
99.154
99.075
98.854
98.793
99.059
98.966
99.125
99.079
99.050
99.089
99.038
99.071
99.264
98.969
99.249
99.057
98.954
98.961
99.060
99.035
98.921
99.338
98.704
98.947
99.307
99.085
98.876
98.933
98.913
98.681
98.821
99.294
98.752
98.810
98.866
98.798
98.798
98.682
98.882
99.064
98.703
98.848
98.698
98.625
99.006

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------9.75
8.46
9.25
11.46
12.07
9.41
10.34
8.75
9.21
9.50
9.11
9.62
9.29
7.36
10.31
7.51
9.43
10.46
10.39
9.40
9.65
10.79
6.62
12.96
10.53
6.93
9.15
11.24
10.67
10.87
13.19
11.79
7.06
12.48
11.90
11.34
12.02
12.02
13.18
11.18
9.36
12.97
11.52
13.02
13.75
9.94

Section III-D (continued)

CUSIP
Number
--------CW1
CX9
313589DA8
DB6
DC4
DD2
DE0
DH3
DJ9
DK6
DL4
DM2
DQ3
DR1
DS9
DT7
DU4
DX8
DY6
DZ3
313589EA7
EB5
EE9
EF6
EG4
EH2
EJ8
EM1
EN9
EP4
EQ2
ER0
EU3
EV1
EW9
EX7
EY5
313589FB4
FC2
FD0
FE8
FF5
FJ7
FK4
FL2
FM0

Maturity
Date
-------03/10/05
03/11/05
03/14/05
03/15/05
03/16/05
03/17/05
03/18/05
03/21/05
03/22/05
03/23/05
03/24/05
03/25/05
03/28/05
03/29/05
03/30/05
03/31/05
04/01/05
04/04/05
04/05/05
04/06/05
04/07/05
04/08/05
04/11/05
04/12/05
04/13/05
04/14/05
04/15/05
04/18/05
04/19/05
04/20/05
04/21/05
04/22/05
04/25/05
04/26/05
04/27/05
04/28/05
04/29/05
05/02/05
05/03/05
05/04/05
05/05/05
05/06/05
05/09/05
05/10/05
05/11/05
05/12/05

Issue
Date
-------05/06/04
03/31/04
11/10/04
04/14/04
05/17/04
04/20/04
03/24/04
07/23/04
08/26/04
05/20/04
08/20/04
03/31/04
04/02/04
05/11/04
07/28/04
06/29/04
04/07/04
08/03/04
11/29/04
08/26/04
06/02/04
06/10/04
09/08/04
06/14/04
09/15/04
11/12/04
06/14/04
12/07/04
12/27/04
08/24/04
11/23/04
08/20/04
08/25/04
12/14/04
08/24/04
05/03/04
05/05/04
06/03/04
10/05/04
11/03/04
08/11/04
09/02/04
09/07/04
08/12/04
08/11/04
08/16/04

Issue Price
(% of Principal
Amount)
--------------98.708
98.888
99.235
98.753
98.636
98.731
98.833
98.721
98.896
98.533
98.896
98.843
98.630
98.479
98.653
98.510
98.679
98.685
99.189
98.804
98.489
98.322
98.794
98.238
98.857
99.031
98.221
99.127
99.228
98.712
99.015
98.714
98.684
99.099
98.674
98.390
98.375
98.252
98.758
98.857
98.598
98.668
98.604
98.525
98.521
98.543

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------12.92
11.12
7.65
12.47
13.64
12.69
11.67
12.79
11.04
14.67
11.04
11.57
13.70
15.21
13.47
14.90
13.21
13.15
8.11
11.96
15.11
16.78
12.06
17.62
11.43
9.69
17.79
8.73
7.72
12.88
9.85
12.86
13.16
9.01
13.26
16.10
16.25
17.48
12.42
11.43
14.02
13.32
13.96
14.75
14.79
14.57

91

Section III-D (continued)

CUSIP
Number
--------FN8
FR9
FS7
FT5
FU2
FV0
FY4
FZ1
313589GA5
GB3
GC1
GG2
GH0
GJ6
GK3
GN7
GP2
GQ0
GR8
GS6
GV9
GW7
GX5
GY3
GZ0
313589HC0
HD8
HE6
HF3
HG1
HK2
HL0
HM8
HN6
HP1
HT3
HU0
HV8
HW6
HZ9
313589JA2
JB0
JC8
JD6
JG9
JH7

92

Maturity
Date
-------05/13/05
05/16/05
05/17/05
05/18/05
05/19/05
05/20/05
05/23/05
05/24/05
05/25/05
05/26/05
05/27/05
05/31/05
06/01/05
06/02/05
06/03/05
06/06/05
06/07/05
06/08/05
06/09/05
06/10/05
06/13/05
06/14/05
06/15/05
06/16/05
06/17/05
06/20/05
06/21/05
06/22/05
06/23/05
06/24/05
06/27/05
06/28/05
06/29/05
06/30/05
07/01/05
07/05/05
07/06/05
07/07/05
07/08/05
07/11/05
07/12/05
07/13/05
07/14/05
07/15/05
07/18/05
07/19/05

Issue
Date
-------06/15/04
07/16/04
07/28/04
06/10/04
10/21/04
05/26/04
07/12/04
08/25/04
10/22/04
08/24/04
06/02/04
08/27/04
07/29/04
11/03/04
07/30/04
09/07/04
09/03/04
10/07/04
09/15/04
09/09/04
08/11/04
09/17/04
09/01/04
09/15/04
09/02/04
08/24/04
08/25/04
08/23/04
10/22/04
06/30/04
08/27/04
08/25/04
10/01/04
07/30/04
07/28/04
10/05/04
12/08/04
09/02/04
11/02/04
09/08/04
09/07/04
11/15/04
09/20/04
09/10/04
11/19/04
12/15/04

Issue Price
(% of Principal
Amount)
--------------98.063
98.328
98.283
98.000
98.781
98.155
98.294
98.489
98.734
98.472
98.026
98.453
98.167
98.687
98.212
98.406
98.423
98.516
98.480
98.425
98.292
98.477
98.429
98.440
98.416
98.300
98.300
98.300
98.536
97.716
98.269
98.260
98.351
97.971
97.953
98.309
98.542
98.272
98.436
98.156
98.152
98.367
98.845
98.229
98.300
98.440

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------19.37
16.72
17.17
20.00
12.19
18.45
17.06
15.11
12.66
15.28
19.74
15.47
18.33
13.13
17.88
15.94
15.77
14.84
15.20
15.75
17.08
15.23
15.71
15.60
15.84
17.00
17.00
17.00
14.64
22.84
17.31
17.40
16.49
20.29
20.47
16.91
14.58
17.28
15.64
18.44
18.48
16.33
11.55
17.71
17.00
15.60

Section III-D (continued)

CUSIP
Number
--------JJ3
JK0
JL8
JP9
JQ7
JR5
JS3
JT1
JW4
JX2
JY0
JZ7
313589KA0
KD4
KE2
KF9
KG7
KH5
KL6
KM4
KN2
KP7
KQ5
KT9
KU6
KV4
KW2
KX0
313589LA9
LB7
LC5
LD3
LE1
LJ0
LK7
LL5
LM3
LQ4
LR2
LS0
LT8
LU5
LX9
LY7
LZ4
313589MA8

Maturity
Date
-------07/20/05
07/21/05
07/22/05
07/25/05
07/26/05
07/27/05
07/28/05
07/29/05
08/01/05
08/02/05
08/03/05
08/04/05
08/05/05
08/08/05
08/09/05
08/10/05
08/11/05
08/12/05
08/15/05
08/16/05
08/17/05
08/18/05
08/19/05
08/22/05
08/23/05
08/24/05
08/25/05
08/26/05
08/29/05
08/30/05
08/31/05
09/01/05
09/02/05
09/06/05
09/07/05
09/08/05
09/09/05
09/12/05
09/13/05
09/14/05
09/15/05
09/16/05
09/19/05
09/20/05
09/21/05
09/22/05

Issue
Date
-------10/01/04
02/17/05
07/28/04
11/18/04
12/15/04
11/17/04
10/29/04
11/22/04
10/14/04
11/18/04
02/02/05
04/07/05
11/05/04
11/18/04
01/12/05
12/28/04
03/23/05
11/15/04
10/12/04
03/07/05
11/24/04
01/20/05
08/25/04
09/24/04
12/08/04
11/23/04
12/23/04
12/02/04
10/29/04
01/24/05
11/19/04
09/29/04
09/15/04
10/29/04
11/05/04
09/13/04
12/08/04
11/16/04
01/25/05
11/17/04
12/08/04
09/22/04
11/23/04
11/26/04
11/17/04
01/20/05

Issue Price
(% of Principal
Amount)
--------------98.207
98.794
97.696
98.264
98.383
98.250
98.308
98.250
98.270
98.201
98.567
99.008
98.180
98.152
98.392
98.319
98.798
98.133
98.192
98.664
98.131
98.373
97.878
97.897
98.151
98.021
98.169
98.064
98.092
98.311
97.950
97.894
97.908
98.024
97.918
97.820
98.022
97.842
98.184
97.851
97.971
97.806
97.800
97.815
97.801
98.047

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------17.93
12.06
23.04
17.36
16.17
17.50
16.92
17.50
17.30
17.99
14.33
9.92
18.20
18.48
16.08
16.81
12.02
18.67
18.08
13.36
18.69
16.27
21.22
21.03
18.49
19.79
18.31
19.36
19.08
16.89
20.50
21.06
20.92
19.76
20.82
21.80
19.78
21.58
18.16
21.49
20.29
21.94
22.00
21.85
21.99
19.53

93

Section III-D (continued)

CUSIP
Number
--------MB6
ME0
MF7
MG5
MH3
MJ9
MM2
MN0
MP5
MQ3
MR1
MV2
MW0
MX8
MY6
313589NB5
NC3
ND1
NE9
NF6
NJ8
NK5
NL3
NM1
NN9
NR0
NS8
NT6
NU3
NV1
NY5
NZ2
313589PA5
PB3
PF4
PG2
PH0
PJ6
PK3
PN7
PP2
PQ0
PS6
PV9
PW7
PX5

94

Maturity
Date
-------09/23/05
09/26/05
09/27/05
09/28/05
09/29/05
09/30/05
10/03/05
10/04/05
10/05/05
10/06/05
10/07/05
10/11/05
10/12/05
10/13/05
10/14/05
10/17/05
10/18/05
10/19/05
10/20/05
10/21/05
10/24/05
10/25/05
10/26/05
10/27/05
10/28/05
10/31/05
11/01/05
11/02/05
11/03/05
11/04/05
11/07/05
11/08/05
11/09/05
11/10/05
11/14/05
11/15/05
11/16/05
11/17/05
11/18/05
11/21/05
11/22/05
11/23/05
11/25/05
11/28/05
11/29/05
11/30/05

Issue
Date
-------01/04/05
12/01/04
11/19/04
11/23/04
11/23/04
10/14/04
11/19/04
11/22/04
12/09/04
12/08/04
10/15/04
12/01/04
01/24/05
11/17/04
10/20/04
12/01/04
12/09/04
01/20/05
11/17/04
10/29/04
12/07/04
01/24/05
02/03/05
02/04/05
12/08/04
01/04/05
12/13/04
01/13/05
02/28/05
11/09/04
12/14/04
02/18/05
03/18/05
11/17/04
01/11/05
01/05/05
01/21/05
02/08/05
01/13/05
01/05/05
01/13/05
01/06/05
01/21/05
01/05/05
01/24/05
01/11/05

Issue Price
(% of Principal
Amount)
--------------98.006
97.799
97.721
97.717
97.709
97.874
97.659
97.665
97.817
97.794
97.818
97.671
97.927
97.617
99.091
97.618
97.696
97.809
97.557
97.689
97.637
97.808
97.828
97.836
97.615
97.667
97.560
97.623
97.858
97.470
97.494
97.765
97.889
97.330
97.510
97.540
97.583
97.658
97.494
97.413
97.435
97.405
97.493
97.348
97.485
97.362

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------19.94
22.01
22.79
22.83
22.91
21.26
23.41
23.35
21.83
22.06
21.82
23.29
20.73
23.83
9.09
23.82
23.04
21.91
24.43
23.11
23.63
21.92
21.72
21.64
23.85
23.33
24.40
23.77
21.42
25.30
25.06
22.35
21.11
26.70
24.90
24.60
24.17
23.42
25.06
25.87
25.65
25.95
25.07
26.52
25.15
26.38

Section III-D (continued)

CUSIP
Number
--------PY3
PZ0
313589QC0
QD8
QE6
QF3
QG1
QK2
QL0
QM8
QN6
QP1
QS5
QT3
QU0
QV8
QW6
313589RA3
RB1
RC9
RD7

Maturity
Date
-------12/01/05
12/02/05
12/05/05
12/06/05
12/07/05
12/08/05
12/09/05
12/12/05
12/13/05
12/14/05
12/15/05
12/16/05
12/19/05
12/20/05
12/21/05
12/22/05
12/23/05
12/27/05
12/28/05
12/29/05
12/30/05

Issue
Date
-------12/06/04
05/18/05
01/07/05
03/02/05
01/06/05
03/03/05
12/15/04
01/07/05
01/25/05
02/28/05
01/18/05
01/12/05
01/06/05
02/16/05
03/23/05
02/14/05
01/18/05
01/10/05
01/13/05
01/11/05
01/07/05

Issue Price
(% of Principal
Amount)
--------------97.270
98.202
97.298
97.536
97.301
97.527
97.198
97.250
97.370
97.447
97.251
97.212
97.161
97.373
97.414
97.365
97.166
97.114
97.101
97.106
97.094

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------27.30
17.98
27.02
24.64
26.99
24.73
28.02
27.50
26.30
25.53
27.49
27.88
28.39
26.27
25.86
26.35
28.34
28.86
28.99
28.94
29.06

95

Section III-E
FEDERAL FARM CREDIT BANKS
Consolidated Systemwide Discount Notes
Short-Term Obligations Issued at a
Discount and Maturing in 2005

CUSIP
Number
--------313313AC2
AD0
AE8
AF5
AG3
AK4
AL2
AM0
AN8
AP3
AT5
AU2
AV0
AW8
AZ1
313313BA5
BB3
BC1
BD9
BG2
BH0
BJ6
BK3
BL1
BP2
BQ0
BR8
BS6
BT4
BW7
BX5
BY3
BZ0
313313CA4
CE6
CF3
CG1
CH9
CL0
CM8
CN6
CP1
CQ9
CT3
CU0
CV8

96

Maturity
Date
-------01/03/05
01/04/05
01/05/05
01/06/05
01/07/05
01/10/05
01/11/05
01/12/05
01/13/05
01/14/05
01/18/05
01/19/05
01/20/05
01/21/05
01/24/05
01/25/05
01/26/05
01/27/05
01/28/05
01/31/05
02/01/05
02/02/05
02/03/05
02/04/05
02/07/05
02/08/05
02/09/05
02/10/05
02/11/05
02/14/05
02/15/05
02/16/05
02/17/05
02/18/05
02/22/05
02/23/05
02/24/05
02/25/05
02/28/05
03/01/05
03/02/05
03/03/05
03/04/05
03/07/05
03/08/05
03/09/05

Issue
Date
-------12/10/04
12/01/04
01/06/04
10/07/04
02/27/04
01/16/04
07/27/04
07/12/04
01/14/04
02/13/04
01/27/04
10/06/04
04/30/04
11/19/04
12/27/04
06/30/04
12/14/04
12/28/04
02/03/04
11/01/04
08/02/04
08/25/04
01/06/05
10/01/04
10/18/04
12/10/04
10/27/04
01/06/05
08/18/04
01/10/05
02/19/04
01/14/05
01/18/05
10/20/04
01/25/05
12/09/04
01/27/05
05/27/04
08/18/04
12/01/04
02/02/05
12/14/04
06/30/04
01/10/05
12/08/04
02/09/05

Issue Price
(% of Principal
Amount)
--------------99.855
99.799
98.623
99.525
98.985
98.780
99.165
99.126
98.773
98.880
98.780
99.437
98.955
99.624
99.827
98.914
99.734
99.813
98.730
99.489
99.080
99.191
99.828
99.318
99.384
99.625
99.414
99.783
99.115
99.781
98.773
99.793
99.810
99.331
99.821
99.531
99.820
98.706
99.025
99.430
99.813
99.506
98.635
99.636
99.423
99.811

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------1.45
2.01
13.77
4.75
10.15
12.20
8.35
8.74
12.27
11.20
12.20
5.63
10.45
3.76
1.73
10.86
2.66
1.87
12.70
5.11
9.20
8.09
1.72
6.82
6.16
3.75
5.86
2.17
8.85
2.19
12.27
2.07
1.90
6.69
1.79
4.69
1.80
12.94
9.75
5.70
1.87
4.94
13.65
3.64
5.77
1.89

Section III-E (continued)

CUSIP
Number
--------CW6
CX4
313313DA3
DB1
DC9
DD7
DE5
DH8
DJ4
DK1
DL9
DQ8
DR6
DS4
DT2
DU9
DX3
DY1
DZ8
313313EA2
EB0
EE4
EF1
EG9
EH7
EJ3
EM6
EN4
EP9
EQ7
ER5
EU8
EV6
EW4
EX2
EY0
313313FB9
FC7
FD5
FE3
FF0
FJ2
FK9
FL7
FM5
FN3

Maturity
Date
-------03/10/05
03/11/05
03/14/05
03/15/05
03/16/05
03/17/05
03/18/05
03/21/05
03/22/05
03/23/05
03/24/05
03/28/05
03/29/05
03/30/05
03/31/05
04/01/05
04/04/05
04/05/05
04/06/05
04/07/05
04/08/05
04/11/05
04/12/05
04/13/05
04/14/05
04/15/05
04/18/05
04/19/05
04/20/05
04/21/05
04/22/05
04/25/05
04/26/05
04/27/05
04/28/05
04/29/05
05/02/05
05/03/05
05/04/05
05/05/05
05/06/05
05/09/05
05/10/05
05/11/05
05/12/05
05/13/05

Issue
Date
-------10/28/04
01/06/05
01/14/05
03/16/04
03/18/04
03/29/04
06/21/04
02/22/05
12/22/04
12/23/04
10/21/04
12/28/04
10/27/04
12/30/04
12/31/04
12/02/04
01/04/05
04/05/04
02/09/05
04/28/04
01/07/05
01/10/05
02/15/05
03/09/05
03/10/05
04/15/04
10/19/04
01/19/05
10/15/04
01/27/05
04/22/04
03/28/05
03/22/05
03/30/05
03/31/05
01/28/05
03/21/05
04/01/05
02/09/05
02/03/05
03/11/05
11/09/04
01/25/05
10/27/04
02/17/05
04/22/05

Issue Price
(% of Principal
Amount)
--------------99.235
99.584
99.612
98.817
98.820
98.833
98.523
99.817
99.405
99.403
99.132
99.398
99.137
99.395
99.400
99.217
99.393
98.611
99.613
98.509
99.386
99.381
99.608
99.748
99.745
98.520
98.944
99.375
98.920
99.414
98.449
99.790
99.739
99.790
99.792
99.350
99.683
99.762
99.391
99.343
99.582
98.824
99.250
98.835
99.386
99.839

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------7.65
4.16
3.88
11.83
11.80
11.67
14.77
1.83
5.95
5.97
8.68
6.02
8.63
6.05
6.00
7.83
6.07
13.89
3.87
14.91
6.14
6.19
3.92
2.52
2.55
14.80
10.56
6.25
10.80
5.86
15.51
2.10
2.61
2.10
2.08
6.50
3.17
2.38
6.09
6.57
4.18
11.76
7.50
11.65
6.14
1.61

97

Section III-E (continued)

CUSIP
Number
--------FR4
FS2
FT0
FU7
FV5
FY9
FZ6
313313GA0
GB8
GC6
GG7
GH5
GJ1
GK8
GN2
GP7
GQ5
GR3
GS1
GV4
GW2
GX0
GY8
GZ5
313313HC5
HD3
HE1
HF8
HG6
HK7
HL5
HM3
HN1
HP6
HT8
HU5
HV3
HW1
HZ4
313313JA7
JB5
JC3
JD1
JG4
JH2
JJ8

98

Maturity
Date
-------05/16/05
05/17/05
05/18/05
05/19/05
05/20/05
05/23/05
05/24/05
05/25/05
05/26/05
05/27/05
05/31/05
06/01/05
06/02/05
06/03/05
06/06/05
06/07/05
06/08/05
06/09/05
06/10/05
06/13/05
06/14/05
06/15/05
06/16/05
06/17/05
06/20/05
06/21/05
06/22/05
06/23/05
06/24/05
06/27/05
06/28/05
06/29/05
06/30/05
07/01/05
07/05/05
07/06/05
07/07/05
07/08/05
07/11/05
07/12/05
07/13/05
07/14/05
07/15/05
07/18/05
07/19/05
07/20/05

Issue
Date
-------09/13/04
04/15/05
05/18/04
02/22/05
10/20/04
05/02/05
03/29/05
04/15/05
02/24/05
11/30/04
02/17/05
03/01/05
04/15/05
04/15/05
04/08/05
02/01/05
03/08/05
03/30/05
03/11/05
04/15/05
04/12/05
12/16/04
03/16/05
06/17/04
04/15/05
05/24/05
05/31/05
03/23/05
03/24/05
01/10/05
04/05/05
12/31/04
12/30/04
04/05/05
10/04/04
06/06/05
07/12/04
05/06/05
01/31/05
06/14/05
06/15/05
10/28/04
07/29/04
07/20/04
04/26/05
06/30/05

Issue Price
(% of Principal
Amount)
--------------98.612
99.756
98.124
99.362
98.752
99.831
99.563
99.693
99.315
98.764
99.245
99.292
99.629
99.620
99.543
99.073
99.287
99.442
99.285
99.535
99.501
98.748
99.267
97.709
99.476
99.771
99.819
99.249
99.251
98.759
99.319
98.685
98.670
99.292
98.310
99.751
97.930
99.486
98.748
99.765
99.760
98.374
97.777
97.883
99.305
99.824

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------13.88
2.44
18.76
6.38
12.48
1.69
4.37
3.07
6.85
12.36
7.55
7.08
3.71
3.80
4.57
9.27
7.13
5.58
7.15
4.65
4.99
12.52
7.33
22.91
5.24
2.29
1.81
7.51
7.49
12.41
6.81
13.15
13.30
7.08
16.90
2.49
20.70
5.14
12.52
2.35
2.40
16.26
22.23
21.17
6.95
1.76

Section III-E (continued)

CUSIP
Number
--------JK5
JL3
JP4
JQ2
JR0
JS8
JT6
JW9
JX7
JY5
JZ2
313313KA5
KD9
KE7
KF4
KG2
KH0
KL1
KM9
KN7
KP2
KQ0
KT4
KU1
KV9
KW7
KX5
313313LA4
LB2
LC0
LD8
LE6
LJ5
LK2
LL0
LM8
LQ9
LR7
LS5
LT3
LU0
LX4
LY2
LZ9
313313MA3
MB1

Maturity
Date
-------07/21/05
07/22/05
07/25/05
07/26/05
07/27/05
07/28/05
07/29/05
08/01/05
08/02/05
08/03/05
08/04/05
08/05/05
08/08/05
08/09/05
08/10/05
08/11/05
08/12/05
08/15/05
08/16/05
08/17/05
08/18/05
08/19/05
08/22/05
08/23/05
08/24/05
08/25/05
08/26/05
08/29/05
08/30/05
08/31/05
09/01/05
09/02/05
09/06/05
09/07/05
09/08/05
09/09/05
09/12/05
09/13/05
09/14/05
09/15/05
09/16/05
09/19/05
09/20/05
09/21/05
09/22/05
09/23/05

Issue
Date
-------10/21/04
06/24/05
11/29/04
10/26/04
01/19/05
06/28/05
01/28/05
02/01/05
07/05/05
10/27/04
07/07/05
10/29/04
07/11/05
07/12/05
07/13/05
05/04/05
07/22/05
07/25/05
08/16/04
07/26/05
05/20/05
10/20/04
07/18/05
05/31/05
07/28/05
07/27/05
10/22/04
07/25/05
10/26/04
02/28/05
06/01/05
08/02/05
05/05/05
02/03/05
02/17/05
06/10/05
02/28/05
04/12/05
06/14/05
09/15/04
06/16/05
02/22/05
04/19/05
08/31/05
02/24/05
06/23/05

Issue Price
(% of Principal
Amount)
--------------98.354
99.753
98.314
98.324
98.567
99.733
98.584
98.602
99.751
98.273
99.753
98.211
99.752
99.752
99.753
99.164
99.813
99.812
97.871
99.802
99.225
98.140
99.687
99.267
99.753
99.735
98.075
99.680
98.084
98.482
99.195
99.712
98.939
98.278
98.348
99.189
98.372
98.661
99.177
97.810
99.172
98.270
98.678
99.801
98.262
99.159

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------16.46
2.47
16.86
16.76
14.33
2.67
14.16
13.98
2.49
17.27
2.47
17.89
2.48
2.48
2.47
8.36
1.87
1.88
21.29
1.98
7.75
18.60
3.13
7.33
2.47
2.65
19.25
3.20
19.16
15.18
8.05
2.88
10.61
17.22
16.52
8.11
16.28
13.39
8.23
21.90
8.28
17.30
13.22
1.99
17.38
8.41

99

Section III-E (continued)

CUSIP
Number
--------ME5
MF2
MG0
MH8
MJ4
MM7
MN5
MP0
MQ8
MR6
MW5
MY1
313313NB0
NF1
NK0
NL8
NN4
NR5
NS3
NT1
NU8
NV6
NY0
NZ7
313313PB8
PH5
PJ1
PK8
PN2
PP7
PQ5
PV4
PW2
PX0
PY8
313313QC5
QD3
QE1
QF8
QG6
QK7
QL5
QM3
QN1
QP6
QS0

100

Maturity
Date
-------09/26/05
09/27/05
09/28/05
09/29/05
09/30/05
10/03/05
10/04/05
10/05/05
10/06/05
10/07/05
10/12/05
10/14/05
10/17/05
10/21/05
10/25/05
10/26/05
10/28/05
10/31/05
11/01/05
11/02/05
11/03/05
11/04/05
11/07/05
11/08/05
11/10/05
11/16/05
11/17/05
11/18/05
11/21/05
11/22/05
11/23/05
11/28/05
11/29/05
11/30/05
12/01/05
12/05/05
12/06/05
12/07/05
12/08/05
12/09/05
12/12/05
12/13/05
12/14/05
12/15/05
12/16/05
12/19/05

Issue
Date
-------06/24/05
04/26/05
06/28/05
06/29/05
04/04/05
02/28/05
09/06/05
04/07/05
09/01/05
05/06/05
04/13/05
02/18/05
10/18/04
07/22/05
08/02/05
02/23/05
02/25/05
11/01/04
12/28/04
11/03/04
02/17/05
02/03/05
02/16/05
05/24/05
08/11/05
04/14/05
02/24/05
11/19/04
02/22/05
04/22/05
08/25/05
02/28/05
08/02/05
05/04/05
01/21/05
06/06/05
06/07/05
02/03/05
05/23/05
05/20/05
06/15/05
05/20/05
04/13/05
02/07/05
12/31/04
05/24/05

Issue Price
(% of Principal
Amount)
--------------99.141
98.661
99.152
99.149
98.419
98.162
99.730
98.401
99.662
98.640
98.382
98.017
97.715
99.125
99.183
97.938
97.911
97.594
97.579
97.533
97.820
97.740
97.815
98.465
99.095
98.050
97.717
97.300
97.665
98.086
99.085
97.619
98.820
98.098
97.427
98.317
98.317
97.433
98.154
98.122
98.290
98.085
97.734
97.408
97.219
98.061

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------8.59
13.39
8.48
8.51
15.81
18.38
2.70
15.99
3.38
13.60
16.18
19.83
22.85
8.75
8.17
20.62
20.89
24.06
24.21
24.67
21.80
22.60
21.85
15.35
9.05
19.50
22.83
27.00
23.35
19.14
9.15
23.81
11.80
19.02
25.73
16.83
16.83
25.67
18.46
18.78
17.10
19.15
22.66
25.92
27.81
19.39

Section III-E (continued)

CUSIP
Number
--------QU5
QW1
313313RC4

Maturity
Date
-------12/21/05
12/23/05
12/29/05

Issue
Date
-------12/21/04
06/24/05
06/29/05

Issue Price
(% of Principal
Amount)
--------------97.100
98.266
98.236

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------29.00
17.34
17.64

101

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

CUSIP
Number
--------313397AC5
AD3
AE1
AF8
AG6
AK7
AL5
AM3
AN1
AP6
AT8
AU5
AV3
AW1
AZ4
313397BA8
BB6
BC4
BD2
BG5
BH3
BJ9
BK6
BL4
BP5
BQ3
BR1
BS9
BT7
BW0
BX8
BY6
BZ3
313397CA7
CE9
CF6
CG4
CH2
CL3
CM1
CN9
CP4
CQ2
CT6
CU3
CV1

102

Maturity
Date
-------01/03/05
01/04/05
01/05/05
01/06/05
01/07/05
01/10/05
01/11/05
01/12/05
01/13/05
01/14/05
01/18/05
01/19/05
01/20/05
01/21/05
01/24/05
01/25/05
01/26/05
01/27/05
01/28/05
01/31/05
02/01/05
02/02/05
02/03/05
02/04/05
02/07/05
02/08/05
02/09/05
02/10/05
02/11/05
02/14/05
02/15/05
02/16/05
02/17/05
02/18/05
02/22/05
02/23/05
02/24/05
02/25/05
02/28/05
03/01/05
03/02/05
03/03/05
03/04/05
03/07/05
03/08/05
03/09/05

Issue
Date
-------01/12/04
04/16/04
01/08/04
02/02/04
01/29/04
03/11/04
01/13/04
11/04/04
08/12/04
01/29/04
02/25/04
03/05/04
03/10/04
03/22/04
02/27/04
07/27/04
08/24/04
08/19/04
01/29/04
03/25/04
07/01/04
09/10/04
11/18/04
07/01/04
04/15/04
02/10/04
12/01/04
12/20/04
09/08/04
04/01/04
08/17/04
02/15/05
02/18/04
09/10/04
08/24/04
02/24/04
09/22/04
06/04/04
04/02/04
06/25/04
08/11/04
10/28/04
08/04/04
06/15/04
03/09/04
03/08/05

Issue Price
(% of Principal
Amount)
--------------98.830
99.072
98.669
98.804
98.858
99.085
98.766
99.609
99.256
98.762
98.943
99.022
99.052
99.077
98.921
99.070
99.234
99.217
98.763
99.055
98.883
99.255
99.537
98.892
98.883
98.675
99.566
99.669
99.185
98.990
99.075
99.993
98.824
99.159
99.055
98.773
99.178
98.729
98.949
98.714
98.968
99.283
98.893
98.543
98.827
99.993

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------11.70
9.28
13.31
11.96
11.42
9.15
12.34
3.91
7.44
12.38
10.57
9.78
9.48
9.23
10.79
9.30
7.66
7.83
12.37
9.45
11.17
7.45
4.63
11.08
11.17
13.25
4.34
3.31
8.15
10.10
9.25
0.07
11.76
8.41
9.45
12.27
8.22
12.71
10.51
12.86
10.32
7.17
11.07
14.57
11.73
0.07

Section III-F (continued)

CUSIP
Number
--------CW9
CX7
313397DA6
DB4
DC2
DD0
DE8
DH1
DJ7
DK4
DL2
DM0
DQ1
DR9
DS7
DT5
3128X3QQ9
313397DU2
DX6
DY4
DZ1
EA5
EB3
EE7
EF4
EG2
EH0
EJ6
EM9
EN7
EP2
EQ0
ER8
EU1
EV9
EW7
EX5
EY3
313397FB2
FC0
FD8
FE6
FF3
FJ5
FK2
FL0
FM8

Maturity
Date
-------03/10/05
03/11/05
03/14/05
03/15/05
03/16/05
03/17/05
03/18/05
03/21/05
03/22/05
03/23/05
03/24/05
03/25/05
03/28/05
03/29/05
03/30/05
03/31/05
03/31/05
04/01/05
04/04/05
04/05/05
04/06/05
04/07/05
04/08/05
04/11/05
04/12/05
04/13/05
04/14/05
04/15/05
04/18/05
04/19/05
04/20/05
04/21/05
04/22/05
04/25/05
04/26/05
04/27/05
04/28/05
04/29/05
05/02/05
05/03/05
05/04/05
05/05/05
05/06/05
05/09/05
05/10/05
05/11/05
05/12/05

Issue
Date
-------03/31/04
03/30/04
05/17/04
07/23/04
11/17/04
01/05/05
03/31/04
06/01/04
08/26/04
07/20/04
11/17/04
05/19/04
07/28/04
09/28/04
08/16/04
06/25/04
07/02/04
10/01/04
08/02/04
04/06/04
04/05/05
04/19/04
04/19/04
04/23/04
08/06/04
12/07/04
04/21/04
04/19/04
05/27/04
10/19/04
02/09/05
09/28/04
07/20/04
09/17/04
10/26/04
12/03/04
12/03/04
09/21/04
07/07/04
05/04/04
09/20/04
07/16/04
09/24/04
05/27/04
11/09/04
03/02/05
03/02/05

Issue Price
(% of Principal
Amount)
--------------98.872
98.885
98.637
98.760
99.260
99.531
98.846
98.616
98.896
98.736
99.206
98.536
98.650
98.959
98.820
98.481
98.474
98.969
98.693
98.615
99.993
98.647
98.643
98.559
98.651
99.167
98.598
98.576
98.370
98.928
99.504
98.833
98.551
98.796
98.923
99.049
99.031
98.796
98.389
98.322
98.744
98.391
98.724
98.236
98.807
99.479
99.471

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------11.28
11.15
13.63
12.40
7.40
4.69
11.54
13.84
11.04
12.64
7.94
14.64
13.50
10.41
11.80
15.19
15.27
10.31
13.07
13.85
0.07
13.53
13.57
14.41
13.49
8.33
14.02
14.24
16.30
10.72
4.96
11.67
14.49
12.04
10.77
9.51
9.69
12.04
16.11
16.78
12.56
16.09
12.76
17.64
11.93
5.21
5.29

103

Section III-F (continued)

CUSIP
Number
--------FN6
FR7
FS5
FT3
FU0
FV8
FY2
FZ9
313397GA3
GB1
GC9
GG0
GH8
GJ4
GK1
GN5
GP0
GQ8
GR6
GS4
GV7
GW5
GX3
GY1
GZ8
313397HC8
HD6
HE4
HF1
HG9
HK0
HL8
HM6
HN4
3128X3QR7
313397HP9
HT1
HU8
HV6
HW4
HZ7
JA0
JB8
JC6
JD4
JG7
JH5

104

Maturity
Date
-------05/13/05
05/16/05
05/17/05
05/18/05
05/19/05
05/20/05
05/23/05
05/24/05
05/25/05
05/26/05
05/27/05
05/31/05
06/01/05
06/02/05
06/03/05
06/06/05
06/07/05
06/08/05
06/09/05
06/10/05
06/13/05
06/14/05
06/15/05
06/16/05
06/17/05
06/20/05
06/21/05
06/22/05
06/23/05
06/24/05
06/27/05
06/28/05
06/29/05
06/30/05
06/30/05
07/01/05
07/05/05
07/06/05
07/07/05
07/08/05
07/11/05
07/12/05
07/13/05
07/14/05
07/15/05
07/18/05
07/19/05

Issue
Date
-------08/05/04
08/18/04
11/16/04
07/12/04
01/20/05
12/08/04
07/28/04
11/23/04
07/28/04
10/07/04
09/27/04
06/01/04
07/01/04
01/21/05
06/10/04
10/08/04
12/07/04
08/04/04
07/14/04
01/05/05
11/18/04
12/14/04
07/28/04
05/17/05
01/12/05
07/08/04
10/07/04
01/19/05
04/13/05
01/12/05
08/04/04
06/29/04
10/14/04
07/16/04
07/02/04
07/30/04
11/16/04
11/15/04
02/23/05
11/15/04
10/08/04
01/11/05
02/24/05
12/10/04
07/22/04
08/18/04
01/18/05

Issue Price
(% of Principal
Amount)
--------------98.436
98.547
98.771
98.312
99.150
98.886
98.214
98.746
98.202
98.601
98.588
98.018
97.971
99.039
97.882
98.554
98.736
98.238
98.121
98.869
98.614
98.696
98.050
99.756
98.852
98.034
98.422
98.854
99.438
98.791
98.065
97.644
98.481
97.984
97.749
97.937
98.441
98.427
98.954
98.414
98.313
98.615
98.907
98.476
97.882
98.126
98.600

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------15.64
14.53
12.29
16.88
8.50
11.14
17.86
12.54
17.98
13.99
14.12
19.82
20.29
9.61
21.18
14.46
12.64
17.62
18.79
11.31
13.86
13.04
19.50
2.44
11.48
19.66
15.78
11.46
5.62
12.09
19.35
23.56
15.19
20.16
22.51
20.63
15.59
15.73
10.46
15.86
16.87
13.85
10.93
15.24
21.18
18.74
14.00

Section III-F (continued)

CUSIP
Number
--------JJ1
JK8
JL6
JP7
JQ5
JR3
JS1
JT9
JW2
JX0
JY8
JZ5
313397KA8
KD2
KE0
KF7
KG5
KH3
KL4
KM2
KN0
KP5
KQ3
KT7
KU4
KV2
KW0
KX8
313397LA7
LB5
LC3
LD1
LE9
LJ8
LK5
LL3
LM1
LQ2
LR0
LS8
LT6
LU3
LX7
LY5
LZ2
313397MA6

Maturity
Date
-------07/20/05
07/21/05
07/22/05
07/25/05
07/26/05
07/27/05
07/28/05
07/29/05
08/01/05
08/02/05
08/03/05
08/04/05
08/05/05
08/08/05
08/09/05
08/10/05
08/11/05
08/12/05
08/15/05
08/16/05
08/17/05
08/18/05
08/19/05
08/22/05
08/23/05
08/24/05
08/25/05
08/26/05
08/29/05
08/30/05
08/31/05
09/01/05
09/02/05
09/06/05
09/07/05
09/08/05
09/09/05
09/12/05
09/13/05
09/14/05
09/15/05
09/16/05
09/19/05
09/20/05
09/21/05
09/22/05

Issue
Date
-------03/23/05
03/23/05
03/10/05
11/16/04
07/27/04
05/10/05
05/16/05
10/21/04
03/02/05
02/01/05
04/13/05
03/15/05
08/05/04
09/10/04
02/08/05
09/17/04
01/13/05
09/16/04
08/31/04
02/15/05
04/29/05
03/16/05
10/04/04
01/10/05
08/24/04
01/21/05
04/27/05
11/19/04
09/09/04
11/24/04
09/30/04
12/09/04
12/10/04
01/11/05
01/18/05
01/12/05
01/27/05
12/30/04
03/15/05
12/30/04
12/10/04
11/15/04
11/12/04
09/21/04
01/03/05
04/26/05

Issue Price
(% of Principal
Amount)
--------------99.008
99.000
98.913
98.243
97.695
99.357
99.390
98.314
98.754
98.574
99.070
98.817
97.780
98.015
98.564
98.074
98.384
98.057
97.985
98.554
99.071
98.687
97.997
98.276
97.806
98.328
98.980
98.032
97.866
97.977
97.925
98.079
98.086
98.156
98.170
98.128
98.225
98.044
98.428
98.029
97.985
97.857
97.823
97.786
98.006
98.721

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------9.92
10.00
10.87
17.57
23.05
6.43
6.10
16.86
12.46
14.26
9.30
11.83
22.20
19.85
14.36
19.26
16.16
19.43
20.15
14.46
9.29
13.13
20.03
17.24
21.94
16.72
10.20
19.68
21.34
20.23
20.75
19.21
19.14
18.44
18.30
18.72
17.75
19.56
15.72
19.71
20.15
21.43
21.77
22.14
19.94
12.79

105

Section III-F (continued)

CUSIP
Number
--------MB4
ME8
MF5
MG3
MH1
MJ7
3128X4KW0
313397MM0
MN8
MP3
MQ1
MR9
MV0
MW8
MX6
MY4
NB3
NC1
ND9
NE7
NF4
NJ6
NK3
NL1
NM9
NN7
NR8
NS6
3128X4LB5
313397NT4
NU1
NV9
NY3
NZ0
313397PA3
PB1
PF2
PG0
PH8
PJ4
PK1
PN5
PP0
PQ8
PS4
PV7
PW5

106

Maturity
Date
-------09/23/05
09/26/05
09/27/05
09/28/05
09/29/05
09/30/05
10/01/05
10/03/05
10/04/05
10/05/05
10/06/05
10/07/05
10/11/05
10/12/05
10/13/05
10/14/05
10/17/05
10/18/05
10/19/05
10/20/05
10/21/05
10/24/05
10/25/05
10/26/05
10/27/05
10/28/05
10/31/05
11/01/05
11/01/05
11/02/05
11/03/05
11/04/05
11/07/05
11/08/05
11/09/05
11/10/05
11/14/05
11/15/05
11/16/05
11/17/05
11/18/05
11/21/05
11/22/05
11/23/05
11/25/05
11/28/05
11/29/05

Issue
Date
-------10/29/04
11/23/04
02/15/05
12/29/04
11/17/04
10/26/04
09/20/05
10/13/04
04/05/05
02/03/05
10/07/04
01/11/05
01/11/05
02/08/05
11/03/04
01/11/05
11/23/04
10/19/04
11/24/04
01/20/05
03/22/05
11/18/04
11/18/04
12/16/04
11/18/04
11/18/04
11/22/04
12/22/04
09/20/05
12/06/04
01/05/05
12/15/04
06/17/05
05/10/05
07/12/05
12/14/04
01/13/05
11/16/04
01/13/05
09/22/05
06/07/05
03/10/05
05/24/05
12/09/04
03/11/05
12/01/04
05/31/05

Issue Price
(% of Principal
Amount)
--------------97.889
97.740
98.164
97.899
97.744
97.910
99.870
97.791
98.382
98.021
97.634
97.870
97.831
97.998
97.716
97.807
97.558
97.654
97.560
97.808
98.101
97.544
97.537
97.619
97.523
97.516
97.457
97.549
99.585
97.545
97.576
97.525
98.673
98.337
98.850
97.462
97.518
97.260
97.501
99.434
98.506
97.724
98.322
97.392
97.698
97.265
98.296

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------21.11
22.60
18.36
21.01
22.56
20.90
1.30
22.09
16.18
19.79
23.66
21.30
21.69
20.02
22.84
21.93
24.42
23.46
24.40
21.92
18.99
24.56
24.63
23.81
24.77
24.84
25.43
24.51
4.15
24.55
24.24
24.75
13.27
16.63
11.50
25.38
24.82
27.40
24.99
5.66
14.94
22.76
16.78
26.08
23.02
27.35
17.04

Section III-F (continued)

CUSIP
Number
--------PX3
PY1
3128X4FS5
313397PZ8
QC8
QD6
QE4
QF1
QG9
QK0
QL8
QM6
QN4
QP9
QS3
QT1
QU8
QV6
QW4
313397RA1
RB9
RC7
RD5

Maturity
Date
-------11/30/05
12/01/05
12/01/05
12/02/05
12/05/05
12/06/05
12/07/05
12/08/05
12/09/05
12/12/05
12/13/05
12/14/05
12/15/05
12/16/05
12/19/05
12/20/05
12/21/05
12/22/05
12/23/05
12/27/05
12/28/05
12/29/05
12/30/05

Issue
Date
-------12/08/04
06/23/05
08/04/05
03/31/05
01/12/05
04/26/05
01/18/05
05/23/05
04/27/05
12/23/04
12/14/04
01/12/05
04/14/05
12/27/04
12/23/04
12/30/04
07/12/05
04/08/05
12/30/04
01/04/05
01/04/05
07/19/05
01/05/05

Issue Price
(% of Principal
Amount)
--------------97.303
98.484
98.824
97.731
97.302
97.990
97.326
98.159
97.941
97.198
97.159
97.223
97.775
97.198
97.132
97.160
98.398
97.606
97.136
97.144
97.136
98.370
97.128

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------26.97
15.16
11.76
22.69
26.98
20.10
26.74
18.41
20.59
28.02
28.41
27.77
22.25
28.02
28.68
28.40
16.02
23.94
28.64
28.56
28.64
16.30
28.72

107

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

CUSIP
Number
--------31315LAC2
AD0
AE8
AF5
AG3
AK4
AL2
AM0
AN8
AP3
AT5
AU2
AV0
AW8
AZ1
31315LBA5
BB3
BC1
BD9
BG2
BH0
BJ6
BK3
BL1
BP2
BQ0
BR8
BS6
BT4
BW7
BX5
BY3
BZ0
31315LCA4
CE6
CF3
CG1
CH9
CL0
CM8
CN6
CP1
CQ9
CT3
CU0
CV8
CW6

108

Maturity
Date
-------01/03/05
01/04/05
01/05/05
01/06/05
01/07/05
01/10/05
01/11/05
01/12/05
01/13/05
01/14/05
01/18/05
01/19/05
01/20/05
01/21/05
01/24/05
01/25/05
01/26/05
01/27/05
01/28/05
01/31/05
02/01/05
02/02/05
02/03/05
02/04/05
02/07/05
02/08/05
02/09/05
02/10/05
02/11/05
02/14/05
02/15/05
02/16/05
02/17/05
02/18/05
02/22/05
02/23/05
02/24/05
02/25/05
02/28/05
03/01/05
03/02/05
03/03/05
03/04/05
03/07/05
03/08/05
03/09/05
03/10/05

Issue
Date
-------09/29/04
12/01/04
01/04/05
10/06/04
12/10/04
10/13/04
09/29/04
01/11/05
10/15/04
01/15/04
10/18/04
10/19/04
10/20/04
10/20/04
12/02/04
12/21/04
01/25/05
10/28/04
10/27/04
01/28/05
01/31/05
11/02/04
01/06/05
01/18/05
01/04/05
01/10/05
02/08/05
01/18/05
11/09/04
01/14/05
12/22/04
02/15/05
02/16/05
02/17/05
11/18/04
11/24/04
11/22/04
01/24/05
10/04/04
02/28/05
12/02/04
02/10/05
03/03/05
02/08/05
03/07/05
03/08/05
03/09/05

Issue Price
(% of Principal
Amount)
--------------99.488
99.795
99.994
99.502
99.824
99.518
99.445
99.994
99.510
98.723
99.481
99.486
99.486
99.489
99.678
99.778
99.994
99.486
99.481
99.980
99.993
99.470
99.824
99.895
99.786
99.819
99.993
99.852
99.431
99.802
99.647
99.993
99.993
99.993
99.408
99.426
99.415
99.791
99.163
99.993
99.418
99.858
99.993
99.816
99.993
99.993
99.993

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------5.12
2.05
0.06
4.98
1.76
4.82
5.55
0.06
4.90
12.77
5.19
5.14
5.14
5.11
3.22
2.22
0.06
5.14
5.19
0.20
0.07
5.30
1.76
1.05
2.14
1.81
0.07
1.48
5.69
1.98
3.53
0.07
0.07
0.07
5.92
5.74
5.85
2.09
8.37
0.07
5.82
1.42
0.07
1.84
0.07
0.07
0.07

Section III-G (continued)

CUSIP
Number
--------CX4
31315LDA3
DB1
DC9
DD7
DE5
DH8
DJ4
DK1
DL9
DQ8
DR6
DS4
DT2
DU9
DX3
DY1
DZ8
31315LEA2
EB0
EE4
EF1
EG9
EH7
EJ3
EM6
EN4
EP9
EQ7
ER5
EU8
EV6
EW4
EX2
EY0
31315LFB9
FC7
FD5
FE3
FF0
FJ2
FK9
FL7
FM5
FN3
FR4
FS2

Maturity
Date
-------03/11/05
03/14/05
03/15/05
03/16/05
03/17/05
03/18/05
03/21/05
03/22/05
03/23/05
03/24/05
03/28/05
03/29/05
03/30/05
03/31/05
04/01/05
04/04/05
04/05/05
04/06/05
04/07/05
04/08/05
04/11/05
04/12/05
04/13/05
04/14/05
04/15/05
04/18/05
04/19/05
04/20/05
04/21/05
04/22/05
04/25/05
04/26/05
04/27/05
04/28/05
04/29/05
05/02/05
05/03/05
05/04/05
05/05/05
05/06/05
05/09/05
05/10/05
05/11/05
05/12/05
05/13/05
05/16/05
05/17/05

Issue
Date
-------02/03/05
12/13/04
02/14/05
03/15/05
12/15/04
02/11/05
03/18/05
02/22/05
02/10/05
02/23/05
03/24/05
12/27/04
12/29/04
12/28/04
02/28/05
04/01/05
04/04/05
12/28/04
04/06/05
01/06/05
01/06/05
01/11/05
01/11/05
01/11/05
01/11/05
04/15/05
01/19/05
04/18/05
04/20/05
04/21/05
01/21/05
01/27/05
01/27/05
03/03/05
03/23/05
02/01/05
04/04/05
05/03/05
05/04/05
05/05/05
05/02/05
05/09/05
02/11/05
02/11/05
04/15/05
02/25/05
05/16/05

Issue Price
(% of Principal
Amount)
--------------99.757
99.396
99.803
99.993
99.387
99.762
99.978
99.807
99.721
99.798
99.971
99.366
99.373
99.359
99.774
99.977
99.993
99.315
99.993
99.364
99.343
99.360
99.351
99.344
99.337
99.977
99.355
99.985
99.993
99.993
99.326
99.357
99.350
99.588
99.718
99.348
99.782
99.992
99.992
99.992
99.944
99.992
99.347
99.340
99.784
99.389
99.992

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------2.43
6.04
1.97
0.07
6.13
2.38
0.22
1.93
2.79
2.02
0.29
6.34
6.27
6.41
2.26
0.23
0.07
6.85
0.07
6.36
6.57
6.40
6.49
6.56
6.63
0.23
6.45
0.15
0.07
0.07
6.74
6.43
6.50
4.12
2.82
6.52
2.18
0.08
0.08
0.08
0.56
0.08
6.53
6.60
2.16
6.11
0.08

109

Section III-G (continued)

CUSIP
Number
--------FT0
FU7
FV5
FY9
FZ6
31315LGA0
GB8
GC6
GG7
GH5
GJ1
GK8
GN2
GP7
GQ5
GR3
GS1
GV4
GW2
GX0
GY8
GZ5
31315LHC5
HD3
HE1
HF8
HG6
HK7
HL5
HM3
HN1
HP6
HT8
HU5
HV3
HW1
HZ4
31315LJA7
JB5
JC3
JD1
JG4
JH2
JJ8
JK5
JL3
JP4

110

Maturity
Date
-------05/18/05
05/19/05
05/20/05
05/23/05
05/24/05
05/25/05
05/26/05
05/27/05
05/31/05
06/01/05
06/02/05
06/03/05
06/06/05
06/07/05
06/08/05
06/09/05
06/10/05
06/13/05
06/14/05
06/15/05
06/16/05
06/17/05
06/20/05
06/21/05
06/22/05
06/23/05
06/24/05
06/27/05
06/28/05
06/29/05
06/30/05
07/01/05
07/05/05
07/06/05
07/07/05
07/08/05
07/11/05
07/12/05
07/13/05
07/14/05
07/15/05
07/18/05
07/19/05
07/20/05
07/21/05
07/22/05
07/25/05

Issue
Date
-------03/02/05
02/22/05
02/24/05
03/02/05
04/14/05
04/15/05
02/22/05
03/02/05
03/03/05
02/23/05
06/01/05
06/02/05
06/03/05
06/06/05
03/08/05
06/08/05
05/10/05
06/10/05
06/13/05
03/14/05
03/03/05
03/17/05
06/17/05
06/20/05
05/24/05
06/22/05
03/29/05
03/29/05
06/27/05
03/30/05
03/30/05
06/01/05
07/01/05
04/06/05
07/06/05
07/07/05
05/24/05
04/13/05
04/15/05
06/13/05
05/31/05
06/17/05
04/19/05
04/26/05
06/22/05
06/16/05
04/26/05

Issue Price
(% of Principal
Amount)
--------------99.405
99.348
99.353
99.367
99.693
99.690
99.295
99.329
99.303
99.251
99.992
99.992
99.975
99.992
99.277
99.992
99.749
99.976
99.992
99.259
99.172
99.259
99.976
99.992
99.760
99.992
99.281
99.256
99.992
99.248
99.240
99.751
99.964
99.251
99.991
99.991
99.599
99.255
99.263
99.739
99.623
99.733
99.257
99.288
99.745
99.690
99.245

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------5.95
6.52
6.47
6.33
3.07
3.10
7.05
6.71
6.97
7.49
0.08
0.08
0.25
0.08
7.23
0.08
2.51
0.24
0.08
7.41
8.28
7.41
0.24
0.08
2.40
0.08
7.19
7.44
0.08
7.52
7.60
2.49
0.36
7.49
0.09
0.09
4.01
7.45
7.37
2.61
3.77
2.67
7.43
7.12
2.55
3.10
7.55

Section III-G (continued)

CUSIP
Number
--------JQ2
JR0
JS8
JT6
JW9
JX7
JY5
JZ2
31315LKA5
KD9
KE7
KF4
KG2
KH0
KL1
KM9
KN7
KP2
KQ0
KT4
KU1
KV9
KW7
KX5
31315LLA4
LB2
LC0
LD8
LE6
LJ5
LK2
LL0
LM8
LQ9
LR7
LS5
LT3
LU0
LX4
LZ9
31315LMA3
MB1
ME5
MF2
MH8
MJ4
MP0

Maturity
Date
-------07/26/05
07/27/05
07/28/05
07/29/05
08/01/05
08/02/05
08/03/05
08/04/05
08/05/05
08/08/05
08/09/05
08/10/05
08/11/05
08/12/05
08/15/05
08/16/05
08/17/05
08/18/05
08/19/05
08/22/05
08/23/05
08/24/05
08/25/05
08/26/05
08/29/05
08/30/05
08/31/05
09/01/05
09/02/05
09/06/05
09/07/05
09/08/05
09/09/05
09/12/05
09/13/05
09/14/05
09/15/05
09/16/05
09/19/05
09/21/05
09/22/05
09/23/05
09/26/05
09/27/05
09/29/05
09/30/05
10/05/05

Issue
Date
-------03/31/05
07/22/05
04/27/05
04/27/05
04/27/05
05/02/05
04/27/05
07/05/05
05/04/05
08/05/05
08/08/05
08/09/05
08/10/05
08/11/05
05/12/05
07/12/05
05/17/05
07/11/05
08/18/05
05/20/05
08/22/05
07/29/05
05/27/05
07/27/05
06/03/05
08/29/05
05/31/05
06/27/05
05/31/05
08/08/05
09/06/05
06/08/05
09/08/05
08/15/05
09/12/05
08/15/05
08/16/05
06/15/05
06/17/05
08/31/05
08/17/05
08/17/05
06/24/05
06/27/05
07/01/05
06/29/05
04/28/05

Issue Price
(% of Principal
Amount)
--------------99.015
99.956
99.227
99.219
99.192
99.221
99.172
99.733
99.215
99.972
99.991
99.991
99.991
99.991
99.187
99.689
99.203
99.660
99.990
99.188
99.991
99.760
99.210
99.723
99.234
99.990
99.187
99.406
99.170
99.723
99.990
99.182
99.990
99.735
99.990
99.716
99.716
99.153
99.145
99.799
99.659
99.649
99.129
99.146
99.159
99.131
98.600

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------9.85
0.44
7.73
7.81
8.08
7.79
8.28
2.67
7.85
0.28
0.09
0.09
0.09
0.09
8.13
3.11
7.97
3.40
0.10
8.12
0.09
2.40
7.90
2.77
7.66
0.10
8.13
5.94
8.30
2.77
0.10
8.18
0.10
2.65
0.10
2.84
2.84
8.47
8.55
2.01
3.41
3.51
8.71
8.54
8.41
8.69
14.00

111

Section III-G (continued)

CUSIP
Number
--------MQ8
MV7
MW5
MX3
31315LND6
NE4
NJ3
NN4
NT1
31315LPB8
PF9
PG7
PP7
PV4
PX0
31315LQD3
QG6
QN1

112

Maturity
Date
-------10/06/05
10/11/05
10/12/05
10/13/05
10/19/05
10/20/05
10/24/05
10/28/05
11/02/05
11/10/05
11/14/05
11/15/05
11/22/05
11/28/05
11/30/05
12/06/05
12/09/05
12/15/05

Issue
Date
-------07/06/05
04/14/05
04/13/05
07/12/05
09/07/05
07/19/05
09/07/05
07/26/05
08/02/05
08/16/05
08/04/05
08/17/05
08/22/05
11/30/04
08/31/05
09/09/05
01/26/05
12/29/04

Issue Price
(% of Principal
Amount)
--------------99.131
98.373
98.354
99.120
99.593
99.106
99.544
99.089
99.090
99.139
98.986
99.094
99.070
97.167
99.071
99.116
97.394
97.182

Discount to be
Reported as 2005
Interest(Per $1,000
Maturity Value)
------------------8.69
16.27
16.46
8.80
4.07
8.94
4.56
9.11
9.10
8.61
10.14
9.06
9.30
28.33
9.29
8.84
26.06
28.18