SECTION I-A This section reflects publicly traded corporate debt instruments (mostly long term) originally issued at a discount after May 27, 1969, and before January 1, 1985. Debt instruments which matured or were entirely called before 2005 are not included. See Section I-B for corporate discount debt instruments issued after 1984. CAUTION: The following OID information supercedes previously published information. Numbers may vary from previous editions because of rounding or updated information. OID per Daily OID per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total ------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2005 1st 2005 2nd 2006 2nd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/05 Period 2006 1st Period 2005 2006 ______________ _________ ________ ________ ___________ _______ _________ ________ ________ ________ ______ ______ Allied Corp. 019087AZ8 08/15/84 08/01/05 7.675 0.000 856.01 0.317176 67.24 019087BA2 08/15/84 08/01/07 6.113 0.000 670.42 0.247201 0.279194 0.315326 94.68 106.93 019087BB0 08/03/84 08/01/09 6.136 0.000 539.12 0.185297 0.207187 0.231663 70.94 79.32 Corning, Inc. 219327AC7 03/12/82 03/15/07* 48.034 7.000 473.83 0.057721 9.35* Empire Incorporated 291737AB0 06/07/83 12/31/07 59.000 9.000 261.53 0.107195 0.123887 0.143179 42.60 49.23 Federal National Mortgage Association 313586QR3 07/05/84 07/05/14 3.625 0.000 313.79 0.106017 0.118413 0.132258 40.93 45.71 313586RC5 10/09/84 10/09/19 3.200 0.000 202.18 0.064764 0.071457 0.078841 24.20 26.70 Fruit of the Loom, Inc. 359416AH7 03/18/81 03/15/11 52.750 7.000 374.84 0.043135 0.043135 15.74 15.74 General Foods Corp. 369856AF6 06/23/81 06/15/11 51.624 7.000 379.66 0.044183 0.044183 16.13 16.13 General Motors Acceptance Corporation 370424CF8 04/01/81 04/01/11 44.510 6.000 439.38 0.050643 0.050643 18.48 18.48 Honeywell Intl, Inc. 438516AG1 08/15/84 08/01/05 7.675 0.000 856.01 0.317176 67.24 438516AH9 08/15/84 08/01/07 6.113 0.000 670.42 0.247201 0.279194 0.315326 94.68 106.93 438516AJ5 08/03/84 08/01/09 6.136 0.000 539.12 0.185297 0.207187 0.231663 70.94 79.32 ITT Corporation 450679BP9 05/06/81 05/01/11 41.890 6.500 458.48 0.053059 0.053059 19.37 19.37 ITT Corporation 450680AM5 05/06/81 05/01/11 41.890 6.500 458.48 0.053059 0.053059 19.37 19.37 ITT Corporation 460470AM9 07/01/81 07/01/11 50.218 7.500 390.05 0.045434 0.045434 16.58 16.58 Kerr-McGee Corp. 492386AD9 11/17/81 11/01/11 49.950 7.000 386.37 0.045745 0.045745 16.70 16.70 Pepsico Capital Resources 713440AU9 04/14/82 04/01/05 5.311 0.000 936.73 0.112886 10.16 713440AV7 04/14/82 04/01/06 4.780 0.000 902.70 0.108786 0.108786 39.71 9.79 713440AW5 04/14/82 04/01/07 4.310 0.000 870.84 0.104946 0.104946 38.31 38.31 713440AX3 04/14/82 04/01/08 3.894 0.000 840.88 0.101335 0.101335 36.99 36.99 713440AY1 04/14/82 04/01/09 3.525 0.000 812.82 0.097954 0.097954 35.75 35.75 713440AZ8 04/14/82 04/01/10 3.196 0.000 786.45 0.094776 0.094776 34.59 34.59 713440BA2 04/14/82 04/01/11 2.904 0.000 761.61 0.091782 0.091782 33.50 33.50 713440BB0 04/14/82 04/01/12 2.643 0.000 738.12 0.088951 0.088951 32.47 32.47 Rapid-American Corp. 753329AZ4 03/01/84 03/01/05 5.832 0.000 921.22 0.346760 20.46 753329BA8 03/01/84 03/01/06 5.094 0.000 804.62 0.302869 0.346757 123.98 20.46 753329BB6 03/01/84 03/01/07 4.449 0.000 702.78 0.264540 0.302874 0.346763 108.29 123.98 Student Loan Marketing Association 863871AL3 08/15/84 05/15/14 3.900 0.000 321.28 0.108916 0.121461 0.135451 41.50 46.28 863871AM1 10/03/84 10/03/22 2.734 0.000 158.89 0.049479 0.054395 0.059799 18.50 20.34 ----------------------------- * Called in 2005; reportable OID is computed to call date. SECTION I-A OID per Daily OID per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total ------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2005 1st 2005 2nd 2006 2nd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/05 Period 2006 1st Period 2005 2006 ______________ _________ ________ ________ ___________ _______ _________ ________ ________ ________ ______ ______ Tennessee Gas Pipeline formerly Tenneco, Inc. 880451AJ8 12/15/81 12/15/11 40.783 6.000 454.87 0.054831 0.054831 19.74 19.74 Transamerica Financial Corp. 893502AM6 08/18/82 09/01/07 3.816 0.000 859.50 0.105177 0.105177 38.39 38.39 893502AN4 08/18/82 03/01/10 2.753 0.000 790.20 0.096696 0.096696 35.29 35.29 893502AP9 08/18/82 09/01/12 1.986 0.000 730.01 0.089331 0.089331 32.61 32.61 SECTION I-B This section reflects publicly traded corporate debt instruments (mostly long term) originally issued at a discount after December 31, 1984. Debt instruments which matured or were entirely called before 2005 are not included. See Section I-A for corporate discount debt instruments issued before 1985. CAUTION: The following OID information supercedes previously published information. Numbers may vary from previous editions because of rounding or updated information. OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/05 Period Period 2006 1st Period Period 2005 2006 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ ABN Amro Bank N.V. 00079FBH4 07/16/03 01/16/14 100.000 0.000 0.119431 0.121896 0.124411 0.126979 0.129599 44.26 46.11 00079FBM3 08/13/03 11/13/13 100.000 0.000 0.126373 0.129098 0.131882 0.134726 0.137632 46.25 48.27 00079FBR2 09/10/03 09/10/13 100.000 0.000 0.146533 0.150211 0.153981 0.157846 0.161808 54.24 57.00 00079FBX9 10/08/03 10/08/13 100.000 0.000 0.150826 0.154717 0.158709 0.162803 0.167004 55.65 58.56 00079FCY6 03/10/04 12/10/13 100.000 0.000 0.137553 0.140840 0.144206 0.147652 0.151180 50.25 52.68 00079FDB5 03/24/04 12/24/13 100.000 0.000 0.137553 0.140840 0.144206 0.147652 0.151180 50.16 52.58 00079FED0 06/23/04 12/23/09 100.000 0.000 0.114778 0.117102 0.119473 0.121893 0.124361 41.78 43.48 00079FEK4 07/21/04 01/21/10 100.000 0.000 0.113057 0.115358 0.117706 0.120101 0.122545 41.86 43.58 00079FEN8 08/04/04 02/04/10 100.000 0.000 0.110002 0.112180 0.114401 0.116667 0.118977 40.64 42.26 00079FHN5 01/13/05 01/13/20 100.000 VARIES 0.131945 0.129997 0.128002 0.128062 45.59 46.11 00079FHT2 01/21/05 01/21/20 100.000 VARIES 0.131802 0.130184 0.128527 0.126832 44.55 46.03 00079FHV7 01/28/05 01/28/20 100.000 VARIES 0.129648 0.128136 0.126588 0.125005 42.94 45.37 00079FJD5 02/15/05 02/15/20 100.000 VARIES 0.128819 0.127298 0.125741 0.124148 40.50 45.12 00079FLN0 07/20/05 04/20/09 100.000 0.000 0.109683 0.110766 0.112953 0.115183 17.74 40.58 ADT Operations, Inc. 000945AC9 07/06/95 07/06/10 38.309 0.000 319.71 0.123007 0.127004 0.131132 0.135394 0.139794 46.42 49.49 AMR Corporation 001765AZ9 09/23/03 09/23/23 98.000 4.250 0.010460 0.010706 0.010958 0.011216 0.011479 3.86 4.04 001765BA3 09/23/03 09/23/23 98.000 4.250 0.010460 0.010706 0.010958 0.011216 0.011479 3.86 4.04 001765BB1 02/13/04 02/15/24 98.500 4.500 0.007638 0.007823 0.008012 0.008206 0.008405 2.83 2.97 APP Finance VI Mauritius Limited 00202NAA3 11/18/97 11/18/12 20.424 0.000 229.95 0.129481 0.136522 0.143945 0.151772 0.160025 48.50 53.92 ASG Consolidated LLC 00210VAA5 10/19/04 11/01/11 63.700 VARIES 0.204237 0.215979 0.228397 0.241527 0.255413 77.09 86.21 00210VAB3 10/19/04 11/01/11 63.700 VARIES 0.204237 0.215979 0.228397 0.241527 0.255413 77.09 86.21 Adams & Hancok Counties Illinois 005495AX4 05/24/05 12/01/06 103.908 VARIES 0.108797 0.108877 0.110929 0.113019 23.69 36.98 005495AY2 05/24/05 12/01/07 106.710 VARIES 0.120284 0.120379 0.122822 0.125314 0.115720 26.19 44.45 Community Unit School District No. 1 005770BQ4 06/03/03 02/01/07 104.499 VARIES 0.095340 0.094799 0.094250 0.093692 0.093124 34.06 33.66 005770BR2 06/03/03 02/01/08 103.613 VARIES 0.107876 0.107500 0.107116 0.106725 0.106327 38.65 38.37 Adelphia Communications Corporation 006848BK0 10/25/01 11/01/06 97.161 10.250 16.23 0.016847 0.017774 0.018752 0.019783 6.35 5.81 Advanced Accessory Holdings Corporation 007506AA6 02/04/04 12/15/11 57.128 VARIES 0.234888 0.250442 0.267027 0.284710 0.303564 87.87 99.90 007506AB4 02/04/04 12/15/11 57.128 VARIES 0.234888 0.250442 0.267027 0.284710 0.303564 87.87 99.90 007506AC2 02/04/04 12/15/11 57.128 VARIES 0.234888 0.250442 0.267027 0.284710 0.303564 87.87 99.90 Advanta Bank Corporation 00761HAR2 02/25/03 02/21/06 98.000 VARIES 0.019075 0.019131 0.019196 6.89 .96 Advanced Medical Optics 00763MAD0 06/24/03 04/15/23 100.000 VARIES 0.237171 0.241572 0.248860 0.253669 0.261518 88.28 92.70 00763MAE8 06/24/03 04/15/23 100.000 VARIES 0.237171 0.241572 0.248860 0.253669 0.261518 88.28 92.70 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/05 Period Period 2006 1st Period Period 2005 2006 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Advanced Medical Optics 00763MAF5 06/22/04 07/15/24 100.000 VARIES 0.217075 0.222824 0.228797 0.235003 0.241450 81.13 85.58 00763MAG3 06/22/04 07/15/24 100.000 VARIES 0.217075 0.222824 0.228797 0.235003 0.241450 81.13 85.58 00763MAH1 07/18/05 07/01/25 100.000 VARIES 0.191668 0.196463 0.201923 31.24 71.71 00763MAJ7 07/18/05 07/01/25 100.000 VARIES 0.191668 0.196463 0.201923 31.24 71.71 Agilent Technologies 00846UAA9 11/27/01 12/01/21 100.000 VARIES 0.290038 0.299081 0.308520 0.318372 0.326224 106.60 113.37 00846UAB7 11/27/01 12/01/21 100.000 VARIES 0.290038 0.299081 0.308520 0.318372 0.326224 106.60 113.37 Aladdin Gaming Holdings 010714AC7 02/26/98 03/01/10 45.168 VARIES 0.392211 0.387244 0.395222 0.390429 0.398704 142.61 143.80 Alameda, CA 010781AQ5 03/14/02 02/01/12 97.458 7.625 5.33 0.005815 0.006048 0.006290 0.006541 0.006803 2.21 2.39 010781AW2 03/14/02 02/01/10 97.388 7.500 7.51 0.008183 0.008508 0.008846 0.009198 0.009564 3.10 3.36 Alamosa Delaware, Inc. 011588AF7 11/10/03 07/31/09 81.789 VARIES 0.296552 0.314332 0.333178 0.333169 0.333159 115.49 119.94 Alamosa Delaware, Inc. 011593AA8 02/08/00 02/15/10* 53.456 VARIES 0.335998 0.357627 39.82* Alaris Medical, Inc. 011637AC9 07/28/98 08/01/08 58.144 VARIES 0.309026 0.309026 0.309026 0.309026 0.309025 111.25 111.25 Alaska Communications Systems Holdings, Inc. 011679AD9 08/26/03 08/15/11 96.687 9.875 3.89 0.008466 0.008910 0.009378 0.009870 0.010388 3.25 3.60 011679AE7 08/26/03 08/15/11 96.687 9.875 3.89 0.008466 0.008910 0.009378 0.009870 0.010388 3.25 3.60 011679AF4 08/26/03 08/15/11 96.687 9.875 3.89 0.008466 0.008910 0.009378 0.009870 0.010388 3.25 3.60 Alestra S.De R.L.De C.V. 01446PAG9 11/17/03 06/30/10 83.687 8.000 0.077132 0.080777 0.084702 0.086029 0.090386 28.83 31.17 Algoma Steel, Inc. 01566MAA3 07/12/95 07/15/05 90.154 12.375 89.07 0.045415 0.048651 9.39 Allergan, Inc. 018490AD4 11/06/02 11/06/22 77.941 0.000 21.19 0.027745 0.027919 0.028093 0.028269 0.028446 10.04 10.16 018490AE2 11/06/02 11/06/22 77.941 0.000 21.19 0.027745 0.027919 0.028093 0.028269 0.028446 10.04 10.16 Alliant Energy Resources 018803205 02/15/00 02/15/30 100.000 VARIES 0.319946 0.331947 0.344522 0.357700 0.371510 120.68 130.07 018803304 02/15/00 02/15/30 100.000 VARIES 0.319946 0.331947 0.344522 0.357700 0.371510 120.68 130.07 018803403 02/15/00 02/15/30 100.000 VARIES 0.319946 0.331947 0.344522 0.357700 0.371510 120.68 130.07 Alliant Techsystems Inc 018804AG9 02/19/04 02/15/24 100.000 VARIES 0.172897 0.175852 0.178898 0.182038 0.185273 63.59 65.84 018804AH7 02/19/04 02/15/24 100.000 VARIES 0.172897 0.175852 0.178898 0.182038 0.185273 63.59 65.84 018804AJ3 08/13/04 08/15/24 100.000 VARIES 0.193814 0.197667 0.201655 0.205782 0.210053 71.53 74.48 018804AK0 08/13/04 08/15/24 100.000 VARIES 0.193814 0.197667 0.201655 0.205782 0.210053 71.53 74.48 Alltel Corporation 020039798 05/06/02 05/17/07 100.000 VARIES 0.203401 0.203364 0.202213 0.201022 0.199788 73.17 72.48 020039822 05/06/02 05/17/07* 100.000 VARIES 0.203401 9.36* 020039DF7 05/06/02 05/17/07 100.000 VARIES 0.203401 0.203364 0.202213 0.201022 0.199788 73.17 72.48 Alpharma, Inc. 020813AC5 06/02/99 06/01/06 100.000 3.000 0.156163 0.161533 0.167087 57.51 25.06 020813AD3 06/02/99 06/01/06 100.000 3.000 0.156163 0.161533 0.167087 57.51 25.06 020813AE1 06/02/99 06/01/06 100.000 3.000 0.156163 0.161533 0.167087 57.51 25.06 Alza Corporation 022615AC2 07/14/94 07/14/14 35.471 0.000 255.37 0.086855 0.089135 0.091474 0.093876 0.096340 32.45 34.18 American Axle & Manufacturing HLDG,Inc 024061AA1 02/11/04 02/15/24 100.000 2.000 0.128828 0.130505 0.132220 0.133975 0.135770 47.14 48.40 024061AB9 02/11/04 02/15/24 100.000 2.000 0.128828 0.130505 0.132220 0.133975 0.135770 47.14 48.40 American Commercial Lines LLC 025198AE2 05/29/02 01/01/08 92.250 11.250 29.13 0.037916 0.040430 0.043109 0.045967 14.10 16.03 025198AF9 05/29/02 07/01/08 53.606 VARIES 0.649936 0.728447 0.816442 0.915067 248.11 311.67 ----------------------------- * Called in 2005; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/05 Period Period 2006 1st Period Period 2005 2006 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ American Electric Power Company, Inc. 025537200 06/11/02 08/16/07* 100.000 VARIES 0.190254 0.191268 31.51* 025537AC5 06/11/02 08/16/07 100.000 VARIES 0.190254 0.191268 0.191199 0.190010 0.188781 68.80 68.29 American Skiing Company 029654AG5 01/15/97 07/15/06 97.279 12.000 20.44 0.010839 0.011516 0.012235 0.013000 4.26 2.51 American Towers, Inc. 03027RAA1 02/01/03 08/01/08 45.465 0.000 143.93 0.232636 0.249918 0.268484 0.288428 0.309855 92.24 106.45 03027RAB9 02/01/03 08/01/08 45.465 0.000 143.93 0.232636 0.249918 0.268484 0.288428 0.309855 92.24 106.45 03027RAC7 02/01/03 08/01/08 45.465 0.000 143.93 0.232636 0.249918 0.268484 0.288428 0.309855 92.24 106.45 03027RAD5 02/01/03 08/01/08 45.465 0.000 143.93 0.232636 0.249918 0.268484 0.288428 0.309855 92.24 106.45 AmerUs Group Co. 03072M405 05/28/03 05/16/08 100.000 VARIES 0.179725 0.180585 0.181473 0.182389 0.181188 64.93 65.48 03072M504 05/28/03 05/16/08 100.000 VARIES 0.179725 0.180585 0.181473 0.182389 0.181188 64.93 65.48 03072MAC2 03/06/02 03/06/32 100.000 VARIES 0.327994 0.338270 0.352275 0.363754 0.379021 122.72 131.96 03072MAD0 03/06/02 03/06/32 100.000 VARIES 0.327994 0.338270 0.352275 0.363754 0.379021 122.72 131.96 03072MAE8 03/06/02 03/06/32 100.000 VARIES 0.327994 0.338270 0.352275 0.363754 0.379021 122.72 131.96 03072MAF5 03/06/02 03/06/32 100.000 VARIES 0.327994 0.338270 0.352275 0.363754 0.379021 122.72 131.96 Amgen Inc. 031162AC4 03/01/02 03/01/32 71.423 VARIES 0.128338 0.090634 0.092661 0.094734 0.096852 35.13 34.23 031162AD2 03/01/02 03/01/32 71.423 VARIES 0.128338 0.090634 0.092661 0.094734 0.096852 35.13 34.23 031162AE0 03/01/02 03/01/32 71.423 VARIES 0.128338 0.090634 0.092661 0.094734 0.096852 35.13 34.23 031162AK6 03/01/05 03/01/32 72.947 VARIES 0.090636 0.092663 0.094735 0.096854 27.43 34.23 031162AL4 03/01/05 03/01/32 72.947 VARIES 0.090636 0.092663 0.094735 0.096854 27.43 34.23 Anadarko Petroleum Corp. 032511AQ0 03/13/01 03/13/21 100.000 0.000 0.246514 0.255118 0.264021 0.273236 0.282771 92.18 98.73 032511AR8 03/13/01 03/13/21 100.000 0.000 0.246514 0.255118 0.264021 0.273236 0.282771 92.18 98.73 Anixter International 035290AA3 06/28/00 06/28/20* 25.257 0.000 91.92 0.066198 11.78* 035290AB1 06/28/00 06/28/20* 25.257 0.000 91.92 0.066198 11.78* 035290AC9 06/28/00 06/28/20* 25.257 0.000 91.92 0.066198 11.78* 035290AD7 07/07/03 07/07/33 38.016 VARIES 0.082822 0.085845 0.088979 0.092227 0.095593 31.43 33.77 035290AE5 07/07/03 07/07/33 38.016 VARIES 0.082822 0.085845 0.088979 0.092227 0.095593 31.43 33.77 035290AF2 07/07/03 07/07/33 38.016 VARIES 0.082822 0.085845 0.088979 0.092227 0.095593 31.43 33.77 035290AG0 07/07/03 07/07/33 38.016 VARIES 0.082822 0.085845 0.088979 0.092227 0.095593 31.43 33.77 Anthem, Inc. 03674BAA2 11/02/01 11/15/06 100.000 VARIES 0.199459 0.194892 0.196739 0.192122 71.83 61.71 Anthony Crane Cap. Corp. 036778AC2 07/31/03 02/01/08 3.000 VARIES 0.328490 0.376727 0.470113 0.650905 1.000915 148.18 281.40 Aon Corporation 037389AQ6 11/07/02 11/15/12 100.000 VARIES 0.283380 0.291848 0.300702 0.309959 0.319637 104.34 110.79 037389AT0 11/07/02 11/15/12 100.000 VARIES 0.283380 0.291848 0.300702 0.309959 0.319637 104.34 110.79 Arch Escrow Corporation 039384AC6 04/09/99 04/15/08 95.091 13.750 23.73 0.016908 0.018155 0.019495 0.020932 0.022476 6.51 7.50 Republic of Argentina 040114AZ3 12/04/98 12/04/05 97.750 11.000 18.44 0.011834 0.012513 4.06 040114BD1 03/01/99 03/01/29 75.576 8.875 0.025196 0.025195 0.025194 0.025193 0.025192 9.07 9.07 040114GA2 06/15/00 06/15/15 91.700 11.750 11.41 0.009399 0.010012 0.010663 0.011358 0.012097 3.51 3.99 040114GB0 07/21/00 07/21/30 80.144 10.250 3.58 0.002841 0.003023 0.003218 0.003425 0.003645 1.12 1.26 040114GF1 06/19/01 12/19/08 77.800 VARIES 0.248570 0.249578 0.250667 0.209336 0.167844 89.69 81.81 040114GG9 06/19/01 06/19/18 75.375 0.000 0.513503 0.548908 0.593220 194.94 100.25 040114GH7 06/19/01 06/19/31 75.250 0.000 0.482441 0.514259 0.554217 182.85 93.66 ----------------------------- * Called in 2005; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/05 Period Period 2006 1st Period Period 2005 2006 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Arlington Sport Facility Development Authority 04184EAA7 02/17/93 12/31/08 28.800 0.000 442.88 0.162360 0.168853 0.175606 0.182629 0.189933 59.63 64.50 Armor Holdings, Inc. 042260AC3 10/29/04 11/01/24 99.000 VARIES 0.192624 0.197423 0.202390 0.207531 0.212852 70.79 74.41 Armstrong County Industrial Development 04233KAB2 07/29/99 08/20/34 6.955 0.000 35.51 0.021996 0.022849 0.023734 0.024654 0.025609 8.30 8.96 ATMEL Corporation 049513AB0 04/21/98 04/21/18 33.785 0.000 148.01 0.073443 0.075463 0.077538 0.079670 0.081861 27.09 28.60 049513AC8 04/21/98 04/21/18 33.785 0.000 148.01 0.073443 0.075463 0.077538 0.079670 0.081861 27.09 28.60 Aubrey Independent School District 050195GZ3 08/07/03 02/15/06 93.203 0.000 37.16 0.074861 0.075913 0.076979 27.43 3.39 050195HA7 08/07/03 02/15/07 88.833 0.000 42.84 0.086579 0.088046 0.089539 0.091056 0.092600 31.83 32.92 050195HB5 08/07/03 02/15/08 84.421 0.000 45.48 0.092103 0.093844 0.095617 0.097424 0.099266 33.95 35.24 050195HC3 08/07/03 02/15/09 79.705 0.000 47.22 0.095824 0.097812 0.099842 0.101914 0.104028 35.40 36.89 050195HD1 08/07/03 02/15/10 74.664 0.000 48.37 0.098356 0.100583 0.102862 0.105192 0.107574 36.42 38.09 Avalon Cable, LLC 053402AB9 12/10/98 12/01/08* 56.332 VARIES 0.205581 14.80* Avnet, Inc. 053807AL7 03/05/04 03/15/34 100.000 VARIES 0.225680 0.232379 0.239341 0.246578 0.254100 83.90 89.03 Azusa, California Redevelopment Agency 05502MAB9 06/16/92 12/01/12 16.502 0.000 333.04 0.123630 0.129195 0.135011 0.141089 0.147440 45.85 50.07 BGLS, Inc. 055432AD0 05/14/01 03/31/06 80.884 10.000 128.39 0.127417 0.137457 0.148288 49.58 13.20 Bank of America Corp. 060505AT1 10/29/02 03/01/07 94.733 0.000 0.101302 0.103128 0.104987 0.106879 0.108806 37.24 38.59 Bank of America Corp. 06050MAC1 09/07/99 09/07/06 100.000 0.250 0.279275 0.289011 0.299094 0.309539 104.55 75.46 06050MAW7 11/10/00 11/10/07 110.000 0.250 0.318513 0.330586 0.343128 0.356155 0.369687 118.09 127.23 06050MBU0 03/27/02 03/28/05 100.000 0.000 0.158756 13.81 06050MBV8 06/28/02 07/02/07 100.000 0.000 0.145315 0.148773 0.152313 0.155938 0.159648 54.19 56.80 06050MBY2 11/27/02 11/29/07 100.000 0.000 0.120148 0.122548 0.124996 0.127493 0.130040 43.84 45.61 06050MCB1 02/20/03 02/20/08 100.000 0.000 0.107041 0.108995 0.110984 0.113009 0.115072 39.40 40.85 06050MCH8 04/25/03 04/29/08 100.000 0.000 0.103750 0.105587 0.107457 0.109360 0.111297 37.91 39.27 06050MCK1 05/30/03 06/03/08 100.000 0.000 0.083985 0.085201 0.086434 0.087685 0.088955 30.52 31.41 06050MCM7 06/04/03 06/04/07 100.000 0.000 0.069095 0.069925 0.070764 0.071613 0.072472 25.07 25.67 06050MCN5 05/29/03 05/29/08 100.000 0.000 0.087139 0.088447 0.089773 0.091120 0.092487 31.69 32.65 06050MCP0 06/25/03 06/25/10 100.000 0.000 0.103956 0.105801 0.107679 0.109591 0.111536 37.78 39.13 06050MCQ8 07/25/03 07/29/08 100.000 0.000 0.099415 0.101133 0.102881 0.104659 0.106468 36.63 37.90 06050MCS4 11/12/03 11/13/08 100.000 0.000 0.113843 0.116087 0.118374 0.120707 0.123085 41.60 43.26 06050MCU9 11/28/03 11/28/08 100.000 0.000 0.095726 0.097322 0.098944 0.100593 0.102270 34.85 36.03 06050MCV7 12/19/03 12/23/08 100.000 0.000 0.104763 0.106667 0.108607 0.110582 0.112592 38.09 39.49 06050MCY1 01/30/04 02/03/09 100.000 0.000 0.098932 0.100663 0.102424 0.104216 0.106040 36.44 37.73 06050MDA2 03/02/04 03/04/09 100.000 0.000 0.099205 0.100946 0.102717 0.104519 0.106353 36.44 37.73 06050MDC8 03/25/04 03/27/09 100.000 0.000 0.093556 0.095106 0.096681 0.098282 0.099910 34.25 35.40 06050MDE4 05/28/04 06/01/10 100.000 0.000 0.136375 0.139643 0.142990 0.146416 0.149925 49.88 52.30 06050MDG9 06/09/04 06/09/08 99.000 11.000 0.095287 0.091502 0.093149 0.094826 0.096533 33.57 33.91 06050MDH7 06/25/04 06/28/10 100.000 0.000 0.134104 0.137265 0.140501 0.143813 0.147204 48.87 51.20 06050MDJ3 06/24/04 06/24/10 100.000 0.000 0.134329 0.137502 0.140750 0.144075 0.147478 48.97 51.32 ----------------------------- * Called in 2005; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/05 Period Period 2006 1st Period Period 2005 2006 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Bank of America Corp. 06050MDK0 06/28/04 06/28/08 99.000 11.000 0.102033 0.098115 0.100004 0.101929 0.103891 36.02 36.36 06050MDM6 07/30/04 08/02/10 100.000 0.000 0.126913 0.129811 0.132776 0.135808 0.138910 47.08 49.26 06050MDN4 08/26/04 08/28/09 100.000 0.000 0.119003 0.121551 0.124154 0.126813 0.129529 43.93 45.84 06050MDR5 09/23/04 09/25/09 100.000 0.000 0.106766 0.108818 0.110909 0.113040 0.115212 39.20 40.72 06050MED5 11/15/04 11/13/09 100.000 0.000 0.110110 0.112268 0.114493 0.116763 0.119077 40.24 41.85 06050MEF0 11/29/04 11/29/10 100.000 0.000 0.110022 0.112200 0.114422 0.116688 0.118999 40.14 41.75 06050MEG8 12/27/04 06/28/10 100.000 0.000 0.113416 0.115731 0.118093 0.120504 0.122964 41.26 42.96 06050MEH6 12/28/04 12/28/10 100.000 1.000 0.118204 0.120128 0.122093 0.124100 0.126150 42.91 44.33 06050MEK9 01/27/05 01/28/11 100.000 0.000 0.120091 0.120107 0.122703 0.125356 0.128066 40.51 45.47 06050MEL7 01/28/05 01/28/11 100.000 1.000 0.121284 0.123326 0.125412 0.127543 40.70 45.42 06050MEM5 01/26/05 01/26/10 100.000 0.250 0.112918 0.115072 0.117270 0.119512 38.16 42.51 06050MEP8 02/24/05 02/24/10 100.000 1.250 0.119711 0.121543 0.123414 0.125325 36.98 44.57 06050MER4 03/24/05 03/27/09 100.000 0.000 0.124715 0.124763 0.127563 0.130427 0.133355 34.82 46.98 06050MEU7 04/28/05 04/30/09 100.000 1.750 0.121384 0.121402 0.122992 0.124617 0.126278 29.60 44.77 06050MEZ6 07/29/05 07/29/11 100.000 1.500 0.126709 0.128649 0.130633 19.26 46.56 06050MFA0 08/25/05 08/25/10 100.000 1.250 0.125294 0.127337 0.129425 15.79 45.99 06050MFB8 08/26/05 08/28/09 100.000 0.000 0.122272 0.122302 0.124994 0.127745 15.29 45.18 Baxter International,Inc 071813406 12/17/02 02/16/08 100.000 VARIES 0.123470 0.123985 0.124511 44.68 5.60 071813604 12/17/02 02/16/08 100.000 VARIES 0.123470 0.123985 0.124511 0.124463 0.123830 44.68 44.72 071813AQ2 05/21/01 06/01/21 100.000 1.250 0.201250 0.206329 0.211563 0.216956 0.222514 73.67 77.46 071813AR0 05/21/01 06/01/21 100.000 1.250 0.201250 0.206329 0.211563 0.216956 0.222514 73.67 77.46 071813AV1 12/17/02 02/16/08 100.000 VARIES 0.123470 0.123985 0.124511 0.124463 0.123830 44.68 44.72 Bayerische Landesbank 072738503 06/05/03 06/06/06 100.000 0.000 0.049851 0.050287 0.050727 18.05 7.86 Bayerische Landesbank 0727G0AA8 05/31/02 05/28/10 100.000 0.000 0.167556 0.171992 0.176545 0.181219 0.186017 61.42 64.71 0727G0BF6 02/26/04 02/27/06 100.000 0.000 0.052994 0.053495 0.054000 19.29 3.02 0727G0BM1 04/05/04 10/05/06 100.000 0.000 0.059224 0.059849 0.060480 0.061118 21.54 16.69 0727G0CE8 11/10/04 05/10/06 100.000 0.000 0.080549 0.081717 0.082901 29.33 10.69 0727G0CJ7 11/26/04 02/26/09 100.000 0.000 0.107846 0.108893 0.111007 0.113162 0.115359 39.41 40.89 0727G0CL2 01/04/05 09/20/06 100.000 0.000 0.089720 0.090332 0.091791 0.093273 32.35 24.04 0727G0CQ1 02/15/05 11/01/06 100.000 0.000 0.093258 0.093919 0.095495 0.097099 29.72 28.94 0727G0CR9 02/23/05 02/23/07 100.000 0.000 0.099358 0.101135 0.102944 0.104785 30.83 37.20 0727G0DH0 05/16/05 11/16/06 100.000 0.000 0.107624 0.109709 0.111834 24.31 34.94 0727G0DM9 06/15/05 12/16/06 100.000 0.000 0.097424 0.097434 0.099143 0.100882 19.12 34.52 0727G0DQ0 07/13/05 07/13/07 100.000 0.000 0.103344 0.105267 0.107225 17.36 38.20 Bear Stearns Co., Inc. 073928G23 08/31/04 07/01/19 51.530 1.000 6.98 0.058831 0.060587 0.062395 0.064258 21.50 22.80 073928JS3 06/03/99 06/30/11 46.328 0.000 197.74 0.118854 0.122701 0.126673 0.130774 0.135007 43.49 46.35 073928WN9 02/27/02 08/15/13 49.000 0.000 94.92 0.098088 0.102864 0.104384 0.109467 0.111084 37.54 39.95 Beaver County Industrial Development Authority 07487TAB9 04/29/99 11/20/24 17.103 0.000 82.10 0.049037 0.050761 0.052545 0.054392 0.056304 18.11 19.40 BellSouth Telecommunications 079867AS6 12/13/95 12/15/95 25.235 VARIES 0.088068 0.091084 0.094204 0.097430 0.100767 32.35 34.60 Bond & Fayette County,IL 097850CD1 04/01/03 12/01/05 104.977 VARIES 0.076623 0.075894 25.15 097850CE9 04/01/03 12/01/06 105.312 VARIES 0.091898 0.091233 0.090557 0.089870 32.92 29.76 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/05 Period Period 2006 1st Period Period 2005 2006 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Bond & Fayette County,IL 097850CF6 04/01/03 12/01/07 105.533 VARIES 0.102727 0.102132 0.101527 0.100911 0.100283 36.84 36.40 097850CG4 04/01/03 12/01/08 105.035 VARIES 0.111484 0.111008 0.110522 0.110028 0.109523 40.02 39.67 Brill Media Company 109492AC2 12/30/97 12/15/07 89.963 VARIES 0.131847 0.131634 0.132900 0.132747 0.134089 48.10 48.50 109492AH1 12/30/97 12/15/07 92.200 VARIES 0.131479 0.133092 0.132600 0.134283 0.133865 48.30 48.73 Budget Group Capital Trust 119001204 06/19/98 06/15/28* 100.000 6.250 0.176099 29.06* 119001303 06/19/98 06/15/28* 100.000 6.250 0.176099 29.06* Buffets Holdings, Inc. 119881AA8 05/18/04 01/31/11 56.873 VARIES 0.225367 0.241002 0.257722 0.275602 0.294722 88.83 101.59 119881AB6 05/18/04 01/31/11 56.873 VARIES 0.225367 0.241002 0.257722 0.275602 0.294722 88.83 101.59 Buffets, Inc. 119882AA6 06/28/02 07/15/10 96.181 11.250 8.35 0.010395 0.011019 0.011680 0.012381 0.013124 4.07 4.57 119882AB4 06/28/02 07/15/10 96.181 11.250 8.35 0.010395 0.011019 0.011680 0.012381 0.013124 4.07 4.57 Bureau and Putnam County, IL 121061CD5 03/18/03 12/01/05 105.386 VARIES 0.083379 0.082562 27.37 121061CE3 03/18/03 12/01/06 106.270 VARIES 0.099070 0.098263 0.097443 0.096609 35.47 32.01 Butler County Industrial Development Authority 12359RAQ5 01/15/97 11/01/05 51.150 0.000 427.12 0.199948 0.207714 61.38 12359RAR3 01/15/97 05/01/06 49.018 0.000 412.77 0.193570 0.201137 0.208999 71.97 25.08 12359RAS1 01/15/97 11/01/06 47.084 0.000 397.83 0.186697 0.194014 0.201618 0.209520 69.42 61.91 12359RAT9 01/15/97 05/01/07 45.174 0.000 383.61 0.180213 0.187303 0.194672 0.202330 0.210290 67.02 72.40 12359RAU6 01/15/97 11/01/07 43.373 0.000 369.56 0.173735 0.180588 0.187711 0.195114 0.202810 64.62 69.81 12359RAV4 01/15/97 05/01/08 41.546 0.000 356.35 0.167765 0.174415 0.181330 0.188518 0.195991 62.41 67.45 12359RAW2 01/15/97 11/01/08 39.917 0.000 342.94 0.161507 0.167918 0.174583 0.181512 0.188717 60.08 64.95 12359RAX0 01/15/97 05/01/09 38.166 0.000 330.63 0.155984 0.162215 0.168694 0.175432 0.182439 58.04 62.77 12359RAY8 01/15/97 11/01/09 36.700 0.000 317.93 0.149993 0.155984 0.162215 0.168694 0.175432 55.81 60.36 12359RAZ5 01/15/97 05/01/10 35.110 0.000 306.18 0.144649 0.150456 0.156495 0.162778 0.169312 53.83 58.24 12359RBA9 01/15/97 11/01/10 33.621 0.000 294.64 0.139344 0.144959 0.150800 0.156876 0.163197 51.86 56.13 12359RBB7 01/15/97 05/01/11 32.274 0.000 283.30 0.134030 0.139438 0.145063 0.150915 0.157004 49.89 53.99 Sirius Satellite Radio 125127AA8 11/26/97 12/01/07* 42.106 VARIES 0.446448 0.448941 110.51* 125127AB6 11/26/97 12/01/07* 42.106 VARIES 0.446448 0.448941 110.51* Call-Net Enterprises 130910AE2 07/24/98 08/15/08 64.249 VARIES 0.248312 0.248311 0.248310 0.248309 0.248308 89.39 89.39 CapitalSource Inc. 14055XAC6 07/07/04 07/15/34 100.000 VARIES 0.228021 0.233384 0.238966 0.244778 0.250828 84.87 89.04 14055XAD4 07/07/04 07/15/34 100.000 VARIES 0.228021 0.233384 0.238966 0.244778 0.250828 84.87 89.04 Cendant Corporation 151313AG8 05/04/01 05/04/21 100.000 0.000 0.348178 0.358256 0.380947 0.391974 0.416800 130.84 143.15 151313AJ2 07/27/01 08/17/06 99.000 VARIES 0.203169 0.202961 0.202745 0.202521 73.05 45.78 Centerpoint Energy, Inc. 15189T206 09/21/99 09/15/29 100.000 2.000 0.405718 0.422909 0.440943 0.459862 0.479710 152.89 166.25 Century Communications Corporation 156503AK0 11/13/97 11/15/17 93.375 8.375 11.92 0.006334 0.006622 0.006924 0.007239 0.007568 2.36 2.58 156503AM6 01/15/98 01/15/08 41.266 0.000 351.61 0.180411 0.191700 0.197108 0.209442 0.215350 70.73 77.28 156503AN4 01/15/98 01/15/08 41.266 0.000 351.61 0.180411 0.191700 0.197108 0.209442 0.215350 70.73 77.28 CenturyTel, Inc. 156700403 05/06/02 05/15/07* 100.000 VARIES 0.213960 9.41* 156700AD8 05/06/02 05/15/07 100.000 VARIES 0.213960 0.213900 0.212106 0.210245 0.208314 76.93 75.85 ----------------------------- * Called in 2005; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/05 Period Period 2006 1st Period Period 2005 2006 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ CENTURYTEL, INC. 156700AE6 06/26/02 08/01/32 100.000 VARIES 0.272899 0.279221 0.285827 0.292729 0.299941 101.32 106.26 156700AH9 06/26/02 08/01/32 100.000 VARIES 0.272899 0.279221 0.285827 0.292729 0.299941 101.32 106.26 Chiron Corporation 170040AD1 06/12/01 06/12/31 55.045 0.000 0.119969 0.123114 0.127733 0.131081 0.135999 44.52 47.40 170040AE9 06/12/01 06/12/31 55.045 0.000 0.119969 0.123114 0.127733 0.131081 0.135999 44.52 47.40 170040AF6 07/30/03 08/01/33 100.000 1.625 0.178541 0.182640 0.186864 0.191218 0.195706 66.26 69.38 170040AG4 07/30/03 08/01/33 100.000 1.625 0.178541 0.182640 0.186864 0.191218 0.195706 66.26 69.38 170040AH2 06/22/04 06/30/34 100.000 2.750 0.186326 0.189940 0.193674 0.197530 0.201514 67.74 70.42 170040AJ8 06/22/04 06/30/34 100.000 2.750 0.186326 0.189940 0.193674 0.197530 0.201514 67.74 70.42 Chubb Corporation 171232309 12/02/02 11/16/07* 100.000 VARIES 0.135407 0.135990 30.52* 171232507 06/24/03 08/16/08 100.000 VARIES 0.087111 0.087490 0.087876 0.088267 0.088227 31.53 31.75 171232AG6 12/02/02 11/16/07 100.000 VARIES 0.135407 0.135990 0.135965 0.135317 0.134653 48.88 48.77 171232AK7 06/24/03 08/16/08 100.000 VARIES 0.087111 0.087490 0.087876 0.088267 0.088227 31.53 31.75 Chukchansi Economic Development Authority 171276AA6 10/08/02 06/15/09 91.476 14.500 19.13 0.029212 0.031645 0.034281 0.037137 0.040231 11.04 12.95 171276AB4 10/08/02 06/15/09 91.476 14.500 19.13 0.029212 0.031645 0.034281 0.037137 0.040231 11.04 12.95 Citigroup Global Markets Holdings, Inc. 173073305 07/31/98 08/01/05 100.000 0.000 0.239748 0.251201 52.90 Citigroup Global Markets Holdings, Inc. 17307EBE2 07/01/04 09/07/16 51.400 0.000 14.32 0.079861 0.082072 0.084345 0.086680 0.089080 29.66 31.32 Citizens Communications Company 17453BAC5 06/19/01 08/17/06 98.920 VARIES 0.222037 0.221049 0.220023 0.218956 79.49 49.53 Clinton & Wash Counties Illinois 187327AM3 05/13/04 12/01/05 103.864 0.000 0.078335 0.079383 26.04 187327AN1 05/13/04 12/01/06 104.780 VARIES 0.097580 0.099187 0.093216 0.092350 35.29 30.61 187327AP6 05/13/04 12/01/07 105.447 VARIES 0.110663 0.112712 0.106086 0.105299 0.104497 40.07 38.00 187327AQ4 05/13/04 12/01/08 105.302 VARIES 0.125866 0.128512 0.121041 0.120374 0.119693 45.64 43.41 Comcast Corporation 200300507 10/15/99 10/15/29* 100.000 2.000 0.450416 0.471176 131.65* 200300606 11/15/99 11/15/29* 100.000 2.000 0.441713 0.461757 142.31* 200300BH3 12/19/00 12/19/20 77.941 0.000 40.17 0.028446 0.028623 0.028802 0.028982 0.029163 10.28 10.41 Compass Minerals International, Inc. 20451NAA9 12/20/02 12/15/12 53.995 VARIES 0.244436 0.260018 0.276593 0.294225 0.312981 91.32 103.33 Connetics Corporation 208192AC8 03/23/05 03/30/15 100.000 2.000 0.194435 0.194625 0.199492 0.204529 0.209743 54.55 73.66 208192AD6 03/23/05 03/30/15 100.000 2.000 0.194435 0.194625 0.199492 0.204529 0.209743 54.55 73.66 Conseco, Inc. 208464BG1 08/15/05 09/30/35 99.000 3.500 0.202820 0.203793 0.207723 0.211798 27.67 74.80 208464BH9 08/15/05 09/30/35 99.000 3.500 0.202820 0.203793 0.207723 0.211798 27.67 74.80 Consumers Energy Financing I 210519203 01/01/97 12/31/15* 100.000 8.360 0.232222 12.54* Convergent Communication 211914AC0 04/02/98 04/01/08 95.696 13.000 22.50 0.014041 0.015010 0.016046 0.017154 0.018338 5.41 6.18 Cook County, Illinois 213309KR7 04/28/05 12/01/16 52.896 0.000 0.081828 0.082254 0.084545 0.086899 0.089319 20.04 31.00 213309KS5 04/28/05 12/01/17 49.824 0.000 0.077635 0.078036 0.080225 0.082475 0.084788 19.02 29.42 213309KT3 04/28/05 12/01/18 46.339 0.000 0.073875 0.074269 0.076400 0.078593 0.080848 18.10 28.03 ----------------------------- * Called in 2005; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/05 Period Period 2006 1st Period Period 2005 2006 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Cook County, Illinois 213309KU0 04/28/05 12/01/19 43.603 0.000 0.069870 0.070252 0.072279 0.074364 0.076509 17.12 26.52 213309KV8 04/28/05 12/01/20 40.881 0.000 0.066078 0.066441 0.068374 0.070363 0.072411 16.19 25.09 Cook County, Illinois 213314DE4 09/16/03 12/01/08 79.030 0.000 47.57 0.105931 0.108351 0.110826 0.113358 0.115947 38.72 40.51 Cook County, Illinois School District #89 214201FV2 09/07/05 12/01/10 78.217 0.000 0.103172 0.104320 0.106797 0.109332 11.80 38.15 214201FW0 09/07/05 12/01/11 73.907 0.000 0.100769 0.101931 0.104433 0.106996 11.52 37.30 214201FX8 09/07/05 12/01/12 70.159 0.000 0.096644 0.097764 0.100188 0.102672 11.05 35.78 214201FY6 09/07/05 12/01/13 66.377 0.000 0.092904 0.094003 0.096371 0.098799 10.62 34.41 214201FZ3 09/07/05 12/01/14 62.531 0.000 0.089434 0.090515 0.092845 0.095236 10.23 33.15 Cook County, Illinois 214471HQ0 12/30/02 12/01/22 21.989 0.000 36.22 0.054778 0.056901 0.059106 0.061396 0.063775 20.23 21.83 Cook County, Illinois School District #127 214723CV8 09/07/05 12/01/19 46.971 0.000 0.070183 0.071069 0.072980 0.074943 8.03 26.05 214723CW6 09/07/05 12/01/20 44.082 0.000 0.066726 0.067577 0.069419 0.071310 7.63 24.77 214723CX4 09/07/05 12/01/21 41.315 0.000 0.063340 0.064159 0.065930 0.067749 7.25 23.52 214723CY2 09/07/05 12/01/22 38.734 0.000 0.060028 0.060813 0.062510 0.064254 6.87 22.30 214723CZ9 09/07/05 12/01/23 36.271 0.000 0.056820 0.057568 0.059192 0.060861 6.50 21.12 214723DA3 09/07/05 12/01/24 33.990 0.000 0.053716 0.054432 0.055980 0.057572 6.15 19.97 214723DC9 09/07/05 12/01/13 66.537 0.000 0.092573 0.093663 0.096009 0.098413 10.59 34.28 Cook County, Illinois 215030CN5 01/08/04 12/01/12 63.060 0.000 32.94 0.096334 0.098862 0.101457 0.104120 0.106853 35.29 37.17 215030CP0 01/08/04 12/01/13 58.732 0.000 31.86 0.093304 0.095846 0.098458 0.101140 0.103896 34.20 36.09 215030CQ8 01/08/04 12/01/14 54.489 0.000 30.66 0.089899 0.092439 0.095050 0.097735 0.100496 32.98 34.86 215030CR6 01/08/04 12/01/15 50.650 0.000 29.27 0.085896 0.088387 0.090950 0.093587 0.096301 31.52 33.38 Cook County, Illinois 215093EV3 06/17/03 12/01/13 59.669 0.000 47.16 0.089049 0.091275 0.093557 0.095896 0.098293 32.59 34.24 215093EW1 06/17/03 12/01/14 55.539 0.000 45.70 0.086446 0.088694 0.091000 0.093366 0.095793 31.66 33.33 215093EX9 06/17/03 12/01/15 51.495 0.000 44.05 0.083471 0.085725 0.088039 0.090416 0.092857 30.59 32.27 Cook County, Illinois 215183FW9 12/10/03 12/01/12 60.122 0.000 37.22 0.101486 0.104403 0.107405 0.110493 0.113669 37.24 39.41 215183FX7 12/10/03 12/01/13 55.449 0.000 35.85 0.097898 0.100835 0.103860 0.106976 0.110185 35.95 38.14 215183FY5 12/10/03 12/01/14 51.438 0.000 34.10 0.093218 0.096084 0.099039 0.102084 0.105223 34.25 36.39 215183FZ2 12/10/03 12/01/15 47.578 0.000 32.33 0.088453 0.091239 0.094113 0.097078 0.100136 32.51 34.60 Cook County, Illinois School District No.155 215219DW3 02/01/01 12/01/05 73.577 0.000 207.78 0.168093 0.173512 56.45 215219DX1 02/01/01 12/01/06 68.469 0.000 198.38 0.160963 0.166273 0.171759 0.177425 59.23 57.70 215219DY9 02/01/01 12/01/07 63.741 0.000 187.82 0.152694 0.157808 0.163093 0.168556 0.174201 56.20 60.03 215219DZ6 02/01/01 12/01/08 59.225 0.000 177.43 0.144535 0.149449 0.154529 0.159782 0.165213 53.22 56.90 215219EA0 02/01/01 12/01/09 55.158 0.000 166.62 0.135856 0.140508 0.145320 0.150296 0.155443 50.03 53.51 215219EB8 02/01/01 12/01/10 51.321 0.000 156.30 0.127566 0.131966 0.136518 0.141227 0.146099 46.98 50.28 215219EG7 02/01/01 12/01/14 37.337 0.000 120.22 0.098793 0.102374 0.106085 0.109930 0.113914 36.43 39.12 215219EH5 02/01/01 12/01/15 34.277 0.000 112.08 0.092287 0.095679 0.099194 0.102839 0.106618 34.04 36.59 215219FB7 06/30/03 12/01/07 84.673 0.000 49.32 0.094277 0.096068 0.097893 0.099753 0.101648 34.37 35.69 215219FC5 06/30/03 12/01/08 81.113 0.000 48.51 0.092816 0.094626 0.096471 0.098352 0.100270 33.85 35.18 215219FD3 06/30/03 12/01/09 76.100 0.000 50.29 0.096551 0.098627 0.100747 0.102913 0.105126 35.26 36.79 215219FE1 06/30/03 12/01/10 71.619 0.000 50.15 0.096483 0.098678 0.100922 0.103218 0.105566 35.26 36.88 215219FN1 06/30/03 12/01/18 44.637 0.000 36.55 0.070781 0.072657 0.074582 0.076559 0.078587 25.93 27.33 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/05 Period Period 2006 1st Period Period 2005 2006 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Cook County, Illinois 215219FP6 06/30/03 12/01/19 41.690 0.000 34.80 0.067449 0.069270 0.071140 0.073061 0.075033 24.72 26.07 215219FQ4 06/30/03 12/01/20 39.193 0.000 33.03 0.064040 0.065786 0.067578 0.069420 0.071311 23.47 24.77 215219FR2 06/30/03 12/01/21 36.482 0.000 31.32 0.060787 0.062474 0.064208 0.065989 0.067821 22.29 23.54 215219FS0 06/30/03 12/01/22 33.892 0.000 29.64 0.057569 0.059196 0.060868 0.062587 0.064355 21.12 22.33 215219GA8 06/02/05 12/01/15 59.242 0.000 0.083104 0.085192 0.087343 0.089548 17.43 31.19 215219GB6 06/02/05 12/01/16 55.669 0.000 0.079793 0.081841 0.083953 0.086119 16.74 29.97 215219GC4 06/02/05 12/01/17 52.327 0.000 0.076310 0.078304 0.080360 0.082469 16.01 28.68 215219GD2 06/02/05 12/01/18 49.294 0.000 0.072707 0.074630 0.076611 0.078645 15.25 27.34 215219GE0 06/02/05 12/01/19 46.448 0.000 0.069156 0.071000 0.072903 0.074857 14.51 26.02 215219GF7 06/02/05 12/01/20 43.922 0.000 0.065640 0.067397 0.069210 0.071071 13.77 24.70 215219GG5 06/02/05 12/01/21 41.054 0.000 0.062379 0.064076 0.065828 0.067629 13.09 23.49 215219GH3 06/02/05 12/01/22 38.699 0.000 0.059123 0.060740 0.062411 0.064127 12.41 22.27 215219GQ3 06/02/05 12/01/23 36.261 0.000 0.056002 0.057552 0.059152 0.060797 11.75 21.10 215219GR1 06/02/05 12/01/24 34.002 0.000 0.052986 0.054465 0.055993 0.057564 11.12 19.98 Cook County, Illinois 215255EW6 06/30/04 12/01/11 66.619 0.000 18.66 0.105085 0.108000 0.110997 0.114077 0.117242 38.53 40.70 215255EX4 06/30/04 12/01/12 62.198 0.000 17.96 0.101188 0.104082 0.107058 0.110120 0.113269 37.12 39.28 215255EY2 06/30/04 12/01/13 57.985 0.000 17.18 0.096870 0.099712 0.102639 0.105651 0.108752 35.56 37.68 215255EZ9 06/30/04 12/01/14 53.847 0.000 16.39 0.092468 0.095256 0.098128 0.101086 0.104134 33.96 36.04 215255FA3 06/30/04 12/01/15 50.015 0.000 15.56 0.087788 0.090491 0.093278 0.096151 0.099112 32.25 34.27 Cook County, Illinois 215381HK3 12/31/96 12/01/05 51.854 0.000 416.29 0.193525 0.200781 65.17 215381HN7 08/07/03 12/01/06 90.595 0.000 38.60 0.078504 0.079681 0.080876 0.082089 28.54 26.91 215381HP2 08/07/03 12/01/07 86.272 0.000 42.36 0.086474 0.087966 0.089483 0.091026 0.092596 31.49 32.58 215381HQ0 08/07/03 12/01/12 61.760 0.000 46.46 0.096223 0.098744 0.101330 0.103985 0.106709 35.25 37.12 215381HR8 08/07/03 12/01/13 57.537 0.000 44.89 0.093124 0.095652 0.098248 0.100915 0.103655 34.13 36.01 215381HS6 08/07/03 12/01/14 53.466 0.000 43.14 0.089608 0.092121 0.094705 0.097361 0.100092 32.86 34.73 Cook County, Illinois 215903EV3 06/17/03 12/01/13 59.669 0.000 47.16 0.089049 0.091275 0.093557 0.095896 0.098293 32.59 34.24 215903EW1 06/17/03 12/01/14 55.539 0.000 45.70 0.086446 0.088694 0.091000 0.093366 0.095793 31.66 33.33 215903EX9 06/17/03 12/01/15 51.495 0.000 44.05 0.083471 0.085725 0.088039 0.090416 0.092857 30.59 32.27 Cooper Cameron Corp. 216640AA0 05/16/01 05/17/21 77.941 0.000 36.01 0.028266 0.028442 0.028620 0.028799 0.028979 10.22 10.35 Coppell Independent School District 217489SY0 09/25/97 08/15/05 57.892 0.000 379.00 0.182692 0.189131 42.08 217489SZ7 09/25/97 08/15/06 53.555 0.000 356.86 0.172552 0.178720 0.185108 0.191724 64.94 42.66 Corning, Inc. 219350AJ4 11/08/00 11/08/15 74.192 0.000 63.84 0.044634 0.045080 0.045531 0.045986 0.046446 16.20 16.52 Corvallie, Benton County 2208855A1 03/12/02 01/01/06 82.755 0.000 123.91 0.133153 0.136507 48.54 2208855B9 03/12/02 01/01/07 77.493 0.000 124.36 0.134353 0.137966 0.141677 0.145487 49.02 51.69 2208855C7 03/12/02 01/01/08 72.008 0.000 123.81 0.134516 0.138376 0.142346 0.146430 49.12 51.98 2208855D5 03/12/02 01/01/09 67.064 0.000 120.04 0.130868 0.134767 0.138782 0.142917 47.81 50.71 2208855E3 03/12/02 01/01/10 62.052 0.000 116.08 0.127037 0.130981 0.135047 0.139239 46.44 49.37 2208855F0 03/12/02 01/01/11 57.678 0.000 110.51 0.121206 0.125053 0.129023 0.133118 44.33 47.19 2208855G8 03/12/02 01/01/12 53.670 0.000 104.57 0.114876 0.118580 0.122403 0.126350 42.02 44.78 2208855H6 03/12/02 01/01/13 49.793 0.000 98.80 0.108719 0.112284 0.115967 0.119770 39.78 42.43 2208855J2 03/12/02 01/01/14 46.414 0.000 92.85 0.102256 0.105635 0.109126 0.112732 37.42 39.93 2208855K9 03/12/02 01/01/15 43.223 0.000 87.18 0.096078 0.099277 0.102582 0.105998 35.16 37.54 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/05 Period Period 2006 1st Period Period 2005 2006 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Corvallie, Benton County 2208855L7 03/12/02 01/01/16 39.945 0.000 81.87 0.090370 0.093424 0.096582 0.099846 33.08 35.36 2208855M5 03/12/02 01/01/17 37.109 0.000 76.67 0.084691 0.087574 0.090556 0.093639 31.01 33.16 2208855N3 03/12/02 01/01/18 34.442 0.000 71.72 0.079287 0.082007 0.084819 0.087728 29.03 31.06 2208855P8 03/12/02 01/01/19 31.935 0.000 67.02 0.074153 0.076715 0.079365 0.082107 27.16 29.06 2208855Q6 03/12/02 01/01/20 29.582 0.000 62.57 0.069281 0.071692 0.074186 0.076768 25.38 27.17 2208855R4 03/12/02 01/01/21 27.475 0.000 58.39 0.064678 0.066939 0.069278 0.071699 23.69 25.38 2208855S2 03/12/02 01/01/22 25.504 0.000 54.45 0.060345 0.062463 0.064655 0.066924 22.11 23.68 2208855T0 03/12/02 01/01/23 23.613 0.000 50.72 0.056251 0.058236 0.060292 0.062420 20.61 22.09 Costco Companies, Inc. 22160QAA0 08/19/97 08/19/17 49.960 0.000 145.52 0.061926 0.063010 0.064112 0.065234 0.066376 22.78 23.58 22160QAB8 08/19/97 08/19/17 49.960 0.000 145.52 0.061926 0.063010 0.064112 0.065234 0.066376 22.78 23.58 22160QAC6 08/19/97 08/19/17 49.960 0.000 145.52 0.061926 0.063010 0.064112 0.065234 0.066376 22.78 23.58 Covad Communications 222814AD7 03/11/98 03/15/08 50.666 VARIES 0.378230 0.372423 0.378987 0.373220 0.379853 137.07 137.36 222814AG0 03/11/98 03/15/08 50.666 VARIES 0.378230 0.372423 0.378987 0.373220 0.379853 137.07 137.36 222814AH8 03/11/98 03/15/08 50.666 VARIES 0.378230 0.372423 0.378987 0.373220 0.379853 137.07 137.36 Covanta Energy Corp. 22281NAA1 03/10/04 03/15/11* 89.130 8.250 8.97 0.031850 0.033518 6.71* Cox Communications, Inc. 224044AX5 04/19/00 04/19/20 42.589 0.426 0.156699 0.162512 0.170422 0.176791 0.185443 59.27 64.48 224044BA4 02/23/01 02/23/21 69.503 0.348 48.69 0.036524 0.036935 0.037350 0.037771 0.038196 13.33 13.63 224044BB2 02/23/01 02/23/21 69.503 0.348 48.69 0.036524 0.036935 0.037350 0.037771 0.038196 13.33 13.63 224044BC0 02/23/01 02/23/21 69.503 0.348 48.69 0.036524 0.036935 0.037350 0.037771 0.038196 13.33 13.63 Crown Castle International 228227AD6 05/17/99 05/15/11* 60.339 VARIES 0.288194 0.288194 53.89* 228227AE4 08/03/99 08/01/11* 57.889 VARIES 0.312498 0.312498 58.44* 228227AF1 08/03/99 08/01/11* 57.889 VARIES 0.312498 0.312498 58.44* Crown Packaging Enterprises, Ltd. 228441AC5 08/13/96 08/01/06 32.367 VARIES 0.431552 0.434984 0.438694 0.442701 157.05 92.85 Crum & Forster Holdings Corporation 228800AA6 06/05/03 06/15/13 96.985 10.375 2.89 0.005659 0.005967 0.006291 0.006633 0.006994 2.10 2.34 228800AB4 06/05/03 06/15/13 96.985 10.375 2.89 0.005659 0.005967 0.006291 0.006633 0.006994 2.10 2.34 228800AC2 06/05/03 06/15/13 96.985 10.375 2.89 0.005659 0.005967 0.006291 0.006633 0.006994 2.10 2.34 Cytyc Corporation 232946AA1 03/22/04 03/15/24 100.000 VARIES 0.191554 0.195910 0.200412 0.205067 0.209879 70.68 73.99 232946AB9 03/22/04 03/15/24 100.000 VARIES 0.191554 0.195910 0.200412 0.205067 0.209879 70.68 73.99 DST Systems, Inc. 233326AA5 08/12/03 08/15/23 100.000 VARIES 0.243611 0.249030 0.254677 0.260561 0.266692 90.18 94.38 233326AB3 08/12/03 08/15/23 100.000 VARIES 0.243611 0.249030 0.254677 0.260561 0.266692 90.18 94.38 233326AC1 08/12/03 08/15/23 100.000 3.625 0.244812 0.250865 0.257173 0.263745 0.270593 90.90 95.59 233326AD9 08/12/03 08/15/23 100.000 3.625 0.244812 0.250865 0.257173 0.263745 0.270593 90.90 95.59 DTE Energy Company 233331206 06/25/02 08/16/07* 100.000 VARIES 0.155962 0.156738 34.45* 233331AL1 06/25/02 08/16/07 100.000 VARIES 0.155962 0.156738 0.156682 0.155771 0.154836 56.38 55.99 Danka Business Systems 236277AC3 06/29/01 04/01/08 28.000 10.000 0.242222 0.295712 0.361016 0.440740 0.538070 107.52 160.25 Dayton Superior Corporation 240028AB6 06/16/00 06/15/09 95.575 13.000 15.85 0.013305 0.014228 0.015215 0.016271 0.017400 4.99 5.70 240028AC4 06/16/00 06/15/09 95.575 13.000 15.85 0.013305 0.014228 0.015215 0.016271 0.017400 4.99 5.70 ----------------------------- * Called in 2005; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/05 Period Period 2006 1st Period Period 2005 2006 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Dayton Superior Corp. 240028AD2 06/16/00 06/15/09 95.575 13.000 15.85 0.013305 0.014228 0.015215 0.016271 0.017400 4.99 5.70 240028AE0 06/16/00 06/15/09 95.575 13.000 15.85 0.013305 0.014228 0.015215 0.016271 0.017400 4.99 5.70 240028AF7 06/16/00 06/15/09 95.575 13.000 15.85 0.013305 0.014228 0.015215 0.016271 0.017400 4.99 5.70 240028AG5 03/15/03 09/15/08 98.088 10.750 5.04 0.008530 0.009009 0.009514 0.010048 0.010612 3.26 3.64 240028AH3 03/15/03 09/15/08 98.088 10.750 5.04 0.008530 0.009009 0.009514 0.010048 0.010612 3.26 3.64 Delta Air Lines, Inc. 247361YQ5 09/04/03 08/15/08 85.000 10.000 30.81 0.069217 0.074178 0.079495 0.085193 0.091299 27.21 31.25 247361YT9 09/04/03 08/15/08 85.000 10.000 30.81 0.069217 0.074178 0.079495 0.085193 0.091299 27.21 31.25 247361YX0 11/24/04 12/15/07 66.000 8.000 8.38 0.228360 0.256222 0.287484 0.322561 0.361917 88.17 111.00 Details Capital Corp. 25063TAA5 11/18/97 11/15/07 54.595 VARIES 0.347214 0.347213 0.347212 0.347212 0.347211 125.00 125.00 Detroit Edison Company 250847712 02/13/96 03/31/26* 100.000 7.625 0.209478 12.99* Deutsche Bank AG 251525AE1 01/29/03 01/31/08 100.000 0.000 0.097602 0.099233 0.100892 0.102578 0.104292 35.93 37.14 251525AH4 03/31/03 04/02/08 100.000 0.000 0.097994 0.099638 0.101310 0.103010 0.104738 35.87 37.08 251525AJ0 05/27/03 11/29/06 100.000 0.000 0.061511 0.062170 0.062837 0.063510 22.30 20.73 Deutsche Bank AG 25152AAB6 10/28/04 10/28/11 100.000 VARIES 0.120996 0.120272 0.122835 0.124125 0.126822 44.15 45.33 25152AAC4 11/15/04 11/15/16 100.000 VARIES 0.140096 0.138182 0.136221 0.134209 0.131895 49.91 48.48 25152AAD2 03/22/05 03/22/10 100.000 VARIES 0.115139 0.115329 0.116038 0.116005 32.14 41.71 25152AAE0 04/26/05 04/26/10 100.000 4.760 0.132222 0.132222 0.132222 0.132222 32.39 47.60 25152AAF7 06/28/05 06/28/07 100.000 0.000 0.105661 0.107671 0.109719 0.111805 19.34 39.14 25152AAH3 08/17/05 08/17/07 100.000 0.000 0.119274 0.121835 0.124451 15.98 44.09 Deutsche Bank AG 25152CAA4 03/21/03 03/26/08 100.000 0.000 0.099558 0.101253 0.102977 0.104731 0.106514 36.47 37.72 25152CAB2 04/30/03 11/01/06 100.000 0.000 0.074625 0.075589 0.076566 0.077556 27.15 23.15 25152CAC0 06/25/03 06/27/08 100.000 0.000 0.075665 0.076656 0.077660 0.078677 0.079707 27.43 28.15 25152CAD8 07/02/03 07/07/08 100.000 0.000 0.081342 0.082500 0.083673 0.084864 0.086071 29.90 30.75 25152CAE6 09/02/03 03/06/07 100.000 0.000 0.094630 0.096190 0.097775 0.099386 0.101024 34.71 35.86 25152CAF3 08/05/03 02/07/07 100.000 0.000 0.089646 0.091048 0.092472 0.093919 0.095388 32.93 33.97 25152CAH9 09/17/03 09/19/07 100.000 0.000 0.089547 0.090946 0.092367 0.093810 0.095276 32.78 33.81 25152CAL0 10/03/03 10/07/08 100.000 VARIES 0.089735 0.089923 0.090115 0.090309 0.090506 32.37 32.51 25152CAP1 11/07/03 11/07/06 100.000 0.000 0.081946 0.083121 0.084312 0.085521 29.84 26.02 25152CAQ9 11/14/03 05/08/07 100.000 0.000 0.089612 0.091014 0.092438 0.093885 0.095353 32.66 33.69 25152CAS5 11/14/03 05/08/07 100.000 0.000 0.089612 0.091014 0.092438 0.093885 0.095353 32.66 33.69 25152CAT3 11/14/03 05/08/07 100.000 0.000 0.089612 0.091014 0.092438 0.093885 0.095353 32.66 33.69 25152CAU0 11/28/03 11/24/08 100.000 VARIES 0.098089 0.098254 0.098423 0.098594 0.098768 35.35 35.48 25152CAY2 02/12/04 02/16/07 100.000 0.000 0.075815 0.076836 0.077870 0.078918 0.079980 27.75 28.51 25152CBE5 03/12/04 03/16/07 100.000 0.000 0.065489 0.066251 0.067023 0.067804 0.068594 23.87 24.43 25152CBF2 03/24/04 03/26/07 100.000 0.000 0.065977 0.066751 0.067535 0.068327 0.069129 24.04 24.61 25152CBJ4 04/29/04 05/04/09 100.000 VARIES 0.110241 0.110510 0.110646 0.110786 0.110790 39.76 39.87 25152CBL9 05/24/04 05/26/09 100.000 VARIES 0.121018 0.121252 0.121370 0.121490 0.121492 43.62 43.72 25152CBM7 06/03/04 06/04/09 100.000 VARIES 0.117534 0.117821 0.117967 0.118117 0.118122 42.38 42.50 25152CBN5 06/03/04 06/04/09 100.000 0.000 0.120422 0.122977 0.125587 0.128253 0.130974 43.95 45.84 25152CBP0 06/30/04 07/06/11 100.000 VARIES 0.116827 0.116830 0.116834 0.115811 0.114767 42.06 41.51 25152CBR6 08/04/04 08/08/05 100.000 0.000 0.064457 0.065205 14.12 ----------------------------- * Called in 2005; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/05 Period Period 2006 1st Period Period 2005 2006 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Deutsche Bank AG 25152CBW5 09/23/04 09/27/07 100.000 0.000 0.088802 0.090221 0.091663 0.093127 0.094615 32.49 33.54 25152CBX3 09/30/04 10/05/09 100.000 VARIES 0.102238 0.102483 0.102733 0.102860 0.102990 36.89 37.03 25152CCC8 12/22/04 12/24/09 100.000 0.000 0.110178 0.112362 0.114590 0.116862 0.119179 40.09 41.69 25152CCG9 02/03/05 02/03/12 100.000 0.000 0.120783 0.123409 0.126092 0.128834 40.01 45.71 25152CCM6 02/28/05 03/02/10 100.000 0.000 0.117355 0.115469 0.119876 0.120426 0.125023 35.99 44.48 25152CCN4 02/28/05 03/02/10 100.000 0.000 0.117355 0.115469 0.119876 0.120426 0.125023 35.99 44.48 25152CCQ7 03/03/05 03/03/10 100.000 0.000 0.119316 0.121879 0.124496 0.127170 35.86 44.97 25152CCS3 04/08/05 04/12/10 100.000 0.000 0.127549 0.127614 0.130544 0.133541 0.136607 33.79 48.01 25152CCU8 04/20/05 04/22/10 100.000 0.000 0.119936 0.119965 0.122555 0.125201 0.127904 30.29 44.97 25152CDF0 07/29/05 08/03/10 100.000 0.000 0.125803 0.125866 0.128717 0.131631 19.13 46.68 25152CDG8 07/29/05 02/02/09 100.000 0.000 0.122935 0.122981 0.125703 0.128484 18.69 45.58 Deutsche Bank Financial 25153EBK6 05/15/00 05/15/07 100.000 1.250 0.284189 0.288994 0.303748 0.308973 0.324839 105.53 112.82 25153EBM2 11/15/00 11/15/07 100.000 0.250 0.245969 0.254129 0.262569 0.271296 0.280321 90.78 96.91 25153EBN0 11/15/00 11/15/05 96.300 0.000 0.237903 0.245998 76.16 25153EBP5 01/12/01 01/12/08 100.000 0.250 0.190232 0.198774 0.200987 0.210024 0.212374 72.84 76.97 25153EBR1 02/08/01 02/08/08 100.000 2.750 0.174836 0.180669 0.180694 0.186797 0.186896 65.73 67.96 Devon Energy 25179MAA1 08/02/98 08/15/08 97.500 4.900 0.238161 0.241962 0.245904 0.249993 0.254234 87.48 90.39 25179MAB9 08/02/98 08/15/08 96.562 4.950 0.234378 0.237986 0.241729 0.245611 0.249637 86.03 88.80 Dex Media, Inc. 25212EAD2 11/10/03 11/15/13 64.314 VARIES 0.175795 0.183705 0.191972 0.200610 0.209637 65.45 71.48 25212EAE0 11/10/03 11/15/13 64.314 VARIES 0.175795 0.183705 0.191972 0.200610 0.209637 65.45 71.48 25212EAF7 11/10/03 11/15/13 64.314 VARIES 0.175795 0.183705 0.191972 0.200610 0.209637 65.45 71.48 25212EAG5 02/11/04 11/15/13 69.384 VARIES 0.171720 0.178906 0.186392 0.194191 0.202317 63.79 69.24 DIVA Systems Corporation 255013AA2 05/30/96 05/15/06 52.946 VARIES 0.364241 0.364447 0.364666 131.18 48.87 255013AB0 05/30/96 05/15/06 52.946 VARIES 0.364241 0.364447 0.364666 131.18 48.87 255013AC8 05/30/96 05/15/06 52.946 VARIES 0.364241 0.364447 0.364666 131.18 48.87 255013AD6 05/30/96 05/15/06 52.946 VARIES 0.364241 0.364447 0.364666 131.18 48.87 255013AL8 02/19/98 03/01/08 50.100 VARIES 0.366468 0.367534 0.368673 0.369888 0.371186 132.38 133.24 255013AM6 02/19/98 03/01/08 50.100 VARIES 0.366468 0.367534 0.368673 0.369888 0.371186 132.38 133.24 Dolphin Telecom, PLC 256886AE2 05/28/98 06/01/08 57.120 VARIES 0.319440 0.319440 0.319440 0.319440 0.319439 115.00 115.00 256886AH5 05/18/99 05/15/09 50.892 VARIES 0.388883 0.388883 0.388882 0.388882 0.388881 140.00 140.00 DuPage County, IL SDN99 263417GR2 04/04/02 02/01/11 55.425 0.000 111.64 0.122290 0.126447 0.130746 0.135190 0.139786 46.04 49.22 Duarte, California Redevelopment Agency 263594AB9 06/16/92 12/01/12 16.484 0.000 333.01 0.123654 0.129224 0.135044 0.141127 0.147484 45.86 50.08 Duke Capital Corporation 264399551 11/19/01 11/16/06 100.000 VARIES 0.142819 0.142184 0.141533 0.140865 51.24 44.46 264399EJ1 05/07/03 05/15/23 100.000 VARIES 0.178757 0.182681 0.186724 0.190888 0.195177 65.43 68.36 Duke Capital Corporation 26439RAP1 03/19/01 05/18/06 100.000 VARIES 0.171416 0.168324 0.170802 61.97 23.40 Duke Capital Corporation 26439VAA5 11/19/01 11/16/06 100.000 VARIES 0.142819 0.142184 0.141533 0.140865 51.24 44.46 E. Spire Communications 269153AA0 11/14/95 11/01/05 53.515 VARIES 0.361075 0.361073 108.32 269153AB8 03/26/96 04/01/06 53.809 VARIES 0.354155 0.354154 0.354153 127.50 31.87 269153AD4 11/14/95 11/01/05 53.515 VARIES 0.361075 0.361073 108.32 269153AE2 03/26/96 04/01/06 53.809 VARIES 0.354155 0.354154 0.354153 127.50 31.87 269153AH5 07/24/98 07/01/08 59.989 VARIES 0.295106 0.295104 0.295103 0.295101 106.24 106.24 269153AJ1 07/24/98 07/01/08 59.989 VARIES 0.295106 0.295104 0.295103 0.295101 106.24 106.24 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/05 Period Period 2006 1st Period Period 2005 2006 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ East Orange NJ 274137WT1 04/14/03 04/01/22 29.893 0.000 34.52 0.058974 0.060882 0.062851 0.064884 0.066983 21.92 23.36 274137WU8 04/14/03 04/01/23 27.886 0.000 32.36 0.055294 0.057091 0.058947 0.060862 0.062840 20.56 21.92 274137WV6 04/14/03 04/01/24 26.105 0.000 30.34 0.051850 0.053537 0.055280 0.057079 0.058937 19.28 20.55 274137WW4 04/14/03 04/01/25 24.381 0.000 28.43 0.048588 0.050175 0.051813 0.053505 0.055251 18.07 19.27 274137WX2 04/14/03 04/01/26 22.763 0.000 26.63 0.045514 0.047005 0.048544 0.050134 0.051776 16.93 18.05 274137WY0 04/14/03 04/01/27 21.292 0.000 24.95 0.042645 0.044044 0.045489 0.046981 0.048522 15.86 16.92 274137WZ7 04/14/03 04/01/28 19.913 0.000 23.37 0.039950 0.041262 0.042617 0.044017 0.045463 14.86 15.85 Edwards Lifesciences Corporation 28176EAA6 05/09/03 05/15/33 100.000 VARIES 0.136790 0.137497 0.138220 0.138961 0.139720 49.44 49.96 28176EAB4 05/09/03 05/15/33 100.000 VARIES 0.136790 0.137497 0.138220 0.138961 0.139720 49.44 49.96 Eksportfinans ASA 28264QAP9 12/29/04 12/29/06 100.000 0.000 0.092698 0.094245 0.095817 0.097416 33.66 34.59 28264QAQ7 02/22/05 02/22/07 100.000 0.000 0.101094 0.102934 0.104807 0.106714 31.48 37.88 28264QAV6 07/19/05 07/19/07 100.000 0.000 0.110730 0.112937 0.115188 17.94 40.98 El Paso Corporation 28336L208 06/26/02 08/16/07* 100.000 VARIES 0.199932 0.200968 36.13* 28336LAA7 02/28/01 02/28/21 45.289 0.000 74.41 0.057484 0.057678 0.059806 0.060008 0.062222 21.30 22.16 28336LAC3 02/28/01 02/28/21 45.289 0.000 74.41 0.057484 0.057678 0.059806 0.060008 0.062222 21.30 22.16 28336LAG4 06/26/02 08/16/07 100.000 VARIES 0.199932 0.200968 0.200909 0.199717 0.198482 72.29 71.79 28336LAH2 06/26/02 08/16/07 100.000 VARIES 0.199932 0.200968 0.200909 0.199717 0.198482 72.29 71.79 El Salvador, Republic 283875AE2 08/11/99 08/15/06 92.196 9.500 54.44 0.036516 0.038548 0.040694 0.042959 14.08 9.52 Electronics for Imaging 284745AA4 06/04/03 06/01/23 100.000 VARIES 0.241333 0.249222 0.257424 0.265950 0.274813 88.78 94.73 Electronic Data Systems Corporation 285661AB0 10/10/01 10/10/21 77.941 VARIES 0.133348 0.136147 0.140536 0.143486 0.148112 49.78 52.46 285661AE4 06/30/03 07/15/23 100.000 VARIES 0.164394 0.166040 0.167733 0.169476 0.171269 60.03 61.28 285661AF1 06/30/03 07/15/23 100.000 VARIES 0.164394 0.166040 0.167733 0.169476 0.171269 60.03 61.28 285661AG9 06/26/01 08/17/06 100.000 VARIES 0.177729 0.177116 0.176484 0.175832 63.71 39.77 Emmis Communications Corporation 291525AF0 03/27/01 03/15/11 54.760 VARIES 0.289470 0.307561 0.326781 0.347203 0.347202 111.42 123.48 Emmis Escrow Corporation 291530AA1 03/27/01 03/15/11 54.760 VARIES 0.289470 0.307561 0.326781 0.347203 0.347202 111.42 123.48 Enron Corporation 293561CC8 02/07/01 02/07/21 65.524 0.000 56.31 0.041647 0.042089 0.042537 0.042989 0.043445 15.20 15.53 293561CD6 02/07/01 02/07/21 65.524 0.000 56.31 0.041647 0.042089 0.042537 0.042989 0.043445 15.20 15.53 Entergy Gulf States Capital Trust I 29364H200 01/28/97 03/31/46* 100.000 8.750 0.240385 16.83* Essex County Utilities Authority 296816AY7 03/30/99 04/01/12 60.121 0.000 151.82 0.081849 0.083466 0.085116 0.086797 0.088512 30.05 31.25 296816BH3 03/30/99 04/01/05 69.072 0.000 294.10 0.168614 15.18 296816BJ9 03/30/99 04/01/06 64.504 0.000 279.79 0.160830 0.165944 0.171221 59.75 15.41 Euronet Worldwide Inc. 298736AC3 12/15/04 12/15/24 100.000 VARIES 0.251450 0.260788 0.270548 0.280750 0.291414 92.51 99.57 298736AD1 12/15/04 12/15/24 100.000 VARIES 0.251450 0.260788 0.270548 0.280750 0.291414 92.51 99.57 Evergreen Resources,Inc. 299900AA8 12/18/01 12/15/21 100.000 VARIES 0.285740 0.292664 0.299900 0.307461 0.315363 104.34 109.57 299900AB6 12/18/01 12/15/21 100.000 VARIES 0.285740 0.292664 0.299900 0.307461 0.315363 104.34 109.57 ----------------------------- * Called in 2005; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2005 1st 2005 2nd 2005 3rd 2006 2nd 2006 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/05 Period Period 2006 1st Period Period 2005 2006 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______