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 2007 are not included. See Section I-B for corporate discount debt instruments issued after 1984. CAUTION: The following OID information supersedes previously published information. Numbers may vary from previous editions because of rounding or updated information. OID per Daily OID per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total ------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2007 1st 2007 2nd 2008 2nd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period 2008 1st Period 2007 2008 ______________ _________ ________ ________ ___________ _______ _________ ________ ________ ________ ______ ______ Allied Corp. 019087BA2 08/15/84 08/01/07 6.113 0.000 872.02 0.315326 66.85 Allied Corp. 019087BB0 08/03/84 08/01/09 6.136 0.000 689.38 0.231663 0.258323 0.289632 88.58 99.27 Empire Incorporated 291737AB0 06/07/83 12/31/07 59.000 9.000 353.36 0.143179 0.165022 56.64 Fannie Mae 313586QR3 07/05/84 07/05/14 3.625 0.000 400.43 0.132258 0.147318 0.164994 50.98 57.10 Fannie Mae 313586RC5 10/09/84 10/09/19 3.200 0.000 253.09 0.078841 0.086751 0.095978 29.44 32.53 Fruit of the Loom, Inc. 359416AH7 03/18/81 03/15/11 52.750 7.000 406.33 0.043135 0.043135 15.74 15.79 GMAC LLC 36186CAC7 04/01/81 04/01/11 44.510 6.000 476.35 0.050643 0.050643 18.48 18.54 General Foods Corp. 369856AF6 06/23/81 06/15/11 51.624 7.000 411.92 0.044183 0.044183 16.13 16.17 GMAC 370424CF8 04/01/81 04/01/11 44.510 6.000 476.35 0.050643 0.050643 18.48 18.54 Honeywell Intl, Inc. 438516AH9 08/15/84 08/01/07 6.113 0.000 872.02 0.315326 66.85 Honeywell Intl, Inc. 438516AJ5 08/03/84 08/01/09 6.136 0.000 689.38 0.231663 0.258323 0.289632 88.58 99.27 ITT Corporation 450679BP9 05/06/81 05/01/11 41.890 6.500 497.21 0.053059 0.053059 19.37 19.42 ITT Corporation 450680AM5 05/06/81 05/01/11 41.890 6.500 497.21 0.053059 0.053059 19.37 19.42 ITT Corporation 460470AM9 07/01/81 07/01/11 50.218 7.500 423.22 0.045434 0.045434 16.58 16.63 Pepsico Cap Resources 713440AW5 04/14/82 04/01/07 4.310 0.000 947.46 0.104946 9.45 Pepsico Cap Resources 713440AX3 04/14/82 04/01/08 3.894 0.000 914.85 0.101335 0.101335 36.99 9.22 Pepsico Cap Resources 713440AY1 04/14/82 04/01/09 3.525 0.000 884.33 0.097954 0.097954 35.75 35.85 Pepsico Cap Resources 713440AZ8 04/14/82 04/01/10 3.196 0.000 855.64 0.094776 0.094776 34.59 34.69 Pepsico Cap Resources 713440BA2 04/14/82 04/01/11 2.904 0.000 828.61 0.091782 0.091782 33.50 33.59 Pepsico Cap Resources 713440BB0 04/14/82 04/01/12 2.643 0.000 803.05 0.088951 0.088951 32.47 32.56 Rapid-American Corp. 753329BB6 03/01/84 03/01/07 4.449 0.000 935.05 0.346763 20.46 Sallie Mae 863871AL3 08/15/84 05/15/14 3.900 0.000 409.05 0.135451 0.150640 0.168452 51.55 57.61 Sallie Mae 863871AM1 10/03/84 10/03/22 2.734 0.000 197.73 0.059799 0.065561 0.072272 22.35 24.60 Tennessee Gas Pipeline 880451AJ8 12/15/81 12/15/11 40.783 6.000 494.35 0.054831 0.054831 19.74 19.74 Transamerica Finl Corp 893502AM6 08/18/82 09/01/07 3.816 0.000 936.28 0.105177 25.56 Transamerica Finl Corp 893502AN4 08/18/82 03/01/10 2.753 0.000 860.79 0.096696 0.096696 35.29 35.39 Transamerica Finl Corp 893502AP9 08/18/82 09/01/12 1.986 0.000 795.22 0.089331 0.089331 32.61 32.70 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 2007 are not included. See Section I-A for corporate discount debt instruments issued before 1985. CAUTION: The following OID information supersedes previously published information. Numbers may vary from previous editions because of rounding or updated information. OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ ABN Amro Bank N.V. 00078UAE0 11/30/06 11/30/10 100.000 0.000 4.8420 0.134501 0.137757 0.141092 0.144508 0.148007 49.21 51.62 ABN Amro Bank N.V. 00078UER7 03/15/07 03/13/12 100.000 0.000 4.8108 0.133634 0.136813 0.140104 0.143474 38.56 50.56 ABN Amro Bank N.V. 00078UKZ2 05/16/07 05/14/10 100.000 0.000 4.9938 0.138717 0.142143 0.145692 0.149330 31.37 52.15 ABN Amro Bank N.V. 00079FBH4 07/16/03 01/16/14 100.000 0.000 4.1274 0.129599 0.132274 0.135004 0.137790 0.140633 48.03 50.03 ABN Amro Bank N.V. 00079FBM3 08/13/03 11/13/13 100.000 0.000 4.3128 0.137632 0.140599 0.143631 0.146729 0.149893 50.37 52.57 ABN Amro Bank N.V. 00079FBR2 09/10/03 09/10/13 100.000 0.000 5.0200 0.161808 0.165870 0.170033 0.174301 0.178676 59.89 62.94 ABN Amro Bank N.V. 00079FBX9 10/08/03 10/08/13 100.000 0.000 5.1600 0.167004 0.171312 0.175732 0.180266 0.184917 61.62 64.84 ABN Amro Bank N.V. 00079FCY6 03/10/04 12/10/13 100.000 0.000 4.7792 0.151180 0.154793 0.158492 0.162279 0.166157 55.23 57.90 ABN Amro Bank N.V. 00079FDB5 03/24/04 12/24/13 100.000 0.000 4.7792 0.151180 0.154793 0.158492 0.162279 0.166157 55.13 57.79 ABN Amro Bank N.V. 00079FED0 06/23/04 12/23/09 100.000 0.000 4.0499 0.124361 0.126879 0.129449 0.132070 0.134744 45.26 47.12 ABN Amro Bank N.V. 00079FEK4 07/21/04 01/21/10 100.000 0.000 4.0700 0.122545 0.125039 0.127584 0.130180 0.132829 45.37 47.24 ABN Amro Bank N.V. 00079FEN8 08/04/04 02/04/10 100.000 0.000 3.9600 0.118977 0.121332 0.123735 0.126185 0.128683 43.96 45.71 ABN Amro Bank N.V. 00079FHN5 01/13/05 01/13/20 100.000 VARIES 4.7500 0.128062 0.128124 0.128187 0.128609 0.129042 46.13 46.37 ABN Amro Bank N.V. 00079FHT2 01/21/05 01/21/20 100.000 VARIES 4.7448 0.126832 0.125096 0.123319 0.121500 0.119637 44.78 43.48 ABN Amro Bank N.V. 00079FHV7 01/28/05 01/28/20 100.000 VARIES 4.6673 0.125005 0.123384 0.121726 0.120029 0.118292 44.21 42.99 ABN Amro Bank N.V. 00079FJD5 02/15/05 02/15/20 100.000 VARIES 4.6374 0.124148 0.122518 0.120850 0.119143 0.117397 43.95 42.73 ABN Amro Bank N.V. 00079FLN0 07/20/05 04/20/09 100.000 0.000 3.9485 0.115183 0.117457 0.119776 0.122140 0.124552 42.20 43.88 ABN Amro Bank N.V. 00079FMR0 09/30/05 10/03/20 100.000 7.500 4.4483 0.119720 0.117749 0.115734 0.113675 0.111570 42.39 40.93 ABN Amro Bank N.V. 00079FMS8 10/03/05 10/03/20 100.000 VARIES 4.4457 0.120303 0.118655 0.116971 0.115248 0.113488 42.72 41.49 ABN Amro Bank N.V. 00079FNF5 11/15/05 11/15/20 100.000 VARIES 5.2985 0.142363 0.137992 0.137382 0.133730 0.133693 50.92 49.44 ABN Amro Bank N.V. 00079FNM0 12/21/05 12/21/10 100.000 VARIES 4.5200 0.123261 0.122707 0.122830 0.122946 0.123741 44.88 44.99 ABN Amro Bank N.V. 00079FQY1 06/28/06 06/29/09 100.000 0.000 5.2501 0.149687 0.153617 0.157649 0.161788 0.166035 54.61 57.52 ABN Amro Bank N.V. 00079FRK0 07/05/06 07/05/08 100.000 VARIES 5.2997 0.147215 0.146705 0.146423 0.146851 52.77 27.02 ABN Amro Bank N.V. 00079FRU8 08/09/06 02/09/10 100.000 0.000 4.9028 0.136192 0.139530 0.142951 0.146455 0.150045 50.59 53.10 ABN Amro Bank N.V. 00079FSN3 08/31/06 08/31/10 100.000 0.000 5.1472 0.142188 0.143470 0.148779 0.150949 0.157400 52.95 55.91 ABN Amro Bank N.V. 00079FSU7 09/29/06 03/29/11 100.000 0.000 4.9533 0.137594 0.141002 0.144494 0.148073 0.151740 50.78 53.33 ABN Amro Bank N.V. 00079FTU6 10/31/06 10/29/10 100.000 0.000 4.9534 0.137595 0.140984 0.144475 0.148054 0.151720 50.57 53.10 AIG FP Private Funding 001378AC2 06/19/06 05/19/08 100.000 0.000 5.3068 0.149831 0.151299 0.157021 55.27 21.83 AIG FP Private Funding 001378AD0 06/12/06 05/12/08 100.000 0.000 5.3042 0.150598 0.154592 0.158692 55.33 20.79 AIG FP Private Funding 001378AE8 06/12/06 05/12/08 100.000 0.000 5.3042 0.150598 0.154592 0.158692 55.33 20.79 AIG FP Private Funding 001378AF5 06/19/06 05/19/08 100.000 0.000 5.3068 0.149831 0.151299 0.157021 55.27 21.83 AIG FP Private Funding 001378AG3 07/31/06 07/31/08 100.000 0.000 5.4390 0.151085 0.155194 0.159415 0.163750 56.39 34.10 AIG FP Private Funding 001378AH1 07/31/06 07/31/08 100.000 0.000 5.4390 0.151085 0.155194 0.159415 0.163750 56.39 34.10 AIG FP Private Funding 001378AJ7 10/04/06 10/06/08 100.000 0.000 5.0499 0.140317 0.143860 0.147492 0.151217 51.76 41.23 AIG FP Private Funding 001378AK4 10/04/06 10/06/08 100.000 0.000 5.0499 0.140317 0.143860 0.147492 0.151217 51.76 41.23 AIG FP Private Funding 001378AL2 10/04/06 10/05/09 100.000 0.000 4.9866 0.138536 0.141991 0.145531 0.149159 0.152878 51.10 53.68 AIG FP Private Funding 001378AM0 10/04/06 10/05/09 100.000 0.000 4.9866 0.138536 0.141991 0.145531 0.149159 0.152878 51.10 53.68 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ AIG FP Private Funding 001378AN8 11/03/06 11/05/09 100.000 0.000 4.8876 0.135806 0.139125 0.142525 0.146008 0.149576 49.86 52.33 AIP FP Private Funding 001378AP3 11/03/06 11/05/09 100.000 0.000 4.8876 0.135806 0.139125 0.142525 0.146008 0.149576 49.86 52.33 AIG FP Private Funding 001378AQ1 12/13/06 12/16/09 100.000 0.000 4.8418 0.134549 0.137806 0.141142 0.144559 0.148059 49.12 51.53 AIG FP Private Funding 001378AR9 12/13/06 12/16/09 100.000 0.000 4.8418 0.134549 0.137806 0.141142 0.144559 0.148059 49.12 51.53 AIG FP Private Funding 001378AY4 11/27/06 10/01/08 100.000 0.000 4.9879 0.138555 0.140936 0.144451 0.148053 50.84 39.65 AIG FP Private Funding 001378AZ1 11/27/06 10/01/08 100.000 0.000 4.9879 0.138555 0.140936 0.144451 0.148053 50.84 39.65 AIG FP Private Funding 001378BA5 11/27/06 10/01/08 100.000 0.000 4.9879 0.138555 0.140936 0.144451 0.148053 50.84 39.65 AIG FP Private Funding 001378BB3 11/27/06 10/01/08 100.000 0.000 4.9879 0.138555 0.140936 0.144451 0.148053 50.84 39.65 AIG FP Private Funding 001379AB2 05/22/06 06/02/08 100.000 0.000 5.2898 0.151048 0.155043 0.159144 55.33 24.03 AIG FP Private Funding 001379AC0 05/22/06 06/02/08 100.000 0.000 5.2898 0.151048 0.155043 0.159144 55.33 24.03 AIG FP Private Funding 001379AD8 09/01/06 09/01/11 100.000 0.000 5.1471 0.142975 0.146655 0.150429 0.154300 0.158271 53.03 55.79 AIG FP Private Funding 001379AE6 09/01/06 09/01/11 100.000 0.000 5.1471 0.142975 0.146655 0.150429 0.154300 0.158271 53.03 55.79 AIG FP Private Funding 001379AH9 01/02/07 06/27/08 100.000 0.000 5.1305 0.142516 0.146070 0.149817 51.83 26.37 AIG FP Private Funding 001379AJ5 01/02/07 06/27/08 100.000 0.000 5.1305 0.142516 0.146070 0.149817 51.83 26.37 AMR Corporation 001765AZ9 09/23/03 09/23/23 98.000 4.250 4.7035 0.011479 0.011749 0.012026 0.012308 4.23 3.20 AMR Corporation 001765BA3 09/23/03 09/23/23 98.000 4.250 4.7035 0.011479 0.011749 0.012026 0.012308 4.23 3.20 AMR Corporation 001765BB1 02/13/04 02/15/24 98.500 4.500 4.8410 0.008405 0.008608 0.008817 0.009030 0.009249 3.12 3.27 APP Finance VI 00202NAA3 11/18/97 11/18/12 20.424 0.000 10.8751 332.37 0.160025 0.168726 0.177901 0.187574 0.197774 59.94 66.64 ASG Consolidated LLC 00210VAA5 10/19/04 11/01/11 63.700 VARIES 11.4983 0.255413 0.270098 0.285626 0.302047 0.319412 96.40 107.81 ASG Consolidated LLC 00210VAB3 10/19/04 11/01/11 63.700 VARIES 11.4983 0.255413 0.270098 0.285626 0.302047 0.319412 96.40 107.81 AB Svensk Exportkredit 00254EBD3 05/22/06 05/22/08 100.000 0.000 5.3056 0.150452 0.151925 0.157669 55.47 22.39 Adams & Hancock Cntys IL 005495AY2 05/24/05 12/01/07 106.710 VARIES 4.0579 0.115720 0.114235 37.92 Community Unit SD # 1 005770BQ4 06/03/03 02/01/07 104.499 VARIES 3.3316 0.093124 2.79 Community Unit SD # 1 005770BR2 06/03/03 02/01/08 103.613 VARIES 3.7831 0.106327 0.105921 0.105508 38.08 3.17 Advanced Medical Optics 00763MAF5 06/22/04 07/15/24 100.000 VARIES 7.7883 0.241450 0.248148 0.255107 0.262337 0.269849 90.39 95.59 Advanced Medical Optics 00763MAG3 06/22/04 07/15/24 100.000 VARIES 7.7883 0.241450 0.248148 0.255107 0.262337 0.269849 90.39 95.59 Advanced Medical Optics 00763MAH1 07/18/05 07/01/25 100.000 VARIES 6.9000 0.207572 0.213415 0.219461 0.225714 75.78 80.13 Advanced Medical Optics 00763MAJ7 07/18/05 07/01/25 100.000 VARIES 6.9000 0.207572 0.213415 0.219461 0.225714 75.78 80.13 Adv Med Opts Inc 00763MAK4 06/13/06 08/01/26 100.000 VARIES 7.9988 0.223597 0.228929 0.234475 0.240242 0.246239 83.09 87.21 Adv Med Opts Inc 00763MAL2 06/13/06 08/01/26 100.000 VARIES 7.9988 0.223597 0.228929 0.234475 0.240242 0.246239 83.09 87.21 Aladdin Gaming Holdings 010714AC7 02/26/98 03/01/10 45.168 VARIES 15.0505 0.398704 0.394111 0.400516 0.398369 0.407383 144.90 147.03 Alameda, CA 010781AQ5 03/14/02 02/01/12 97.458 7.625 8.0020 9.93 0.006803 0.007075 0.007358 0.007653 0.007959 2.58 2.79 Alameda, CA 010781AW2 03/14/02 02/01/10 97.388 7.500 7.9523 13.97 0.009564 0.009944 0.010340 0.010751 0.011178 3.63 3.92 Alaska Communications 011679AD9 08/26/03 08/15/11* 96.687 9.875 10.4987 10.75 0.010388 0.010933 2.43* Alaska Communications 011679AE7 08/26/03 08/15/11* 96.687 9.875 10.4987 10.75 0.010388 0.010933 2.43* Alaska Communications 011679AF4 08/26/03 08/15/11* 96.687 9.875 10.4987 10.75 0.010388 0.010933 2.43* Alestra S.De R.L.De C.V. 01446PAG9 11/17/03 06/30/10 83.687 8.000 N/A 0.090386 0.087299 0.086522 0.082415 0.080354 32.42 30.91 Alliance One Intl Inc 018772AE3 05/13/05 11/15/12 90.000 12.750 15.0159 13.61 0.026403 0.028385 0.030516 0.032808 0.035271 10.05 11.62 Alliance One Intl Inc 018772AF0 05/13/05 11/15/12 90.000 12.750 15.0159 13.61 0.026403 0.028385 0.030516 0.032808 0.035271 10.05 11.62 Alliant Energy Resources 018803205 02/15/00 02/15/30 100.000 VARIES 9.5812 0.371510 0.385980 0.401145 0.417035 0.433687 140.38 151.70 Alliant Energy Resources 018803304 02/15/00 02/15/30 100.000 VARIES 9.5812 0.371510 0.385980 0.401145 0.417035 0.433687 140.38 151.70 ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Alliant Energy Resources 018803403 02/15/00 02/15/30 100.000 VARIES 9.5812 0.371510 0.385980 0.401145 0.417035 0.433687 140.38 151.70 Alliant Techsystems Inc. 018804AG9 02/19/04 02/15/24 100.000 VARIES 6.1250 0.185273 0.188608 0.192045 0.195587 0.199237 68.22 70.75 Alliant Techsystems Inc. 018804AH7 02/19/04 02/15/24 100.000 VARIES 6.1250 0.185273 0.188608 0.192045 0.195587 0.199237 68.22 70.75 Alliant Techsystems Inc. 018804AJ3 08/13/04 08/15/24 100.000 VARIES 6.9757 0.210053 0.214472 0.219046 0.223780 0.228678 77.64 81.02 Alliant Techsystems Inc. 018804AK0 08/13/04 08/15/24 100.000 VARIES 6.9757 0.210053 0.214472 0.219046 0.223780 0.228678 77.64 81.02 Alltel Corporation 020039798 05/06/02 05/17/07 100.000 VARIES 7.1463 0.199788 27.17 Alltel Corporation 020039DF7 05/06/02 05/17/07 100.000 VARIES 7.1463 0.199788 27.17 Alza Corporation 022615AC2 07/14/94 07/14/14 35.471 0.000 5.2499 322.00 0.096340 0.098869 0.101464 0.104128 0.106861 35.99 37.91 AAM Hldg, Inc. 024061AA1 02/11/04 02/15/24 100.000 2.000 4.5774 0.135770 0.137606 0.139484 0.141405 0.143369 49.71 51.09 AAM Hldg, Inc. 024061AB9 02/11/04 02/15/24 100.000 2.000 4.5774 0.135770 0.137606 0.139484 0.141405 0.143369 49.71 51.09 Amer Elec Pwr Co Inc 025537AC5 06/11/02 08/16/07 100.000 VARIES 6.7031 0.188781 0.187511 42.25 Amer Med Sys Hldgs Inc 02744MAA6 06/27/06 07/01/36 100.000 VARIES 9.1005 0.260359 0.268098 0.276190 0.284649 95.12 100.95 AmerUs Group Co. 03072M504 05/16/06 05/16/11 102.760 6.583 5.9369 0.169069 0.168659 0.168238 0.167804 0.167357 60.75 60.45 Amgen Inc. 031162AC4 03/01/02 03/01/32 71.423 VARIES N/A 0.096852 0.099018 0.101233 0.103497 0.105811 35.78 37.40 Amgen Inc. 031162AD2 03/01/02 03/01/32 71.423 VARIES N/A 0.096852 0.099018 0.101233 0.103497 0.105811 35.78 37.40 Amgen Inc. 031162AE0 03/01/02 03/01/32 71.423 VARIES N/A 0.096852 0.099018 0.101233 0.103497 0.105811 35.78 37.40 Amgen Inc. 031162AK6 03/01/05 03/01/32 72.947 VARIES 4.4729 0.096854 0.099020 0.101235 0.103499 0.105814 35.78 37.40 Amgen Inc. 031162AL4 03/01/05 03/01/32 72.947 VARIES 4.4729 0.096854 0.099020 0.101235 0.103499 0.105814 35.78 37.40 Anixter International 035290AD7 07/07/03 07/07/33 38.016 VARIES 7.3003 0.095593 0.099082 0.102699 0.106448 0.110333 36.28 38.97 Anixter International 035290AE5 07/07/03 07/07/33 38.016 VARIES 7.3003 0.095593 0.099082 0.102699 0.106448 0.110333 36.28 38.97 Anixter International 035290AF2 07/07/03 07/07/33 38.016 VARIES 7.3003 0.095593 0.099082 0.102699 0.106448 0.110333 36.28 38.97 Anixter International 035290AG0 07/07/03 07/07/33 38.016 VARIES 7.3003 0.095593 0.099082 0.102699 0.106448 0.110333 36.28 38.97 Anixter International 035290AH8 02/16/07 02/15/13 70.400 1.000 7.1568 0.112177 0.116169 0.120326 0.124632 35.88 43.72 Anixter International 035290AJ4 02/16/07 02/15/13 70.400 1.000 7.1568 0.112177 0.116169 0.120326 0.124632 35.88 43.72 Anthony Crane Cap. Corp. 036778AC2 07/31/03 02/01/08 3.000 VARIES N/A 1.000915 1.678524 2.990356 780.72 89.71 Aon Corporation 037389AQ6 11/07/02 11/15/12 100.000 VARIES 9.0983 0.319637 0.329754 0.340333 0.351392 0.359424 117.84 125.39 Aon Corporation 037389AT0 11/07/02 11/15/12 100.000 VARIES 9.0983 0.319637 0.329754 0.340333 0.351392 0.359424 117.84 125.39 Apria Healthcare Group 037933AA6 08/20/03 09/01/33 100.000 VARIES 8.6241 0.282089 0.290211 0.298682 0.307519 0.316737 105.01 111.28 Apria Healthcare Group 037933AB4 08/20/03 09/01/33 100.000 VARIES 8.6241 0.282089 0.290211 0.298682 0.307519 0.316737 105.01 111.28 Republic of Argentina 040114BD1 03/01/99 03/01/29 75.576 8.875 N/A 0.025192 0.025191 0.025190 0.025189 0.025187 9.07 9.07 Republic of Argentina 040114GA2 06/15/00 06/15/15 91.700 11.750 13.0226 18.91 0.012097 0.012885 0.013724 0.014618 0.015569 4.52 5.13 Republic of Argentina 040114GB0 07/21/00 07/21/30 80.144 10.250 12.8669 5.96 0.003645 0.003880 0.004130 0.004395 0.004678 1.43 1.62 Republic of Argentina 040114GF1 06/19/01 12/19/08 77.800 VARIES N/A 0.167844 0.126179 0.084327 0.042273 51.92 21.78 Republic of Argentina 040114GG9 06/19/01 06/19/18 75.375 0.000 N/A 0.639684 0.638410 0.640797 0.643363 0.649672 233.27 235.12 Republic of Argentina 040114GH7 06/19/01 06/19/31 75.250 12.000 N/A 0.594275 0.591305 0.591603 0.591921 0.595517 216.33 216.64 Arlngtn Sport Fac Auth 04184EAA7 02/17/93 12/31/08 28.800 0.000 7.9988 567.01 0.189933 0.197530 0.205430 0.213646 69.76 75.23 Armor Holdings, Inc. 042260AC3 10/29/04 11/01/24 99.000 VARIES 7.0025 0.212852 0.218360 0.224060 0.229960 0.236066 78.29 82.44 Armstrong Cnty Ind Dev 04233KAB2 07/29/99 08/20/34 6.955 0.000 7.7498 52.77 0.025609 0.026601 0.027632 0.028703 0.029815 9.66 10.43 Aubrey ISD 050195HA7 08/07/03 02/15/07 88.833 0.000 3.3900 107.60 0.092600 4.07 Aubrey ISD 050195HB5 08/07/03 02/15/08 84.421 0.000 3.7800 114.67 0.099266 0.101142 0.103053 36.59 4.53 Aubrey ISD 050195HC3 08/07/03 02/15/09 79.705 0.000 4.1500 119.51 0.104028 0.106187 0.108390 0.110640 0.112935 38.43 40.04 Aubrey ISD 050195HD1 08/07/03 02/15/10 74.664 0.000 4.5300 122.88 0.107574 0.110011 0.112502 0.115051 0.117657 39.84 41.66 Avnet, Inc. 053807AL7 03/05/04 03/15/34 100.000 VARIES 7.8752 0.254100 0.261918 0.270043 0.278489 0.287267 94.57 100.56 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Azusa Calif Redev Agy 05502MAB9 06/16/92 12/01/12 16.502 0.000 9.0030 428.96 0.147440 0.154077 0.161013 0.168261 0.175835 54.68 59.71 Banco Macro S.A. 05963GAA6 12/18/06 12/18/16 100.000 9.750 9.7499 0.270833 0.270833 0.270833 0.270833 0.270833 97.50 97.50 Banco Macro S.A. 05963GAB4 12/18/06 12/18/16 100.000 9.750 9.7499 0.270833 0.270833 0.270833 0.270833 0.270833 97.50 97.50 Bank of America Corp. 060505AT1 10/29/02 03/01/07 94.733 0.000 3.6047 0.108806 6.53 Bank of America Corp. 060505CZ5 02/15/07 02/15/12 100.000 0.250 5.2599 0.146109 0.149769 0.153525 0.157380 46.67 55.63 Bank of America Corp. 06050MAW7 11/10/00 11/10/07 110.000 0.250 7.7500 0.369687 0.383743 116.76 Bank of America Corp. 06050MBV8 06/28/02 07/02/07 100.000 0.000 4.7591 0.159648 0.163447 29.58 Bank of America Corp. 06050MBY2 11/27/02 11/29/07 100.000 0.000 3.9953 0.130040 0.132638 43.12 Bank of America Corp. 06050MCB1 02/20/03 02/20/08 100.000 0.000 3.6499 0.115072 0.117172 0.119310 42.36 5.85 Bank of America Corp. 06050MCH8 04/25/03 04/29/08 100.000 0.000 3.5419 0.111297 0.113268 0.115274 40.67 13.60 Bank of America Corp. 06050MCK1 05/30/03 06/03/08 100.000 0.000 2.8951 0.088955 0.090242 0.091549 32.33 13.92 Bank of America Corp. 06050MCM7 06/04/03 06/04/07 100.000 0.000 2.3999 0.072472 11.09 Bank of America Corp. 06050MCN5 05/29/03 05/29/08 100.000 0.000 2.9999 0.092487 0.093874 0.095282 33.63 14.10 Bank of America Corp. 06050MCP0 06/25/03 06/25/10 100.000 0.000 3.5500 0.111536 0.113516 0.115531 0.117581 0.119668 40.53 41.98 Bank of America Corp. 06050MCQ8 07/25/03 07/29/08 100.000 0.000 3.4570 0.106468 0.108309 0.110181 0.112085 39.22 23.26 Bank of America Corp. 06050MCS4 11/12/03 11/13/08 100.000 0.000 3.9410 0.123085 0.125511 0.127984 0.130506 44.98 40.38 Bank of America Corp. 06050MCV7 12/19/03 12/23/08 100.000 0.000 3.6364 0.112592 0.114639 0.116724 0.118846 40.93 41.47 Bank of America Corp. 06050MCY1 01/30/04 02/03/09 100.000 0.000 3.4992 0.106040 0.107895 0.109783 0.111704 0.113658 39.06 40.44 Bank of America Corp. 06050MDA2 03/02/04 03/04/09 100.000 0.000 3.5091 0.106353 0.108219 0.110118 0.112050 0.114016 39.06 40.45 Bank of America Corp. 06050MDC8 03/25/04 03/27/09 100.000 0.000 3.3125 0.099910 0.101565 0.103247 0.104957 0.106696 36.58 37.80 Bank of America Corp. 06050MDE4 05/28/04 06/01/10 100.000 0.000 4.7926 0.149925 0.153517 0.157196 0.160963 0.164820 54.84 57.50 Bank of America Corp. 06050MDG9 06/09/04 06/09/08 99.000 11.000 3.6001 0.096533 0.098270 0.100039 35.14 15.81 Bank of America Corp. 06050MDH7 06/25/04 06/28/10 100.000 0.000 4.7147 0.147204 0.150674 0.154226 0.157861 0.161583 53.64 56.20 Bank of America Corp. 06050MDJ3 06/24/04 06/24/10 100.000 0.000 4.7242 0.147478 0.150961 0.154527 0.158177 0.161914 53.77 56.34 Bank of America Corp. 06050MDK0 06/28/04 06/28/08 99.000 11.000 3.8500 0.103891 0.105891 0.107929 37.77 19.10 Bank of America Corp. 06050MDM6 07/30/04 08/02/10 100.000 0.000 4.5676 0.138910 0.142082 0.145327 0.148646 0.152041 51.53 53.92 Bank of America Corp. 06050MDN4 08/26/04 08/28/09 100.000 0.000 4.2830 0.129529 0.132303 0.135136 0.138030 0.140986 47.82 49.89 Bank of America Corp. 06050MDR5 09/23/04 09/25/09 100.000 0.000 3.8427 0.115212 0.117425 0.119681 0.121981 0.124325 42.30 43.94 Bank of America Corp. 06050MEC7 11/26/04 11/26/10 100.000 1.500 4.2768 0.125613 0.127408 0.129241 0.131114 0.133027 45.67 47.00 Bank of America Corp. 06050MED5 11/15/04 11/13/09 100.000 0.000 3.9639 0.119077 0.121437 0.123844 0.126298 0.128801 43.52 45.26 Bank of America Corp. 06050MEF0 11/29/04 11/29/10 100.000 0.000 3.9607 0.119000 0.121357 0.123760 0.126211 0.128710 43.42 45.15 Bank of America Corp. 06050MEG8 12/27/04 06/28/10 100.000 0.000 4.0825 0.122964 0.125474 0.128036 0.130649 0.133316 44.73 46.58 Bank of America Corp. 06050MEH6 12/28/04 12/28/10 100.000 1.000 4.2553 0.126150 0.128243 0.130380 0.132563 0.134793 45.80 47.34 Bank of America Corp. 06050MEK9 01/27/05 01/28/11 100.000 0.000 4.3233 0.128066 0.130834 0.133662 0.136551 0.139503 47.46 49.53 Bank of America Corp. 06050MEL7 01/28/05 01/28/11 100.000 1.000 4.3662 0.127543 0.129721 0.131947 0.134221 0.136545 46.98 48.61 Bank of America Corp. 06050MEM5 01/26/05 01/26/10 100.000 0.250 4.0650 0.119512 0.121800 0.124135 0.126517 0.128947 44.15 45.86 Bank of America Corp. 06050MEP8 02/24/05 02/24/10 100.000 1.250 4.3096 0.125325 0.127277 0.129271 0.131309 0.133390 45.97 47.43 Bank of America Corp. 06050MER4 03/24/05 03/27/09 100.000 0.000 4.4897 0.133355 0.136349 0.139409 0.142539 0.145739 49.12 51.35 Bank of America Corp. 06050MEU7 04/28/05 04/30/09 100.000 1.750 4.3698 0.126278 0.127975 0.129709 0.131481 0.133292 45.97 47.23 Bank of America Corp. 06050MEW3 05/27/05 05/27/10 100.000 1.000 4.3093 0.125776 0.127888 0.130045 0.132248 0.134499 45.80 47.36 Bank of America Corp. 06050MEY9 06/24/05 06/25/10 100.000 0.000 4.7416 0.141323 0.144674 0.148103 0.151615 0.155209 51.52 53.99 Bank of America Corp. 06050MEZ6 07/29/05 07/29/11 100.000 1.500 4.5615 0.130633 0.132662 0.134737 0.136860 0.139031 48.02 49.54 Bank of America Corp. 06050MFA0 08/25/05 08/25/10 100.000 1.250 4.5105 0.129425 0.131561 0.133745 0.135978 0.138262 47.52 49.12 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Bank of America Corp. 06050MFB8 08/26/05 08/28/09 100.000 0.000 4.4018 0.127745 0.130556 0.133430 0.136367 0.139368 47.19 49.29 Bank of America Corp. 06050MFC6 10/28/05 10/28/10 100.000 2.000 4.8533 0.138709 0.140727 0.142794 0.144911 0.147079 50.56 52.06 Bank of America Corp. 06050MFE2 09/28/05 09/29/10 100.000 0.000 4.5189 0.131280 0.134246 0.137280 0.140382 0.143553 48.35 50.56 Bank of America Corp. 06050MFG7 11/21/05 11/24/10 100.000 0.000 4.8973 0.142840 0.146338 0.149921 0.153592 0.157353 52.31 54.91 Bank of America Corp. 06050MFJ1 12/27/05 12/27/10 100.000 1.250 5.0014 0.144205 0.146943 0.149750 0.152626 0.155574 52.43 54.45 Bank of America Corp. 06050MFK8 12/28/05 12/28/11 100.000 1.500 5.0510 0.145353 0.147972 0.150657 0.153409 0.156232 52.81 54.75 Bank of America Corp. 06050MFL6 03/24/06 03/25/11 100.000 0.000 5.1630 0.147143 0.150941 0.154838 0.158835 0.162936 54.39 57.24 Bank of America Corp. 06050MFP7 04/28/06 04/28/11 100.000 1.750 5.5388 0.156770 0.159766 0.162844 0.166008 0.169259 57.36 59.60 Bank of America Corp. 06050MFR3 03/27/06 03/27/09 100.000 0.750 5.1969 0.147568 0.150862 0.154240 0.157707 0.161263 54.34 56.81 Bank of America Corp. 06050MFS1 05/26/06 08/26/10 100.000 0.000 5.4111 0.152344 0.156466 0.160699 0.165047 0.169512 56.63 59.74 Bank of America Corp. 06050MFT9 05/25/06 05/25/10 100.000 2.000 5.4394 0.153694 0.156363 0.159104 0.161921 0.164813 56.00 57.99 Bank of America Corp. 06050MFV4 06/27/06 06/27/11 100.000 0.000 5.6598 0.161667 0.166243 0.170947 0.175785 0.180759 59.06 62.45 Bank of America Corp. 06050MFW2 07/28/06 01/28/11 100.000 0.000 5.5354 0.153763 0.158019 0.162392 0.166887 0.171506 57.44 60.66 Bank of America Corp. 06050MFX0 07/28/06 07/29/10 100.000 0.000 5.4654 0.151842 0.155991 0.160254 0.164633 0.169132 56.69 59.83 Bank of America Corp. 06050MFZ5 08/24/06 08/26/10 100.000 0.000 5.2025 0.144556 0.148316 0.152174 0.156133 0.160194 53.67 56.50 Bank of America Corp. 06050MGB7 09/29/06 10/03/11 100.000 0.000 4.9679 0.138075 0.141504 0.145019 0.148622 0.152313 50.94 53.50 Bank of America Corp. 06050MGD3 09/18/06 09/19/11 100.000 0.000 5.1632 0.143444 0.147147 0.150946 0.154843 0.158840 53.07 55.85 Bank of America Corp. 06050MGF8 10/27/06 10/27/11 100.000 0.000 5.2609 0.146136 0.149980 0.153926 0.157974 0.162130 53.80 56.67 Bank of America Corp. 06050MGM3 12/22/06 12/27/11 100.000 0.000 4.9879 0.138651 0.142109 0.145653 0.149285 0.153009 50.56 53.12 Bank of America Corp. 06050MGN1 12/29/06 12/29/11 100.000 0.000 4.9680 0.138001 0.141429 0.144942 0.148542 0.152232 50.31 52.84 Bank of America Corp. 06050MGP6 02/23/07 02/23/12 100.000 0.000 5.2024 0.144511 0.148270 0.152127 0.156084 44.99 55.07 Bank of America Corp. 06050MGQ4 01/26/07 01/27/12 100.000 0.000 5.1926 0.144238 0.144260 0.148006 0.151849 0.155791 48.90 55.17 Bank of America Corp. 06050MGU5 02/23/07 11/23/11 100.000 0.000 5.1129 0.142025 0.143841 0.147518 0.151289 0.155157 44.28 54.08 Bank of America Corp. 06050MGV3 02/23/07 02/24/12 100.000 0.000 5.1048 0.141800 0.141822 0.145442 0.149154 0.152961 44.14 53.98 Bank of America Corp. 06050MGW1 02/20/07 02/19/10 100.000 0.000 5.1731 0.143699 0.147395 0.151208 0.155119 45.18 54.77 Bank of America Corp. 06050MGY7 03/30/07 03/30/10 100.000 0.000 4.9975 0.138821 0.142289 0.145845 0.149489 37.94 52.52 Bank of America Corp. 06050MGZ4 03/29/07 03/29/12 100.000 2.000 5.0300 0.139723 0.141840 0.144010 0.146235 38.20 51.86 Bank of America Corp. 06050MHB6 03/30/07 03/30/12 100.000 0.000 4.9829 0.138415 0.141864 0.145398 0.149021 37.82 52.36 Bank of America Corp. 06050MHC4 04/27/07 04/27/09 100.000 0.000 4.8413 0.134482 0.137737 0.141072 0.144486 33.02 50.62 Bank of America Corp. 06050MHF7 05/25/07 02/27/12 100.000 0.000 5.2687 0.146354 0.148325 0.152232 0.156242 31.86 55.08 Bank of America Corp. 06050MHP5 07/27/07 07/28/11 100.000 0.000 5.3581 0.148836 0.148859 0.152847 0.156942 22.92 55.54 Bank of America Corp. 06050MHT7 08/30/07 09/01/11 100.000 0.000 5.1144 0.142067 0.142089 0.145722 0.149449 17.19 52.69 Bank of America Corp. 06050MHU4 08/31/07 09/02/11 100.000 0.000 5.0622 0.140618 0.140658 0.144218 0.147869 17.02 52.14 Bank of America Corp. 06050MHV2 09/28/07 03/28/13 100.000 0.000 5.2121 0.144782 0.148555 0.152426 13.46 53.51 Bank of America Corp. 06050MHW0 09/27/07 09/29/10 100.000 0.000 4.9389 0.137193 0.137230 0.140619 0.144092 12.90 50.64 Bank of America Corp. 06050MHY6 11/30/07 11/30/12 100.000 1.250 4.9200 0.136669 0.139177 0.141746 4.24 49.81 Bank of America Corp. 06050MJB4 11/29/07 12/01/11 100.000 0.000 4.6068 0.127967 0.128000 0.130948 0.133964 4.10 46.79 Bank of America Corp. 06050MJC2 11/30/07 11/30/09 100.000 0.000 4.2646 0.118462 0.120988 0.123568 3.67 43.26 Bank of America Corp. 06050MJD0 11/30/07 11/30/10 100.000 0.000 4.4308 0.123080 0.125807 0.128594 3.82 44.97 Baxter International,Inc 071813604 12/17/02 02/16/08 100.000 VARIES 4.3864 0.123830 0.123183 0.122522 44.29 5.51 Baxter International,Inc 071813AV1 12/17/02 02/16/08 100.000 VARIES 4.3864 0.123830 0.123183 0.122522 44.29 5.51 Bayerische Landesbank 0727G0AA8 05/31/02 05/28/10 100.000 0.000 5.2947 0.186017 0.190941 0.195996 0.201185 0.206511 68.18 71.84 Bayerische Landesbank 0727G0CJ7 11/26/04 02/26/09 100.000 0.000 3.8824 0.115359 0.117598 0.119881 0.122208 0.124580 42.50 44.16 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Bayerische Landesbank 0727G0CR9 02/23/05 02/23/07 100.000 0.000 3.5768 0.104785 5.45 Bayerische Landesbank 0727G0DQ0 07/13/05 07/13/07 100.000 0.000 3.7203 0.107225 0.109220 20.95 Bear Stearns Co., Inc. 073928G23 08/31/04 07/01/19 51.530 1.000 5.9698 51.27 0.066176 0.068151 0.070185 0.072280 24.18 25.64 Bear Stearns Co., Inc. 073928JS3 06/03/99 06/30/11 46.328 0.000 6.4740 287.58 0.135007 0.139377 0.143889 0.148546 0.153355 49.40 52.65 Bear Stearns Co., Inc. 073928WN9 02/27/02 08/15/13 49.000 0.000 6.3184 172.41 0.111084 0.116492 0.118213 0.123288 0.125801 42.52 45.24 Bear Stearns Co., Inc. 073928Y64 10/11/07 10/11/11 79.721 0.000 5.7469 0.127265 0.130922 0.134684 10.18 47.07 Beaver Cnty Ind Dev Auth 07487TAB9 04/29/99 11/20/24 17.103 0.000 7.0298 119.61 0.056304 0.058283 0.060331 0.062452 0.064647 20.79 22.28 BellSouth Telecomm 079867AS6 12/13/95 12/15/95 25.235 VARIES 6.8500 0.100767 0.104218 0.107788 0.111480 0.115298 37.01 39.59 Bexar Cnty Hsg Fin Corp 08837EAB7 09/28/05 04/01/22 39.225 0.000 5.7500 29.05 0.066338 0.068245 0.070207 0.072226 0.074302 24.57 26.01 Bond & Fayette County,IL 097850CF6 04/01/03 12/01/07 105.533 VARIES 3.5638 0.100283 0.099645 32.98 Bond & Fayette County,IL 097850CG4 04/01/03 12/01/08 105.035 VARIES 3.8666 0.109523 0.109009 0.108485 0.107951 39.30 35.70 Brill Media Company 109492AC2 12/30/97 12/15/07 89.963 VARIES 12.4296 0.134089 0.134003 46.64 Brill Newspapers, Inc. 109492AH1 12/30/97 12/15/07 92.200 VARIES N/A 0.133865 0.135627 46.91 Burlington Coat Factory 121577AA8 04/13/06 10/15/14 75.522 VARIES 14.4995 0.326491 0.350160 0.375546 0.402773 0.402772 125.53 142.17 Burlington Coat Factory 121577AB6 04/13/06 10/15/14 75.522 VARIES 14.4995 0.326491 0.350160 0.375546 0.402773 0.402772 125.53 142.17 Butler Cnty Dev Auth 12359RAT9 01/15/97 05/01/07 45.174 0.000 7.8682 523.02 0.210290 25.23 Butler Cnty Dev Auth 12359RAU6 01/15/97 11/01/07 43.373 0.000 7.8884 503.99 0.202810 0.210809 62.28 Butler Cnty Dev Auth 12359RAV4 01/15/97 05/01/08 41.546 0.000 7.9285 486.21 0.195991 0.203761 0.211838 72.91 25.42 Butler Cnty Dev Auth 12359RAW2 01/15/97 11/01/08 39.917 0.000 7.9383 467.97 0.188717 0.196208 0.203995 0.212092 70.20 62.66 Butler Cnty Dev Auth 12359RAX0 01/15/97 05/01/09 38.166 0.000 7.9885 451.44 0.182439 0.189726 0.197304 0.205185 0.213381 67.88 73.41 Butler Cnty Dev Auth 12359RAY8 01/15/97 11/01/09 36.700 0.000 7.9885 434.10 0.175432 0.182439 0.189727 0.197305 0.205186 65.27 70.59 Butler Cnty Dev Auth 12359RAZ5 01/15/97 05/01/10 35.110 0.000 8.0286 418.24 0.169312 0.176109 0.183178 0.190532 0.198180 63.01 68.17 Butler Cnty Dev Auth 12359RBA9 01/15/97 11/01/10 33.621 0.000 8.0586 402.63 0.163197 0.169773 0.176614 0.183730 0.191133 60.74 65.73 Butler Cnty Dev Auth 12359RBB7 01/15/97 05/01/11 32.274 0.000 8.0687 387.18 0.157004 0.163338 0.169928 0.176783 0.183915 58.44 63.25 CBIZ, Inc. 124805AA0 05/30/06 06/01/26 100.000 VARIES 8.9994 0.257370 0.265045 0.273065 0.281446 0.290205 94.51 100.33 CBIZ, Inc. 124805AB8 05/30/06 06/01/26 100.000 VARIES 8.9994 0.257370 0.265045 0.273065 0.281446 0.290205 94.51 100.33 Harrah's Oper Co Inc 127687AA9 06/13/05 04/15/24 127.250 VARIES 6.1985 0.228473 0.232020 0.235678 0.239234 0.242900 83.44 86.03 Harrah's Oper Co Inc 127687AB7 06/13/05 04/15/24 127.250 VARIES 6.1985 0.228473 0.232020 0.235678 0.239234 0.242900 83.44 86.03 CapitalSource Inc. 14055XAC6 07/07/04 07/15/34 100.000 VARIES 8.2001 0.250828 0.257126 0.263682 0.270507 0.277612 93.57 98.47 CapitalSource Inc. 14055XAD4 07/07/04 07/15/34 100.000 VARIES 8.2001 0.250828 0.257126 0.263682 0.270507 0.277612 93.57 98.47 Cardinal Health 409, Inc 14150BAA2 04/10/07 04/15/15 100.000 9.500 9.4999 0.260989 0.259563 0.259563 0.259563 0.260989 69.05 95.11 Centerpoint Energy, Inc. 15189T206 09/21/99 09/15/29 100.000 2.000 9.8183 0.479710 0.500532 0.522377 0.545294 0.569336 180.97 197.16 Century Commun Corp 156503AK0 11/13/97 11/15/17* 93.375 8.375 9.1001 16.85 0.007568 .32* Century Commun Corp 156503AM6 01/15/98 01/15/08* 41.266 0.000 9.0500 499.62 0.215350 0.228825 9.65* Century Commun Corp 156503AN4 01/15/98 01/15/08* 41.266 0.000 9.0500 499.62 0.215350 0.228825 9.65* CenturyTel, Inc. 156700AD8 05/06/02 05/15/07 100.000 VARIES 7.4272 0.208314 27.91 CenturyTel, Inc. 156700AE6 06/26/02 08/01/32* 100.000 VARIES N/A 0.299941 0.307476 0.315349 68.44* CenturyTel, Inc. 156700AH9 06/26/02 08/01/32* 100.000 VARIES N/A 0.299941 0.307476 0.315349 68.44* Champaign County, IL 158199AR0 03/29/07 12/01/08 102.070 0.000 5.2811 0.149736 0.151098 0.155088 0.159183 41.13 51.92 Champaign County, IL 158199AS8 03/29/07 12/01/09 102.940 VARIES 5.3606 0.153285 0.154701 0.158847 0.163105 0.150538 42.12 57.70 Chesapeake Energy Corp. 165167BZ9 05/15/07 05/15/37 100.000 VARIES 6.7505 0.187517 0.191502 0.195622 0.199881 42.56 70.07 ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Chesapeake Energy Corp. 165167CA3 08/14/07 05/15/37 97.625 VARIES 8.0008 0.216968 0.219951 0.225972 0.232234 29.86 80.83 Chiron Corporation 170040AF6 07/30/03 08/01/33 100.000 1.625 6.1446 0.195706 0.200332 0.205100 0.210015 0.215080 72.70 76.22 Chiron Corporation 170040AG4 07/30/03 08/01/33 100.000 1.625 6.1446 0.195706 0.200332 0.205100 0.210015 0.215080 72.70 76.22 Chiron Corporation 170040AH2 06/22/04 06/30/34 100.000 2.750 6.5761 0.201514 0.205628 0.209877 0.214266 0.218800 73.29 76.35 Chiron Corporation 170040AJ8 06/22/04 06/30/34 100.000 2.750 6.5761 0.201514 0.205628 0.209877 0.214266 0.218800 73.29 76.35 The Chubb Corporation 171232AG6 12/02/02 11/16/07 100.000 VARIES 4.7980 0.134653 0.133974 42.29 The Chubb Corporation 171232AK7 06/24/03 08/16/08 100.000 VARIES 3.1054 0.088227 0.087747 0.087260 0.086765 31.54 19.54 Chukchansi Econ Dev Auth 171276AA6 10/08/02 06/15/09 91.476 14.500 16.6607 43.12 0.040231 0.043582 0.047213 0.051146 0.055406 15.20 17.84 Chukchansi Econ Dev Auth 171276AB4 10/08/02 06/15/09 91.476 14.500 16.6607 43.12 0.040231 0.043582 0.047213 0.051146 0.055406 15.20 17.84 Cinemark, Inc. 17243RAA9 03/31/04 03/15/14 62.373 VARIES 9.7491 0.213466 0.223871 0.234784 0.246229 0.258231 80.98 89.07 Cinemark, Inc. 17243RAB7 03/31/04 03/15/14 62.373 VARIES 9.7491 0.213466 0.223871 0.234784 0.246229 0.258231 80.98 89.07 Citigroup Global Markets 17307EBE2 07/01/04 09/07/16 51.400 0.000 5.5371 75.31 0.089080 0.091546 0.094080 0.096685 0.099362 33.08 34.94 Citigroup Funding, Inc. 17308CKY1 08/24/07 08/31/12 100.000 1.080 5.0702 0.137780 0.139400 0.140636 0.145835 18.11 52.04 Citigroup Funding, Inc. 1730T0AK5 05/15/06 05/15/36 11.570 0.000 7.3199 5.36 0.024387 0.025279 0.026204 0.027163 0.028158 9.02 9.70 Citigroup Funding, Inc. 1730T0AN9 05/19/06 05/19/08 100.000 0.000 5.3749 0.153316 0.157436 0.161667 56.29 22.31 Citigroup Funding, Inc. 1730T0AT6 07/25/06 07/25/08 100.000 0.000 5.5902 0.155284 0.159624 0.164086 0.168672 58.06 34.30 Citigroup Funding, Inc. 1730T0AV1 09/06/06 09/05/08 100.000 0.000 5.2226 0.145074 0.148842 0.152728 0.156717 53.79 37.98 Citigroup Funding, Inc. 1730T0AW9 09/07/06 09/07/11 100.000 0.125 5.2915 0.146989 0.150786 0.154683 0.158684 0.162791 54.48 57.33 Citigroup Funding, Inc. 1730T0AY5 09/26/06 09/26/08 100.000 0.000 5.2584 0.146068 0.149909 0.153850 0.157895 54.02 41.50 Citigroup Funding, Inc. 1730T0BD0 11/13/06 11/17/09 100.000 0.000 5.2643 0.146319 0.150170 0.154123 0.158180 0.162343 53.71 56.58 Citigroup Funding, Inc. 1730T0BE8 11/20/06 11/21/07 100.000 0.000 5.3216 0.147844 0.151778 48.02 Citigroup Funding, Inc. 1730T0BF5 11/22/06 11/26/07 100.000 0.000 5.3305 0.148158 0.152107 48.86 Citigroup Funding, Inc. 1730T0BK4 12/19/06 12/19/08 100.000 0.000 5.0518 0.140329 0.143874 0.147508 0.151234 51.24 52.00 Citigroup Funding, Inc. 1730T0BM0 12/19/06 12/20/07 100.000 0.000 5.1836 0.144012 0.147744 50.93 Citigroup Funding, Inc. 1730T0BQ1 01/26/07 01/26/17 100.000 5.420 5.4199 0.150556 0.150556 0.150556 0.150556 50.44 54.20 Citigroup Funding, Inc. 1730T0BS7 02/07/07 08/07/09 100.000 0.000 5.2644 0.146236 0.150085 0.154036 0.158091 47.93 55.89 Citigroup Funding, Inc. 1730T0BT5 02/14/07 02/14/37 100.000 VARIES 5.8403 0.162233 0.159127 0.155930 0.155972 51.00 56.28 Citigroup Funding, Inc. 1730T0BU2 02/12/07 02/13/08 100.000 0.000 5.3730 0.149251 0.149275 0.153285 48.17 6.44 Citigroup Funding, Inc. 1730T0CH0 03/28/07 03/28/37 100.000 VARIES 5.6199 0.156110 0.153198 0.150205 0.150247 42.35 54.34 Citigroup Funding, Inc. 1730T0CJ6 03/29/07 03/29/09 100.000 VARIES 5.0798 0.141107 0.144691 0.140182 0.143742 38.71 51.19 Citigroup Funding, Inc. 1730T0CQ0 04/27/07 10/27/08 100.000 0.000 5.0805 0.141125 0.144710 0.148386 34.66 43.50 Citigroup Funding, Inc. 1730T0CR8 05/25/07 05/25/22 100.000 VARIES 5.6847 0.157909 0.154502 0.150998 0.147395 33.99 54.73 Citigroup Funding, Inc. 1730T0CU1 05/25/07 05/25/22 100.000 VARIES 5.6847 0.157909 0.154502 0.150998 0.147395 33.99 54.73 Citigroup Funding, Inc. 1730T0CV9 05/22/07 05/22/09 100.000 VARIES 5.1300 0.142503 0.146158 0.141357 0.144983 31.35 51.71 Citigroup Funding, Inc. 1730T0DB2 05/29/07 06/01/10 100.000 0.000 5.2381 0.145504 0.145546 0.149358 0.153270 0.157284 30.97 54.71 Citigroup Funding, Inc. 1730T0EA3 10/25/07 10/25/09 100.000 0.000 4.7496 0.131934 0.135067 0.138274 8.71 48.48 Citigroup Funding, Inc. 1730T0EC9 09/27/07 09/27/09 100.000 0.000 5.0202 0.139453 0.142953 0.146541 13.11 51.50 Citigroup Funding, Inc. 1730T0ED7 10/29/07 10/29/09 100.000 VARIES 4.6501 0.129170 0.132174 0.129434 8.01 47.06 Citigroup Funding, Inc. 1730T0EF2 10/22/07 10/22/22 100.000 5.430 5.4299 0.150833 0.150833 0.150833 10.41 54.30 Citigroup Funding, Inc. 1730T0EJ4 10/29/07 10/29/19 100.000 VARIES 5.6410 0.156695 0.155238 0.153741 9.72 55.96 Citigroup Funding, Inc. 1730T0EL9 10/26/07 06/26/09 100.000 0.000 4.6597 0.129439 0.130444 0.133483 0.136593 8.42 47.54 Citigroup Funding, Inc. 1730T0EM7 10/30/07 06/26/09 100.000 0.000 4.6297 0.128604 0.129531 0.132529 0.135597 7.85 47.20 Citigroup Funding, Inc. 1730T0EN5 10/30/07 06/26/09 100.000 0.000 4.6297 0.128604 0.129531 0.132529 0.135597 7.85 47.20 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Citigroup Funding, Inc. 1730T0ER6 11/13/07 11/13/09 100.000 0.000 4.7001 0.130561 0.133629 0.136770 6.27 47.85 Citigroup Funding, Inc. 17311G540 08/24/07 08/31/12 100.000 2.800 5.0771 0.137965 0.139542 0.139598 0.143550 18.13 51.58 Citigroup Funding, Inc. 17311GBD3 10/10/07 10/10/14 100.000 0.000 5.1599 0.143333 0.147031 0.150824 11.61 52.87 Clinton & Wash Cntys IL 187327AP6 05/13/04 12/01/07 105.447 VARIES 3.7025 0.104497 0.103680 34.34 Clinton & Wash Cntys IL 187327AQ4 05/13/04 12/01/08 105.302 VARIES 4.2055 0.119693 0.118997 0.118287 0.117561 42.92 38.90 Cogent Communications 19239VAA2 06/11/07 06/15/14 97.750 1.000 1.3372 0.008498 0.008534 0.008591 0.008649 0.008706 1.71 3.10 Cogent Communications 19239VAB0 06/11/07 06/15/14 97.750 1.000 1.3372 0.008498 0.008534 0.008591 0.008649 0.008706 1.71 3.10 Comcast Corporation 200300507 10/15/99 10/15/29 100.000 2.000 10.5154 0.540240 0.565724 0.592547 0.620780 0.650498 203.05 222.80 Comcast Corporation 200300606 11/15/99 11/15/29 100.000 2.000 10.3810 0.528349 0.552890 0.578704 0.605859 0.634422 196.94 215.78 Compass Minerals Intl 20451NAA9 12/20/02 12/15/12 53.995 VARIES 12.7492 0.312981 0.332933 0.354156 0.354155 0.354155 116.92 127.50 CompuCredit Corporation 20478NAA8 05/27/05 05/30/25 100.000 VARIES 9.1300 0.274136 0.277480 0.288790 0.294194 0.308151 101.14 107.31 CompuCredit Corporation 20478NAB6 05/27/05 05/30/25 100.000 VARIES 9.1300 0.274136 0.277480 0.288790 0.294194 0.308151 101.14 107.31 CompuCredit Corporation 20478NAC4 11/23/05 01/31/36 100.000 5.875 N/A 0.250901 0.259249 0.259330 0.266731 0.268537 94.39 97.68 CompuCredit Corporation 20478NAD2 11/23/05 01/31/36 100.000 5.875 N/A 0.250901 0.259249 0.259330 0.266731 0.268537 94.39 97.68 Connetics Corporation 208192AC8 03/23/05 03/30/15* 100.000 2.000 N/A 0.209743 7.76* Connetics Corporation 208192AD6 03/23/05 03/30/15* 100.000 2.000 N/A 0.209743 7.76* Conseco, Inc. 208464BG1 08/15/05 09/30/35 99.000 3.500 7.3752 0.211798 0.216023 0.220404 0.224947 0.229657 77.79 81.01 Conseco, Inc. 208464BH9 08/15/05 09/30/35 99.000 3.500 7.3752 0.211798 0.216023 0.220404 0.224947 0.229657 77.79 81.01 Convergent Communication 211914AC0 04/02/98 04/01/08 95.696 13.000 13.8065 34.09 0.018338 0.019604 0.020957 7.07 1.89 Cook County, Illinois 213309KR7 04/28/05 12/01/16 52.896 0.000 5.5696 51.05 0.089319 0.091806 0.094363 0.096991 0.099692 32.75 34.60 Cook County, Illinois 213309KS5 04/28/05 12/01/17 49.824 0.000 5.6095 48.44 0.084788 0.087166 0.089611 0.092124 0.094708 31.10 32.87 Cook County, Illinois 213309KT3 04/28/05 12/01/18 46.339 0.000 5.7396 46.13 0.080848 0.083168 0.085555 0.088010 0.090536 29.66 31.39 Cook County, Illinois 213309KU0 04/28/05 12/01/19 43.603 0.000 5.7697 43.64 0.076509 0.078716 0.080987 0.083324 0.085727 28.07 29.72 Cook County, Illinois 213309KV8 04/28/05 12/01/20 40.881 0.000 5.8197 41.28 0.072411 0.074518 0.076686 0.078918 0.081214 26.58 28.14 Cook County, Illinois 213314DE4 09/16/03 12/01/08 79.030 0.000 4.5687 126.79 0.115947 0.118596 0.121305 0.124076 42.38 40.53 Cook County, IL SD #89 214201FV2 09/07/05 12/01/10 78.217 0.000 4.7487 49.95 0.109332 0.111928 0.114586 0.117307 0.120092 39.98 41.91 Cook County, IL SD #89 214201FW0 09/07/05 12/01/11 73.907 0.000 4.9088 48.82 0.106996 0.109622 0.112313 0.115070 0.117894 39.15 41.10 Cook County, IL SD #89 214201FX8 09/07/05 12/01/12 70.159 0.000 4.9590 46.83 0.102672 0.105218 0.107827 0.110500 0.113240 37.57 39.46 Cook County, IL SD #89 214201FY6 09/07/05 12/01/13 66.377 0.000 5.0390 45.04 0.098799 0.101289 0.103841 0.106457 0.109139 36.17 38.01 Cook County, IL SD #89 214201FZ3 09/07/05 12/01/14 62.531 0.000 5.1492 43.37 0.095236 0.097688 0.100203 0.102783 0.105429 34.88 36.69 Cook County, Illinois 214471HQ0 12/30/02 12/01/22 21.989 0.000 7.7496 78.28 0.063775 0.066246 0.068813 0.071479 0.074249 23.55 25.42 Cook County, IL SD #104 214471JS4 02/08/07 12/01/10 81.913 0.000 5.2980 0.120550 0.122555 0.125802 0.129134 0.132555 39.46 46.09 Cook County, IL SD #104 214471JT2 02/08/07 12/01/11 77.556 0.000 5.3485 0.115222 0.117159 0.120292 0.123509 0.126812 37.72 44.08 Cook County, IL SD #104 214471JU9 02/08/07 12/01/12 73.485 0.000 5.3685 0.109584 0.111433 0.114424 0.117495 0.120649 35.87 41.93 Cook County, IL SD #104 214471JV7 02/08/07 12/01/13 69.553 0.000 5.3989 0.104305 0.106076 0.108940 0.111880 0.114901 34.15 39.93 Cook County, IL SD #123 214651JV4 10/15/07 12/01/13 71.288 0.000 5.5988 0.110868 0.111662 0.114788 0.118002 8.45 40.95 Cook County, IL SD #123 214651JW2 10/15/07 12/01/14 66.759 0.000 5.7491 0.106611 0.107396 0.110483 0.113659 8.13 39.41 Cook County, IL SD #123 214651JX0 10/15/07 12/01/15 62.337 0.000 5.8991 0.102138 0.102919 0.105954 0.109079 7.79 37.78 Cook County, IL SD #123 214651JY8 10/15/07 12/01/16 58.297 0.000 5.9991 0.097140 0.097892 0.100829 0.103853 7.41 35.95 Cook County, IL SD #123 214651JZ5 10/15/07 12/01/17 54.681 0.000 6.0492 0.091876 0.092593 0.095393 0.098279 7.00 34.01 Cook County, IL SD #123 214651KA8 10/15/07 12/01/18 51.240 0.000 6.0992 0.086807 0.087489 0.090157 0.092906 6.62 32.14 ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Cook County, IL SD #123 214651KB6 10/15/07 12/01/19 48.025 0.000 6.1392 0.081893 0.082542 0.085076 0.087688 6.24 30.33 Cook County, IL SD #123 214651KC4 10/15/07 12/01/20 44.691 0.000 6.2294 0.077325 0.077949 0.080377 0.082880 5.90 28.65 Cook County, IL SD #123 214651KD2 10/15/07 12/01/21 41.802 0.000 6.2694 0.072790 0.073382 0.075682 0.078055 5.55 26.97 Cook County, IL SD #123 214651KE0 10/15/07 12/01/22 39.242 0.000 6.2794 0.068443 0.068999 0.071165 0.073399 5.22 25.36 Cook County, IL SD #123 214651KF7 10/15/07 12/01/23 36.831 0.000 6.2895 0.064342 0.064864 0.066904 0.069008 4.91 23.84 Cook County, IL SD #123 214651KG5 10/15/07 12/01/24 34.562 0.000 6.2995 0.060476 0.060966 0.062886 0.064867 4.61 22.41 Cook County, IL SD #123 214651KH3 10/15/07 12/01/25 32.426 0.000 6.3095 0.056830 0.057290 0.059098 0.060962 4.33 21.06 Cook County, IL SD #123 214651KJ9 10/15/07 12/01/26 30.417 0.000 6.3195 0.053388 0.053826 0.055526 0.057281 4.07 19.79 Cook County, IL SD #123 214651KK6 10/15/07 06/01/27 29.429 0.000 6.3295 0.051737 0.052161 0.053812 0.055515 3.94 19.18 Cook County, IL SD #127 214723CV8 09/07/05 12/01/19 46.971 0.000 5.3794 34.07 0.074943 0.076959 0.079029 0.081155 0.083337 27.46 28.96 Cook County, IL SD #127 214723CW6 09/07/05 12/01/20 44.082 0.000 5.4494 32.40 0.071310 0.073253 0.075249 0.077299 0.079406 26.14 27.58 Cook County, IL SD #127 214723CX4 09/07/05 12/01/21 41.315 0.000 5.5194 30.77 0.067749 0.069619 0.071540 0.073515 0.075544 24.84 26.23 Cook County, IL SD #127 214723CY2 09/07/05 12/01/22 38.734 0.000 5.5794 29.17 0.064254 0.066046 0.067889 0.069783 0.071729 23.56 24.90 Cook County, IL SD #127 214723CZ9 09/07/05 12/01/23 36.271 0.000 5.6395 27.62 0.060861 0.062577 0.064341 0.066156 0.068021 22.32 23.60 Cook County, IL SD #127 214723DA3 09/07/05 12/01/24 33.990 0.000 5.6895 26.11 0.057572 0.059210 0.060895 0.062627 0.064409 21.12 22.34 Cook County, IL SD #127 214723DC9 09/07/05 12/01/13 66.537 0.000 5.0090 44.87 0.098413 0.100878 0.103404 0.105994 0.108649 36.02 37.85 Cook County, Illinois 215030CN5 01/08/04 12/01/12 63.060 0.000 5.2494 105.39 0.106853 0.109657 0.112536 0.115489 0.118520 39.14 41.22 Cook County, Illinois 215030CP0 01/08/04 12/01/13 58.732 0.000 5.4494 102.15 0.103896 0.106727 0.109635 0.112622 0.115691 38.08 40.19 Cook County, Illinois 215030CQ8 01/08/04 12/01/14 54.489 0.000 5.6495 98.50 0.100496 0.103334 0.106253 0.109255 0.112341 36.86 38.97 Cook County, Illinois 215030CR6 01/08/04 12/01/15 50.650 0.000 5.7994 94.17 0.096301 0.099093 0.101967 0.104924 0.107966 35.34 37.42 Cook County, Illinois 215093EV3 06/17/03 12/01/13 59.669 0.000 4.9998 113.99 0.098293 0.100751 0.103269 0.105851 0.108497 35.98 37.80 Cook County, Illinois 215093EW1 06/17/03 12/01/14 55.539 0.000 5.1998 110.69 0.095793 0.098284 0.100839 0.103461 0.106151 35.09 36.93 Cook County, Illinois 215093EX9 06/17/03 12/01/15 51.495 0.000 5.3998 106.90 0.092857 0.095364 0.097939 0.100583 0.103299 34.03 35.89 Cook County, Illinois 215183FW9 12/10/03 12/01/12 60.122 0.000 5.7499 113.87 0.113669 0.116937 0.120299 0.123758 0.127316 41.71 44.14 Cook County, Illinois 215183FX7 12/10/03 12/01/13 55.449 0.000 5.9998 109.94 0.110185 0.113490 0.116895 0.120402 0.124014 40.46 42.93 Cook County, Illinois 215183FY5 12/10/03 12/01/14 51.438 0.000 6.1497 104.74 0.105223 0.108459 0.111794 0.115231 0.118774 38.66 41.07 Cook County, Illinois 215183FZ2 12/10/03 12/01/15 47.578 0.000 6.2999 99.44 0.100136 0.103290 0.106544 0.109900 0.113361 36.81 39.16 Cook County, IL SD #155 215219DY9 02/01/01 12/01/07 63.741 0.000 6.6983 304.05 0.174201 0.180035 58.54 Cook County, IL SD #155 215219DZ6 02/01/01 12/01/08 59.225 0.000 6.7985 287.55 0.165213 0.170829 0.176636 0.182640 60.83 59.37 Cook County, IL SD #155 215219EA0 02/01/01 12/01/09 55.158 0.000 6.8487 270.16 0.155443 0.160766 0.166271 0.171964 0.177853 57.24 61.23 Cook County, IL SD #155 215219EB8 02/01/01 12/01/10 51.321 0.000 6.8987 253.56 0.146099 0.151138 0.156352 0.161745 0.167324 53.81 57.59 Cook County, IL SD #155 215219EG7 02/01/01 12/01/14 37.337 0.000 7.2490 195.76 0.113914 0.118043 0.122322 0.126755 0.131350 42.00 45.10 Cook County, IL SD #155 215219EH5 02/01/01 12/01/15 34.277 0.000 7.3490 182.71 0.106618 0.110536 0.114597 0.118808 0.123174 39.33 42.27 Cook County, Illinois 215219FB7 06/30/03 12/01/07 84.673 0.000 3.7996 119.38 0.101648 0.103579 33.89 Cook County, Illinois 215219FC5 06/30/03 12/01/08 81.113 0.000 3.8995 117.54 0.100270 0.102225 0.104218 0.106250 36.57 34.76 Cook County, Illinois 215219FD3 06/30/03 12/01/09 76.100 0.000 4.2996 122.34 0.105126 0.107386 0.109694 0.112053 0.114462 38.39 40.06 Cook County, Illinois 215219FE1 06/30/03 12/01/10 71.619 0.000 4.5496 122.29 0.105566 0.107968 0.110424 0.112936 0.115505 38.58 40.36 Cook County, Illinois 215219FN1 06/30/03 12/01/18 44.637 0.000 5.2998 89.81 0.078587 0.080670 0.082807 0.085002 0.087254 28.79 30.34 Cook County, IL SD #155 215219FP6 06/30/03 12/01/19 41.690 0.000 5.3998 85.59 0.075033 0.077059 0.079140 0.081277 0.083471 27.50 29.00 Cook County, IL SD #155 215219FQ4 06/30/03 12/01/20 39.193 0.000 5.4498 81.27 0.071311 0.073254 0.075250 0.077301 0.079407 26.14 27.58 Cook County, IL SD #155 215219FR2 06/30/03 12/01/21 36.482 0.000 5.5497 77.15 0.067821 0.069702 0.071637 0.073624 0.075667 24.87 26.27 Cook County, IL SD #155 215219FS0 06/30/03 12/01/22 33.892 0.000 5.6497 73.08 0.064355 0.066173 0.068043 0.069965 0.071941 23.61 24.96 Cook County, IL SD #155 215219GA8 06/02/05 12/01/15 59.242 0.000 5.0500 48.62 0.089548 0.091810 0.094128 0.096505 0.098941 32.78 34.46 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Cook County, IL SD #155 215219GB6 06/02/05 12/01/16 55.669 0.000 5.1601 46.71 0.086119 0.088341 0.090620 0.092958 0.095356 31.54 33.19 Cook County, IL SD #155 215219GC4 06/02/05 12/01/17 52.327 0.000 5.2501 44.69 0.082469 0.084634 0.086856 0.089136 0.091476 30.21 31.82 Cook County, IL SD #155 215219GD2 06/02/05 12/01/18 49.294 0.000 5.3100 42.60 0.078645 0.080733 0.082877 0.085077 0.087336 28.82 30.37 Cook County, IL SD #155 215219GE0 06/02/05 12/01/19 46.448 0.000 5.3600 40.53 0.074857 0.076863 0.078923 0.081038 0.083210 27.43 28.92 Cook County, IL SD #155 215219GF7 06/02/05 12/01/20 43.922 0.000 5.3801 38.47 0.071071 0.072983 0.074946 0.076963 0.079033 26.05 27.47 Cook County, IL SD #155 215219GG5 06/02/05 12/01/21 41.054 0.000 5.4700 36.58 0.067629 0.069479 0.071379 0.073331 0.075337 24.79 26.17 Cook County, IL SD #155 215219GH3 06/02/05 12/01/22 38.699 0.000 5.5000 34.67 0.064127 0.065891 0.067703 0.069564 0.071477 23.51 24.82 Cook County, IL SD #155 215219GQ3 06/02/05 12/01/23 36.261 0.000 5.5600 32.86 0.060797 0.062487 0.064224 0.066009 0.067845 22.29 23.55 Cook County, IL SD #155 215219GR1 06/02/05 12/01/24 34.002 0.000 5.6100 31.09 0.057564 0.059178 0.060838 0.062545 0.064299 21.11 22.31 Cook County, IL SD #155 215219GX8 06/29/06 12/01/07 92.317 0.000 5.6969 26.69 0.149604 0.153865 50.14 Cook County, IL SD #155 215219GY6 06/29/06 12/01/08 87.231 0.000 5.7179 25.32 0.141896 0.145952 0.150125 0.154417 52.06 50.31 Cook County, IL SD #155 215219GZ3 06/29/06 12/01/09 82.420 0.000 5.7285 23.96 0.134325 0.138173 0.142130 0.146201 0.150389 49.28 52.15 Cook County, IL SD #155 215219HA7 06/29/06 12/01/10 77.826 0.000 5.7488 22.71 0.127297 0.130956 0.134721 0.138593 0.142577 46.71 49.43 Cook County, IL SD #155 215219HB5 06/29/06 12/01/16 54.002 0.000 5.9995 16.45 0.092276 0.095045 0.097896 0.100832 0.103857 33.89 35.95 Cook County, IL SD #155 215219HC3 06/29/06 12/01/17 50.621 0.000 6.0495 15.55 0.087237 0.089876 0.092595 0.095396 0.098281 32.04 34.01 Cook County, IL SD #155 215219HD1 06/29/06 12/01/18 47.405 0.000 6.0996 14.68 0.082389 0.084901 0.087491 0.090159 0.092909 30.27 32.14 Cook County, IL SD #155 215219HE9 06/29/06 12/01/19 44.524 0.000 6.1196 13.83 0.077643 0.080018 0.082467 0.084990 0.087591 28.52 30.30 Cook County, IL SD #155 215219HF6 06/29/06 12/01/20 41.744 0.000 6.1496 13.03 0.073160 0.075410 0.077728 0.080119 0.082582 26.88 28.56 Cook County, IL SD #155 215219HG4 06/29/06 12/01/21 39.173 0.000 6.1696 12.27 0.068884 0.071009 0.073199 0.075457 0.077785 25.31 26.90 Cook County, IL SD #155 215219HH2 06/29/06 12/01/22 36.688 0.000 6.1996 11.55 0.064835 0.066845 0.068917 0.071053 0.073256 23.82 25.32 Cook County, IL SD #155 215219HJ8 06/29/06 12/01/23 34.398 0.000 6.2197 10.86 0.060990 0.062887 0.064843 0.066859 0.068939 22.41 23.83 Cook County, IL SD #155 215219HK5 06/29/06 12/01/24 32.181 0.000 6.2498 10.21 0.057342 0.059134 0.060982 0.062888 0.064853 21.07 22.41 Cook County, IL SD #155 215219HL3 06/29/06 12/01/25 30.147 0.000 6.2697 9.60 0.053894 0.055583 0.057326 0.059123 0.060976 19.81 21.07 Cook County, IL SD #155 215219HM1 06/29/06 06/01/26 29.062 0.000 6.2996 9.30 0.052209 0.053853 0.055549 0.057299 0.059104 19.19 20.42 Cook County, IL SD #155 215219JA5 06/29/06 12/01/07 92.317 0.000 5.6969 26.69 0.149604 0.153865 50.14 Cook County, IL SD #155 215219JB3 06/29/06 12/01/08 87.231 0.000 5.7179 25.32 0.141896 0.145952 0.150125 0.154417 52.06 50.31 Cook County, IL SD #155 215219JC1 06/29/06 12/01/09 82.420 0.000 5.7285 23.96 0.134325 0.138173 0.142130 0.146201 0.150389 49.28 52.15 Cook County, IL SD #155 215219JD9 06/29/06 12/01/10 77.826 0.000 5.7488 22.71 0.127297 0.130956 0.134721 0.138593 0.142577 46.71 49.43 Cook County, IL SD #155 215219JE7 06/29/06 12/01/11 73.537 0.000 5.7490 21.46 0.120286 0.123743 0.127300 0.130960 0.134724 44.14 46.71 Cook County, IL SD #155 215219JF4 06/29/06 12/01/12 69.397 0.000 5.7692 20.32 0.113924 0.117210 0.120591 0.124070 0.127649 41.80 44.25 Cook County, IL SD #155 215219JG2 06/29/06 12/01/13 65.418 0.000 5.7993 19.26 0.107965 0.111095 0.114317 0.117632 0.121042 39.62 41.95 Cook County, IL SD #155 215219JH0 06/29/06 12/01/14 61.530 0.000 5.8495 18.27 0.102447 0.105443 0.108527 0.111701 0.114968 37.60 39.83 Cook County, IL SD #155 215219JJ6 06/29/06 12/01/15 57.818 0.000 5.8994 17.31 0.097108 0.099972 0.102921 0.105957 0.109082 35.65 37.78 Cook County, IL SD #155 215219JK3 06/29/06 12/01/16 54.002 0.000 5.9995 16.45 0.092276 0.095045 0.097896 0.100832 0.103857 33.89 35.95 Cook County, IL SD #155 215219JL1 06/29/06 12/01/17 50.621 0.000 6.0495 15.55 0.087237 0.089876 0.092595 0.095396 0.098281 32.04 34.01 Cook County, IL SD #155 215219JM9 06/29/06 12/01/18 47.405 0.000 6.0996 14.68 0.082389 0.084901 0.087491 0.090159 0.092909 30.27 32.14 Cook County, IL SD #155 215219JN7 06/29/06 12/01/19 44.524 0.000 6.1196 13.83 0.077643 0.080018 0.082467 0.084990 0.087591 28.52 30.30 Cook County, Illinois 215255EW6 06/30/04 12/01/11 66.619 0.000 5.5494 97.89 0.117242 0.120495 0.123839 0.127275 0.130807 42.99 45.41 Cook County, Illinois 215255EX4 06/30/04 12/01/12 62.198 0.000 5.7195 94.36 0.113269 0.116508 0.119840 0.123267 0.126792 41.56 43.97 Cook County, Illinois 215255EY2 06/30/04 12/01/13 57.985 0.000 5.8696 90.41 0.108752 0.111943 0.115229 0.118611 0.122092 39.92 42.30 Cook County, Illinois 215255EZ9 06/30/04 12/01/14 53.847 0.000 6.0295 86.39 0.104134 0.107273 0.110507 0.113839 0.117271 38.24 40.59 Cook County, Illinois 215255FA3 06/30/04 12/01/15 50.015 0.000 6.1596 82.08 0.099112 0.102165 0.105311 0.108555 0.111898 36.42 38.69 Cook County, Illinois 215381HP2 08/07/03 12/01/07 86.272 0.000 3.4494 106.44 0.092596 0.094193 30.84 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Cook County, Illinois 215381HQ0 08/07/03 12/01/12 61.760 0.000 5.2392 118.82 0.106709 0.109504 0.112373 0.115316 0.118337 39.09 41.16 Cook County, Illinois 215381HR8 08/07/03 12/01/13 57.537 0.000 5.4293 115.04 0.103655 0.106469 0.109359 0.112328 0.115377 37.99 40.08 Cook County, Illinois 215381HS6 08/07/03 12/01/14 53.466 0.000 5.6091 110.73 0.100092 0.102899 0.105785 0.108751 0.111802 36.71 38.80 Cook County, Illinois 215903EV3 06/17/03 12/01/13 59.669 0.000 4.9998 113.99 0.098293 0.100751 0.103269 0.105851 0.108497 35.98 37.80 Cook County, Illinois 215903EW1 06/17/03 12/01/14 55.539 0.000 5.1998 110.69 0.095793 0.098284 0.100839 0.103461 0.106151 35.09 36.93 Cook County, Illinois 215903EX9 06/17/03 12/01/15 51.495 0.000 5.3998 106.90 0.092857 0.095364 0.097939 0.100583 0.103299 34.03 35.89 Corvallie, Benton County 2208855C7 03/12/02 01/01/08 72.008 0.000 5.7383 224.91 0.150631 0.154953 55.01 Corvallie, Benton County 2208855D5 03/12/02 01/01/09 67.064 0.000 5.9584 218.56 0.147175 0.151559 0.156074 0.160724 53.77 57.02 Corvallie, Benton County 2208855E3 03/12/02 01/01/10 62.052 0.000 6.2087 211.89 0.143561 0.148018 0.152613 0.157351 52.48 55.79 Corvallie, Benton County 2208855F0 03/12/02 01/01/11 57.678 0.000 6.3487 202.02 0.137344 0.141704 0.146202 0.150843 50.23 53.47 Corvallie, Benton County 2208855G8 03/12/02 01/01/12 53.670 0.000 6.4489 191.37 0.130424 0.134630 0.138971 0.143452 47.71 50.84 Corvallie, Benton County 2208855H6 03/12/02 01/01/13 49.793 0.000 6.5588 181.01 0.123697 0.127754 0.131944 0.136271 45.26 48.28 Corvallie, Benton County 2208855J2 03/12/02 01/01/14 46.414 0.000 6.6090 170.21 0.116457 0.120306 0.124281 0.128388 42.62 45.48 Corvallie, Benton County 2208855K9 03/12/02 01/01/15 43.223 0.000 6.6591 159.88 0.109527 0.113174 0.116942 0.120836 40.09 42.80 Corvallie, Benton County 2208855L7 03/12/02 01/01/16 39.945 0.000 6.7591 150.31 0.103220 0.106709 0.110315 0.114043 37.79 40.38 Corvallie, Benton County 2208855M5 03/12/02 01/01/17 37.109 0.000 6.8092 140.83 0.096827 0.100124 0.103533 0.107057 35.45 37.91 Carvallie, Benton County 2208855N3 03/12/02 01/01/18 34.442 0.000 6.8591 131.81 0.090737 0.093849 0.097067 0.100396 33.23 35.54 Corvallie, Benton County 2208855P8 03/12/02 01/01/19 31.935 0.000 6.9091 123.24 0.084943 0.087878 0.090914 0.094054 31.11 33.29 Corvallie, Benton County 2208855Q6 03/12/02 01/01/20 29.582 0.000 6.9592 115.12 0.079439 0.082203 0.085063 0.088023 29.10 31.16 Corvallie, Benton County 2208855R4 03/12/02 01/01/21 27.475 0.000 6.9893 107.45 0.074205 0.076798 0.079482 0.082259 27.18 29.11 Corvallie, Benton County 2208855S2 03/12/02 01/01/22 25.504 0.000 7.0193 100.24 0.069273 0.071705 0.074221 0.076826 25.38 27.19 Corvallie, Benton County 2208855T0 03/12/02 01/01/23 23.613 0.000 7.0594 93.42 0.064623 0.066904 0.069265 0.071710 23.67 25.38 Costco Companies, Inc. 22160QAA0 08/19/97 08/19/17 49.960 0.000 3.5000 191.88 0.066376 0.067537 0.068719 0.069922 0.071145 24.41 25.28 Costco Companies, Inc. 22160QAB8 08/19/97 08/19/17 49.960 0.000 3.5000 191.88 0.066376 0.067537 0.068719 0.069922 0.071145 24.41 25.28 Costco Companies, Inc. 22160QAC6 08/19/97 08/19/17 49.960 0.000 3.5000 191.88 0.066376 0.067537 0.068719 0.069922 0.071145 24.41 25.28 Covad Communications 222814AD7 03/11/98 03/15/08 50.666 VARIES 13.8062 0.379853 0.374130 0.378749 137.47 28.03 Covad Communications 222814AG0 03/11/98 03/15/08 50.666 VARIES 13.8062 0.379853 0.374130 0.378749 137.47 28.03 Covad Communications 222814AH8 03/11/98 03/15/08 50.666 VARIES 13.8062 0.379853 0.374130 0.378749 137.47 28.03 Cox Communications, Inc. 224044BB2 02/23/01 02/23/21 69.503 0.348 2.2500 75.65 0.038196 0.038625 0.039060 0.039499 0.039943 13.94 14.25 Credit Suisse USA, Inc. 22541FDM5 04/28/06 10/30/09 100.000 0.000 5.4114 0.154432 0.158611 0.162902 0.167310 0.171837 56.86 59.98 Credit Suisse USA, Inc. 22541FDN3 02/28/06 08/31/10 100.000 0.000 5.1563 0.146112 0.147435 0.152899 0.155136 0.161773 54.41 57.46 Credit Suisse USA, Inc. 22541FDP8 02/02/06 08/17/09 100.000 0.000 5.0482 0.144071 0.147708 0.151436 0.155258 0.159177 53.51 56.24 Credit Suisse USA, Inc. 22541FDQ6 03/22/06 09/30/09 100.000 0.000 5.1196 0.146041 0.149779 0.153613 0.157545 0.161578 53.94 56.73 Credit Suisse USA, Inc. 22541FDR4 04/28/06 04/29/13 100.000 0.000 5.5223 0.157659 0.162013 0.166486 0.171083 0.175807 58.09 61.34 Credit Suisse USA, Inc. 22541FDS2 04/28/06 07/28/10 100.000 0.000 5.4196 0.152585 0.156720 0.160967 0.165329 0.169809 56.96 60.09 Credit Suisse USA, Inc. 22541FDT0 05/26/06 05/26/09 100.000 0.000 5.4700 0.156102 0.160371 0.164757 0.169264 0.173893 57.27 60.44 Credit Suisse USA, Inc. 22541FDU7 05/31/06 08/31/10 100.000 0.000 5.4966 0.153928 0.155580 0.161613 0.164250 0.171561 57.43 60.86 Credit Suisse USA, Inc. 22541FDV5 07/28/06 07/28/10 100.000 0.000 5.5850 0.155140 0.159473 0.163926 0.168504 0.173209 57.97 61.26 Credit Suisse USA, Inc. 22541FDW3 07/31/06 01/29/10 100.000 0.000 5.5553 0.154316 0.158578 0.162983 0.167510 0.172163 57.64 60.88 Credit Suisse USA, Inc. 22541FDZ6 09/29/06 06/30/10 100.000 0.000 5.0745 0.142788 0.146411 0.150126 0.153935 0.157841 52.06 54.74 Credit Suisse USA, Inc. 22541FEA0 09/29/06 09/30/10 100.000 0.000 5.0769 0.141047 0.144627 0.148299 0.152063 0.155923 52.08 54.76 Credit Suisse USA, Inc. 22541FEB8 10/27/06 04/30/10 100.000 0.000 5.3259 0.148030 0.151972 0.156019 0.160174 0.164440 54.49 57.43 Credit Suisse USA, Inc. 22541FEC6 09/28/06 09/28/21 100.000 VARIES 5.4728 0.152023 0.146872 0.141580 0.141833 0.142092 52.83 51.06 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Credit Suisse USA, Inc. 22541FEE2 10/31/06 10/29/10 100.000 0.000 5.1407 0.142798 0.146448 0.150213 0.154074 0.158034 52.52 55.26 Credit Suisse USA, Inc. 22541FEG7 11/29/06 11/30/10 100.000 0.000 4.9761 0.138245 0.141684 0.145209 0.148822 0.152525 50.60 53.15 Credit Suisse USA, Inc. 22541FEH5 10/31/06 10/29/10 100.000 0.000 5.3405 0.148348 0.152287 0.156354 0.160529 0.164815 54.61 57.56 Credit Suisse USA, Inc. 22541FEJ1 12/28/06 01/14/11 100.000 0.000 4.9860 0.138502 0.138809 0.142270 0.145817 0.149452 50.55 53.05 Credit Suisse USA, Inc. 22541FEM4 01/31/07 07/29/08 100.000 0.000 5.3183 0.147732 0.151639 0.155671 49.49 32.27 Credit Suisse USA, Inc. 22541FEN2 01/31/07 01/31/11 100.000 0.000 5.2714 0.146429 0.150289 0.154250 0.158316 49.05 56.03 Credit Suisse USA, Inc. 22541FEP7 01/31/07 01/30/09 100.000 0.000 5.3522 0.147853 0.149313 0.154994 0.157412 49.76 56.94 Credit Suisse USA, Inc. 22541FEQ5 02/27/07 08/29/08 100.000 0.000 5.3005 0.144820 0.145639 0.147874 0.153461 45.14 36.65 Credit Suisse USA, Inc. 22541FER3 02/28/07 11/30/11 100.000 0.000 5.0891 0.141365 0.143163 0.146806 0.150542 0.154373 43.04 53.76 Credit Suisse USA, Inc. 22541HAL6 02/08/06 02/09/09 100.000 0.000 5.0871 0.144925 0.148612 0.152392 0.156268 0.160243 53.90 56.67 Credit Suisse USA, Inc. 22541HAN2 03/28/06 03/23/11 100.000 1.000 5.2042 0.147517 0.150633 0.153830 0.157110 0.160475 54.29 56.62 Credit Suisse USA, Inc. 22541HBF8 09/01/06 08/26/13 100.000 1.000 5.3576 0.148824 0.151976 0.155303 0.158719 0.162227 54.95 57.39 Credit Suisse USA, Inc. 22541HBK7 10/18/06 10/11/11 100.000 0.250 5.3153 0.147649 0.151243 0.155078 0.159015 0.163056 54.39 57.17 Credit Suisse USA, Inc. 22541HBQ4 02/13/07 02/07/14 100.000 2.000 5.2240 0.145114 0.147375 0.149774 0.152235 46.47 54.19 Credit Suisse USA, Inc. 22541HBU5 04/27/07 04/21/14 100.000 0.250 5.0791 0.141087 0.144380 0.147870 0.151449 34.66 53.10 Credit Suisse USA, Inc. 22541HBV3 05/11/07 05/05/14 100.000 1.750 5.1032 0.141757 0.144054 0.146490 0.148987 32.73 52.57 Credit Suisse USA, Inc. 2254C0GB7 02/23/06 02/25/08 100.000 0.000 5.1724 0.147437 0.151250 0.155162 54.74 8.38 Credit Suisse USA, Inc. 2254C0GR2 03/30/06 03/31/08 100.000 0.000 5.2704 0.150260 0.154220 0.158284 55.54 14.09 Credit Suisse USA, Inc. 2254C0HJ9 05/16/06 05/16/16 100.000 0.000 5.7188 0.163398 0.168071 0.172876 0.177820 0.182904 60.09 63.58 Credit Suisse USA, Inc. 2254C0HM2 05/31/06 08/31/09 100.000 0.000 5.4674 0.155679 0.158158 0.163389 0.166924 0.173414 57.42 60.67 Credit Suisse USA, Inc. 2254C0HN0 06/16/06 09/30/09 100.000 0.000 5.4959 0.155089 0.159350 0.163729 0.168229 0.172851 57.39 60.58 Credit Suisse USA, Inc. 2254C0HY6 07/19/06 07/31/09 100.000 0.000 5.6243 0.156524 0.160925 0.165451 0.170104 0.174887 58.49 61.82 Credit Suisse USA, Inc. 2254C0KC0 10/13/06 10/13/09 100.000 0.000 5.2653 0.146260 0.150111 0.154063 0.158119 0.162282 53.96 56.83 Credit Suisse USA, Inc. 2254C0KL0 11/24/06 11/30/10 100.000 0.000 5.0169 0.139477 0.142976 0.146562 0.150239 0.154008 51.06 53.66 Credit Suisse USA, Inc. 2254C0KN6 11/30/06 11/28/08 100.000 0.000 5.0696 0.140823 0.144353 0.148012 0.151764 51.57 49.08 Credit Suisse USA, Inc. 2254C0KX4 02/20/07 08/20/08 100.000 0.000 5.2452 0.145701 0.149522 0.153444 45.81 34.95 Credit Suisse USA, Inc. 2254C0LZ8 02/28/07 02/26/10 100.000 0.000 5.0235 0.138773 0.139901 0.144992 0.147018 42.75 53.04 Credit Suisse USA, Inc. 2254C0MG9 02/28/07 03/31/08 100.000 0.000 5.4164 0.150458 0.151137 0.155230 45.84 13.82 Credit Suisse USA, Inc. 2254C0MP9 03/30/07 09/30/11 100.000 0.000 4.9795 0.138320 0.141764 0.145293 0.148911 37.80 52.32 Credit Suisse USA, Inc. 2254C0MW4 04/27/07 10/31/11 100.000 0.000 4.9514 0.137541 0.137598 0.141005 0.144496 0.148073 33.78 51.82 Credit Suisse USA, Inc. 2254C0NA1 04/30/07 07/29/11 100.000 0.000 4.9688 0.138023 0.139718 0.143190 0.146747 33.52 51.99 Credit Suisse USA, Inc. 2254C0NJ2 05/04/07 05/03/12 100.000 0.000 5.0627 0.140631 0.144171 0.147821 0.151562 33.53 52.99 Credit Suisse USA, Inc. 2254C0NP8 05/17/07 05/17/12 100.000 0.000 5.0303 0.139732 0.143246 0.146849 0.150542 31.45 52.54 Crum & Forster Hldgs 228800AA6 06/05/03 06/15/13 96.985 10.375 10.8761 7.33 0.006994 0.007375 0.007776 0.008198 0.008644 2.60 2.89 Crum & Forster Hldgs 228800AB4 06/05/03 06/15/13 96.985 10.375 10.8761 7.33 0.006994 0.007375 0.007776 0.008198 0.008644 2.60 2.89 Crum & Forster Hldgs 228800AC2 06/05/03 06/15/13 96.985 10.375 10.8761 7.33 0.006994 0.007375 0.007776 0.008198 0.008644 2.60 2.89 Cytyc Corporation 232946AA1 03/22/04 03/15/24 100.000 VARIES 6.7499 0.209879 0.214853 0.219994 0.225310 0.230805 77.52 81.30 Cytyc Corporation 232946AB9 03/22/04 03/15/24 100.000 VARIES 6.7499 0.209879 0.214853 0.219994 0.225310 0.230805 77.52 81.30 DST Systems, Inc. 233326AA5 08/12/03 08/15/23 100.000 VARIES 8.4000 0.266692 0.273081 0.279738 0.286674 0.293902 98.93 103.88 DST Systems, Inc. 233326AB3 08/12/03 08/15/23 100.000 VARIES 8.4000 0.266692 0.273081 0.279738 0.286674 0.293902 98.93 103.88 DST Systems, Inc. 233326AC1 08/12/03 08/15/23 100.000 3.625 8.4000 0.270593 0.277729 0.285164 0.292912 0.300985 100.68 106.21 DST Systems, Inc. 233326AD9 08/12/03 08/15/23 100.000 3.625 8.4000 0.270593 0.277729 0.285164 0.292912 0.300985 100.68 106.21 DTE Energy Company 233331AL1 06/25/02 08/16/07 100.000 VARIES 5.5039 0.154836 0.153874 34.66 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Danka Business Systems 236277AC3 06/29/01 04/01/08* 28.000 10.000 N/A 0.538070 0.656894 124.63* Dayton Superior Corp. 240028AB6 06/16/00 06/15/09 95.575 13.000 13.8760 26.54 0.017400 0.018607 0.019898 0.021278 0.022755 6.52 7.46 Dayton Superior Corp. 240028AC4 06/16/00 06/15/09 95.575 13.000 13.8760 26.54 0.017400 0.018607 0.019898 0.021278 0.022755 6.52 7.46 Dayton Superior Corp. 240028AD2 06/16/00 06/15/09 95.575 13.000 13.8760 26.54 0.017400 0.018607 0.019898 0.021278 0.022755 6.52 7.46 Dayton Superior Corp. 240028AE0 06/16/00 06/15/09 95.575 13.000 13.8760 26.54 0.017400 0.018607 0.019898 0.021278 0.022755 6.52 7.46 Dayton Superior Corp. 240028AF7 06/16/00 06/15/09 95.575 13.000 13.8760 26.54 0.017400 0.018607 0.019898 0.021278 0.022755 6.52 7.46 Dayton Superior Corp. 240028AG5 03/15/03 09/15/08 98.088 10.750 11.2252 11.94 0.010612 0.011208 0.011837 0.012501 4.06 3.13 Dayton Superior Corp. 240028AH3 03/15/03 09/15/08 98.088 10.750 11.2252 11.94 0.010612 0.011208 0.011837 0.012501 4.06 3.13 Delta Air Lines, Inc. 247361YQ5 09/04/03 08/15/08* 85.000 10.000 14.3353 89.27 0.091299 0.097844 11.36* Delta Air Lines, Inc. 247361YT9 09/04/03 08/15/08* 85.000 10.000 14.3353 89.27 0.091299 0.097844 11.36* Delta Air Lines, Inc. 247361YX0 11/24/04 12/15/07 66.000 8.000 24.4023 207.55 0.361917 0.406075 132.45 Details Capital Corp. 25063TAA5 11/18/97 11/15/07 54.595 VARIES 12.4995 0.347211 0.347210 109.02 Deutsche Bank AG 251525AE1 01/29/03 01/31/08 100.000 0.000 3.3426 0.104292 0.106035 0.107807 38.39 3.13 Deutsche Bank AG 251525AH4 03/31/03 04/02/08 100.000 0.000 3.3554 0.104738 0.106495 0.108282 38.34 9.85 Deutsche Bank AG 25152AAB6 10/28/04 10/28/11 100.000 VARIES 4.4042 0.126822 0.127675 0.129256 0.130166 0.131817 46.60 47.64 Deutsche Bank AG 25152AAC4 11/15/04 11/15/16 100.000 VARIES 5.0434 0.131895 0.129522 0.127089 0.125303 0.123471 46.83 45.26 Deutsche Bank AG 25152AAD2 03/22/05 03/22/10 100.000 VARIES 4.1450 0.116005 0.115945 0.115830 0.115665 0.115558 41.73 41.64 Deutsche Bank AG 25152AAE0 04/26/05 04/26/10 100.000 4.760 4.7599 0.132222 0.132222 0.132222 0.132222 0.132222 47.60 47.60 Deutsche Bank AG 25152AAF7 06/28/05 06/28/07 100.000 0.000 3.8038 0.111805 19.79 Deutsche Bank AG 25152AAH3 08/17/05 08/17/07 100.000 0.000 4.2938 0.124451 0.127123 28.61 Deutsche Bank AG 25152AAR1 03/24/06 03/25/08 100.000 0.000 5.0294 0.143239 0.146841 0.150534 52.91 12.64 Deutsche Bank AG 25152ABF6 08/10/06 08/10/09 100.000 VARIES 5.3285 0.148014 0.146888 0.146441 0.146655 0.146930 52.86 52.83 Deutsche Bank AG 25152ABG4 08/30/06 08/30/11* 100.000 VARIES 5.3076 0.145813 0.143554 34.73* Deutsche Bank AG 25152C296 06/29/07 06/30/09 100.000 0.000 5.1756 0.142973 0.140664 0.145890 0.148038 0.154386 26.17 53.80 Deutsche Bank AG 25152C304 12/29/06 06/30/08 100.000 0.000 5.1143 0.142105 0.145739 0.149466 51.82 26.75 Deutsche Bank AG 25152C312 06/29/07 12/31/08 100.000 0.000 5.1499 0.143053 0.143075 0.146759 0.150538 26.04 53.37 Deutsche Bank AG 25152C338 06/29/07 06/30/11 100.000 0.000 5.3500 0.148611 0.148634 0.152610 0.156693 0.160884 27.06 55.68 Deutsche Bank AG 25152C395 05/31/07 05/29/09 100.000 0.000 5.0502 0.137235 0.142209 0.144215 0.150307 29.67 52.68 Deutsche Bank AG 25152C411 05/31/07 05/31/11 100.000 0.000 5.2220 0.145056 0.148844 0.152730 0.156718 30.72 54.53 Deutsche Bank AG 25152C478 05/31/07 11/28/08 100.000 0.000 5.2799 0.146666 0.150495 0.154468 31.07 49.93 Deutsche Bank AG 25152C486 04/30/07 04/30/09 100.000 0.000 4.8692 0.135258 0.138551 0.141924 0.145379 32.80 50.90 Deutsche Bank AG 25152C502 01/31/07 07/31/08 100.000 0.000 5.2604 0.146123 0.149966 0.153911 48.95 32.05 Deutsche Bank AG 25152C551 04/30/07 04/29/11 100.000 0.000 4.9528 0.137579 0.140968 0.144459 0.148036 33.37 51.81 Deutsche Bank AG 25152C569 04/30/07 10/31/08 100.000 0.000 5.0703 0.140844 0.144414 0.148075 34.16 43.84 Deutsche Bank AG 25152C601 01/31/07 01/31/11 100.000 0.000 5.1384 0.142734 0.146401 0.150162 0.154020 47.80 54.53 Deutsche Bank AG 25152C643 03/30/07 09/30/08 100.000 0.000 5.1337 0.142604 0.146265 0.150019 38.98 40.02 Deutsche Bank AG 25152C791 02/28/07 02/28/12 100.000 0.000 5.0466 0.137137 0.142142 0.144145 0.150232 42.72 53.39 Deutsche Bank AG 25152C817 02/28/07 08/29/08 100.000 0.000 5.2604 0.146123 0.149966 0.153911 44.60 36.40 Deutsche Bank AG 25152CAA4 03/21/03 03/26/08 100.000 0.000 3.4054 0.106514 0.108328 0.110172 39.02 9.36 Deutsche Bank AG 25152CAC0 06/25/03 06/27/08 100.000 0.000 2.6192 0.079707 0.080751 0.081809 28.89 14.40 Deutsche Bank AG 25152CAD8 07/02/03 07/07/08 100.000 0.000 2.8456 0.086071 0.087296 0.088538 0.089798 31.64 16.69 ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Deutsche Bank AG 25152CAE6 09/02/03 03/06/07 100.000 0.000 3.2959 0.101024 6.57 Deutsche Bank AG 25152CAF3 08/05/03 02/07/07 100.000 0.000 3.1280 0.095388 3.43 Deutsche Bank AG 25152CAH9 09/17/03 09/19/07 100.000 0.000 3.1247 0.095276 0.096764 24.85 Deutsche Bank AG 25152CAL0 10/03/03 10/07/08 100.000 VARIES 3.2878 0.090506 0.090707 0.090911 0.091119 32.65 25.13 Deutsche Bank AG 25152CAQ9 11/14/03 05/08/07 100.000 0.000 3.1290 0.095353 12.11 Deutsche Bank AG 25152CAS5 11/14/03 05/08/07 100.000 0.000 3.1290 0.095353 12.11 Deutsche Bank AG 25152CAT3 11/14/03 05/08/07 100.000 0.000 3.1290 0.095353 12.11 Deutsche Bank AG 25152CAU0 11/28/03 11/24/08 100.000 VARIES 3.5818 0.098768 0.098945 0.099126 0.099310 35.60 32.05 Deutsche Bank AG 25152CAY2 02/12/04 02/16/07 100.000 0.000 2.6922 0.079980 3.60 Deutsche Bank AG 25152CBE5 03/12/04 03/16/07 100.000 0.000 2.3298 0.068594 5.14 Deutsche Bank AG 25152CBF2 03/24/04 03/26/07 100.000 0.000 2.3473 0.069129 5.88 Deutsche Bank AG 25152CBJ4 04/29/04 05/04/09 100.000 VARIES 3.9589 0.110790 0.110795 0.110662 0.110527 0.110251 39.88 39.79 Deutsche Bank AG 25152CBL9 05/24/04 05/26/09 100.000 VARIES 4.3473 0.121492 0.121494 0.121376 0.121255 0.121010 43.73 43.66 Deutsche Bank AG 25152CBM7 06/03/04 06/04/09 100.000 VARIES 4.2210 0.118122 0.118128 0.117988 0.117844 0.117551 42.52 42.44 Deutsche Bank AG 25152CBN5 06/03/04 06/04/09 100.000 0.000 4.2445 0.130974 0.133754 0.136593 0.139492 0.142452 47.80 49.85 Deutsche Bank AG 25152CBP0 06/30/04 07/06/11 100.000 VARIES 4.2057 0.114767 0.114213 0.113647 0.113602 0.113557 41.02 40.89 Deutsche Bank AG 25152CBW5 09/23/04 09/27/07 100.000 0.000 3.1957 0.094615 0.096127 25.44 Deutsche Bank AG 25152CBX3 09/30/04 10/05/09 100.000 VARIES 3.6803 0.102990 0.102993 0.102997 0.102874 0.102748 37.08 37.04 Deutsche Bank AG 25152CCC8 12/22/04 12/24/09 100.000 0.000 3.9655 0.119179 0.121542 0.123952 0.126410 0.128916 43.36 45.10 Deutsche Bank AG 25152CCG9 02/03/05 02/03/12 100.000 0.000 4.3481 0.128834 0.131635 0.134496 0.137421 0.140408 47.72 49.82 Deutsche Bank AG 25152CCM6 02/28/05 03/02/10 100.000 0.000 4.2482 0.125023 0.125597 0.129674 0.130989 0.135989 46.30 48.47 Deutsche Bank AG 25152CCN4 02/28/05 03/02/10 100.000